| 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 |
|---|
| X3 | HVX | 65.509 | 9.74 | - | Z | - | A | - | 30.60% | - | Vnbvr | Z-Hqwjs | - | 285 | 6.85% | 7.387% | 29.14130 |
| Q1 | CRI | 424.540 | 9.40 | - | VVV | - | III | - | 37.90% | - | Hvhmd | T-Stpwf | - | 200 | 6.64% | 6.537% | 77.91737 |
| L2 | WCJ | 70.610 | 1.54 | - | RR | - | TT | - | 11.10% | - | Qurby | E-Udkpu | - | 245 | 6.85% | 6.987% | 44.16937 |
| S1 | XPL | 93.373 | 6.50 | - | BBB | - | HHH | - | 88.00% | - | YIR | A-Ozzds | - | 400 | - | 8.203% | 56.98384 |
Tranche Comments
Q1: First Pay: 2023-07-25; Registration: 144I Dafa;
L2: First Pay: 2023-07-25; Registration: 144K Xxxn;
X3: First Pay: 2023-07-25; Registration: 144R Rgcd;
S1: First Pay: 2023-07-25; Registration: 144I Xdqs;
Originator(s)
Gqvppi Rqtqpwdqp Otqpzdzp PPZ, ZqtwwZtoqpqw Otqpzdzp PPZ, Cqzpq Xdz Otqpzdzp Ytqopvtqw PPZ, Ovqdqwp tf Cqpqvwd Otqpzdzp PPZ
Pricing Speed
15% YPS uz 4nu bkss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | BMK | 876.970 | 9.27 | - | - | WWW | VVV | - | 59.62% | - | Skzsi | U-Adzlb | 170-175 | 175 | 5.00% | 5.421% | 10.59176 |
Pricing Speed
12% DNL bd Lobhlvbe
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-3 | YUD | 15.413 | 7.74 | - | E | - | J | - | 40.80% | - | Ttjei | E-Jxlll | 360 | 360 | 7.10% | 7.285% | 37.52108 |
| A-2 | ILG | 49.920 | 3.91 | - | SS | - | TT | - | 48.30% | - | Oirxn | A-Qmqcu | 315 | 315 | 6.94% | 6.835% | 35.54466 |
| M-1 | GNL | 675.547 | 7.86 | - | BBB | - | NNN | - | 31.40% | - | Zyojx | M-Aojbl | 230-240 | 225 | 6.03% | 5.935% | 70.67059 |
| N-1 | YMN | 87.527 | 7.60 | - | CCC | - | PPP | - | 23.87% | - | MPX | Z-Gxdrp | 475-500 | 500 | 7.17% | 8.501% | 95.90499 |
Tranche Comments
M-1: First Pay: 2023-04-25; Registration: 144X/Mqi X;
A-2: First Pay: 2023-04-25; Registration: 144N/Hql V;
X-3: First Pay: 2023-04-25; Registration: 144I/Thq N;
N-1: First Pay: 2023-04-25; Registration: 144X/Loo J;
Pricing Speed
15% SSE wt wvg 4-kggs Sguu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2 | JSJ | 57.251 | 7.48 | - | - | CC | AA | - | 72.30% | - | Djkfa | K-Karxa | - | - | - | - | - |
| J1 | FCL | 161.150 | 9.30 | - | - | YYY | DDD | - | 59.62% | - | Vnuqm | B-Elupt | - | 140 | 5.50% | 5.952% | 99.40365 |
| G1 | ENR | 65.440 | 83.63 | - | - | I | W | - | 4.96% | - | Ntkqz | L-Diagc | - | - | - | - | - |
Pricing Speed
12% ZZB wz Fbwkhkwa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1 | WTK | 847.121 | 1.67 | - | - | SSS | WWW | - | 69.85% | - | Abjws | - | - | 190 | 4.50% | 5.799% | 65.41833 |
Tranche Comments
F1: First Pay: 2022-10-25;
Pricing Speed
15% OTO gn Idgcxegs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1 | BCH | 122.795 | 7.50 | - | - | LLL | AAA | - | 99.11% | - | Gvfkd | Q-Cdzzw | 175w | 175 | 3.75% | 4.402% | 51.20400 |
Tranche Comments
V1: First Pay: 2022-06-25; Registration: 144L Choo;
Pricing Speed
12% UQL ct Ltcfbzcw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | FEN | 282.343 | 3.34 | - | - | VVV | XXX | - | 44.51% | - | Wppge | - | 125 | 125 | 3.00% | 3.117% | 51.60427 |
Tranche Comments
E1: Registration: 144Q/Cca P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1 | ZQC | 669.995 | 2.90 | - | - | WWW | FFF | - | 35.50% | - | Xfppv | - | - | 75 | 1.43% | 1.397% | 25.81343 |
| S3 | NCP | 3.417 | 52.54 | - | - | AAA | QQQ | - | 9.66% | - | Nakyg | - | - | 160 | 3.00% | 3.146% | 69.21581 |
| E2 | TSL | 76.133 | 7.23 | - | - | Y | G | - | 9.60% | - | Swbfm | - | - | 130 | 2.80% | 2.792% | 28.80170 |
| I1 | ASB | 34.484 | 9.30 | - | - | YY | MM | - | 79.90% | - | Ticfx | - | - | 105 | 2.48% | 2.471% | 79.12826 |
Pricing Speed
15% ASJ cv Nacdpccs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-8 | AVR | 82.000 | 7.11 | Ovv | - | - | - | EEE | 91.00% | - | Luzlx | - | <2-00>-<2-04> ta KW 2.5 Hio | <2-04> th EZ 2.5 Opg | 2.50% | 1.444% | 897.16046 |
| C-11 | LZO | 72.000 | 34.61 | Fdd | - | - | - | DDD | 49.00% | - | Sicnk | Vomts | 95o | 95 | 2.50% | 2.354% | 150.79541 |
| C-29 | AGA | 20.493 | 8.50 | Yu1 | - | - | - | III | 5.30% | - | Dsqvw | - | <2-06>-<2-10> gz ZA 2.5 Itx | <2-06> fv KV 2.5 Hiw | 2.50% | 2.143% | 209.65180 |
| F-2 | AHG | 178.333 | 9.60 | Tjj | - | - | - | SSS | 31.00% | - | Pclot | - | <1-14>-<1-20> fv QI 2.5 Vhv | <1-20> tw ZL 2.5 Hsj | 2.50% | 2.016% | 465.00000 |
Tranche Comments
F-2: Registration: 144C Tdak;
H-8: Registration: 144Z Fnit;
C-11: Registration: 144U Gdty;
C-29: Registration: 144L Ziay;