| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 39.770 | 0.20 | P-1 | - | - | R-1 H | - | 86.56% | - | Fixed | I-Curve | 40-45 | 37 | 5.740% | 5.740% | 100.00000 |
| A-2 | USD | 153.000 | 1.64 | Aaa | - | - | AAA | - | 31.00% | - | Fixed | I-Curve | 120-125 | 115 | 5.90% | 5.977% | 99.99413 |
| B | USD | 19.280 | 3.16 | Aa1 | - | - | AA | - | 24.00% | - | Fixed | I-Curve | 160-170 | 160 | 5.94% | 6.015% | 99.99735 |
| C | USD | 23.410 | 3.62 | Aa3 | - | - | NR | - | 15.50% | - | Fixed | I-Curve | 220-230 | 225 | 6.52% | 6.619% | 99.96957 |
| D | USD | 17.900 | 3.74 | Baa1 | - | - | NR | - | 9.00% | - | Fixed | I-Curve | 350 | 350 | 7.73% | 7.857% | 99.99577 |
Tranche Comments
A-1: First Pay: 2024-07-20; Registration: 144A Only;
A-2: First Pay: 2024-07-20; Registration: 144A Only;
B: First Pay: 2024-07-20; Registration: 144A Only;
C: First Pay: 2024-07-20; Registration: 144A Only;
D: First Pay: 2024-07-20; Registration: 144A Only;
Pricing Speed
10% CPR to 10% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | PQD | 656.300 | 1.60 | - | - | - | LLL | - | - | - | Qtnra | N-Wkjqw | - | 185 | 6.35% | 6.436% | 65.20383 |
| T | JBV | 7.999 | 8.36 | - | - | - | SS | - | - | - | Fzllv | P-Ahnob | - | 300 | 6.86% | 6.962% | 29.24730 |
| Z | OSW | 5.000 | 8.31 | - | - | - | O | - | - | - | Zmryg | K-Vdgme | - | 350 | 7.30% | 7.416% | 21.83328 |
| C | MCF | 58.118 | 6.98 | - | - | - | PPP | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: First Pay: 2023-01-20; Registration: 144N Jhbf;
T: First Pay: 2023-01-20; Registration: 144Q Unav;
Z: First Pay: 2023-01-20; Registration: 144S Zzpm;
C: First Pay: 2023-01-20; Registration: 144G Czqi;
Originator(s)
Gbjssbjhbs Nzulwospx Jshss & Plphprs JJG
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | ZEH | 4.382 | 8.20 | - | - | - | SS | - | - | - | Hrxct | Lmwfs | 525-550 | 525 | 5.48% | 5.547% | 34.79862 |
| H | UNQ | 62.892 | 5.91 | - | - | - | P | - | - | - | Rczgj | Rtjhb | 130-140 | 120 | 1.44% | 1.452% | 93.47717 |
| J2 | VXD | 55.430 | 7.80 | - | - | - | BBB | - | - | - | Cggzw | UPIT | 75g | 65 | 0.82% | 0.830% | 82.68522 |
| Q | MFL | 70.571 | 3.89 | - | - | - | FF | - | - | - | Vvacy | Ewzcx | 105-115 | 90 | 1.12% | 1.125% | 95.26946 |
| G | AGV | 66.138 | 4.80 | - | - | - | UUU | - | - | - | Kqfgp | Poxrd | 250q | 225 | 2.52% | 2.541% | 66.31205 |
| I1 | USR | 38.000 | 4.22 | - | - | - | A-1 I | - | - | - | Jqbgi | KpgQ | 17-18 | 15 | 0.37% | 0.374% | 480.00000 |
Tranche Comments
I1: First Pay: 2021-03-22; Registration: 144K Xnnx;
J2: First Pay: 2021-03-22; Registration: 144F Agdn;
Q: First Pay: 2021-03-22; Registration: 144J Wqzl;
H: First Pay: 2021-03-22; Registration: 144X Xxli;
G: First Pay: 2021-03-22; Registration: 144B Ccvm;
B: First Pay: 2021-03-22; Registration: 144U Lbew;
Pricing Speed
10% KKA ye 10% Kbvv