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 |
---|
U2 | ULO | 58.620 | 4.58 | - | XX | - | ZZ | - | 13.40% | - | Rqrna | X-Lfkxd | - | 245 | 6.85% | 6.987% | 60.84828 |
Q1 | YSU | 36.516 | 6.20 | - | PPP | - | YYY | - | 88.00% | - | HRQ | R-Wdsgr | - | 400 | - | 8.203% | 89.64689 |
W3 | HTR | 95.497 | 5.90 | - | J | - | F | - | 29.10% | - | Qiwoj | E-Bduyg | - | 285 | 6.85% | 7.387% | 44.42116 |
N1 | LOL | 384.379 | 7.51 | - | OOO | - | DDD | - | 44.80% | - | Nbxvm | F-Pgcvu | - | 200 | 6.64% | 6.537% | 85.61526 |
Tranche Comments
N1: First Pay: 2023-07-25; Registration: 144B Mddq;
U2: First Pay: 2023-07-25; Registration: 144V Zexd;
W3: First Pay: 2023-07-25; Registration: 144H Lizk;
Q1: First Pay: 2023-07-25; Registration: 144K Jmmq;
Originator(s)
Dbnqwz Vhzbwsbbw Jzhqwbww PPV, VhzssVznbqhq Jzhqwbww PPV, Mbwwb Gbd Jzhqwbww Izbnqnzbs PPV, Jnbbbcw ze Mpwhncb Jzhqwbww PPV
Pricing Speed
15% DSS gf 4yi fkll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O1 | PTG | 898.310 | 9.93 | - | - | XXX | GGG | - | 88.16% | - | Gvios | X-Baiht | 170-175 | 175 | 5.00% | 5.421% | 52.44623 |
Pricing Speed
12% VCX zp Btzvbtzs
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-2 | EXX | 72.540 | 7.72 | - | EE | - | LL | - | 65.46% | - | Nqnts | Q-Vsblo | 315 | 315 | 6.94% | 6.835% | 41.38293 |
P-3 | GSS | 56.210 | 4.76 | - | C | - | E | - | 18.50% | - | Vzyqg | D-Plhrw | 360 | 360 | 7.10% | 7.285% | 78.59428 |
E-1 | FOH | 84.985 | 7.38 | - | KKK | - | QQQ | - | 66.19% | - | MOS | N-Lbxwa | 475-500 | 500 | 7.17% | 8.501% | 72.71270 |
E-1 | IMQ | 949.291 | 3.26 | - | EEE | - | LLL | - | 53.30% | - | Tcomm | P-Egjhv | 230-240 | 225 | 6.03% | 5.935% | 70.70835 |
Tranche Comments
E-1: First Pay: 2023-04-25; Registration: 144K/Dmo V;
T-2: First Pay: 2023-04-25; Registration: 144K/Cdq F;
P-3: First Pay: 2023-04-25; Registration: 144B/Ird A;
E-1: First Pay: 2023-04-25; Registration: 144T/Kfq P;
Pricing Speed
15% TGM jg jzb 4-ubpb Tpee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C2 | MME | 63.751 | 7.29 | - | - | JJ | ZZ | - | 59.10% | - | Ssoyv | B-Quzat | - | - | - | - | - |
L1 | ZAW | 587.476 | 3.75 | - | - | BBB | III | - | 16.93% | - | Naxns | U-Rxbnw | - | 140 | 5.50% | 5.952% | 61.67378 |
I1 | UQX | 75.271 | 32.12 | - | - | G | L | - | 2.69% | - | Kfuza | D-Hwuyr | - | - | - | - | - |
Pricing Speed
12% XSJ lx Vslboilu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T1 | PVI | 406.223 | 1.77 | - | - | III | OOO | - | 33.19% | - | Pcfqu | - | - | 190 | 4.50% | 5.799% | 71.39554 |
Tranche Comments
T1: First Pay: 2022-10-25;
Pricing Speed
15% DUC wh Pfwccewy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S1 | CVI | 171.659 | 3.41 | - | - | HHH | III | - | 62.10% | - | Yngbh | H-Obulr | 175v | 175 | 3.75% | 4.402% | 75.40306 |
Tranche Comments
S1: First Pay: 2022-06-25; Registration: 144F Iawr;
Pricing Speed
12% DZN sl Qgsjjjsy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V1 | JVW | 793.759 | 9.75 | - | - | DDD | EEE | - | 84.87% | - | Gojuv | - | 125 | 125 | 3.00% | 3.117% | 48.19542 |
Tranche Comments
V1: Registration: 144V/Gyp R;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D2 | JZV | 78.306 | 5.10 | - | - | X | A | - | 9.50% | - | Rtxcw | - | - | 130 | 2.80% | 2.792% | 12.34666 |
U3 | CZJ | 6.299 | 21.23 | - | - | XXX | KKK | - | 8.57% | - | Lzfhb | - | - | 160 | 3.00% | 3.146% | 89.46920 |
O1 | LMJ | 99.819 | 1.72 | - | - | VV | CC | - | 77.80% | - | Cvcca | - | - | 105 | 2.48% | 2.471% | 84.69645 |
K1 | FRN | 845.395 | 6.90 | - | - | VVV | DDD | - | 80.20% | - | Fvute | - | - | 75 | 1.43% | 1.397% | 34.36543 |
Pricing Speed
15% WOU ep Daekecea
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-11 | LZO | 95.000 | 55.26 | Mgg | - | - | - | NNN | 38.00% | - | Mqsnz | Bykjc | 95j | 95 | 2.50% | 2.354% | 806.60351 |
V-8 | VXU | 24.000 | 4.40 | Eii | - | - | - | TTT | 16.00% | - | Mzful | - | <2-00>-<2-04> jv HZ 2.5 Quz | <2-04> lh CJ 2.5 Vhe | 2.50% | 1.444% | 342.25430 |
T-2 | NFS | 408.215 | 7.76 | Quu | - | - | - | BBB | 87.00% | - | Vpplv | - | <1-14>-<1-20> nk BW 2.5 Xdy | <1-20> gy JC 2.5 Wch | 2.50% | 2.016% | 254.00000 |
U-29 | JRQ | 34.825 | 7.73 | Fa1 | - | - | - | FFF | 2.20% | - | Jpsyl | - | <2-06>-<2-10> xx AM 2.5 Goo | <2-06> gu QT 2.5 Rbw | 2.50% | 2.143% | 368.64470 |
Tranche Comments
T-2: Registration: 144I Jcli;
V-8: Registration: 144Q Zmkh;
J-11: Registration: 144G Uido;
U-29: Registration: 144N Kfwr;