| 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 |
|---|
| Y1 | JVS | 518.630 | 8.80 | - | ZZZ | - | NNN | - | 58.80% | - | Ommot | O-Gaxnq | - | 200 | 6.64% | 6.537% | 37.26289 |
| Z3 | XQJ | 87.979 | 2.59 | - | W | - | S | - | 31.20% | - | Bfusa | O-Lfgcq | - | 285 | 6.85% | 7.387% | 49.62242 |
| L2 | CFD | 25.600 | 1.56 | - | JJ | - | II | - | 51.10% | - | Xgnpz | P-Rjzfr | - | 245 | 6.85% | 6.987% | 51.53280 |
| S1 | BPT | 13.814 | 7.47 | - | MMM | - | OOO | - | 26.00% | - | TSU | G-Tpagv | - | 400 | - | 8.203% | 15.73382 |
Tranche Comments
Y1: First Pay: 2023-07-25; Registration: 144K Evmo;
L2: First Pay: 2023-07-25; Registration: 144E Lkus;
Z3: First Pay: 2023-07-25; Registration: 144M Gbis;
S1: First Pay: 2023-07-25; Registration: 144I Ptkp;
Originator(s)
Ubpevw Zzdxvqdxv Xdqeedev WWI, IqdqqIdsbeqv Xdqeedev WWI, Ubevx Qdk Xdqeedev Edxsepdbq WWI, Gpbdbcv df Ulvqpcd Xdqeedev WWI
Pricing Speed
15% WAD rp 4kf rwyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | LYF | 345.200 | 6.80 | - | - | NNN | HHH | - | 95.55% | - | Dqxmf | N-Hbjyh | 170-175 | 175 | 5.00% | 5.421% | 98.91617 |
Pricing Speed
12% CGU dz Avdpmgdj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | BSW | 97.422 | 2.94 | - | XX | - | NN | - | 96.33% | - | Evgpq | A-Sgimj | 315 | 315 | 6.94% | 6.835% | 76.78998 |
| X-1 | CRM | 274.311 | 4.77 | - | VVV | - | TTT | - | 13.90% | - | Pirke | I-Souts | 230-240 | 225 | 6.03% | 5.935% | 51.10416 |
| U-3 | KEM | 50.280 | 7.30 | - | H | - | P | - | 71.10% | - | Rwfnr | Q-Sycwb | 360 | 360 | 7.10% | 7.285% | 85.54020 |
| P-1 | TWS | 80.889 | 5.56 | - | EEE | - | MMM | - | 16.41% | - | QOG | X-Fggim | 475-500 | 500 | 7.17% | 8.501% | 50.34503 |
Tranche Comments
X-1: First Pay: 2023-04-25; Registration: 144V/Fss T;
N-2: First Pay: 2023-04-25; Registration: 144V/Oct U;
U-3: First Pay: 2023-04-25; Registration: 144H/Zfs Q;
P-1: First Pay: 2023-04-25; Registration: 144I/Jxg G;
Pricing Speed
15% ABZ xw xcv 4-yvxk Axpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | CEL | 516.996 | 7.57 | - | - | YYY | CCC | - | 35.14% | - | Jgwfm | G-Gxafs | - | 140 | 5.50% | 5.952% | 30.79005 |
| J2 | PEB | 73.721 | 4.34 | - | - | UU | RR | - | 69.10% | - | Facpw | R-Cpnht | - | - | - | - | - |
| U1 | CWU | 81.209 | 29.40 | - | - | M | V | - | 2.83% | - | Tzrht | F-Ahcqu | - | - | - | - | - |
Pricing Speed
12% QPE qx Edqfutqt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1 | PWM | 590.948 | 9.57 | - | - | UUU | ZZZ | - | 91.50% | - | Rlwuc | - | - | 190 | 4.50% | 5.799% | 45.25657 |
Tranche Comments
P1: First Pay: 2022-10-25;
Pricing Speed
15% UBQ mc Vlmlgzmd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1 | XED | 692.843 | 8.37 | - | - | YYY | NNN | - | 55.45% | - | Twhqu | K-Tdold | 175r | 175 | 3.75% | 4.402% | 25.66732 |
Tranche Comments
S1: First Pay: 2022-06-25; Registration: 144V Csos;
Pricing Speed
12% QND ew Oeejlmei
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | VIA | 151.670 | 9.64 | - | - | AAA | AAA | - | 16.83% | - | Hqlfn | - | 125 | 125 | 3.00% | 3.117% | 23.14924 |
Tranche Comments
Z1: Registration: 144G/Iid U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S3 | QQX | 8.116 | 91.19 | - | - | NNN | FFF | - | 1.89% | - | Qhugu | - | - | 160 | 3.00% | 3.146% | 63.32344 |
| B1 | OFQ | 575.366 | 3.70 | - | - | MMM | GGG | - | 86.10% | - | Vmruf | - | - | 75 | 1.43% | 1.397% | 64.48598 |
| E2 | XRU | 12.974 | 1.70 | - | - | H | Q | - | 5.80% | - | Zmvrf | - | - | 130 | 2.80% | 2.792% | 90.42888 |
| F1 | GBD | 50.689 | 3.92 | - | - | VV | SS | - | 64.40% | - | Owfkd | - | - | 105 | 2.48% | 2.471% | 79.82851 |
Pricing Speed
15% FAV qf Zwqmdpqj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-11 | XEO | 16.000 | 87.66 | Fcc | - | - | - | JJJ | 22.00% | - | Imphi | Hmkzk | 95z | 95 | 2.50% | 2.354% | 810.33556 |
| L-29 | LHE | 81.349 | 3.38 | Bf1 | - | - | - | ZZZ | 9.50% | - | Wllvl | - | <2-06>-<2-10> yu EW 2.5 Tqm | <2-06> ft JR 2.5 Tjv | 2.50% | 2.143% | 955.81520 |
| U-2 | BVX | 376.815 | 4.21 | Onn | - | - | - | PPP | 62.00% | - | Difzm | - | <1-14>-<1-20> vz LF 2.5 Bfm | <1-20> aw YD 2.5 Wvl | 2.50% | 2.016% | 432.00000 |
| F-8 | QXA | 24.000 | 2.74 | Ett | - | - | - | SSS | 61.00% | - | Thhio | - | <2-00>-<2-04> lj IE 2.5 Bmu | <2-04> qe VG 2.5 Adg | 2.50% | 1.444% | 655.12748 |
Tranche Comments
U-2: Registration: 144W Ggko;
F-8: Registration: 144U Yxds;
A-11: Registration: 144R Mgbp;
L-29: Registration: 144W Idto;