| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2L | GGM | 61.000 | 7.30 | Vgg | QQQ | - | - | - | - | - | Tdpajwbr | DWCA | 33-35 | 28 | EASO+28 | - | 109.00000 |
| G-2G | QYN | 884.280 | 6.40 | Xtt | QQQ | - | - | - | - | - | Fsitj | E-Ewatd | 33-35 | 28 | 4.45% | 4.500% | 31.32917 |
| Z-4 | CSN | 56.440 | 7.82 | Lll | TTT | - | - | - | - | - | Ovbva | I-Uzppg | 50-52 | 45 | 4.49% | 4.533% | 75.61558 |
| L-1 | YJA | 948.000 | 6.64 | M-1 | F-1+ | - | - | - | - | - | Fsson | M-Eygmb | 10-12 | 9 | 4.55% | 4.547% | 822.00000 |
| S-3 | YNR | 386.900 | 8.99 | Iqq | SSS | - | - | - | - | - | Btakf | I-Ymukx | 43-45 | 38 | 4.44% | 4.491% | 93.14554 |
Tranche Comments
L-1: First Pay: 2025-01-22; Registration: 144N/Kim U;
G-2G: First Pay: 2025-01-22; Registration: 144X/Uhr M;
N-2L: First Pay: 2025-01-22; Registration: 144Q/Fyb L;
S-3: First Pay: 2025-01-22; Registration: 144Q/Wft B;
Z-4: First Pay: 2025-01-22; Registration: 144K/Zlz O;
Deal Comments
Dgb vbnx anl hplikbv krhn EF$750n rh EF$891.87n
Originator(s)
Nwomedz Bpcacepae Mzoepezm Rce
Pricing Speed
1.50% MDV db 10% cmuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | EVG | 245.300 | 5.37 | - | V-1+ | Z1+ | - | - | - | - | Ifpkv | Q-Nohpj | 20-22 | 18 | 5.66% | 5.662% | 687.00000 |
| O-2L | QUL | 920.000 | 7.70 | - | JJJ | PPP | - | - | - | - | Jwssvpuj | AVWT | 63-65 | 58 | YSOV+58 | - | 486.00000 |
| J-4 | JAA | 31.110 | 4.19 | - | NNN | KKK | - | - | - | - | Igksk | V-Xaamw | 110-115 | 105 | 5.79% | 5.862% | 32.19782 |
| B-3 | XTW | 309.600 | 2.85 | - | JJJ | EEE | - | - | - | - | Hjihm | X-Odlgi | 100-103 | 92 | 5.79% | 5.863% | 73.99788 |
| Q-2Q | HHE | 803.300 | 3.80 | - | SSS | CCC | - | - | - | - | Ehmjo | R-Fztfh | 63-65 | 56 | 5.88% | 5.955% | 61.12239 |
Tranche Comments
K-1: First Pay: 2023-12-22; Registration: 144W/Hhi A;
Q-2Q: First Pay: 2023-12-22; Registration: 144O/Fbt C;
O-2L: First Pay: 2023-12-22; Registration: 144N/Mze B;
B-3: First Pay: 2023-12-22; Registration: 144K/Bsm N;
J-4: First Pay: 2023-12-22; Registration: 144L/Xii B;
Deal Comments
Gce neak qaj dxjgeen qsyy YE$750y qy YE$995.82y
Risk Retention
DR - Jccp MD - Qg
Pricing Speed
1.5% VFY kb 10% Lywsi-Tj Lsyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-3 | CSA | 399.600 | 5.60 | Xyy | GGG | - | - | - | - | - | Aqkkv | V-Lsjav | 90-92 | 92 | 4.81% | 4.865% | 77.20402 |
| Z-2 | PNY | 600.750 | 8.37 | Dcc | ZZZ | - | - | - | - | - | Iagoc | J-Gmcin | 68-70 | 70 | 5.42% | 5.487% | 15.98622 |
| L-1 | ECS | 233.320 | 8.93 | C-1 | U-1+ | - | - | - | - | - | Lzamb | J-Idjmx | 22-24 | 20 | 5.37% | 5.365% | 683.00000 |
| A-4 | KPG | 20.440 | 8.49 | Yoo | PPP | - | - | - | - | - | Hsshz | J-Niitg | 105-110 | 105 | 4.72% | 4.771% | 50.63400 |
Tranche Comments
L-1: First Pay: 2023-07-24; Registration: 144Y/Xna S;
Z-2: First Pay: 2023-07-24; Registration: 144Q/Axw V;
U-3: First Pay: 2023-07-24; Registration: 144I/Lel X;
A-4: First Pay: 2023-07-24; Registration: 144L/Fak O;
Deal Comments
Vcx lxeo ees yxslvxl vjqo QY$750o zq QY$1.04ol
Pricing Speed
1.50% QWE, 10% jjll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O3 | PXK | 891.000 | 7.96 | - | RRR | PPP | - | - | - | - | Cuhak | GQOQ | 19-20 | 18 | 0.67% | 0.672% | - |
| I2 | NUB | 815.000 | 5.00 | - | FFF | VVV | - | - | - | - | Zjcuz | KLEU | 14-15 | 13 | 0.38% | 0.382% | - |
| L1 | VVM | 609.000 | 2.81 | - | X-1+ | K1+ | - | - | - | - | Ogjkl | 1dH | 0.18-19% | 18 | 0.18% | 0.180% | - |
| F4 | TZW | 28.500 | 8.74 | - | WWW | UUU | - | - | - | - | Tipgd | Ijgkn | 25b | 25 | 1.14% | 1.144% | - |
Tranche Comments
L1: Registration: 144F Boso;
I2: Registration: 144W Gwqs;
O3: Registration: 144M Ykxo;
F4: Registration: 144Z Ymql;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2 | AVN | 703.000 | 1.90 | Eaa | - | QQQ | - | - | - | - | Rrpje | MIMP | - | 17 | 0.56% | 0.570% | 84.28925 |
| W1 | JUS | 887.000 | 6.49 | C-1 | - | F1+ | - | - | - | - | Jhcqp | 1eI | - | 5 | 0.20% | 0.200% | 743.00000 |
| R4 | TER | 61.500 | 1.43 | Qaa | - | MMM | - | - | - | - | Jsnps | Efogd | - | 27 | 1.19% | 1.200% | 46.33460 |
| D3 | BPU | 964.000 | 5.41 | Yee | - | JJJ | - | - | - | - | Gvlpa | YPKG | - | 23 | 0.84% | 0.850% | 86.54712 |
Tranche Comments
W1: Registration: 144U Lzkl;
T2: Registration: 144R Fiaq;
D3: Registration: 144F Wsxb;
R4: Registration: 144L Iiie;