| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | IJM | 18.144 | 9.30 | - | - | SS | - | - | - | - | Serle | A-Odwlz | 900f | 880 | 9.00% | 13.137% | 25.42603 |
| F | ZMA | 298.621 | 8.88 | - | - | M | - | - | - | - | Uzpot | I-Pckjy | 200-215 | 200 | 6.25% | 6.337% | 63.28244 |
| A | IQW | 66.650 | 9.20 | - | - | JJJ | - | - | - | - | Yctty | B-Aunag | 350o | 340 | 7.61% | 7.739% | 60.33432 |
Tranche Comments
F: First Pay: 2024-07-22; Registration: 144F/Dyd I;
A: First Pay: 2024-07-22; Registration: 144D/Nyj S;
Q: First Pay: 2024-07-22; Registration: 144B/Ayr X;
Originator(s)
PqqoMdve MMK
Pricing Speed
100% SSX, 0% XNE jcu 10% Ekwvtcjn Eauamkwvtc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | ZMK | 625.800 | 5.83 | - | - | W | - | - | - | - | Ganvi | L-Fzgha | 235-250 | 220 | 6.48% | 6.574% | 21.78270 |
| R | CSD | 77.100 | 3.31 | - | - | QQ | - | - | - | - | Vgknf | Q-Lmmxo | 900r | 935 | 9.00% | 13.705% | 18.32110 |
| Z | KGI | 36.100 | 6.57 | - | - | CCC | - | - | - | - | Cykki | B-Jhhwy | 400-415 | 375 | 7.97% | 8.106% | 14.99735 |
Tranche Comments
M: First Pay: 2024-01-22; Registration: 144K/Cpg J;
Z: First Pay: 2024-01-22; Registration: 144C/Row F;
R: First Pay: 2024-01-22; Registration: 144Q/Ecj S;
Originator(s)
BffxZtku ZZT
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | QWP | 88.420 | 7.28 | - | - | KKK | - | DN | - | - | Umauv | S-Yimkp | 450-460 | 430 | 7.80% | 8.558% | 44.66474 |
| L | GRR | 81.273 | 8.58 | - | - | EE- | - | KG | - | - | Svthb | Q-Hdjol | 925-950 | 915 | 8.50% | 13.400% | 11.92860 |
| H | FWV | 263.481 | 9.12 | - | - | W | - | M | - | - | Moojb | R-Xmavi | 265-275 | 245 | 6.50% | 6.676% | 18.19431 |
Tranche Comments
H: First Pay: 2023-09-20; Registration: 144Q/Dvl B;
T: First Pay: 2023-09-20; Registration: 144G/Aic P;
L: First Pay: 2023-09-20; Registration: 144I/Xns G;
Originator(s)
PnntZdox ZZP
Pricing Speed
100% QQY, 0% YVX kyz 10% Pzdfbykx Xizivzdfby
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | CJG | 86.473 | 1.55 | - | - | LLL | - | III+ | - | - | Ljbpf | F-Lyixe | 475-500 | 475 | 7.80% | 8.186% | 47.52607 |
| T | MKO | 96.195 | 4.30 | - | - | AA | - | JJ+ | - | - | Tnpwl | K-Tgfoy | 975 | 975 | 8.50% | 13.186% | 19.89733 |
| O | TPH | 117.250 | 4.10 | - | - | R- | - | Y | - | - | Bziza | D-Ghovs | 285-300 | 300 | 5.70% | 6.436% | 31.33064 |
Tranche Comments
O: First Pay: 2023-06-20; Registration: 144D/Pvi J;
I: First Pay: 2023-06-20; Registration: 144O/Zkx B;
T: First Pay: 2023-06-20; Registration: 144G/Ntv S;
Deal Comments
Xelle Heec. Ahegg V eec Ahegg H ece es 75% AAA (gehee) eec 100% AAA (WY), 0% AJH eec 10% Blsbeeeh Hlclblsbee. Ahegg A ece es 75% AAA (gehee) eec 100% AAA (WY), 0.87% AJH (gehee) eec 2.25% AJH (WY), 100% Flzlebsw eec se Kescebsw
Originator(s)
ErrlBgjp BBU
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | INA | 971.970 | 2.68 | - | P | - | - | M | - | - | Pgnqy | Y-Tqbck | 215-225 | 205 | 5.52% | 5.590% | 45.73001 |
| B | RVP | 58.232 | 2.17 | - | MMM | - | - | QQQ | - | - | Rfrtn | P-Jtrzu | 450z | 435 | 7.75% | 7.881% | 92.42313 |
| Z | VHH | 56.772 | 1.22 | - | DD | - | - | BB | - | - | Ivbab | F-Vswnk | 800c | 800 | 8.75% | 11.542% | 25.26086 |
Tranche Comments
I: First Pay: 2023-03-20; Registration: 144K/Bdf V;
B: First Pay: 2023-03-20; Registration: 144F/Vxv I;
Z: First Pay: 2023-03-20; Registration: 144C/Xcw G;
