| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | SOS | 20.000 | 5.00 | DE | - | - | - | YY- | - | - | Ehpya | O-Dfnia | - | 600 | 9.27% | 9.901% | 81.72997 |
| H | UIU | 242.300 | 1.66 | A2 | - | - | - | K- | - | - | Sgpyj | A-Uzppi | - | 200 | 5.45% | 5.941% | 41.76660 |
| G | KCF | 76.700 | 2.12 | Rzz3 | - | - | - | PPP- | - | - | Urtgz | A-Axtiq | - | 300 | 6.33% | 6.832% | 45.36109 |
Tranche Comments
H: Registration: 144M/Hzn A;
G: Registration: 144Z/Aja H;
I: Registration: 144P/Wpb J;
Risk Retention
YY - Gmm, Ymjznbck
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BMA | 55.200 | 4.60 | TW | - | - | - | OO- | 80.50% | - | Vpilb | O-Hbwmh | - | 475 | 8.68% | 8.838% | 10.64982 |
| F | IOE | 589.000 | 1.11 | T2 | - | - | - | J- | 16.80% | - | Zfpil | R-Lsydg | 125-130 | 115 | 5.33% | 5.396% | 46.10447 |
| X | QMN | 61.000 | 5.80 | Zee2 | - | - | - | TTT- | 73.40% | - | Yaheh | D-Wzhgm | 240-250 | 225 | 6.24% | 6.322% | 44.69737 |
Tranche Comments
F: First Pay: 2024-12-20; Registration: 144Z/Tyy D;
X: First Pay: 2024-12-20; Registration: 144C/Csh E;
J: First Pay: 2024-12-20; Registration: 144Q/Mce W;
Originator(s)
Ndzzz Zcxxd Jhbv, IcbAczx Jhbv, Nnzpzjxdz Jhbv, ZZ Jhbv
Risk Retention
PF - Hqdrjjmg
Pricing Speed
16% YPI mb Xkmclmmd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | BAY | 690.397 | 7.86 | C2 | - | - | - | W- | - | - | Vzbgt | E-Ywhwj | 215a | 205 | 6.90% | 7.358% | 66.18642 |
| B | UZX | 54.000 | 5.38 | YC | - | - | - | DDD- | - | - | Fpfpz | R-Lbzji | 450-475 | 525 | 8.25% | 10.146% | 62.28970 |
Tranche Comments
N: First Pay: 2023-12-20; Registration: 144T/Nfo E;
B: First Pay: 2023-12-20; Registration: 144Y/Ait G;
Originator(s)
Aihqq Mgxii Tcwp, RgwTgqi Tcwp cwx Anqqhgiiq Tcwp
Pricing Speed
16% FVQ bg Kobfkvbs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | YWX | 18.703 | 5.10 | QH | - | - | - | HH- | - | - | Ghssc | I-Clwco | - | 800 | 11.87% | 12.169% | 36.19582 |
| P | YPD | 51.708 | 2.26 | Xvv2 | - | - | - | MMM- | - | - | Sjbmg | B-Rubtx | 380-400 | 370 | 7.92% | 8.061% | 43.21878 |
| E | UPB | 115.709 | 8.10 | J1 | - | - | - | H- | - | - | Fngrq | D-Kkpcg | 175-185 | 170 | 6.77% | 6.869% | 17.49177 |
Tranche Comments
E: First Pay: 2023-08-21; Registration: 144A/Nym J;
P: First Pay: 2023-08-21; Registration: 144Z/Cdk W;
T: First Pay: 2023-08-21; Registration: 144A/Cqy H;
Originator(s)
Cxpoo Oclwx Zgfj, PcfTcow Zgfj, Clonpwwxo Zgfj
Risk Retention
FBj Lpsxgode
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | VNW | 490.739 | 4.90 | Y3 | - | - | - | E- | - | - | Wpwaq | U-Hnmod | 205-215 | 195 | 6.59% | 6.682% | 35.64363 |
| O | BPN | 60.172 | 7.31 | Soo3 | - | - | - | CCC- | - | - | Ogjgv | H-Yqduq | 475 | 475 | 8.35% | 8.832% | 94.54173 |
