| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | VZA | 64.804 | 8.10 | - | - | OOO | - | - | - | - | Dcpet | D-Wfmbw | 350g | 340 | 7.61% | 7.739% | 33.10347 |
| L | XZL | 96.813 | 1.10 | - | - | MM | - | - | - | - | Tntgo | D-Icjkk | 900l | 880 | 9.00% | 13.137% | 98.82692 |
| S | EWS | 717.291 | 3.26 | - | - | P | - | - | - | - | Qyjcq | R-Bormd | 200-215 | 200 | 6.25% | 6.337% | 48.12568 |
Tranche Comments
S: First Pay: 2024-07-22; Registration: 144Z/Aey I;
P: First Pay: 2024-07-22; Registration: 144M/Gqk I;
L: First Pay: 2024-07-22; Registration: 144H/Tcs L;
Originator(s)
ShhkKwzr KKL
Pricing Speed
100% WWJ, 0% JMP gxb 10% Ajccdxgp Pjbjnjccdx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | PGA | 38.900 | 6.64 | - | - | CC | - | - | - | - | Gffiv | K-Ncobj | 900r | 935 | 9.00% | 13.705% | 93.55020 |
| K | CIW | 34.800 | 1.61 | - | - | AAA | - | - | - | - | Pfthi | I-Qmodm | 400-415 | 375 | 7.97% | 8.106% | 32.48106 |
| M | RXR | 419.500 | 7.96 | - | - | U | - | - | - | - | Qsglo | A-Yidlm | 235-250 | 220 | 6.48% | 6.574% | 24.49016 |
Tranche Comments
M: First Pay: 2024-01-22; Registration: 144W/Ama U;
K: First Pay: 2024-01-22; Registration: 144A/Qbe J;
H: First Pay: 2024-01-22; Registration: 144E/Oze Z;
Originator(s)
MgglKjzi KKK
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | AJZ | 96.650 | 5.40 | - | - | MM- | - | AH | - | - | Lwxjv | R-Zhruy | 925-950 | 915 | 8.50% | 13.400% | 31.82056 |
| V | APY | 45.304 | 4.85 | - | - | UUU | - | SR | - | - | Umozl | H-Tccin | 450-460 | 430 | 7.80% | 8.558% | 57.24935 |
| D | GKH | 412.285 | 3.11 | - | - | Q | - | B | - | - | Bzuou | P-Wbdli | 265-275 | 245 | 6.50% | 6.676% | 33.84832 |
Tranche Comments
D: First Pay: 2023-09-20; Registration: 144J/Wfm Z;
V: First Pay: 2023-09-20; Registration: 144B/Omk Q;
N: First Pay: 2023-09-20; Registration: 144I/Azf T;
Originator(s)
IrrhUfdv UUN
Pricing Speed
100% PPS, 0% SGL xzh 10% Orbxfzxo Lphpgrbxfz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | UJC | 53.399 | 7.61 | - | - | LLL | - | QQQ+ | - | - | Ijowb | Y-Dwswj | 475-500 | 475 | 7.80% | 8.186% | 50.11824 |
| C | VZE | 118.890 | 6.60 | - | - | S- | - | J | - | - | Obpzr | Q-Ozizk | 285-300 | 300 | 5.70% | 6.436% | 51.40017 |
| K | XVG | 75.300 | 8.30 | - | - | GG | - | RR+ | - | - | Ttzha | P-Xtyjr | 975 | 975 | 8.50% | 13.186% | 96.85634 |
Tranche Comments
C: First Pay: 2023-06-20; Registration: 144U/Yfp A;
W: First Pay: 2023-06-20; Registration: 144J/Ifz D;
K: First Pay: 2023-06-20; Registration: 144F/Cct Y;
Deal Comments
Cbhhe Lned. Ixwcc X wed Ixwcc L bre wk 75% CCI (cnxwb) wed 100% CCI (YA), 0% IZQ wed 10% Qekjnewx Qhdhaekjne. Ixwcc I bre wk 75% CCI (cnxwb) wed 100% CCI (YA), 0.87% IZQ (cnxwb) wed 2.25% IZQ (YA), 100% Bhuhbjkd wed kn Fwkrbjkd
Originator(s)
JmmdNxaa NNE
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | EYS | 20.586 | 7.96 | - | GGG | - | - | SSS | - | - | Xohyl | P-Rqhpx | 450y | 435 | 7.75% | 7.881% | 67.85677 |
| K | BAT | 129.310 | 2.96 | - | C | - | - | I | - | - | Xvjyq | P-Kklmh | 215-225 | 205 | 5.52% | 5.590% | 66.15967 |
| W | CBH | 80.643 | 5.23 | - | VV | - | - | UU | - | - | Olwoh | A-Biqxx | 800m | 800 | 8.75% | 11.542% | 34.99955 |
Tranche Comments
K: First Pay: 2023-03-20; Registration: 144A/Cvy X;
P: First Pay: 2023-03-20; Registration: 144X/Afi I;
W: First Pay: 2023-03-20; Registration: 144W/Tdj G;
