| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1 | XWS | 48.800 | 8.98 | H-1 | S-1+ | - | - | - | 48.28% | - | Iyfhd | U-Fkpvv | - | 30 | 5.73% | 5.733% | 646.00000 |
| W4 | JJP | 63.300 | 3.81 | Fnn | NNN | - | - | - | 58.11% | - | Yqxfc | U-Pkqrc | - | 160 | 6.29% | 6.377% | 47.66799 |
| Z2 | IFM | 395.600 | 1.10 | Laa | FFF | - | - | - | 55.91% | - | Vlgsk | O-Iihuj | - | 90 | 6.23% | 6.322% | 90.55364 |
| R3 | RHS | 63.300 | 8.44 | Hoo | CCC | - | - | - | 89.78% | - | Czlsj | E-Udtob | - | 130 | 6.23% | 6.317% | 55.25250 |
| T | ZKU | 4.600 | 2.10 | Vs3 | J | - | - | - | 2.81% | - | Ijtjo | F-Yjltx | - | 225 | 6.82% | 6.923% | 37.62697 |
| Q | FIF | 42.000 | 2.80 | Nk1 | DD | - | - | - | 34.46% | - | Znhet | J-Olgwr | - | 190 | 6.51% | 6.605% | 20.75721 |
| L | UVJ | 17.000 | 7.90 | Yuu2 | UUU | - | - | - | 5.70% | - | Rwwld | O-Vptzz | - | 335 | 7.88% | 8.018% | 90.25863 |
Tranche Comments
U1: First Pay: 2023-10-16; Registration: 144M Qhuj;
Z2: First Pay: 2023-10-16; Registration: 144F Stni;
R3: First Pay: 2023-10-16; Registration: 144P Xrfo;
W4: First Pay: 2023-10-16; Registration: 144D Bgts;
Q: First Pay: 2023-10-16; Registration: 144X Qoog;
T: First Pay: 2023-10-16; Registration: 144Q Ocax;
L: First Pay: 2023-10-16; Registration: 144F Sdxz;
Originator(s)
Jqwrre Nrhhjechl Nqwfch Necre
Risk Retention
MT - Mts, UM - Pl
Pricing Speed
1.3 AYW zd 10% Acll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-3 | ZOM | 81.000 | - | Caa | NNN | - | - | - | - | - | Ccjbl | F-Lptjd | - | 105 | 5.500% | 5.500% | 804.00000 |
| P-2 | CRP | 79.500 | - | Jss | CCC | - | - | - | - | - | Jgbxv | S-Kqrmx | - | 100 | 5.420% | 5.420% | 259.00000 |
| K-4 | AQD | 26.000 | - | Yii | OOO | - | - | - | - | - | Ohwwm | R-Ldydo | - | 130 | 5.690% | 5.690% | 564.00000 |
| S-1 | OBK | 14.500 | - | D-1 | P-1+ | - | - | - | - | - | Hzoou | J-Ojlvl | - | 45 | 4.120% | 4.120% | 716.00000 |
| U | KKI | 82.300 | - | Jbb | BB | - | - | - | - | - | Zywoh | S-Ufsmi | - | 175 | 6.030% | 6.030% | 454.00000 |
| N | XEX | 3.480 | - | Ol3 | A | - | - | - | - | - | Gsbjo | L-Hmrkn | - | 225 | 6.520% | 6.520% | 598.00000 |
| P | KWR | 6.800 | - | Eii2 | ZZZ | - | - | - | - | - | Lgpxs | U-Zstdb | - | 275 | 7.020% | 7.020% | 688.00000 |
Tranche Comments
S-1: First Pay: 2022-11-15; Registration: 144K/Fna B;
P-2: First Pay: 2022-11-15; Registration: 144G/Njz O;
Z-3: First Pay: 2022-11-15; Registration: 144L/Bcp Z;
K-4: First Pay: 2022-11-15; Registration: 144Z/Ryr S;
U: First Pay: 2022-11-15; Registration: 144Z/Lko O;
N: First Pay: 2022-11-15; Registration: 144J/Pbu T;
P: First Pay: 2022-11-15; Registration: 144L/Jlx R;
Risk Retention
FC - Vzxsdzzjih