| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-4 | FCQ | 35.355 | 8.45 | Lll | - | HHH | - | - | - | - | Ayavw | W-Zpnnr | 83-85 | 75 | 4.47% | 4.521% | 68.34317 |
| I-1 | HHK | 408.624 | 3.83 | J-1 | - | M1+ | - | - | - | - | Urbrf | N-Jpyvf | 18n | 18 | 4.49% | 4.489% | 771.00000 |
| A-2I | QVL | 927.274 | 7.90 | Hdd | - | DDD | - | - | - | - | Ghzqvdlr | AMKK | 63-65 | 55 | PJKG+55 | - | 778.00000 |
| M-3 | YAD | 602.760 | 1.60 | Pcc | - | AAA | - | - | - | - | Yzpka | E-Hxxnh | 70-72 | 61 | 4.35% | 4.393% | 59.33790 |
| C-2C | YEP | 440.800 | 1.40 | Yff | - | CCC | - | - | - | - | Nwjap | K-Qsxpn | 63-65 | 55 | 4.52% | 4.571% | 91.83517 |
Tranche Comments
I-1: First Pay: 2025-05-20; Registration: 144Z/Api F;
C-2C: First Pay: 2025-05-20; Registration: 144C/Ald E;
A-2I: First Pay: 2025-05-20; Registration: 144P/Evq O;
M-3: First Pay: 2025-05-20; Registration: 144F/Uts G;
K-4: First Pay: 2025-05-20; Registration: 144I/Zzw V;
Risk Retention
JU - Iytg ZJ - Og
Pricing Speed
1.3% OIK yb 10% Lacuc-Ba Luaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | GVA | 659.000 | 6.23 | T-1 | - | J1+ | - | - | - | - | Qnvfd | M-Bbqpg | 16-18 | 18 | 5.56% | 5.564% | 562.00000 |
| T-4 | QKV | 65.330 | 6.99 | Tgg | - | BBB | - | - | - | - | Tfyoo | W-Ccrdk | 84-86 | 77 | 5.31% | 5.372% | 32.34161 |
| U-3 | CVY | 720.200 | 9.68 | Kmm | - | LLL | - | - | - | - | Gzjen | A-Ezjus | 72-74 | 65 | 5.35% | 5.418% | 74.92971 |
| O-2 | JCS | 335.777 | 3.55 | Yqq | - | VVV | - | - | - | - | Qeope | R-Ywatf | 55-57 | 48 | 5.57% | 5.644% | 88.39328 |
Tranche Comments
L-1: First Pay: 2024-06-17; Registration: 144J/Ukw V;
O-2: First Pay: 2024-06-17; Registration: 144Y/Dlf W;
U-3: First Pay: 2024-06-17; Registration: 144F/Erq Z;
T-4: First Pay: 2024-06-17; Registration: 144Z/Vor L;
Risk Retention
FQ - Meg, FF - Fa
Pricing Speed
1.3% YCC kz 10% Hdguc-Cu Hudd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | AXX | 570.220 | 8.78 | F-1 | - | L1+ | - | - | - | - | Ngoyj | U-Szxbg | 20 | 20 | 5.62% | 5.617% | 981.00000 |
| N-3 | JHB | 801.160 | 1.25 | Cww | - | YYY | - | - | - | - | Uwbpy | K-Pnfks | 100a | 100 | 5.74% | 5.810% | 10.92086 |
| J-4 | FSH | 89.160 | 1.14 | Xkk | - | LLL | - | - | - | - | Mwxup | D-Vysvv | 115k | 108 | 5.66% | 5.734% | 10.37322 |
| G-2 | XVX | 656.910 | 5.10 | Auu | - | MMM | - | - | - | - | Hzkiv | E-Iysag | 73-75 | 68 | 5.85% | 5.930% | 17.68624 |
Tranche Comments
A-1: First Pay: 2023-12-15; Registration: 144P/Vab I;
G-2: First Pay: 2023-12-15; Registration: 144D/Oxb F;
N-3: First Pay: 2023-12-15; Registration: 144F/Dqy J;
J-4: First Pay: 2023-12-15; Registration: 144M/Ncp W;
Deal Comments
Zjq kqnq qny eayayqk ffhp HL$1000.065p fh HL$1250.010p
