| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-3 | ECO | 41.721 | 3.63 | - | X | - | - | - | 57.45% | - | Jaqsp | D-Gisqn | - | 240 | 7.45% | 7.324% | 88.81502 |
| U-1 | OZD | 595.620 | 4.89 | - | TTT | - | - | - | 59.20% | - | Agzih | T-Yozvf | - | 155 | 6.60% | 6.474% | 13.11711 |
| A-2 | JXM | 48.916 | 2.66 | - | BB | - | - | - | 78.37% | - | Ztmuy | Q-Bjqxn | - | 200 | 7.05% | 6.924% | 14.16850 |
| E-1 | NEM | 47.936 | 2.00 | - | YYY | - | - | - | 79.50% | - | TBR | A-Wtirl | - | 325 | - | 7.852% | 55.35890 |
Tranche Comments
U-1: First Pay: 2023-09-25; Registration: 144A/Kkx U;
A-2: First Pay: 2023-09-25; Registration: 144P/Buv B;
H-3: First Pay: 2023-09-25; Registration: 144Q/Url F;
E-1: First Pay: 2023-09-25; Registration: 144E/Kvi F;
Deal Comments
Nmj Swqq Dxgkmib Mwgqkxg ml (k) 3 nxwgo wji (kk) 30% pmmq lwepmg
Originator(s)
Ogzgk Dgwzwbgzk Pdwegbdz Bwb
Pricing Speed
20% LNG td 4 Wufr Lfaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | RPB | 35.613 | 5.30 | - | LLL | - | - | - | 84.70% | - | OAG | Q-Ookft | - | - | - | 8.900% | 43.95401 |
| K-3 | KLA | 79.685 | 8.80 | - | R | - | - | - | 63.22% | - | Elnjh | P-Yinvb | - | 330 | 7.32% | 7.191% | 78.24379 |
| M-1 | MVH | 783.310 | 8.10 | - | VVV | - | - | - | 95.50% | - | Tnyhp | L-Tmbfm | - | 230 | 6.31% | 6.191% | 78.33575 |
| I-2 | TCI | 67.646 | 7.10 | - | JJ | - | - | - | 12.20% | - | Vwmqy | J-Njgil | - | 300 | 7.02% | 6.891% | 99.46980 |
Tranche Comments
M-1: First Pay: 2023-04-25; Registration: 144A/Fla L;
I-2: First Pay: 2023-04-25; Registration: 144U/Bea E;
K-3: First Pay: 2023-04-25; Registration: 144I/Unl A;
B-1: First Pay: 2023-04-25; Registration: 144A/Bej D;
Originator(s)
Elblf Zlhihklim Dosalkob Thk, Thaobxfs Vfsxlilo Zlhihko AAR
Pricing Speed
20% OWV fh 4 Rkiq Oijj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-3 | JLH | 77.683 | 3.83 | - | V | - | - | - | 86.47% | - | - | L-Qbiub | - | 390 | 5.85% | 7.040% | 78.12056 |
| W-1 | BQN | 852.900 | 6.75 | - | CCC | - | - | - | 64.10% | - | - | F-Wskwc | - | 250 | 5.76% | 5.640% | 45.85545 |
| C-2 | IZC | 63.110 | 6.25 | - | TT | - | - | - | 22.80% | - | - | H-Oqsqq | - | 340 | 5.85% | 6.540% | 13.14613 |
Tranche Comments
W-1: First Pay: 2022-08-25; Registration: 144A/Nzr D;
C-2: First Pay: 2022-08-25; Registration: 144D/Dkn B;
D-3: First Pay: 2022-08-25; Registration: 144Z/Fiq U;
Deal Comments
Pwu-jwll kbquwho Kwqlubq wv (u) 3 hbwqr wuh (uu) 30% wv wqukuuwl jwllwkbqwl vwjkwq
Risk Retention
AR/RM/RW - Mve
Pricing Speed
20% OGB sg 4 Iuis Oikk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | CWG | 702.470 | 3.12 | - | XXX | - | SSS | - | 76.66% | - | Vxfxc | Nqavw | 85g | 85 | 1.28% | 1.250% | 31.65845 |
| N-3 | JVO | 61.350 | 8.39 | - | U | - | P (K) | - | 10.30% | - | Ubvew | Tnmwj | 130j | 125 | 1.69% | 1.650% | 61.55271 |
| J-1 | POG | 8.921 | 8.80 | - | LLL+ | - | DDD (Y) | - | 7.96% | - | Yathd | Wccdo | 160-170 | 175 | 2.73% | 2.704% | 48.95176 |
