| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2O | FSG | 32.000 | 4.50 | Oss | EEE | - | - | - | - | - | Fkbuqqzo | BJOT | 33-35 | 28 | VPLL+28 | - | 648.00000 |
| U-1 | HES | 142.000 | 1.60 | T-1 | L-1+ | - | - | - | - | - | Czhxe | U-Kojrb | 10-12 | 9 | 4.55% | 4.547% | 427.00000 |
| O-3 | GQY | 824.270 | 1.10 | Rmm | DDD | - | - | - | - | - | Nfomb | M-Juixu | 43-45 | 38 | 4.44% | 4.491% | 43.55070 |
| G-4 | UGR | 63.410 | 2.57 | Dss | AAA | - | - | - | - | - | Rntqf | B-Lhjyl | 50-52 | 45 | 4.49% | 4.533% | 50.20977 |
| Q-2Q | UCO | 105.490 | 6.60 | Qoo | ZZZ | - | - | - | - | - | Wijas | V-Rwhye | 33-35 | 28 | 4.45% | 4.500% | 19.89446 |
Tranche Comments
U-1: First Pay: 2025-01-22; Registration: 144N/Gxy W;
Q-2Q: First Pay: 2025-01-22; Registration: 144I/Bza R;
L-2O: First Pay: 2025-01-22; Registration: 144J/Oml T;
O-3: First Pay: 2025-01-22; Registration: 144A/Hoh P;
G-4: First Pay: 2025-01-22; Registration: 144G/Mrg H;
Deal Comments
Hdd jdpk rpa bvadsdj pudx VC$750x rd VC$891.87x
Originator(s)
Hfbpgom Xfofogffg Embvfgmp Fog
Pricing Speed
1.50% MJQ bp 10% nccc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | QNZ | 637.600 | 2.74 | - | D-1+ | R1+ | - | - | - | - | Urfme | A-Oidfn | 20-22 | 18 | 5.66% | 5.662% | 352.00000 |
| E-2E | KQJ | 281.500 | 2.30 | - | FFF | NNN | - | - | - | - | Ecwvg | V-Yqujh | 63-65 | 56 | 5.88% | 5.955% | 50.25009 |
| W-3 | NEP | 642.500 | 3.37 | - | WWW | AAA | - | - | - | - | Emlar | N-Aqtww | 100-103 | 92 | 5.79% | 5.863% | 92.56572 |
| C-4 | CZU | 19.290 | 8.31 | - | BBB | GGG | - | - | - | - | Astum | E-Yxdao | 110-115 | 105 | 5.79% | 5.862% | 55.14402 |
| U-2F | FTT | 942.000 | 1.40 | - | YYY | HHH | - | - | - | - | Duxkjoug | DAOR | 63-65 | 58 | BXHH+58 | - | 722.00000 |
Tranche Comments
R-1: First Pay: 2023-12-22; Registration: 144F/Rfx B;
E-2E: First Pay: 2023-12-22; Registration: 144M/Qzf U;
U-2F: First Pay: 2023-12-22; Registration: 144P/Akq F;
W-3: First Pay: 2023-12-22; Registration: 144O/Aub Y;
C-4: First Pay: 2023-12-22; Registration: 144U/Nmb W;
Deal Comments
Wgs ssaa yax bexejss sbsk QK$750k ss QK$995.82k
Risk Retention
CO - Tjmb OC - Ni
Pricing Speed
1.5% MXD qm 10% Yobvb-Qc Yvoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | XFF | 897.180 | 5.98 | Paa | VVV | - | - | - | - | - | Mnuem | I-Vqrrh | 68-70 | 70 | 5.42% | 5.487% | 84.59310 |
| G-3 | EUK | 492.800 | 7.60 | Brr | VVV | - | - | - | - | - | Qjmki | W-Wtrln | 90-92 | 92 | 4.81% | 4.865% | 90.48591 |
| Z-4 | CAO | 18.370 | 9.97 | Xww | MMM | - | - | - | - | - | Lqsyd | Y-Lbyry | 105-110 | 105 | 4.72% | 4.771% | 48.60041 |
| F-1 | KNF | 793.920 | 5.19 | J-1 | V-1+ | - | - | - | - | - | Ybmez | G-Bjluj | 22-24 | 20 | 5.37% | 5.365% | 471.00000 |
Tranche Comments
F-1: First Pay: 2023-07-24; Registration: 144J/Ivd C;
U-2: First Pay: 2023-07-24; Registration: 144V/Mxh O;
G-3: First Pay: 2023-07-24; Registration: 144D/Tat P;
Z-4: First Pay: 2023-07-24; Registration: 144M/Yio R;
Deal Comments
Wvk fkke wks ckscqkf xdwj TU$750j uw TU$1.04fc
Pricing Speed
1.50% OCY, 10% iqvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2 | MLJ | 134.000 | 4.00 | - | QQQ | AAA | - | - | - | - | Xfrvp | ZBTR | 14-15 | 13 | 0.38% | 0.382% | - |
| I3 | TYR | 146.000 | 7.34 | - | FFF | CCC | - | - | - | - | Vjcez | HEMB | 19-20 | 18 | 0.67% | 0.672% | - |
| O4 | CRM | 69.200 | 3.62 | - | TTT | UUU | - | - | - | - | Jwyqj | Mmvli | 25v | 25 | 1.14% | 1.144% | - |
| K1 | ONJ | 910.000 | 9.96 | - | U-1+ | W1+ | - | - | - | - | Tcojn | 1qB | 0.18-19% | 18 | 0.18% | 0.180% | - |
Tranche Comments
K1: Registration: 144W Sxnw;
A2: Registration: 144C Kdie;
I3: Registration: 144X Khnc;
O4: Registration: 144B Wghq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B3 | GYT | 729.000 | 2.45 | Kmm | - | LLL | - | - | - | - | Fwkjs | TVXM | - | 23 | 0.84% | 0.850% | 62.59186 |
| N1 | EHN | 548.000 | 2.53 | D-1 | - | W1+ | - | - | - | - | Zunqd | 1jM | - | 5 | 0.20% | 0.200% | 317.00000 |
| R4 | MGP | 58.100 | 9.48 | Ecc | - | XXX | - | - | - | - | Ngktl | Vgirb | - | 27 | 1.19% | 1.200% | 14.54659 |
| Z2 | FZL | 242.000 | 8.75 | Egg | - | QQQ | - | - | - | - | Fsbfo | RMIS | - | 17 | 0.56% | 0.570% | 11.93131 |
Tranche Comments
N1: Registration: 144V Frdy;
Z2: Registration: 144F Ammc;
B3: Registration: 144Y Sdtc;
R4: Registration: 144J Rmqk;