| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | CWC | 93.947 | 6.90 | - | - | AAA- | - | GGG | 5.60% | - | Usman | T-Wmwir | 215-220 | 205 | 6.32% | 6.277% | 34.89352 |
| X1 | CLM | 789.400 | 1.28 | - | - | ZZZ | - | TTT | 41.00% | - | Mvleb | D-Qzwzj | 125p | 120 | 5.55% | 5.428% | 52.40812 |
| L3 | LVY | 81.663 | 7.99 | - | - | P | - | J | 84.00% | - | Pwatp | R-Mugdw | 165x | 160 | 5.96% | 5.828% | 18.30789 |
| R1U | NBU | 1.130 | 9.50 | - | - | XB | - | RRR- | 7.70% | - | Qvjgh | K-Ilnci | 275-285 | 270 | 6.96% | 6.927% | 84.76875 |
| Y2 | MYR | 28.817 | 3.50 | - | - | SS | - | GG | 10.27% | - | Hlkzb | W-Ephvy | 155u | 150 | 5.85% | 5.728% | 61.83107 |
| N1N | AEV | 88.450 | 9.50 | - | - | BX | - | LL- | 5.66% | - | TPN | Q-Fnzlm | - | 425 | - | 8.477% | 16.39305 |
Tranche Comments
X1: First Pay: 2025-01-25; Registration: 144H/Xvp O;
Y2: First Pay: 2025-01-25; Registration: 144N/Osv M;
L3: First Pay: 2025-01-25; Registration: 144I/Qki F;
R1: First Pay: 2025-01-25; Registration: 144V/Bnf P;
R1U: First Pay: 2025-01-25; Registration: 144C/Hlr E;
N1N: First Pay: 2025-01-25; Registration: 144H/Xyc H; Comments: Hks-fxwpsh;
Deal Comments
Ezkgqhau Reaeuzkgqhx Makee qz (g) 2-teaea aha (gg) eaeugee qz (a) 3-teaea aha (o) 30% zqqu zatkqe
Originator(s)
AczllAzibdcs Rzcdpape NNA
Risk Retention
ZC - Jnbd CT - Jnb
Pricing Speed
25% AJS vo 4hg egii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | VIS | 55.595 | 4.96 | - | - | QQQ- | - | AAA+ | 6.90% | - | Mtxzk | F-Bbdni | - | 225 | 6.40% | 6.363% | 40.66972 |
| Z2 | QIW | 69.925 | 9.88 | - | - | EE | - | GG | 77.20% | - | Akkmg | U-Awwsm | 160-165 | 155 | 5.82% | 5.690% | 44.94122 |
| U3 | EQJ | 77.229 | 1.67 | - | - | K | - | S+ | 49.80% | - | Jgbva | N-Tuswz | 170-175 | 170 | 5.97% | 5.840% | 96.22050 |
| O1L | KHF | 4.833 | 4.40 | - | - | XU | - | CCC- | 4.80% | - | Nwkbm | S-Twjce | 300-305 | 290 | 7.05% | 7.013% | 38.41392 |
| R1R | HBV | 86.615 | 3.44 | - | - | DW | - | MM- | 3.95% | - | Xccqn | E-Qkspn | - | - | - | - | - |
| H1 | GXW | 394.680 | 5.90 | - | - | MMM | - | PPP | 81.00% | - | Otomu | V-Xxmql | 135-140 | 135 | 5.59% | 5.490% | 80.78704 |
Tranche Comments
H1: Registration: 144M/Kkp R;
Z2: Registration: 144H/Bno T;
U3: Registration: 144M/Xzx A;
Q1: Registration: 144J/Oon L;
O1L: Registration: 144H/Mdc S;
R1R: Registration: 144A/Msu E; Comments: Nhh-Njtthz;
Originator(s)
TqcyyTcsnpqx Pcqpyxyo XXT
Risk Retention
GO - Qmcq GG/GN - Qmc
Pricing Speed
25%XTO kg 4hp wckk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1 | BQZ | 216.792 | 7.55 | - | - | AAA | - | EEE | 80.00% | - | Bnweh | R-Ktlcc | - | 145 | 5.13% | 5.012% | 18.60760 |
| H2 | QHF | 44.627 | 9.57 | - | - | WW | - | AA | 40.20% | - | Dvcsk | S-Pbpfk | - | 170 | 5.38% | 5.262% | 79.52058 |
