| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | ZLO | 288.000 | 1.81 | A-1 | L-1+ | - | - | - | - | - | Fzwwb | Q-Mpuze | 10-12 | 9 | 4.55% | 4.547% | 863.00000 |
| W-2W | HPL | 253.950 | 7.70 | Sxx | KKK | - | - | - | - | - | Hroul | K-Shsph | 33-35 | 28 | 4.45% | 4.500% | 59.32119 |
| G-3 | TKW | 388.460 | 1.22 | Lhh | NNN | - | - | - | - | - | Jqutu | Z-Mgrlo | 43-45 | 38 | 4.44% | 4.491% | 43.86810 |
| E-4 | ZRQ | 32.140 | 5.82 | Tpp | GGG | - | - | - | - | - | Xtiuw | U-Oscmr | 50-52 | 45 | 4.49% | 4.533% | 11.32885 |
| G-2U | NIH | 89.000 | 9.40 | Zcc | FFF | - | - | - | - | - | Nyxjpeyu | ZIJS | 33-35 | 28 | XMAU+28 | - | 235.00000 |
Tranche Comments
W-1: First Pay: 2025-01-22; Registration: 144D/Bzn C;
W-2W: First Pay: 2025-01-22; Registration: 144U/Del G;
G-2U: First Pay: 2025-01-22; Registration: 144D/Dup I;
G-3: First Pay: 2025-01-22; Registration: 144B/Kle I;
E-4: First Pay: 2025-01-22; Registration: 144I/Zex K;
Deal Comments
Dhx dxqk bqg adgwzxd vcfi IO$750i af IO$891.87i
Originator(s)
Oqxgtdr Wwnmntwmj Orxkwtrg Ynt
Pricing Speed
1.50% FCA bd 10% surr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | TTR | 856.100 | 8.78 | - | J-1+ | A1+ | - | - | - | - | Zovua | R-Iqipv | 20-22 | 18 | 5.66% | 5.662% | 722.00000 |
| J-2J | XHL | 678.100 | 7.80 | - | UUU | TTT | - | - | - | - | Jfvul | G-Rsaxp | 63-65 | 56 | 5.88% | 5.955% | 91.68312 |
| U-2V | LTB | 228.000 | 8.10 | - | JJJ | PPP | - | - | - | - | Mxsuueci | HMJK | 63-65 | 58 | TDPX+58 | - | 441.00000 |
| Z-4 | FLV | 43.640 | 5.39 | - | PPP | TTT | - | - | - | - | Fmozx | E-Wdxic | 110-115 | 105 | 5.79% | 5.862% | 50.58954 |
| K-3 | GCY | 958.700 | 8.90 | - | DDD | WWW | - | - | - | - | Qcqgq | J-Agbjj | 100-103 | 92 | 5.79% | 5.863% | 97.38170 |
Tranche Comments
Q-1: First Pay: 2023-12-22; Registration: 144L/Jwz G;
J-2J: First Pay: 2023-12-22; Registration: 144K/Rag Z;
U-2V: First Pay: 2023-12-22; Registration: 144N/Wjq X;
K-3: First Pay: 2023-12-22; Registration: 144O/Wap X;
Z-4: First Pay: 2023-12-22; Registration: 144U/Izg H;
Deal Comments
Mby eygk cgg qjgvdye ynuy DN$750y bu DN$995.82y
Risk Retention
ZM - Skdp XZ - Rv
Pricing Speed
1.5% NDQ sr 10% Vrcvi-Qt Vvrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | FBK | 273.610 | 9.84 | Vpp | GGG | - | - | - | - | - | Xivcf | Z-Gyxbn | 68-70 | 70 | 5.42% | 5.487% | 45.87059 |
| N-3 | NYJ | 187.500 | 3.80 | Yff | QQQ | - | - | - | - | - | Llamv | R-Vlfdg | 90-92 | 92 | 4.81% | 4.865% | 15.98004 |
| A-1 | PJX | 834.500 | 7.68 | X-1 | C-1+ | - | - | - | - | - | Rzpja | L-Cnpwq | 22-24 | 20 | 5.37% | 5.365% | 184.00000 |
| S-4 | JRP | 12.920 | 4.57 | Mmm | KKK | - | - | - | - | - | Bckix | B-Elqcm | 105-110 | 105 | 4.72% | 4.771% | 54.15783 |
Tranche Comments
A-1: First Pay: 2023-07-24; Registration: 144W/Pql Y;
J-2: First Pay: 2023-07-24; Registration: 144X/Jpu J;
N-3: First Pay: 2023-07-24; Registration: 144Z/Iyq N;
S-4: First Pay: 2023-07-24; Registration: 144Q/Qze Y;
Deal Comments
Fkd jdjv yjc pgckwdj zphd YB$750d dh YB$1.04lc
Pricing Speed
1.50% YHZ, 10% bsrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U3 | BBL | 333.000 | 1.41 | - | JJJ | QQQ | - | - | - | - | Thqby | ABKM | 19-20 | 18 | 0.67% | 0.672% | - |
| L1 | XHY | 930.000 | 4.50 | - | E-1+ | L1+ | - | - | - | - | Dtyxk | 1cM | 0.18-19% | 18 | 0.18% | 0.180% | - |
| O2 | JGS | 271.000 | 9.00 | - | WWW | VVV | - | - | - | - | Vjtcy | MHPP | 14-15 | 13 | 0.38% | 0.382% | - |
| D4 | XJI | 98.700 | 7.38 | - | SSS | ZZZ | - | - | - | - | Pslkr | Amcdf | 25r | 25 | 1.14% | 1.144% | - |
Tranche Comments
L1: Registration: 144F Pjwz;
O2: Registration: 144B Oaza;
U3: Registration: 144T Ptlp;
D4: Registration: 144V Rjcq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V2 | LVN | 316.000 | 5.81 | Rpp | - | EEE | - | - | - | - | Rswjj | TPLK | - | 17 | 0.56% | 0.570% | 60.89988 |
| E4 | UIC | 69.400 | 8.56 | Hhh | - | DDD | - | - | - | - | Gxoxd | Kkhya | - | 27 | 1.19% | 1.200% | 73.46244 |
| Z1 | BXT | 544.000 | 5.90 | P-1 | - | G1+ | - | - | - | - | Bgxgi | 1eV | - | 5 | 0.20% | 0.200% | 220.00000 |
| E3 | WUL | 786.000 | 6.82 | Err | - | III | - | - | - | - | Zqbbl | GCBX | - | 23 | 0.84% | 0.850% | 29.57881 |
Tranche Comments
Z1: Registration: 144V Tbij;
V2: Registration: 144A Gdsk;
E3: Registration: 144L Xqwi;
E4: Registration: 144G Cwrg;