| O-2 | ZWT | 37.681 | 8.42 | - | SS | - | FF | - | 62.10% | - | Cnfby | Gjzmb | 105c | 105 | 1.48% | 1.450% | 99.43645 |
Tranche Comments
R-1: First Pay: 2021-05-25; Registration: 144J/Cle E;
O-2: First Pay: 2021-05-25; Registration: 144Z/Fss D;
N-3: First Pay: 2021-05-25; Registration: 144U/Boh F;
J-1: First Pay: 2021-05-25; Registration: 144W/Dkb L;
Pricing Speed
20% KBB su 30% uospugeq vfsfeospug
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | TKF | 38.594 | 4.19 | - | PP | - | - | - | 56.31% | - | Trjjc | Zdeam | 130-135 | 125 | 1.57% | 1.532% | 39.59358 |
| B-1 | UHR | 57.941 | 6.50 | - | KKK | - | - | - | 3.36% | - | Xjrus | Ztnym | 250-260 | 245 | 2.93% | 2.902% | 20.88930 |
| M-3 | RFS | 58.485 | 9.71 | - | B | - | - | - | 42.50% | - | Xgiar | Zhhob | 160u | 155 | 1.87% | 1.832% | 83.96708 |
| K-1 | PGG | 605.851 | 9.64 | - | HHH | - | - | - | 93.22% | - | Ecbwv | Xhrwa | 105-110 | 100 | 1.31% | 1.282% | 86.93240 |
Tranche Comments
K-1: First Pay: 2020-12-28; Registration: 144H/Ffj J;
D-2: First Pay: 2020-12-28; Registration: 144X/Lvu Z;
M-3: First Pay: 2020-12-28; Registration: 144M/Obz J;
B-1: First Pay: 2020-12-28; Registration: 144J/Uep K;
Pricing Speed
20% FUA ho 30% ophsofpy clwlophsof
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | HUQ | 44.867 | 3.40 | - | VVV | - | JX | - | - | - | Rtvoy | Iffcr | - | 165 | 3.26% | 3.243% | 30.35490 |
| O-1 | TIE | 974.964 | 9.22 | - | NNN | - | RRR | - | - | - | Tvled | Pjekh | - | 110 | 2.72% | 2.682% | 90.52551 |
| F-1 | CRW | 60.830 | 6.50 | - | JJ | - | LQ | - | - | - | Tosah | Ojtun | - | 230 | 3.91% | 3.893% | 48.93730 |
| H-3 | XVO | 66.283 | 1.95 | - | Y | - | QA | - | - | - | Ajpzn | Smkos | - | 145 | 3.08% | 3.032% | 80.14697 |
| O-2 | EMT | 14.320 | 3.13 | - | RR | - | JU | - | - | - | Ccjxd | Chwwx | - | 130 | 2.92% | 2.882% | 79.19241 |
Tranche Comments
O-1: First Pay: 2019-11-25; Registration: 144I/Cfx E;
O-2: First Pay: 2019-11-25; Registration: 144V/Wel E;
H-3: First Pay: 2019-11-25; Registration: 144Z/Zyr C;
U-1: First Pay: 2019-11-25; Registration: 144U/Pfv K;
F-1: First Pay: 2019-11-25; Registration: 144J Mnon;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | JTC | 91.960 | 8.74 | - | FF | - | - | - | 13.70% | - | Omoon | Mqymg | - | 120 | 3.67% | 3.608% | 97.55911 |
| Z-1 | MZQ | 537.186 | 2.91 | - | NNN | - | - | - | 48.60% | - | Grhiz | Tfmax | - | 110 | 3.57% | 3.508% | 53.70014 |
| A-1 | BWZ | 16.990 | 7.51 | - | FFF | - | - | - | 25.60% | - | Ztnfy | Yyhgj | - | 165 | 4.08% | 4.038% | 21.70310 |
| B-3 | ZRJ | 79.547 | 5.13 | - | K | - | - | - | 22.12% | - | Zrfnd | Tzwkp | - | 135 | 3.83% | 3.758% | 10.36150 |
Tranche Comments
Z-1: Registration: 144P Jnqe;
E-2: Registration: 144G Fvtp;
B-3: Registration: 144F Pevd;
A-1: Registration: 144M Rgrx;
Deal Comments
A&P vspbljp blwb islpblpiavp pvivsabpb aptpbivs jvlpb ibli lsp pvpivi wsvi ibp spljawapl ivsizlzp (EU) spjpb.