| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | KWG | 551.000 | 6.42 | Z2 | - | - | - | Y- | 96.20% | - | Jcmuo | R-Annhx | 125-130 | 115 | 5.33% | 5.396% | 73.85965 |
| R | NRE | 80.100 | 3.50 | DD | - | - | - | RR- | 35.20% | - | Jnwqv | F-Ltbud | - | 475 | 8.68% | 8.838% | 99.63594 |
| A | UUT | 84.000 | 9.50 | Fee2 | - | - | - | SSS- | 93.80% | - | Bihzr | F-Iduyf | 240-250 | 225 | 6.24% | 6.322% | 48.66967 |
Tranche Comments
H: First Pay: 2024-12-20; Registration: 144A/Bvf E;
A: First Pay: 2024-12-20; Registration: 144P/Poi F;
R: First Pay: 2024-12-20; Registration: 144Z/Zko W;
Originator(s)
Nrdqq Xggir Bxex, HgeFgqi Bxex, Noqedwirq Bxex, YX Bxex
Risk Retention
MC - Qjpjhrgm
Pricing Speed
16% ZBE hb Gthvgfhc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | MCX | 74.000 | 2.39 | DB | - | - | - | DDD- | - | - | Luzkc | U-Hkdbw | 450-475 | 525 | 8.25% | 10.146% | 80.49607 |
| W | ROV | 960.637 | 1.33 | J2 | - | - | - | M- | - | - | Pivmd | Z-Aqmyl | 215r | 205 | 6.90% | 7.358% | 20.47619 |
Tranche Comments
W: First Pay: 2023-12-20; Registration: 144J/Xpe B;
D: First Pay: 2023-12-20; Registration: 144N/Glb X;
Originator(s)
Nbfbb Sclnb Nzib, UciGcbn Nzib ziw Nnbxfwnbb Nzib
Pricing Speed
16% YNO xz Lmxuhzxw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | LXS | 112.584 | 3.54 | R1 | - | - | - | F- | - | - | Dobjo | A-Jsjso | 175-185 | 170 | 6.77% | 6.869% | 36.39061 |
| Z | YJO | 33.626 | 9.22 | Eaa2 | - | - | - | JJJ- | - | - | Aljob | I-Dtusp | 380-400 | 370 | 7.92% | 8.061% | 74.92594 |
| O | UXX | 31.816 | 7.51 | PP | - | - | - | YY- | - | - | Qfjnf | Q-Qwhic | - | 800 | 11.87% | 12.169% | 52.78665 |
Tranche Comments
E: First Pay: 2023-08-21; Registration: 144Y/Bbj I;
Z: First Pay: 2023-08-21; Registration: 144P/Kti R;
O: First Pay: 2023-08-21; Registration: 144A/Lcb Z;
Originator(s)
Qqzzz Dfpgq Ilby, DfbAfzg Ilby, Qazxzogqz Ilby
Risk Retention
ESs Bsdhggqx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | XIP | 131.652 | 8.30 | Q3 | - | - | - | X- | - | - | Thvtc | M-Kttuk | 205-215 | 195 | 6.59% | 6.682% | 72.23304 |
| P | MEL | 37.125 | 8.71 | WH | - | - | - | GG | - | - | Gtnmc | X-Gpdyr | - | 850 | 11.10% | 12.417% | 88.93200 |
| F | MUK | 82.958 | 8.27 | Svv3 | - | - | - | LLL- | - | - | Hzmuf | M-Oaygt | 475 | 475 | 8.35% | 8.832% | 62.93453 |
Tranche Comments
P: First Pay: 2023-04-20; Registration: 144E/Cqw T;
F: First Pay: 2023-04-20; Registration: 144G/Kxx P;
P: First Pay: 2023-04-20; Registration: 144U/Fyl N;
Risk Retention
IAg 5% Zpsefkig
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | TTC | 685.448 | 1.25 | A3 | - | - | - | - | - | - | Cbcig | H-Cskvc | - | 280 | 5.98% | 6.057% | 30.20406 |
| G | VWD | 77.312 | 6.18 | Iw2 | - | - | - | - | - | - | Rhtug | H-Igkab | - | 575 | 8.68% | 8.845% | 36.98779 |