| M3 | XOW | 31.311 | 3.17 | - | - | U | - | E+ | 31.90% | - | Jvgrk | U-Xilcb | - | 180 | 5.48% | 5.362% | 78.13617 |
| Q1W | JVS | 5.806 | 4.65 | - | - | NG | - | RRR- | 5.40% | - | Bmbwp | Y-Onzsp | - | 315 | 6.64% | 6.598% | 27.52299 |
| J1 | AAM | 45.989 | 3.67 | - | - | CCC- | - | AAA+ | 1.90% | - | Qvkee | R-Vfkmu | - | 220 | 5.69% | 5.648% | 39.58528 |
Tranche Comments
G1: First Pay: 2024-10-25; Registration: 144C/Zun J;
H2: First Pay: 2024-10-25; Registration: 144Z/Xpl O;
M3: First Pay: 2024-10-25; Registration: 144C/Rbi F;
J1: First Pay: 2024-10-25; Registration: 144K/Hcx D;
Q1W: First Pay: 2024-10-25; Registration: 144G/Csx O;
Originator(s)
ZfxaaZxlxqfi Dxfqrkra PPZ
Use of Proceeds
MO - Cqvb OE - Cqv
Pricing Speed
25%CLC xn 4dg wxrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L3 | EEV | 30.230 | 7.89 | - | - | T | - | O+ | 51.90% | - | Mahil | F-Gxzxf | 170-175 | 170 | 6.16% | 6.024% | 72.14688 |
| S1 | WXM | 89.475 | 7.57 | - | - | AAA- | - | TTT+ | 3.69% | - | Pcrmk | Y-Hfhhq | 210-220 | 220 | 6.32% | 6.285% | 20.26175 |
| L1L | PAS | 82.150 | 9.73 | - | - | PG | - | XX | 5.96% | - | Qaspo | O-Uuqdk | 455 | 455 | 8.11% | 8.635% | 18.88478 |
| G2 | CUT | 82.189 | 5.37 | - | - | OO | - | WW+ | 75.51% | - | Tawss | P-Dlixg | 160r | 155 | 6.01% | 5.874% | 23.66089 |
| X1 | FRC | 369.407 | 4.36 | - | - | NNN | - | YYY | 53.00% | - | Zsisj | N-Exwkc | 140z | 140 | 5.85% | 5.724% | 66.24720 |
| D1M | PIC | 5.480 | 7.40 | - | - | EQ | - | MMM- | 9.68% | - | Ufavd | F-Lfnrh | 335 | 335 | 7.47% | 7.435% | 56.65089 |
Tranche Comments
X1: Registration: 144I/Ysk O;
G2: Registration: 144C/Glh K;
L3: Registration: 144E/Awc L;
S1: Registration: 144X/Zyb B;
D1M: Registration: 144B/Xdb R;
L1L: Registration: 144N/Bdg A;
Originator(s)
YlqbbYqxzvlj Vqlvqoqk BBY
Risk Retention
XR - Vpzi DX - Vpz
Pricing Speed
25% NYI ts 4pw twzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1 | FJU | 820.630 | 1.12 | - | - | LLL | - | GGG | 90.00% | - | Ugmyv | F-Wwcto | 135o | 135 | 6.15% | 6.016% | 69.68487 |
| T1 | EZX | 45.530 | 9.00 | - | - | KKK- | - | EEE+ | 7.98% | - | Sgeoe | P-Bwqgt | 210-220 | 210 | 6.50% | 6.464% | 82.23020 |
| C3 | GUV | 83.584 | 8.28 | - | - | U | - | C+ | 59.74% | - | Hlare | Y-Nucqc | 170-175 | 175 | 6.55% | 6.416% | 52.70999 |
| G1E | OUX | 5.819 | 7.00 | - | - | CK | - | ZZZ- | 1.10% | - | Lybqw | O-Hmopi | 330-340 | 330 | 7.69% | 7.664% | 97.65988 |
| X1X | OJK | 7.206 | 4.00 | - | - | VY | - | PP- | 3.30% | - | IEL | B-Lgqkr | 450-460 | 450 | - | 8.864% | 67.80922 |
| L2 | USF | 37.257 | 7.52 | - | - | YY | - | AA | 70.80% | - | Pjytj | R-Vwrjp | 165g | 165 | 6.45% | 6.316% | 56.34516 |
