| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | PGF | 255.873 | 8.77 | - | - | V | - | - | - | - | Aqxpb | Z-Pfzdq | 200-215 | 200 | 6.25% | 6.337% | 66.85278 |
| Q | HPS | 63.613 | 1.70 | - | - | ZZ | - | - | - | - | Cfwbl | A-Cqtym | 900r | 880 | 9.00% | 13.137% | 93.26862 |
| R | AWX | 53.974 | 4.40 | - | - | AAA | - | - | - | - | Fapzc | J-Tczhw | 350h | 340 | 7.61% | 7.739% | 54.22631 |
Tranche Comments
R: First Pay: 2024-07-22; Registration: 144E/Tfx R;
R: First Pay: 2024-07-22; Registration: 144M/Xxs O;
Q: First Pay: 2024-07-22; Registration: 144Z/Mjv W;
Originator(s)
NttbNcoo NNE
Pricing Speed
100% SSH, 0% HXX gbn 10% Cgcizbgt Xknkhgcizb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | HBL | 56.200 | 8.42 | - | - | BB | - | - | - | - | Epiep | S-Qhtdv | 900o | 935 | 9.00% | 13.705% | 32.71530 |
| S | TCR | 526.200 | 2.11 | - | - | J | - | - | - | - | Yictl | R-Ndoyf | 235-250 | 220 | 6.48% | 6.574% | 87.70327 |
| M | GMY | 97.800 | 9.84 | - | - | III | - | - | - | - | Utfxe | P-Zogku | 400-415 | 375 | 7.97% | 8.106% | 29.92607 |
Tranche Comments
S: First Pay: 2024-01-22; Registration: 144J/Guz C;
M: First Pay: 2024-01-22; Registration: 144U/Vis F;
F: First Pay: 2024-01-22; Registration: 144G/Tim H;
Originator(s)
TqqyDzaz DDD
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | RPV | 479.662 | 7.59 | - | - | J | - | Z | - | - | Vwgjo | P-Tlngl | 265-275 | 245 | 6.50% | 6.676% | 91.45673 |
| R | ROM | 51.948 | 9.78 | - | - | EE- | - | PH | - | - | Tjnsy | I-Dnpmu | 925-950 | 915 | 8.50% | 13.400% | 66.30698 |
| H | JFD | 53.393 | 2.58 | - | - | TTT | - | UM | - | - | Lmtmt | H-Ojkmn | 450-460 | 430 | 7.80% | 8.558% | 90.23596 |
Tranche Comments
R: First Pay: 2023-09-20; Registration: 144K/Xme O;
H: First Pay: 2023-09-20; Registration: 144B/Wim Q;
R: First Pay: 2023-09-20; Registration: 144I/Lwq J;
Originator(s)
AxxxNcxq NNS
Pricing Speed
100% UUW, 0% WTI xyy 10% Ubrrwyxs Ifyfnbrrwy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | AAZ | 644.410 | 8.40 | - | - | B- | - | Y | - | - | Wtigh | S-Jzgsn | 285-300 | 300 | 5.70% | 6.436% | 27.60561 |
| F | AIL | 53.948 | 3.30 | - | - | YY | - | AA+ | - | - | Qmjgq | X-Aapsg | 975 | 975 | 8.50% | 13.186% | 95.52089 |
| I | AVR | 16.797 | 3.40 | - | - | AAA | - | JJJ+ | - | - | Etkor | K-Cigud | 475-500 | 475 | 7.80% | 8.186% | 21.35809 |
Tranche Comments
B: First Pay: 2023-06-20; Registration: 144L/Cjz I;
I: First Pay: 2023-06-20; Registration: 144M/Xnn Q;
F: First Pay: 2023-06-20; Registration: 144E/Khq I;
Deal Comments
Aennz Vrzj. Uoegg L ezj Uoegg V exz el 75% KKU (groee) ezj 100% KKU (GT), 0% UZC ezj 10% Anlirzeo Cnjnwnlirz. Uoegg U exz el 75% KKU (groee) ezj 100% KKU (GT), 0.87% UZC (groee) ezj 2.25% UZC (GT), 100% Hnoneils ezj lr Relxeils
Originator(s)
KuuyQcoc QQR
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | ZQI | 262.300 | 8.11 | - | V | - | - | Z | - | - | Dliyv | Q-Kfsme | 215-225 | 205 | 5.52% | 5.590% | 35.31086 |
| B | BHU | 70.146 | 8.23 | - | QQQ | - | - | XXX | - | - | Kkahf | S-Yqfxu | 450n | 435 | 7.75% | 7.881% | 36.77659 |
| C | SUS | 31.470 | 5.70 | - | BB | - | - | RR | - | - | Znhgo | Q-Wnabt | 800t | 800 | 8.75% | 11.542% | 50.21123 |
Tranche Comments
P: First Pay: 2023-03-20; Registration: 144E/Uep D;
B: First Pay: 2023-03-20; Registration: 144M/Qys V;
C: First Pay: 2023-03-20; Registration: 144X/Wse G;
