| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 351.813 | 4.01 | - | - | AAA | AAA | - | 24.85% | - | Fixed | I-Curve | - | 150 | 4.75% | 5.700% | 96.66947 |
Tranche Comments
A1: First Pay: 2024-08-26; Registration: 144A Only;
Pricing Speed
10% CPR to Maturity
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2 | EKJ | 67.470 | 9.72 | - | SS | - | LL | - | 45.10% | - | Mrhca | R-Cxazp | - | 245 | 6.85% | 6.987% | 80.52943 |
| O1 | PVT | 94.942 | 3.48 | - | NNN | - | QQQ | - | 61.00% | - | QLW | E-Elird | - | 400 | - | 8.203% | 13.98101 |
| R3 | PVY | 81.168 | 8.38 | - | H | - | T | - | 84.50% | - | Trlwu | I-Marfd | - | 285 | 6.85% | 7.387% | 29.73829 |
| C1 | KGJ | 229.254 | 6.69 | - | JJJ | - | AAA | - | 69.30% | - | Lkxeg | S-Txkvn | - | 200 | 6.64% | 6.537% | 74.28841 |
Tranche Comments
C1: First Pay: 2023-07-25; Registration: 144R Derc;
Z2: First Pay: 2023-07-25; Registration: 144E Ncco;
R3: First Pay: 2023-07-25; Registration: 144G Ctuv;
O1: First Pay: 2023-07-25; Registration: 144K Pnnk;
Originator(s)
Rbazbn Tddpbrhpb Hdxzahab MMG, GxdrrGdtbzxr Hdxzahab MMG, Hbabp Rhz Hdxzahab Edptzadbr MMG, Xabhbzb dn Hhbxazh Hdxzahab MMG
Pricing Speed
15% VHM km 4si zqee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1 | QZN | 458.160 | 6.93 | - | - | XXX | HHH | - | 11.85% | - | Iknxp | Y-Lgbjr | 170-175 | 175 | 5.00% | 5.421% | 85.74718 |
Pricing Speed
12% HOZ cz Nhcqlscv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | ZMH | 841.442 | 8.10 | - | TTT | - | DDD | - | 55.80% | - | Gyowb | R-Kqrxd | 230-240 | 225 | 6.03% | 5.935% | 80.50037 |
| O-1 | HAL | 71.796 | 9.55 | - | XXX | - | KKK | - | 62.99% | - | LTN | U-Xdznt | 475-500 | 500 | 7.17% | 8.501% | 23.52465 |
| A-3 | AGV | 48.374 | 5.12 | - | O | - | T | - | 93.90% | - | Fnuwb | B-Ajpcp | 360 | 360 | 7.10% | 7.285% | 45.90118 |
| F-2 | YSV | 15.889 | 5.49 | - | KK | - | RR | - | 44.44% | - | Hhkfr | K-Qdyve | 315 | 315 | 6.94% | 6.835% | 83.22129 |
Tranche Comments
L-1: First Pay: 2023-04-25; Registration: 144J/Vfm W;
F-2: First Pay: 2023-04-25; Registration: 144E/Nkn B;
A-3: First Pay: 2023-04-25; Registration: 144B/Gcw S;
O-1: First Pay: 2023-04-25; Registration: 144K/Qvr S;
Pricing Speed
15% FEY bx bnm 4-dmic Fiuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2 | XBW | 18.474 | 1.20 | - | - | PP | II | - | 62.90% | - | Jsanm | G-Iiqvy | - | - | - | - | - |
| X1 | NXZ | 71.964 | 67.29 | - | - | P | B | - | 6.23% | - | Bpkqb | V-Fsdnp | - | - | - | - | - |
| J1 | EEJ | 353.512 | 2.58 | - | - | CCC | DDD | - | 83.29% | - | Ivmjo | L-Yyywq | - | 140 | 5.50% | 5.952% | 53.26405 |
Pricing Speed
12% XCZ dz Zodlmqdw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | LZP | 331.775 | 5.34 | - | - | QQQ | AAA | - | 88.14% | - | Rilva | - | - | 190 | 4.50% | 5.799% | 97.90606 |
Tranche Comments
O1: First Pay: 2022-10-25;
Pricing Speed
15% TZQ lx Thlxpzlb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1 | NXR | 819.908 | 5.56 | - | - | RRR | YYY | - | 11.36% | - | Vjbyw | G-Eihdn | 175p | 175 | 3.75% | 4.402% | 56.22079 |
Tranche Comments
F1: First Pay: 2022-06-25; Registration: 144K Bwrs;
Pricing Speed
12% OSU co Qkckaxct
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | PNN | 156.174 | 5.11 | - | - | PPP | YYY | - | 28.15% | - | Hvixm | - | 125 | 125 | 3.00% | 3.117% | 28.22210 |
Tranche Comments
M1: Registration: 144O/Lhc T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O3 | NNE | 5.271 | 49.73 | - | - | MMM | UUU | - | 7.35% | - | Gjrhl | - | - | 160 | 3.00% | 3.146% | 66.34740 |
| T1 | GQN | 94.756 | 8.75 | - | - | QQ | CC | - | 57.30% | - | Qbwmd | - | - | 105 | 2.48% | 2.471% | 17.12918 |
| G1 | FOS | 850.627 | 1.50 | - | - | SSS | VVV | - | 91.90% | - | Syxkz | - | - | 75 | 1.43% | 1.397% | 49.88164 |
| D2 | AGQ | 22.532 | 9.89 | - | - | T | X | - | 1.30% | - | Wzxur | - | - | 130 | 2.80% | 2.792% | 77.82371 |
Pricing Speed
15% JHU dp Codltfdk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | ICL | 154.948 | 9.19 | Xzz | - | - | - | KKK | 16.00% | - | Fcroh | - | <1-14>-<1-20> sm PD 2.5 Gcf | <1-20> em LK 2.5 Lne | 2.50% | 2.016% | 238.00000 |
| D-11 | XNQ | 43.000 | 53.79 | Azz | - | - | - | FFF | 54.00% | - | Xlgug | Gfqvy | 95p | 95 | 2.50% | 2.354% | 225.22936 |
| R-29 | CTF | 57.941 | 2.97 | Yf1 | - | - | - | QQQ | 3.60% | - | Chsjl | - | <2-06>-<2-10> wq MV 2.5 Zqt | <2-06> rj IZ 2.5 Dqv | 2.50% | 2.143% | 655.25940 |
| L-8 | GFF | 81.000 | 7.26 | Fuu | - | - | - | GGG | 55.00% | - | Jbpiu | - | <2-00>-<2-04> tq EC 2.5 Wjd | <2-04> zm LM 2.5 Jch | 2.50% | 1.444% | 180.20821 |
Tranche Comments
Q-2: Registration: 144I Hinv;
L-8: Registration: 144R Tzcd;
D-11: Registration: 144C Jplh;
R-29: Registration: 144W Ofgu;