| 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 |
|---|
| H1 | RXI | 39.952 | 8.91 | - | RRR | - | NNN | - | 48.00% | - | YKI | N-Dwiwe | - | 400 | - | 8.203% | 59.93825 |
| O1 | TBX | 634.250 | 8.76 | - | RRR | - | KKK | - | 59.20% | - | Tvvyf | Y-Gcghr | - | 200 | 6.64% | 6.537% | 31.98770 |
| Y3 | RAW | 91.286 | 8.52 | - | D | - | T | - | 10.70% | - | Vsfhv | X-Iaamf | - | 285 | 6.85% | 7.387% | 33.84598 |
| O2 | VYA | 54.690 | 3.41 | - | WW | - | AA | - | 13.20% | - | Ufcyn | T-Tsmde | - | 245 | 6.85% | 6.987% | 36.41437 |
Tranche Comments
O1: First Pay: 2023-07-25; Registration: 144J Sklo;
O2: First Pay: 2023-07-25; Registration: 144C Bmcw;
Y3: First Pay: 2023-07-25; Registration: 144H Dsco;
H1: First Pay: 2023-07-25; Registration: 144T Pmjo;
Originator(s)
Xnbfze Tduszobsz Kupfebez BBZ, ZpuooZuqnfpq Kupfebez BBZ, Cnezs Abs Kupfebez Rusqfbuno BBZ, Bbnbnuz ur Cfzpbub Kupfebez BBZ
Pricing Speed
15% EZE np 4zs hbjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | OPR | 273.260 | 8.20 | - | - | AAA | YYY | - | 67.18% | - | Jjael | A-Rlxwh | 170-175 | 175 | 5.00% | 5.421% | 53.66353 |
Pricing Speed
12% QOJ sx Lpsclfsm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | OKX | 62.858 | 5.75 | - | AAA | - | KKK | - | 21.75% | - | PSM | A-Caqgh | 475-500 | 500 | 7.17% | 8.501% | 91.56466 |
| B-1 | ZWS | 924.779 | 5.72 | - | AAA | - | KKK | - | 26.90% | - | Omzec | V-Cgsqv | 230-240 | 225 | 6.03% | 5.935% | 11.70618 |
| Y-2 | XMA | 24.823 | 1.69 | - | AA | - | SS | - | 56.79% | - | Gcmfw | Z-Sjann | 315 | 315 | 6.94% | 6.835% | 51.98974 |
| L-3 | EVM | 74.339 | 1.88 | - | V | - | K | - | 71.40% | - | Sjkwg | L-Pxuaq | 360 | 360 | 7.10% | 7.285% | 20.25903 |
Tranche Comments
B-1: First Pay: 2023-04-25; Registration: 144J/Tkh R;
Y-2: First Pay: 2023-04-25; Registration: 144D/Xcf G;
L-3: First Pay: 2023-04-25; Registration: 144W/Jtx X;
B-1: First Pay: 2023-04-25; Registration: 144U/Ynu S;
Pricing Speed
15% IVI pj pvn 4-mnnq Inoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K2 | TZA | 31.296 | 6.82 | - | - | QQ | AA | - | 99.80% | - | Bpvpd | E-Sjmzo | - | - | - | - | - |
| P1 | ANV | 31.982 | 28.40 | - | - | B | A | - | 2.48% | - | Jyugu | S-Wmstu | - | - | - | - | - |
| N1 | JSN | 397.567 | 2.61 | - | - | XXX | KKK | - | 58.23% | - | Yhlqg | R-Fwmyo | - | 140 | 5.50% | 5.952% | 58.79045 |
Pricing Speed
12% FIN no Uznlfunt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | LYJ | 726.177 | 9.22 | - | - | RRR | III | - | 61.52% | - | Viiwr | - | - | 190 | 4.50% | 5.799% | 59.51805 |
Tranche Comments
T1: First Pay: 2022-10-25;
Pricing Speed
15% DAS xp Rexspqxf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | KYO | 286.547 | 2.37 | - | - | III | LLL | - | 91.24% | - | Niano | I-Yldvp | 175i | 175 | 3.75% | 4.402% | 37.10149 |
Tranche Comments
N1: First Pay: 2022-06-25; Registration: 144A Grbl;
Pricing Speed
12% HCO vt Vvvemnvu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | LSD | 410.685 | 3.41 | - | - | EEE | III | - | 55.68% | - | Hhisx | - | 125 | 125 | 3.00% | 3.117% | 46.19981 |
Tranche Comments
H1: Registration: 144P/Tjn N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | RCW | 921.469 | 6.50 | - | - | YYY | PPP | - | 43.10% | - | Tupcs | - | - | 75 | 1.43% | 1.397% | 42.78170 |
| Q2 | XQQ | 68.810 | 6.41 | - | - | V | I | - | 9.60% | - | Bshus | - | - | 130 | 2.80% | 2.792% | 12.52695 |
| P1 | FJY | 97.639 | 7.23 | - | - | XX | GG | - | 90.80% | - | Sthii | - | - | 105 | 2.48% | 2.471% | 15.12760 |
| D3 | QTZ | 3.942 | 45.42 | - | - | CCC | III | - | 3.30% | - | Nlztt | - | - | 160 | 3.00% | 3.146% | 34.30701 |
Pricing Speed
15% ZST ls Tdluvdlr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | HFZ | 498.913 | 6.14 | Kjj | - | - | - | MMM | 29.00% | - | Ubqbj | - | <1-14>-<1-20> ay KV 2.5 Mxm | <1-20> kn VY 2.5 Wkq | 2.50% | 2.016% | 371.00000 |
| B-8 | YKW | 47.000 | 1.92 | Oee | - | - | - | MMM | 88.00% | - | Iotrk | - | <2-00>-<2-04> iq RY 2.5 Glx | <2-04> qo HU 2.5 Sjs | 2.50% | 1.444% | 595.82920 |
| M-29 | FRM | 66.751 | 1.50 | Rh1 | - | - | - | KKK | 8.60% | - | Kgrmm | - | <2-06>-<2-10> wc PG 2.5 Qwx | <2-06> ar ME 2.5 Vve | 2.50% | 2.143% | 266.23790 |
| X-11 | WHJ | 28.000 | 46.26 | Ess | - | - | - | LLL | 11.00% | - | Urxrb | Tmzzj | 95j | 95 | 2.50% | 2.354% | 177.50669 |
Tranche Comments
U-2: Registration: 144P Jnna;
B-8: Registration: 144K Xqba;
X-11: Registration: 144M Rrqt;
M-29: Registration: 144S Sbeo;