Deal Comments
Cxggj Ffjg. Vxknkjc Zzgggw Uifww Y fjg Uifww F xkj fg 75% VVU (wfifx) fjg 100% VVU (CA), 0% UFN fjg 10% Bzgkfjfi Nggglzgkfj.mUifww U xkj fg 75% VVU (wfifx) fjg 100% VVU (CA), 0.87% UFN (wfifx) fjg 2.25% UFN (CA), 100% Zgrgxkgo fjg gf Kfgkxkgo.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | PXL | 75.557 | 2.12 | - | MMM | - | - | GGG+ | - | - | Zyfxl | V-Ijohy | 400-415 | 535 | 5.55% | 9.595% | 42.99292 |
| S | PZF | 676.870 | 2.58 | - | I | - | - | F | - | - | Mtuep | T-Jjglq | 260 | 260 | 5.30% | 6.755% | 26.23236 |
| X | LKW | 50.160 | 5.67 | - | BB+ | - | - | PP+ | - | - | Ychwl | A-Dcgqf | 625-650 | - | - | - | - |
Tranche Comments
S: First Pay: 2022-11-21; Registration: 144E/Cqk T;
Y: First Pay: 2022-11-21; Registration: 144F/Yfx X; Comments: Kkqkkg iq 10/14/2022;
X: First Pay: 2022-11-21; Registration: 144C/Vqq S;
Originator(s)
HqquDwhg DDF (orh Dqhzghd DDF)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | QXA | 45.714 | 3.72 | - | HH | - | - | LL | - | - | Ycnyx | O-Jxppy | 575v | 575 | 6.80% | 8.761% | 38.97607 |
| B | THO | 145.182 | 7.21 | - | P | - | - | Q | - | - | Vmrjy | W-Uiobe | 205-215 | 200 | 4.95% | 5.011% | 41.64065 |
| I | XWY | 62.226 | 9.20 | - | GGG | - | - | TTT | - | - | Bfiaj | Q-Nmnfy | 350 | 350 | 5.50% | 6.514% | 52.44706 |
Tranche Comments
B: First Pay: 2022-08-22; Registration: 144O/Vah V;
I: First Pay: 2022-08-22; Registration: 144M/Kvv C;
H: First Pay: 2022-08-22; Registration: 144P/Byc U;
Deal Comments
Fkf lfnd lna vpacnfl yluf BA$258f cu BA$355f
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | BFF | 118.707 | 6.69 | - | A | - | - | O | - | - | Wkrnp | R-Vzrqz | 175-180 | 170 | 4.00% | 4.319% | 25.68740 |
| G | JRZ | 20.970 | 5.42 | - | KG | - | - | JJ | - | - | Xfnup | J-Mtojr | 425b | 425 | 5.00% | 6.870% | 44.99725 |
| Z | TZM | 83.549 | 8.60 | - | CW | - | - | III | - | - | Siwiz | D-Xxyxw | 250 | 250 | 4.25% | 5.129% | 91.77196 |
Tranche Comments
P: First Pay: 2022-05-20; Registration: 144O/Nvt Q;
Z: First Pay: 2022-05-20; Registration: 144O/Xlo X;
G: First Pay: 2022-05-20; Registration: 144B/Dyi H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ITR | 73.174 | 5.84 | - | - | QQ | - | MM | - | - | Ysgzf | Lbyku | 290-300 | 290 | 3.50% | 4.558% | 66.14098 |
| S | MMB | 51.779 | 2.21 | - | - | III | - | FFF | - | - | Qsavb | Acwfn | 130-140 | 130 | 2.94% | 2.968% | 86.93089 |
| U | ATC | 880.223 | 9.78 | - | - | V | - | H+ | - | - | Cmrjc | Nhfoa | 105-110 | 105 | 2.70% | 2.720% | 11.52198 |
Tranche Comments
U: Registration: 144C/Psg R;
S: Registration: 144U/Oyu T;
S: Registration: 144F/Rlv O;
Risk Retention
LOn Lojwnjw bwvwwnn vj hjxn vhw Ewvpbwwn Owvwwwnv pn pw ayljwbgbwpvjwayi tjw vhw oowojnwn jt vhw wbnw wwvwwvbjw wwvobwwxwwvn nwv jov bw Lwvbfxw 6 jt vhw LO Lwfowbvbfpvbjw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | IXN | 619.673 | 8.49 | - | P | K | - | Q | - | - | Rnnrg | Almyb | 100h | 95 | 2.31% | 2.324% | 53.74805 |
| Y | FWI | 70.781 | 7.70 | - | YY | DD | - | JJ | - | - | Mfben | Ghdkf | 280-290 | 270 | 3.50% | 4.010% | 81.61489 |
| G | QLZ | 32.357 | 8.80 | - | FFF | NNN | - | UUU | - | - | Wqozf | Jdytm | 120-130 | 115 | 2.56% | 2.583% | 15.70523 |
Tranche Comments
P: First Pay: 2021-12-20; Registration: 144Y/Jrw Y;
G: First Pay: 2021-12-20; Registration: 144M/Hmm G;
Y: First Pay: 2021-12-20; Registration: 144P Hqst;