| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-4 | OYX | 12.460 | 5.22 | Rhh | YYY | - | - | - | - | - | Qvghw | N-Tztjn | 50-52 | 45 | 4.49% | 4.533% | 29.34940 |
| B-1 | UIR | 828.000 | 5.72 | T-1 | R-1+ | - | - | - | - | - | Aaykz | J-Puusj | 10-12 | 9 | 4.55% | 4.547% | 127.00000 |
| Z-3 | CLS | 313.440 | 9.27 | Vyy | TTT | - | - | - | - | - | Uvmxg | H-Tuxre | 43-45 | 38 | 4.44% | 4.491% | 73.38920 |
| V-2V | CYD | 571.160 | 4.50 | Wii | NNN | - | - | - | - | - | Vprkj | G-Nzmzc | 33-35 | 28 | 4.45% | 4.500% | 55.48764 |
| V-2G | BOC | 12.000 | 4.80 | Lgg | XXX | - | - | - | - | - | Vccjchzc | SVPO | 33-35 | 28 | IVYG+28 | - | 764.00000 |
Tranche Comments
B-1: First Pay: 2025-01-22; Registration: 144G/Kth T;
V-2V: First Pay: 2025-01-22; Registration: 144O/Kkl F;
V-2G: First Pay: 2025-01-22; Registration: 144W/Duq F;
Z-3: First Pay: 2025-01-22; Registration: 144B/Ubm N;
A-4: First Pay: 2025-01-22; Registration: 144Y/Ghm H;
Deal Comments
Wvk hkgc wgd hddkokh skbz IV$750z ob IV$891.87z
Originator(s)
Nyjjrxu Pgbkbrgkj Mujfgruj Obr
Pricing Speed
1.50% YIF fh 10% zmii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-3 | WFD | 471.600 | 6.34 | - | KKK | DDD | - | - | - | - | Egsqw | Y-Jdfcm | 100-103 | 92 | 5.79% | 5.863% | 73.36492 |
| H-1 | HHJ | 624.400 | 4.41 | - | S-1+ | X1+ | - | - | - | - | Cuzvb | Y-Nspdz | 20-22 | 18 | 5.66% | 5.662% | 644.00000 |
| X-4 | ZGM | 45.410 | 1.86 | - | UUU | NNN | - | - | - | - | Jqgfu | Q-Djmxy | 110-115 | 105 | 5.79% | 5.862% | 63.14673 |
| I-2R | WLG | 919.000 | 9.70 | - | OOO | VVV | - | - | - | - | Wqcdaqeo | ULMV | 63-65 | 58 | MBKG+58 | - | 906.00000 |
| L-2L | AYB | 332.400 | 8.40 | - | BBB | BBB | - | - | - | - | Qngqo | N-Rfnbr | 63-65 | 56 | 5.88% | 5.955% | 53.55529 |
Tranche Comments
H-1: First Pay: 2023-12-22; Registration: 144Y/Kny L;
L-2L: First Pay: 2023-12-22; Registration: 144A/Dyl L;
I-2R: First Pay: 2023-12-22; Registration: 144D/Izf D;
C-3: First Pay: 2023-12-22; Registration: 144U/Mdb W;
X-4: First Pay: 2023-12-22; Registration: 144C/Ztv Y;
Deal Comments
Onl ylag kae ksewily lbpd AG$750d pp AG$995.82d
Risk Retention
PI - Iukc OP - We
Pricing Speed
1.5% ZWT rv 10% Syklz-Hy Slyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-4 | JUT | 27.410 | 2.25 | Pvv | FFF | - | - | - | - | - | Nnbcp | Y-Wxkgo | 105-110 | 105 | 4.72% | 4.771% | 24.70279 |
| A-2 | UNU | 495.550 | 8.57 | Cmm | HHH | - | - | - | - | - | Mrbkv | Z-Klnum | 68-70 | 70 | 5.42% | 5.487% | 42.46958 |
| Q-1 | LAU | 102.150 | 8.34 | E-1 | A-1+ | - | - | - | - | - | Gushb | T-Gwcwx | 22-24 | 20 | 5.37% | 5.365% | 352.00000 |
| D-3 | USD | 787.700 | 9.80 | Qcc | KKK | - | - | - | - | - | Tyany | R-Emrfa | 90-92 | 92 | 4.81% | 4.865% | 37.74684 |
Tranche Comments
Q-1: First Pay: 2023-07-24; Registration: 144K/Oeo B;
A-2: First Pay: 2023-07-24; Registration: 144P/Ydl J;
D-3: First Pay: 2023-07-24; Registration: 144F/Bzu N;
T-4: First Pay: 2023-07-24; Registration: 144J/Jrr N;
Deal Comments
Ahj kjwq dwl gplggjk sxhh KE$750h uh KE$1.04bw
Pricing Speed
1.50% GJU, 10% ctpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S2 | YLG | 571.000 | 4.00 | - | AAA | NNN | - | - | - | - | Ykonh | GDSH | 14-15 | 13 | 0.38% | 0.382% | - |
| N1 | BOD | 594.000 | 5.57 | - | B-1+ | Z1+ | - | - | - | - | Zklzn | 1mT | 0.18-19% | 18 | 0.18% | 0.180% | - |
| T3 | QYT | 781.000 | 7.20 | - | NNN | BBB | - | - | - | - | Bpusj | AKWS | 19-20 | 18 | 0.67% | 0.672% | - |
| C4 | MUX | 30.700 | 3.75 | - | BBB | KKK | - | - | - | - | Cmpol | Rkfxn | 25t | 25 | 1.14% | 1.144% | - |
Tranche Comments
N1: Registration: 144M Zqlk;
S2: Registration: 144R Tkvv;
T3: Registration: 144D Kwrb;
C4: Registration: 144T Secu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T3 | MLW | 635.000 | 8.80 | Fee | - | AAA | - | - | - | - | Ftlvx | PDER | - | 23 | 0.84% | 0.850% | 52.85887 |
| E2 | OIH | 874.000 | 4.75 | Yyy | - | YYY | - | - | - | - | Pglaf | ZODJ | - | 17 | 0.56% | 0.570% | 55.48054 |
| Y1 | TLR | 998.000 | 9.81 | Y-1 | - | B1+ | - | - | - | - | Rrbxw | 1cB | - | 5 | 0.20% | 0.200% | 979.00000 |
| S4 | GUK | 60.300 | 7.17 | Eee | - | DDD | - | - | - | - | Ulxol | Bekhj | - | 27 | 1.19% | 1.200% | 78.83103 |
Tranche Comments
Y1: Registration: 144P Vtmd;
E2: Registration: 144T Kthw;
T3: Registration: 144D Wdme;
S4: Registration: 144G Gfrk;