Tranche Comments
C: First Pay: 2022-10-20; Registration: 144W Zpev;
G: First Pay: 2022-10-20; Registration: 144S Ijpi;
Risk Retention
QQw 5% Lhytmfda
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | ZUX | 32.274 | 5.50 | Q3 | - | - | - | OQ | - | - | Mriin | D-Nbnps | 400s | 400 | 6.10% | 6.614% | 16.94905 |
| X | EGR | 115.116 | 9.40 | X1 | - | - | - | Q- | - | - | Inxgt | N-Mqrvx | 265z | 280 | 4.37% | 4.820% | 53.61512 |
| B | HXG | 643.314 | 9.99 | Mj3 | - | - | - | DR | - | - | Qvtso | NRU | 550-570 | - | 8.43% | 8.750% | 69.25578 |
Tranche Comments
X: Registration: 144K Ueea;
M: Registration: 144I Jggx;
B: Registration: 144P Ewvy;
Risk Retention
HOu 5% Dqboifyc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | FLP | 999.757 | 8.16 | Z2 | - | - | D | X- | - | - | Qoolt | PUIL | - | 150 | 3.12% | 3.795% | 13.36995 |
| U | RNS | 94.152 | 4.80 | Idd3 | - | - | FFF | WWW- | - | - | Drnyf | Zyihy | - | 260 | 4.48% | 5.286% | 40.76936 |
| P | BLD | 26.687 | 4.35 | WV | - | - | OL | XX- | - | - | Oljzw | Azqzx | - | 450 | 5.71% | 7.154% | 48.77369 |
Tranche Comments
L: Registration: 144Z/Cbg O;
U: Registration: 144O/Mhi U;
P: Registration: 144X/Bst A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | LMG | 210.320 | 9.93 | J3 | - | - | Q | G- | - | - | Mnnpu | RMRC | 100q | 100 | 1.31% | 1.477% | 93.26653 |
| A | XBD | 55.111 | 1.29 | DN | - | - | BE | LL- | - | - | Csamx | Foqfj | 300a | 300 | 4.15% | 4.195% | 48.63654 |
| R | KGU | 50.141 | 7.25 | KU | - | - | III (H) | ZZZ- | - | - | Aluxt | Ycwir | 175j | 175 | 2.49% | 2.848% | 84.44895 |
Tranche Comments
K: Registration: 144D Rfic;
R: Registration: 144I Nuig;
A: Registration: 144X Tsts;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | XUL | 282.703 | 8.21 | WG | - | - | GGG (V) | YYY- | - | - | Urpzr | Ljlpk | 125-135 | 120 | 1.84% | 1.852% | 51.33080 |
| C | NLR | 48.120 | 7.83 | GJ | - | - | ZA | XX | - | - | Ckqvp | Idkvt | 250-270 | 245 | 3.19% | 3.217% | 76.37028 |
| F | GSS | 206.680 | 3.30 | K3 | - | - | V | I | - | - | Kcaia | JREX | 70-75 | 65 | 0.84% | 0.851% | 29.72348 |
Tranche Comments
F: Registration: 144M Pnxn;
G: Registration: 144T Bcwa;
C: Registration: 144J Ghei;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | WFM | 63.967 | 8.27 | GS | - | - | QD | PP- | - | - | Ptasa | Bxfnd | 280-300 | 270 | 3.28% | 3.303% | 24.55109 |
| G | RHL | 390.518 | 7.99 | Y3 | - | - | O | T- | - | - | Yvrzn | QBUC | 70-75 | 65 | 0.83% | 0.837% | 16.57044 |
| F | ZYZ | 52.811 | 4.36 | Wdd3 | - | - | XXX (V) | PPP- | - | - | Qtsbg | Inrte | 120-130 | 120 | 1.66% | 1.674% | 56.92395 |
Tranche Comments
G: Registration: 144R Ycvh;
F: Registration: 144H Priu;
F: Registration: 144I Lsuq;