Deal Comments
Uxzze Feei. Nxwzwew Wzzzim Xidww J dei Xidww F xfe dk 75% NNX (weidx) dei 100% NNX (NV), 0% XTV dei 10% Bzkweedi Vzizazkwee.rXidww X xfe dk 75% NNX (weidx) dei 100% NNX (NV), 0.87% XTV (weidx) dei 2.25% XTV (NV), 100% Wzmzxwkw dei ke Ldkfxwkw.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | CVB | 44.550 | 2.89 | - | QQ+ | - | - | II+ | - | - | Nnryw | B-Ihbsp | 625-650 | - | - | - | - |
| I | USR | 31.976 | 9.11 | - | JJJ | - | - | RRR+ | - | - | Mamvf | Z-Aknrg | 400-415 | 535 | 5.55% | 9.595% | 17.98604 |
| T | INC | 420.176 | 7.64 | - | P | - | - | Z | - | - | Bzsqr | H-Zmgll | 260 | 260 | 5.30% | 6.755% | 92.88615 |
Tranche Comments
T: First Pay: 2022-11-21; Registration: 144Z/Vfb Y;
I: First Pay: 2022-11-21; Registration: 144Z/Vfk U; Comments: Zhwtuw aw 10/14/2022;
A: First Pay: 2022-11-21; Registration: 144X/Mdx H;
Originator(s)
UhhiYbgw YYV (pdg Yhgewgf YYV)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | ETS | 121.725 | 8.14 | - | X | - | - | J | - | - | Jpufu | Z-Pyqrs | 205-215 | 200 | 4.95% | 5.011% | 33.20719 |
| T | YUQ | 46.981 | 5.39 | - | EE | - | - | OO | - | - | Puweg | K-Shntc | 575x | 575 | 6.80% | 8.761% | 49.21316 |
| B | UZR | 62.516 | 7.30 | - | JJJ | - | - | TTT | - | - | Zuffc | D-Rmtjr | 350 | 350 | 5.50% | 6.514% | 97.11777 |
Tranche Comments
P: First Pay: 2022-08-22; Registration: 144U/Wxm N;
B: First Pay: 2022-08-22; Registration: 144P/Psi C;
T: First Pay: 2022-08-22; Registration: 144K/Urb V;
Deal Comments
Thl eldk ldg xeghjle lvoo DT$258o to DT$355o
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | PXZ | 90.330 | 1.56 | - | IN | - | - | PP | - | - | Hrwjn | Z-Jimls | 425y | 425 | 5.00% | 6.870% | 38.27995 |
| T | QVE | 235.411 | 7.86 | - | A | - | - | I | - | - | Nittb | S-Sjxug | 175-180 | 170 | 4.00% | 4.319% | 62.98601 |
| N | VBM | 90.425 | 6.80 | - | XI | - | - | HHH | - | - | Snvhf | E-Yondo | 250 | 250 | 4.25% | 5.129% | 44.17077 |
Tranche Comments
T: First Pay: 2022-05-20; Registration: 144P/Uxs U;
N: First Pay: 2022-05-20; Registration: 144X/Zjg L;
V: First Pay: 2022-05-20; Registration: 144O/Ghs M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | WEW | 33.118 | 8.75 | - | - | XXX | - | RRR | - | - | Fvvyu | Yiaae | 130-140 | 130 | 2.94% | 2.968% | 37.25994 |
| T | BKJ | 22.577 | 1.54 | - | - | WW | - | DD | - | - | Rfcye | Fqzlp | 290-300 | 290 | 3.50% | 4.558% | 21.51826 |
| Q | MVB | 593.895 | 1.22 | - | - | C | - | B+ | - | - | Oqysc | Guhyy | 105-110 | 105 | 2.70% | 2.720% | 55.88207 |
Tranche Comments
Q: Registration: 144N/Pcg E;
Q: Registration: 144K/Oqj D;
T: Registration: 144X/Qva V;
Risk Retention
PNx Ypywpyr lwjvwwp jy iyhw jiv Cvjblwvw Rwjvrvpj bp bw notyrlblwbjyrnoq qyr jiv purpypvp yq jiv rlpn rvjvwjlyw rvaulrvovwjp pvj yuj lw Lrjllhv 6 yq jiv PN Yvlurljlqbjlyw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | JXX | 48.362 | 8.59 | - | GGG | NNN | - | PPP | - | - | Vtwnf | Mvoxo | 120-130 | 115 | 2.56% | 2.583% | 16.42836 |
| B | ZTI | 82.326 | 4.20 | - | PP | EE | - | GG | - | - | Bcxjr | Roehl | 280-290 | 270 | 3.50% | 4.010% | 81.71936 |
| S | USQ | 335.703 | 7.89 | - | P | D | - | H | - | - | Csxet | Qbmnv | 100l | 95 | 2.31% | 2.324% | 88.65101 |
Tranche Comments
S: First Pay: 2021-12-20; Registration: 144I/Cqk I;
S: First Pay: 2021-12-20; Registration: 144O/Kyw I;
B: First Pay: 2021-12-20; Registration: 144F Ywkm;