Tranche Comments
W1: Registration: 144L/Xxb N;
L2: Registration: 144K/Pev S;
C3: Registration: 144N/Oav L;
T1: Registration: 144G/Tax B;
G1E: Registration: 144M/Lbv G;
X1X: Registration: 144B/Kwl Z;
Originator(s)
ZfkjjZkhpxfx Akfxucut DDZ
Risk Retention
PV - Pxbq PB/HP - Pxb
Pricing Speed
25% VYK ju 4dz xuii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1Z | UXX | 8.415 | 9.95 | - | - | FR | - | SSS- | 2.72% | - | - | - | - | - | - | - | - |
| T1T | UAT | 2.830 | 3.12 | - | - | KU | - | UU | 2.48% | - | - | - | - | - | - | - | - |
| Y2 | FYM | 79.278 | 1.72 | - | - | GG | - | ZZ | 19.90% | - | Eicch | I-Bfhfp | 165-170 | 165 | 6.58% | 6.434% | 67.21447 |
| E1 | HRG | 530.964 | 1.12 | - | - | EEE | - | TTT | 56.00% | - | Fkbao | O-Mpltv | 140-145 | 135 | 6.27% | 6.134% | 81.39165 |
| T3 | SZS | 42.710 | 1.57 | - | - | Y | - | N | 88.51% | - | Yhzpe | F-Jpnaz | 175-180 | 170 | 6.63% | 6.484% | 17.96341 |
| Y1 | IMW | 46.858 | 7.58 | - | - | DDD- | - | MMM+ | 9.30% | - | Awbjr | S-Wbuma | 215-225 | 225 | 6.85% | 6.814% | 89.67010 |
Tranche Comments
E1: First Pay: 2024-05-25; Registration: 144J/Lcc A;
Y2: First Pay: 2024-05-25; Registration: 144O/Vqu T;
T3: First Pay: 2024-05-25; Registration: 144V/Nki R;
Y1: First Pay: 2024-05-25; Registration: 144P/Ika O;
I1Z: First Pay: 2024-05-25; Registration: 144P/Chr G;
T1T: First Pay: 2024-05-25; Registration: 144L/Rrw F;
Originator(s)
UxxjjUxscdxm Sxxdjsjc GGU
Risk Retention
GA - Ycjw UG - Ycj
Pricing Speed
25% WOE pg 4mv fshh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | CYQ | 580.555 | 2.23 | - | - | NNN | - | RRR | 80.74% | - | Ttzye | T-Ocbkv | 140-145 | 138 | 6.09% | 5.959% | 74.66666 |
| F3 | MEX | 70.657 | 4.80 | - | - | Y | - | E+ | 22.00% | - | Hrgek | N-Gwhos | 175-180 | 180 | 6.52% | 6.379% | 51.97527 |
| Q1 | EOG | 47.298 | 7.15 | - | - | EEE- | - | TTT+ | 9.90% | - | Ivnrl | Q-Vnshm | 235-245 | 235 | 6.70% | 6.660% | 94.93861 |
| K2 | PBM | 10.810 | 6.89 | - | - | II | - | ZZ | 64.12% | - | Cptya | P-Bfkny | 165-170 | 170 | 6.42% | 6.279% | 92.56652 |
Tranche Comments
E1: First Pay: 2024-04-25; Registration: 144D/Gqw W;
K2: First Pay: 2024-04-25; Registration: 144L/Jmj D;
F3: First Pay: 2024-04-25; Registration: 144O/Giu A;
Q1: First Pay: 2024-04-25; Registration: 144H/Zmi D;
Pricing Speed
25% EYP pv 4om tyee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L3 | BNN | 51.947 | 3.13 | - | - | B | - | H+ | 85.97% | - | Vociu | A-Luynp | 200l | 200 | 6.49% | 6.345% | 77.72110 |
| H1 | VHM | 43.121 | 3.37 | - | - | MMM- | - | RRR+ | 6.50% | - | Mbkcp | P-Ydpix | 290e | 290 | 7.07% | 7.032% | 88.32760 |
| V2 | KOD | 47.430 | 6.91 | - | - | YY | - | NN | 62.82% | - | Zbmya | X-Eqgkv | 175v | 175 | 6.24% | 6.095% | 71.49560 |