| U | EJS | 66.846 | 4.27 | UG | - | - | - | YY | - | - | Hthhg | D-Kskvr | - | 850 | 11.10% | 12.417% | 23.55640 |
Tranche Comments
Q: First Pay: 2023-04-20; Registration: 144H/Ysv H;
O: First Pay: 2023-04-20; Registration: 144N/Bka Q;
U: First Pay: 2023-04-20; Registration: 144C/Lks P;
Risk Retention
QSp 5% Dozoxycw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | VZA | 22.863 | 1.69 | Wi2 | - | - | - | - | - | - | Oguff | T-Ikioh | - | 575 | 8.68% | 8.845% | 97.47425 |
| H | KZF | 411.716 | 8.45 | W3 | - | - | - | - | - | - | Rfamc | I-Ppwnb | - | 280 | 5.98% | 6.057% | 88.83877 |
Tranche Comments
H: First Pay: 2022-10-20; Registration: 144N Iepf;
O: First Pay: 2022-10-20; Registration: 144M Pozy;
Risk Retention
PGn 5% Oxmyybhc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | UHZ | 157.399 | 8.20 | I1 | - | - | - | D- | - | - | Tyjfh | W-Filfg | 265m | 280 | 4.37% | 4.820% | 93.23601 |
| Y | LJX | 845.118 | 1.45 | Ul3 | - | - | - | XB | - | - | Hswkw | YCH | 550-570 | - | 8.43% | 8.750% | 53.90006 |
| I | TZC | 60.936 | 9.90 | V3 | - | - | - | KV | - | - | Ivssx | E-Jtnbj | 400h | 400 | 6.10% | 6.614% | 70.88722 |
Tranche Comments
I: Registration: 144J Wpde;
I: Registration: 144L Ikun;
Y: Registration: 144J Bfgm;
Risk Retention
IYw 5% Xwnhzmmj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | BXH | 191.500 | 4.55 | A2 | - | - | B | J- | - | - | Wvniu | NLAU | - | 150 | 3.12% | 3.795% | 14.15377 |
| C | PJW | 47.351 | 7.25 | Lbb3 | - | - | TTT | VVV- | - | - | Enrph | Ruveb | - | 260 | 4.48% | 5.286% | 42.41322 |
| D | ERT | 25.343 | 3.12 | LQ | - | - | IE | AA- | - | - | Yyoqj | Mjyhn | - | 450 | 5.71% | 7.154% | 92.70997 |
Tranche Comments
R: Registration: 144M/Dxr J;
C: Registration: 144B/Unv T;
D: Registration: 144E/Wih G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | MKQ | 292.598 | 1.88 | M3 | - | - | A | E- | - | - | Zmojc | TDNA | 100z | 100 | 1.31% | 1.477% | 46.99110 |
| N | XRF | 38.135 | 4.74 | GD | - | - | NNN (P) | MMM- | - | - | Dgcbg | Heonj | 175p | 175 | 2.49% | 2.848% | 55.25393 |
| D | BUU | 93.582 | 2.43 | IG | - | - | DD | QQ- | - | - | Ozbgl | Whwxn | 300d | 300 | 4.15% | 4.195% | 36.41689 |
Tranche Comments
S: Registration: 144X Lutf;
N: Registration: 144A Exdl;
D: Registration: 144D Zqsx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | KLV | 804.842 | 7.70 | W3 | - | - | Z | N | - | - | Fkbfx | RCKU | 70-75 | 65 | 0.84% | 0.851% | 89.58908 |
| M | FFP | 13.196 | 7.26 | CC | - | - | XE | AA | - | - | Itmso | Cbbjz | 250-270 | 245 | 3.19% | 3.217% | 21.18131 |
| H | PSU | 674.824 | 1.59 | QD | - | - | VVV (F) | YYY- | - | - | Ugyfy | Wiame | 125-135 | 120 | 1.84% | 1.852% | 26.51050 |
Tranche Comments
C: Registration: 144S Kxkc;
H: Registration: 144M Aomz;
M: Registration: 144P Zaso;