Originator(s)
Tdqz kn Qmqypad CQ
Risk Retention
AZ - Dwc, LA - Es
Pricing Speed
1.3% DDO kb 10% Rdesh-Gs Rsdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2 | EOO | 606.180 | 5.66 | Oyy | - | CCC | - | - | - | - | Oiztg | Z-Ngzfe | 55-57 | 51 | 5.83% | 5.906% | 97.23088 |
| H4 | BTB | 88.100 | 6.80 | Ezz | - | FFF | - | - | - | - | Nfjea | D-Oxbmf | 100x | 95 | 5.39% | 5.454% | 61.19273 |
| D1 | ZVO | 414.100 | 3.29 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | NAG | 3.390 | 2.72 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D3 | XYW | 299.300 | 7.23 | Pdd | - | III | - | - | - | - | Nqktf | T-Noitu | 85u | 82 | 5.53% | 5.596% | 44.29534 |
| D | FNF | 59.974 | 1.51 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | RZY | 14.410 | 8.61 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D1: First Pay: 2023-08-15; Registration: 144Z/Hyw A;
L2: First Pay: 2023-08-15; Registration: 144W/Lbv N;
D3: First Pay: 2023-08-15; Registration: 144T/Nbp P;
H4: First Pay: 2023-08-15; Registration: 144L/Fmw S;
X: First Pay: 2023-08-15; Registration: 144P/Bvo H;
D: First Pay: 2023-08-15; Registration: 144Z/Crx K;
H: First Pay: 2023-08-15; Registration: 144J/Gcg J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N3 | VEU | 882.000 | 6.80 | Nll | DDD | - | - | - | - | - | Fzhga | Kqyxm | - | 18 | 0.78% | 0.780% | 67.16641 |
| D | BSW | 27.780 | 1.91 | T2 | RR | - | - | - | - | - | Ivrzk | Fkhoa | - | 125 | 2.09% | 2.110% | 54.75535 |
| T2 | LCP | 387.000 | 3.66 | Ooo | WWW | - | - | - | - | - | Pbbiq | ZQIB | - | 8 | 0.59% | 0.600% | 27.92168 |
| S4 | EQG | 839.510 | 7.80 | Hww | AAA | - | - | - | - | - | Ecwth | Dzehz | - | 28 | 1.03% | 1.040% | 48.67312 |
| Y1 | RGM | 523.190 | 3.93 | Z-1 | Y-1+ | - | - | - | - | - | Mfritqie | 1lT | - | -20 | W-20 | - | 874.00000 |
| Y | GFS | 89.460 | 6.48 | Lm2 | PP+ | - | - | - | - | - | Ncfxa | Hkywm | - | 75 | 1.59% | 1.610% | 92.95323 |
| D | GKR | 40.810 | 6.83 | Ree3 | G- | - | - | - | - | - | Wqrvw | Xvlfw | - | 215 | 2.99% | 3.010% | 72.48129 |
Tranche Comments
Y1: Registration: Qjsiri;
T2: Registration: Gxsfmz;
N3: Registration: Wyyoiz;
S4: Registration: Uqklrg;
Y: Registration: Zuiuek;
D: Registration: Clqklq;
D: Registration: Zpnnlb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | OUF | 318.000 | 2.17 | Kuu | AAA | ZZZ | - | - | - | - | Bmyra | QKKG | - | 15 | 1.91% | 0.920% | 26.91450 |
| R4 | FNJ | 573.180 | 8.44 | Kgg | DDD | UUU | - | - | - | - | Iztmg | Lmmzo | - | 30 | 1.94% | 1.950% | 17.83893 |
| V1 | OWK | 601.000 | 8.66 | L-1 | A-1+ | X1+ | - | - | - | - | Nktqi | 1qC | - | - | 0.62% | 0.620% | 309.00000 |
| W3 | BNX | 898.000 | 3.40 | Dcc | BBB | TTT | - | - | - | - | Ayrst | AVCU | - | 20 | 1.31% | 1.320% | 38.15901 |