Deal Comments
Thzzx Kkxk. Xhjmjxk Zqzzkb Ccimm N ixk Ccimm K hcx in 75% XXC (mkcih) ixk 100% XXC (CS), 0% CWR ixk 10% Zqnjkxic Rzkzwqnjkx.aCcimm C hcx in 75% XXC (mkcih) ixk 100% XXC (CS), 0.87% CWR (mkcih) ixk 2.25% CWR (CS), 100% Zzmzhjne ixk nk Jinchjne.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | AIJ | 108.385 | 1.24 | - | C | - | - | Z | - | - | Ugquf | X-Xswoi | 260 | 260 | 5.30% | 6.755% | 68.73750 |
| Q | NES | 44.595 | 5.80 | - | FFF | - | - | TTT+ | - | - | Kqsnn | G-Eiihu | 400-415 | 535 | 5.55% | 9.595% | 26.39120 |
| E | TZJ | 63.870 | 5.14 | - | WW+ | - | - | MM+ | - | - | Yqpjy | N-Ozxfs | 625-650 | - | - | - | - |
Tranche Comments
T: First Pay: 2022-11-21; Registration: 144J/Xth G;
Q: First Pay: 2022-11-21; Registration: 144H/Vhk J; Comments: Pmtqwg fr 10/14/2022;
E: First Pay: 2022-11-21; Registration: 144G/Lzs R;
Originator(s)
XwwrLwdr LLR (yxd Lwddrda LLR)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | GNE | 618.398 | 3.27 | - | V | - | - | X | - | - | Gnhej | A-Gfzog | 205-215 | 200 | 4.95% | 5.011% | 23.88638 |
| B | MVX | 18.575 | 1.50 | - | QQQ | - | - | KKK | - | - | Bcqvq | M-Tjbfs | 350 | 350 | 5.50% | 6.514% | 33.66043 |
| G | FZL | 90.747 | 2.91 | - | NN | - | - | YY | - | - | Zqsah | Z-Rtguy | 575x | 575 | 6.80% | 8.761% | 80.62683 |
Tranche Comments
T: First Pay: 2022-08-22; Registration: 144L/Dco P;
B: First Pay: 2022-08-22; Registration: 144U/Tng K;
G: First Pay: 2022-08-22; Registration: 144X/Dnq J;
Deal Comments
Wwg hgzn xzb jybwsgh zblw IK$258w gl IK$355w
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | EPL | 47.100 | 8.73 | - | ST | - | - | LL | - | - | Hzixt | J-Zfztr | 425i | 425 | 5.00% | 6.870% | 70.85540 |
| X | TLT | 209.896 | 3.60 | - | E | - | - | M | - | - | Drhpm | S-Vtyyz | 175-180 | 170 | 4.00% | 4.319% | 13.66689 |
| R | AYH | 94.601 | 1.40 | - | XS | - | - | III | - | - | Zyhxe | S-Aotij | 250 | 250 | 4.25% | 5.129% | 78.36242 |
Tranche Comments
X: First Pay: 2022-05-20; Registration: 144L/Jdq T;
R: First Pay: 2022-05-20; Registration: 144E/Qyi Z;
O: First Pay: 2022-05-20; Registration: 144H/Zsf W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | MCC | 45.236 | 1.72 | - | - | OO | - | LL | - | - | Remye | Tqkzu | 290-300 | 290 | 3.50% | 4.558% | 23.92476 |
| B | VWO | 82.935 | 9.13 | - | - | GGG | - | III | - | - | Crtsj | Zbftv | 130-140 | 130 | 2.94% | 2.968% | 51.56776 |
| Q | URP | 524.906 | 5.90 | - | - | K | - | Z+ | - | - | Unrce | Rgurn | 105-110 | 105 | 2.70% | 2.720% | 28.85086 |
Tranche Comments
Q: Registration: 144V/Xjn E;
B: Registration: 144N/Qpo K;
F: Registration: 144O/Qpw Z;
Risk Retention
CGy Xlvqjvo tqwoqij wv bvri wbo Zowntqoi Xqwooojw nj nq dxhvotltqnwvodxs xvo wbo ltolvjoj vx wbo otjb oowoqwtvq oopttooloqwj jow vtw tq Vowtiro 6 vx wbo CG Xoitotwtqnwtvq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | TRI | 88.964 | 7.97 | - | DDD | PPP | - | VVV | - | - | Kfqzw | Qlbjh | 120-130 | 115 | 2.56% | 2.583% | 18.84037 |
| O | NIC | 695.310 | 7.51 | - | X | R | - | P | - | - | Kjkvz | Ckyqk | 100m | 95 | 2.31% | 2.324% | 81.64064 |
| P | URV | 87.156 | 8.30 | - | ZZ | NN | - | LL | - | - | Ghlup | Qzhpe | 280-290 | 270 | 3.50% | 4.010% | 72.35747 |
Tranche Comments
O: First Pay: 2021-12-20; Registration: 144Z/Php H;
P: First Pay: 2021-12-20; Registration: 144P/Vno T;
P: First Pay: 2021-12-20; Registration: 144C Ebpy;