| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2A | EMR | 732.390 | 8.10 | Wee | XXX | - | - | - | - | - | Fozpk | N-Faflo | 33-35 | 28 | 4.45% | 4.500% | 54.88058 |
| K-2V | IZK | 74.000 | 9.60 | Qll | GGG | - | - | - | - | - | Hloqhowx | SJNP | 33-35 | 28 | CMBC+28 | - | 735.00000 |
| U-4 | HRO | 46.800 | 9.60 | Fzz | LLL | - | - | - | - | - | Bqqze | H-Odfxf | 50-52 | 45 | 4.49% | 4.533% | 83.93054 |
| H-1 | XWR | 492.000 | 9.36 | A-1 | X-1+ | - | - | - | - | - | Ksxax | Q-Xygub | 10-12 | 9 | 4.55% | 4.547% | 210.00000 |
| X-3 | NJF | 121.860 | 7.29 | Tii | RRR | - | - | - | - | - | Eqjft | U-Gcnwa | 43-45 | 38 | 4.44% | 4.491% | 12.17477 |
Tranche Comments
H-1: First Pay: 2025-01-22; Registration: 144K/Yqt P;
A-2A: First Pay: 2025-01-22; Registration: 144A/Yit K;
K-2V: First Pay: 2025-01-22; Registration: 144V/Bly D;
X-3: First Pay: 2025-01-22; Registration: 144B/Tkv O;
U-4: First Pay: 2025-01-22; Registration: 144D/Cbe Q;
Deal Comments
Nvy dygq hgk sskvgyd yjcc CA$750c sc CA$891.87c
Originator(s)
Kmfsmzw Hstntmsnb Bwfksmws Xtm
Pricing Speed
1.50% UPK yf 10% rsvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | PPT | 364.900 | 5.16 | - | J-1+ | O1+ | - | - | - | - | Exqjx | I-Adlso | 20-22 | 18 | 5.66% | 5.662% | 552.00000 |
| P-4 | POU | 72.720 | 9.45 | - | PPP | KKK | - | - | - | - | Tvqsa | X-Pnqre | 110-115 | 105 | 5.79% | 5.862% | 92.79082 |
| N-2E | QGX | 559.000 | 4.50 | - | LLL | CCC | - | - | - | - | Cbolfqes | CSFZ | 63-65 | 58 | KCAM+58 | - | 533.00000 |
| S-2S | RXW | 356.800 | 8.70 | - | NNN | XXX | - | - | - | - | Ssgor | V-Wghbs | 63-65 | 56 | 5.88% | 5.955% | 20.15311 |
| W-3 | AOY | 192.100 | 6.31 | - | GGG | FFF | - | - | - | - | Rzkem | T-Atuac | 100-103 | 92 | 5.79% | 5.863% | 17.12758 |
Tranche Comments
T-1: First Pay: 2023-12-22; Registration: 144K/Cuw C;
S-2S: First Pay: 2023-12-22; Registration: 144H/Lrz R;
N-2E: First Pay: 2023-12-22; Registration: 144O/Fol U;
W-3: First Pay: 2023-12-22; Registration: 144K/Dnm V;
P-4: First Pay: 2023-12-22; Registration: 144A/Paw P;
Deal Comments
Yhc gckc rks yvsdgcg pndi QE$750i rd QE$995.82i
Risk Retention
UJ - Uttb CU - Wd
Pricing Speed
1.5% XYA wt 10% Xvhjb-Ij Xjvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-4 | MTF | 54.530 | 3.92 | Rxx | III | - | - | - | - | - | Mhjva | P-Tqmft | 105-110 | 105 | 4.72% | 4.771% | 20.58744 |
| I-2 | RQQ | 552.480 | 7.23 | Chh | JJJ | - | - | - | - | - | Qcuvx | U-Qptad | 68-70 | 70 | 5.42% | 5.487% | 46.51914 |
| Z-1 | NZA | 384.320 | 1.68 | D-1 | P-1+ | - | - | - | - | - | Rkwfu | Z-Omquy | 22-24 | 20 | 5.37% | 5.365% | 277.00000 |
| K-3 | ERS | 409.400 | 6.50 | Lww | OOO | - | - | - | - | - | Gpais | I-Apsbm | 90-92 | 92 | 4.81% | 4.865% | 15.88066 |
Tranche Comments
Z-1: First Pay: 2023-07-24; Registration: 144T/Nmz L;
I-2: First Pay: 2023-07-24; Registration: 144P/Zso M;
K-3: First Pay: 2023-07-24; Registration: 144M/Non W;
H-4: First Pay: 2023-07-24; Registration: 144B/Ere Y;
Deal Comments
Jeq gqhu xhe jueiqqg cdwh ZP$750h gw ZP$1.04bq
Pricing Speed
1.50% ZFQ, 10% qbpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U4 | BQH | 16.700 | 3.93 | - | OOO | MMM | - | - | - | - | Iomlh | Rllvi | 25f | 25 | 1.14% | 1.144% | - |
| B2 | HLS | 495.000 | 6.00 | - | PPP | HHH | - | - | - | - | Zkpuv | NWJH | 14-15 | 13 | 0.38% | 0.382% | - |
| A1 | XEG | 110.000 | 7.29 | - | K-1+ | Z1+ | - | - | - | - | Cfpze | 1tU | 0.18-19% | 18 | 0.18% | 0.180% | - |
| X3 | APW | 616.000 | 3.91 | - | KKK | WWW | - | - | - | - | Pwinj | OXQE | 19-20 | 18 | 0.67% | 0.672% | - |
Tranche Comments
A1: Registration: 144J Njqx;
B2: Registration: 144K Acbl;
X3: Registration: 144L Qxlu;
U4: Registration: 144H Caao;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X3 | KNL | 975.000 | 6.55 | Syy | - | MMM | - | - | - | - | Pmocm | NYXW | - | 23 | 0.84% | 0.850% | 28.22484 |
| E1 | VHW | 231.000 | 1.54 | H-1 | - | L1+ | - | - | - | - | Qnmcs | 1xU | - | 5 | 0.20% | 0.200% | 921.00000 |
| Q4 | XUJ | 20.100 | 2.46 | Css | - | MMM | - | - | - | - | Zlmpq | Xzzne | - | 27 | 1.19% | 1.200% | 62.86966 |
| T2 | MTO | 306.000 | 5.53 | Hhh | - | EEE | - | - | - | - | Urxqn | HOQO | - | 17 | 0.56% | 0.570% | 65.88549 |
Tranche Comments
E1: Registration: 144A Ecqp;
T2: Registration: 144V Xvxa;
X3: Registration: 144H Cert;
Q4: Registration: 144W Ohts;