Tranche Comments
V1: Registration: Ygovcr;
J2: Registration: Njkmuf;
W3: Registration: Furfwp;
R4: Registration: Oujitl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R3 | UIA | 229.000 | 3.96 | Hzz | JJJ | MMM | - | - | - | - | Ozohl | EZVN | - | 25 | 1.39% | 1.400% | 11.29746 |
| Z4 | MFL | 576.330 | 4.11 | Ubb | MMM | BBB | - | - | - | - | Oefwe | Gikzy | - | 35 | 2.18% | 2.200% | 28.53972 |
| A2 | BHA | 294.000 | 6.70 | Nxx | RRR | YYY | - | - | - | - | Vaptp | OMHJ | - | 25 | 0.75% | 0.750% | 56.20879 |
| P1 | MMM | 167.200 | 2.22 | R-1 | T-1+ | D1+ | - | - | - | - | Dfjhm | 1cR | - | - | 0.26% | 0.260% | 416.00000 |
Tranche Comments
P1: Registration: 144W Phok;
A2: Registration: 144F Bdwo;
R3: Registration: 144N Bxbo;
Z4: Registration: 144U Bbkn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | MZA | 721.340 | 1.24 | R-1 | U-1+ | Y1+ | - | - | - | - | Duoeo | 1nF | - | -4 | - | 0.300% | 223.00000 |
| T2 | WWZ | 609.000 | 7.93 | Jbb | ZZZ | NNN | - | - | - | - | Bgkvn | QJHI | - | 28 | 0.89% | 0.900% | 62.46907 |
| F4 | PHN | 713.980 | 7.37 | Uvv | LLL | LLL | - | - | - | - | Jgpxj | Ocexn | - | 70 | 2.67% | 2.690% | 96.36966 |
| A3 | HEY | 794.000 | 6.54 | Kee | YYY | GGG | - | - | - | - | Upsmfaeb | 1fH | - | 38 | 1.67% | 1.680% | 32.35132 |
Tranche Comments
Q1: Registration: 144Q Telb;
T2: Registration: 144T Jwqc;
A3: Registration: 144B Zzsa;
F4: Registration: 144X Mruz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N2 | BQL | 401.000 | 2.15 | Yvv | - | HHH | - | - | - | - | Hpyxt | EGTK | - | 55 | 1.16% | 1.170% | - |
| H4 | ERA | 424.390 | 8.27 | Ldd | - | XXX | - | - | - | - | Wmvqb | Vglot | - | 110 | 3.03% | 3.050% | - |
| N1 | NGZ | 556.100 | 9.68 | G-1 | S-1+ | M1+ | - | - | - | - | Wuccw | 1hO | - | -5 | - | 0.400% | - |
| Z3 | PYI | 2,338.000 | 7.45 | Qoo | - | F1+ | - | - | - | - | Czlxx | WDSU | - | 85 | 2.13% | 2.140% | - |
Tranche Comments
N1: Registration: 144M Owru;
N2: Registration: 144A Wriz;
Z3: Registration: 144H Mxvd;
H4: Registration: 144E Amsx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1 | ITC | 2,845.000 | 4.66 | H-1 | M-1+ | K1+ | - | - | - | - | Cypps | 1cG | - | - | 0.67% | 0.670% | 710.00000 |
| V4 | YLM | 904.300 | 1.65 | Igg | DDD | WWW | - | - | - | - | Ecajh | Tyxjn | - | 155 | 3.52% | 3.560% | 50.51948 |
| B3 | PFV | 3,764.000 | 4.78 | Lmm | LLL | JJJ | - | - | - | - | Brvev | BPJD | - | 135 | 2.67% | 2.690% | 94.95347 |
| P2 | OWK | 453.000 | 8.16 | Lww | RRR | NNN | - | - | - | - | Tkjtl | CVWD | - | 95 | 1.70% | 1.720% | 86.87097 |
Tranche Comments
G1: Registration: 144A Rtes;
P2: Registration: 144T Bsui;
B3: Registration: 144D Oktb;
V4: Registration: 144M Xhtq;