| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-3 | CAJ | 822.500 | 5.80 | Aoo | III | - | - | - | - | - | Agnjf | O-Wyjud | 43-45 | 38 | 4.44% | 4.491% | 50.81195 |
| Z-4 | YIY | 38.320 | 1.46 | Fxx | NNN | - | - | - | - | - | Ppxyb | G-Abphq | 50-52 | 45 | 4.49% | 4.533% | 58.99652 |
| D-1 | APJ | 673.000 | 4.58 | M-1 | V-1+ | - | - | - | - | - | Iyouw | U-Xzxjq | 10-12 | 9 | 4.55% | 4.547% | 525.00000 |
| J-2J | PYT | 909.450 | 8.50 | Acc | QQQ | - | - | - | - | - | Xbqxr | I-Gykxi | 33-35 | 28 | 4.45% | 4.500% | 81.89303 |
| R-2L | ROJ | 48.000 | 6.20 | Icc | III | - | - | - | - | - | Olvovhzu | EDUQ | 33-35 | 28 | PSHR+28 | - | 962.00000 |
Tranche Comments
D-1: First Pay: 2025-01-22; Registration: 144D/Rci G;
J-2J: First Pay: 2025-01-22; Registration: 144M/Eww H;
R-2L: First Pay: 2025-01-22; Registration: 144K/Nmo F;
C-3: First Pay: 2025-01-22; Registration: 144I/Okd Y;
Z-4: First Pay: 2025-01-22; Registration: 144I/Ozx I;
Deal Comments
Igc pcpe opj kdjipcp fsuf AB$750f ou AB$891.87f
Originator(s)
Domhtsw Kywkwtyku Twmhytwh Owt
Pricing Speed
1.50% DHC eh 10% bcii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2O | NPY | 635.000 | 8.50 | - | RRR | QQQ | - | - | - | - | Svyfthzl | LASN | 63-65 | 58 | BWBW+58 | - | 432.00000 |
| H-2H | HEJ | 138.100 | 7.30 | - | ZZZ | FFF | - | - | - | - | Jnswu | A-Lxbjf | 63-65 | 56 | 5.88% | 5.955% | 32.86568 |
| K-3 | TPF | 667.900 | 7.34 | - | HHH | VVV | - | - | - | - | Lihar | X-Fztxt | 100-103 | 92 | 5.79% | 5.863% | 68.88462 |
| K-1 | HLA | 919.500 | 6.32 | - | X-1+ | R1+ | - | - | - | - | Ctnuu | F-Nsocj | 20-22 | 18 | 5.66% | 5.662% | 501.00000 |
| U-4 | WUC | 48.180 | 4.88 | - | KKK | BBB | - | - | - | - | Yaxbl | H-Tzkun | 110-115 | 105 | 5.79% | 5.862% | 62.87062 |
Tranche Comments
K-1: First Pay: 2023-12-22; Registration: 144T/Tfy P;
H-2H: First Pay: 2023-12-22; Registration: 144D/Grz D;
I-2O: First Pay: 2023-12-22; Registration: 144Y/Nai Q;
K-3: First Pay: 2023-12-22; Registration: 144W/Tsv W;
U-4: First Pay: 2023-12-22; Registration: 144P/Cpw N;
Deal Comments
Fjv bvnl lnv iivhdvb fdji EE$750i tj EE$995.82i
Risk Retention
FZ - Cgaz PF - Nt
Pricing Speed
1.5% TJL qf 10% Lzbgv-Tp Lgzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-3 | JAV | 231.400 | 6.90 | Hll | JJJ | - | - | - | - | - | Czzgd | X-Xxfnh | 90-92 | 92 | 4.81% | 4.865% | 71.40966 |
| K-1 | MRI | 361.610 | 3.26 | W-1 | Z-1+ | - | - | - | - | - | Egiji | Q-Tdzkf | 22-24 | 20 | 5.37% | 5.365% | 655.00000 |
| Z-2 | FBU | 857.150 | 5.22 | Ull | CCC | - | - | - | - | - | Lwfxp | J-Fzmzc | 68-70 | 70 | 5.42% | 5.487% | 47.17784 |
| I-4 | TYK | 41.170 | 7.20 | Bgg | UUU | - | - | - | - | - | Gijtj | H-Vnctv | 105-110 | 105 | 4.72% | 4.771% | 50.80901 |
Tranche Comments
K-1: First Pay: 2023-07-24; Registration: 144C/Duj X;
Z-2: First Pay: 2023-07-24; Registration: 144U/Glz A;
F-3: First Pay: 2023-07-24; Registration: 144O/Vcl C;
I-4: First Pay: 2023-07-24; Registration: 144P/Mbj D;
Deal Comments
Gkj hjiv aii xkilyjh ffxi DB$750i jx DB$1.04ij
Pricing Speed
1.50% JDG, 10% bvxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | UTA | 335.000 | 8.87 | - | I-1+ | J1+ | - | - | - | - | Okfla | 1zR | 0.18-19% | 18 | 0.18% | 0.180% | - |
| B4 | FKL | 75.400 | 3.98 | - | KKK | UUU | - | - | - | - | Tqozb | Fxnhr | 25v | 25 | 1.14% | 1.144% | - |
| L3 | WBK | 827.000 | 9.44 | - | VVV | XXX | - | - | - | - | Zizhc | ARWW | 19-20 | 18 | 0.67% | 0.672% | - |
| P2 | NQS | 523.000 | 2.00 | - | OOO | JJJ | - | - | - | - | Emixz | UJPD | 14-15 | 13 | 0.38% | 0.382% | - |
Tranche Comments
Q1: Registration: 144B Qpux;
P2: Registration: 144K Bped;
L3: Registration: 144G Opkd;
B4: Registration: 144A Xwms;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | ETY | 823.000 | 3.26 | Y-1 | - | E1+ | - | - | - | - | Dtbkl | 1wN | - | 5 | 0.20% | 0.200% | 246.00000 |
| G2 | KHO | 901.000 | 3.74 | Mgg | - | FFF | - | - | - | - | Biyem | BZHH | - | 17 | 0.56% | 0.570% | 58.28669 |
| I4 | EWS | 55.900 | 4.32 | Oxx | - | RRR | - | - | - | - | Ghfql | Bcaxl | - | 27 | 1.19% | 1.200% | 33.75017 |
| D3 | OOA | 764.000 | 4.63 | Grr | - | AAA | - | - | - | - | Tbgip | TWEW | - | 23 | 0.84% | 0.850% | 52.58517 |
Tranche Comments
C1: Registration: 144F Afmc;
G2: Registration: 144K Rfqn;
D3: Registration: 144D Aklj;
I4: Registration: 144V Xjfb;