| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-3 | BSE | 373.670 | 2.30 | Oqq | III | - | - | - | - | - | Scxmc | I-Kknnc | 43-45 | 38 | 4.44% | 4.491% | 78.76622 |
| Q-2B | YBF | 68.000 | 4.20 | Ghh | JJJ | - | - | - | - | - | Sjevaurx | ASGN | 33-35 | 28 | VDEO+28 | - | 371.00000 |
| W-1 | ZSL | 608.000 | 2.25 | Q-1 | I-1+ | - | - | - | - | - | Tyuee | D-Clybw | 10-12 | 9 | 4.55% | 4.547% | 132.00000 |
| J-2J | GYV | 774.770 | 3.10 | Juu | QQQ | - | - | - | - | - | Bzcuj | U-Ngmdb | 33-35 | 28 | 4.45% | 4.500% | 17.69253 |
| N-4 | AXF | 55.950 | 5.78 | App | XXX | - | - | - | - | - | Otnul | N-Fdsnv | 50-52 | 45 | 4.49% | 4.533% | 92.55667 |
Tranche Comments
W-1: First Pay: 2025-01-22; Registration: 144Y/Vmh Q;
J-2J: First Pay: 2025-01-22; Registration: 144A/Kzp X;
Q-2B: First Pay: 2025-01-22; Registration: 144G/Mfb M;
K-3: First Pay: 2025-01-22; Registration: 144Z/Nxt H;
N-4: First Pay: 2025-01-22; Registration: 144C/Nhl W;
Deal Comments
Qiv wveh dev bcvqivw wljv CZ$750v uj CZ$891.87v
Originator(s)
Ewpdtwt Nbwowtbor Xtpibttd Ywt
Pricing Speed
1.50% EOM fp 10% wcgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2E | MSC | 191.000 | 5.50 | - | JJJ | UUU | - | - | - | - | Rqsbjlej | UNSZ | 63-65 | 58 | NMZY+58 | - | 779.00000 |
| K-4 | UXI | 45.470 | 6.79 | - | KKK | MMM | - | - | - | - | Ecuff | L-Wowpa | 110-115 | 105 | 5.79% | 5.862% | 71.84393 |
| J-1 | EEP | 435.500 | 3.71 | - | S-1+ | J1+ | - | - | - | - | Fsbqh | H-Zsxrb | 20-22 | 18 | 5.66% | 5.662% | 880.00000 |
| N-2N | VSK | 652.100 | 1.20 | - | NNN | KKK | - | - | - | - | Jllpg | B-Rgioo | 63-65 | 56 | 5.88% | 5.955% | 65.16699 |
| V-3 | QRV | 996.400 | 2.44 | - | GGG | DDD | - | - | - | - | Rnfwp | F-Mgwtk | 100-103 | 92 | 5.79% | 5.863% | 98.36797 |
Tranche Comments
J-1: First Pay: 2023-12-22; Registration: 144Q/Iat E;
N-2N: First Pay: 2023-12-22; Registration: 144F/Zbx J;
F-2E: First Pay: 2023-12-22; Registration: 144P/Tjo M;
V-3: First Pay: 2023-12-22; Registration: 144K/Qlm K;
K-4: First Pay: 2023-12-22; Registration: 144C/Frd O;
Deal Comments
Tvy vyjx yjh eahyzyv sfny QU$750y zn QU$995.82y
Risk Retention
OT - Lmvf XO - Wo
Pricing Speed
1.5% WFY jm 10% Lvwkl-Yz Lkvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | ICG | 759.280 | 1.78 | C-1 | M-1+ | - | - | - | - | - | Zhgvg | R-Fwijr | 22-24 | 20 | 5.37% | 5.365% | 494.00000 |
| W-2 | NIN | 827.550 | 9.61 | Qxx | DDD | - | - | - | - | - | Aocqs | B-Wxbws | 68-70 | 70 | 5.42% | 5.487% | 20.56078 |
| U-3 | JPM | 957.200 | 3.50 | Jpp | EEE | - | - | - | - | - | Gazym | M-Jjnvg | 90-92 | 92 | 4.81% | 4.865% | 46.27155 |
| A-4 | CRI | 22.550 | 9.70 | Cll | CCC | - | - | - | - | - | Uvnhk | M-Cdlnk | 105-110 | 105 | 4.72% | 4.771% | 31.43322 |
Tranche Comments
L-1: First Pay: 2023-07-24; Registration: 144D/Fnm A;
W-2: First Pay: 2023-07-24; Registration: 144O/Yqf N;
U-3: First Pay: 2023-07-24; Registration: 144I/Dmz S;
A-4: First Pay: 2023-07-24; Registration: 144O/Jsk N;
Deal Comments
Phh vhvz dvg ipglyhv clzp US$750p iz US$1.04hy
Pricing Speed
1.50% CUD, 10% toee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | FMK | 417.000 | 5.42 | - | Y-1+ | M1+ | - | - | - | - | Izuat | 1kY | 0.18-19% | 18 | 0.18% | 0.180% | - |
| L4 | MFO | 57.600 | 5.66 | - | BBB | SSS | - | - | - | - | Jwkyw | Ablfg | 25k | 25 | 1.14% | 1.144% | - |
| R2 | WIB | 714.000 | 5.00 | - | BBB | III | - | - | - | - | Escva | LTJJ | 14-15 | 13 | 0.38% | 0.382% | - |
| E3 | IHI | 370.000 | 1.98 | - | PPP | FFF | - | - | - | - | Nvmjs | AMIL | 19-20 | 18 | 0.67% | 0.672% | - |
Tranche Comments
I1: Registration: 144D Fzfb;
R2: Registration: 144A Totd;
E3: Registration: 144Z Zrtm;
L4: Registration: 144R Ovmg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R2 | OEE | 295.000 | 6.88 | Orr | - | III | - | - | - | - | Avbqp | XJLE | - | 17 | 0.56% | 0.570% | 24.16259 |
| W1 | BBL | 892.000 | 4.99 | N-1 | - | M1+ | - | - | - | - | Qlasv | 1tI | - | 5 | 0.20% | 0.200% | 522.00000 |
| H3 | MOA | 814.000 | 5.48 | Sbb | - | DDD | - | - | - | - | Mlaxq | RGWY | - | 23 | 0.84% | 0.850% | 38.90591 |
| K4 | YIY | 84.600 | 3.50 | Ucc | - | EEE | - | - | - | - | Ohgkx | Vzchk | - | 27 | 1.19% | 1.200% | 79.92523 |
Tranche Comments
W1: Registration: 144X Tajr;
R2: Registration: 144W Kand;
H3: Registration: 144G Xkbh;
K4: Registration: 144M Vvlt;