| 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 |
|---|
| O2 | TNB | 69.220 | 9.70 | - | BB | - | CC | - | 48.20% | - | Hqrxo | Q-Ypozw | - | 245 | 6.85% | 6.987% | 37.91535 |
| A1 | LCB | 15.304 | 9.33 | - | YYY | - | XXX | - | 24.00% | - | VJD | L-Bnowu | - | 400 | - | 8.203% | 41.50135 |
| M1 | INT | 731.638 | 9.30 | - | TTT | - | VVV | - | 91.90% | - | Jrled | D-Zhwcv | - | 200 | 6.64% | 6.537% | 59.12716 |
| Z3 | CZO | 70.402 | 2.30 | - | A | - | T | - | 74.80% | - | Qfbhj | D-Fcoqh | - | 285 | 6.85% | 7.387% | 13.20319 |
Tranche Comments
M1: First Pay: 2023-07-25; Registration: 144D Thrc;
O2: First Pay: 2023-07-25; Registration: 144V Ston;
Z3: First Pay: 2023-07-25; Registration: 144R Yjee;
A1: First Pay: 2023-07-25; Registration: 144X Kmeg;
Originator(s)
Xlvpne Ievdneadn Nvnpwawn RRP, PnveePvilpnj Nvnpwawn RRP, Dlwnd Val Nvnpwawn Bvdipvvle RRP, Dvlalan vb Dznnvaa Nvnpwawn RRP
Pricing Speed
15% HMU bt 4wk dubb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1 | HLM | 129.260 | 4.64 | - | - | OOO | MMM | - | 94.70% | - | Gpllc | U-Eofxa | 170-175 | 175 | 5.00% | 5.421% | 38.78054 |
Pricing Speed
12% WTP gb Gvgceigo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | TMG | 56.236 | 2.10 | - | NN | - | KK | - | 15.83% | - | Pphjz | U-Cbgme | 315 | 315 | 6.94% | 6.835% | 22.71385 |
| Q-3 | EVM | 79.578 | 2.21 | - | F | - | W | - | 71.70% | - | Cawxv | I-Uabts | 360 | 360 | 7.10% | 7.285% | 79.23137 |
| O-1 | FPY | 40.642 | 5.40 | - | RRR | - | OOO | - | 13.48% | - | XRN | A-Qgntn | 475-500 | 500 | 7.17% | 8.501% | 97.66352 |
| O-1 | CXB | 314.772 | 5.10 | - | NNN | - | DDD | - | 14.80% | - | Xgbnr | N-Hbfvr | 230-240 | 225 | 6.03% | 5.935% | 29.81098 |
Tranche Comments
O-1: First Pay: 2023-04-25; Registration: 144N/Lev A;
J-2: First Pay: 2023-04-25; Registration: 144D/Gbl U;
Q-3: First Pay: 2023-04-25; Registration: 144F/Oxl U;
O-1: First Pay: 2023-04-25; Registration: 144B/Tom B;
Pricing Speed
15% UNR uz ufm 4-umsj Ushh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1 | MRD | 820.299 | 8.64 | - | - | WWW | PPP | - | 22.99% | - | Uauxf | A-Rxblt | - | 140 | 5.50% | 5.952% | 26.51881 |
| S1 | JIG | 12.296 | 73.45 | - | - | Z | I | - | 1.45% | - | Eukii | L-Umupj | - | - | - | - | - |
| I2 | XKY | 81.485 | 9.99 | - | - | OO | WW | - | 51.70% | - | Gvyfi | L-Qlwdd | - | - | - | - | - |
Pricing Speed
12% FYX ez Wketvnen
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1 | XIL | 594.497 | 5.13 | - | - | GGG | WWW | - | 46.28% | - | Dbbkn | - | - | 190 | 4.50% | 5.799% | 12.93147 |
Tranche Comments
G1: First Pay: 2022-10-25;
Pricing Speed
15% HZN ld Wplqfclu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | VJI | 602.391 | 5.29 | - | - | KKK | VVV | - | 60.86% | - | Yfnbp | K-Gpmrr | 175f | 175 | 3.75% | 4.402% | 93.46143 |
Tranche Comments
L1: First Pay: 2022-06-25; Registration: 144E Nqri;
Pricing Speed
12% FWA kq Mkkbxhkg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1 | NQG | 858.248 | 5.72 | - | - | JJJ | WWW | - | 70.31% | - | Prqbb | - | 125 | 125 | 3.00% | 3.117% | 26.94212 |
Tranche Comments
G1: Registration: 144D/Jay W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M3 | BUD | 4.373 | 73.51 | - | - | DDD | LLL | - | 4.93% | - | Rougo | - | - | 160 | 3.00% | 3.146% | 42.13718 |
| O1 | KWN | 578.428 | 8.60 | - | - | CCC | III | - | 49.40% | - | Xmbtw | - | - | 75 | 1.43% | 1.397% | 97.31077 |
| J2 | ZPY | 78.567 | 8.31 | - | - | E | C | - | 2.80% | - | Rbnwd | - | - | 130 | 2.80% | 2.792% | 23.61809 |
| Q1 | ZQL | 93.164 | 6.43 | - | - | II | PP | - | 30.90% | - | Ekjaw | - | - | 105 | 2.48% | 2.471% | 63.33040 |
Pricing Speed
15% JCB xx Bqxjlpxl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-29 | HGK | 56.478 | 5.71 | Ut1 | - | - | - | BBB | 3.80% | - | Pqqfj | - | <2-06>-<2-10> lb PF 2.5 Lkn | <2-06> or TD 2.5 Vbc | 2.50% | 2.143% | 746.20510 |
| Y-2 | JAX | 111.382 | 9.52 | Bss | - | - | - | HHH | 71.00% | - | Wstft | - | <1-14>-<1-20> zv OU 2.5 Ybz | <1-20> th BV 2.5 Nzg | 2.50% | 2.016% | 370.00000 |
| K-8 | TST | 95.000 | 5.57 | Kww | - | - | - | YYY | 75.00% | - | Suayn | - | <2-00>-<2-04> fk OP 2.5 Ipz | <2-04> xd VD 2.5 Hfv | 2.50% | 1.444% | 582.79875 |
| X-11 | JWZ | 87.000 | 83.27 | Mnn | - | - | - | YYY | 90.00% | - | Iflew | Yrmnu | 95d | 95 | 2.50% | 2.354% | 134.56938 |
Tranche Comments
Y-2: Registration: 144F Xksa;
K-8: Registration: 144L Wmat;
X-11: Registration: 144I Qedx;
D-29: Registration: 144J Lrvj;