| T1 | CCF | 810.770 | 1.26 | - | - | GGG | - | HHH | 57.10% | - | Vqoks | B-Ihaop | 160o | 160 | 6.09% | 5.945% | 89.75644 |
Tranche Comments
T1: First Pay: 2024-02-25; Registration: 144G/Wct A;
V2: First Pay: 2024-02-25; Registration: 144Z/Wmc O;
L3: First Pay: 2024-02-25; Registration: 144V/Gft O;
H1: First Pay: 2024-02-25; Registration: 144L/Qqc J;
Deal Comments
Hhqgjpiw Xtttzhqgjpm Hiqtk jt (g) 2-jtike ipt (gg) tikwgtk jt (i) 3-jtike ipt r(v) 30% hjjw tijqjk
Originator(s)
NpdjjNdrrmpj Xdpmsqsi OON
Pricing Speed
25% DCR ft 4vf gwjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1P | ZRT | 141.789 | 9.85 | - | - | VVV | - | QQQ | 60.00% | - | Lynbq | I-Gnooi | - | 195 | 7.14% | 6.984% | 65.80403 |
| G3 | TYO | 73.654 | 9.31 | - | - | A+ | - | O | 92.32% | - | Rfinx | R-Wdxfi | - | 250 | 7.69% | 7.534% | 83.58053 |
| H2 | TZQ | 93.893 | 8.89 | - | - | VV+ | - | LL | 99.63% | - | Fioen | P-Ogdai | - | 235 | 7.54% | 7.384% | 92.16284 |
| N1 | VRV | 89.653 | 9.14 | - | - | UUU- | - | AAA | 4.80% | - | ITW | L-Hougl | - | 370 | - | 8.572% | 70.85400 |
| M1X | OWM | 91.300 | 1.82 | - | - | LLL | - | III | 41.60% | - | Knuqz | X-Hppqx | - | 215 | 7.34% | 7.184% | 36.18461 |
Tranche Comments
P1P: First Pay: 2023-11-25; Registration: 144J/Lev A;
M1X: First Pay: 2023-11-25; Registration: 144E/Aut A;
H2: First Pay: 2023-11-25; Registration: 144N/Uwk E;
G3: First Pay: 2023-11-25; Registration: 144Q/Oni A;
N1: First Pay: 2023-11-25; Registration: 144A/Mat H;
Originator(s)
FlxzzFxskpll Uxlpzpzp BBF
Pricing Speed
25%KSQ pt 4sx depp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | HOY | 312.534 | 2.65 | - | - | ZZZ | - | OOO | 42.00% | - | Bwvyq | U-Kfpdn | - | 165 | 6.62% | 6.475% | 32.30228 |
| K2 | KFD | 20.862 | 1.83 | - | - | UU | - | II | 53.30% | - | Qkpeo | I-Mckvv | - | 195 | 6.92% | 6.775% | 58.16752 |
| K1 | TSN | 21.684 | 8.75 | - | - | SSS- | - | LLL | 8.74% | - | Xqomu | Y-Cjhnx | - | 310 | 7.49% | 7.457% | 80.43013 |
| G1 | PEV | 13.510 | 2.11 | - | - | JL | - | YY- | 8.91% | - | BZO | W-Binzh | - | 510 | - | 9.457% | 28.43227 |
| A3 | KEA | 70.516 | 4.37 | - | - | S | - | R | 39.70% | - | Vkpqm | R-Fidir | - | 205 | 7.02% | 6.875% | 60.74707 |
| L2 | NAN | 5.345 | 4.90 | - | - | XT | - | M- | 2.10% | - | Fpgsd | E-Ddrtf | - | - | - | - | Retained |
Tranche Comments
Q1: First Pay: 2023-08-25; Registration: 144U/Xyg I;
K2: First Pay: 2023-08-25; Registration: 144Y/Jnc P;
A3: First Pay: 2023-08-25; Registration: 144O/Wxp N;
K1: First Pay: 2023-08-25; Registration: 144I/Tqa C;
G1: First Pay: 2023-08-25; Registration: 144F/Ckf P;
L2: First Pay: 2023-08-25; Registration: 144H/Lpw S;
Originator(s)
ZkqrrZqrzokm Aqkoohoi EEZ
Pricing Speed
25% NGJ jz 4mw sgqq