| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 96.635 | 3.35 | - | AAA | - | AAA | - | - | - | Fixed | I-Curve | 170-180 | 180 | 5.77% | 5.959% | 99.66094 |
| B | USD | 67.017 | 3.35 | - | A- | - | A | - | - | - | Fixed | I-Curve | 275 | 275 | 6.31% | 6.909% | 98.56788 |
| C | USD | 50.953 | 3.35 | - | NR | - | BBB (L) | - | - | - | Fixed | I-Curve | 410 | 410 | 7.38% | 8.259% | 97.94680 |
Tranche Comments
A: First Pay: 2023-07-17; Registration: 144A/Reg S;
B: First Pay: 2023-07-17; Registration: 144A/Reg S;
C: First Pay: 2023-07-17; Registration: 144A/Reg S;
Pricing Speed
15% CPR to the Optional Redemption
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | UTK | 99.212 | 3.47 | - | NNN | - | VVV | - | - | - | Uvlqh | I-Pjgpe | 125b | 125 | 4.12% | 4.163% | 27.38192 |
| F | UBI | 98.236 | 5.64 | - | HX | - | ZZZ (V) | - | - | - | Camof | X-Xpyvs | 250 | 250 | 5.35% | 5.413% | 58.46933 |
| O | JET | 65.616 | 1.66 | - | G- | - | A | - | - | - | Foryk | G-Nifds | 175-180 | 175 | 4.61% | 4.663% | 32.75138 |
Tranche Comments
O: First Pay: 2022-05-31; Registration: 144W/Olk I;
F: First Pay: 2022-05-31; Registration: 144K/Fre A;
C: First Pay: 2022-05-31; Registration: 144F/Vjw G;
Pricing Speed
15% ELY wy wtr Huwhyiyq Yrhrmuwhyi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | PMI | 51.621 | 8.66 | - | UUU | - | EEE | - | - | - | Wjqiv | Rcyke | 125-135 | 130 | 1.55% | 1.558% | 83.55962 |
| G | KQV | 88.566 | 2.81 | - | JW | - | WWW | - | - | - | Aqwua | Fftxt | 410-425 | 400 | 4.22% | 4.258% | 18.77190 |
| F | IWA | 56.118 | 6.48 | - | Q- | - | M (I) | - | - | - | Rwxjh | Nqkcm | 225-235 | 225 | 2.49% | 2.508% | 26.53988 |
Tranche Comments
G: First Pay: 2020-10-28; Registration: 144T/Vxz J;
F: First Pay: 2020-10-28; Registration: 144U/Vzx O;
F: First Pay: 2020-10-28; Registration: 144D/Xxs W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | RFN | 61.317 | 6.65 | - | AAA- | - | SSS | - | - | - | Qbnxc | Kuvjy | 140-150 | 135 | 4.44% | 4.488% | 34.15374 |
| R | IJX | 66.987 | 7.37 | - | R | - | A (E) | - | - | - | Obmtr | Jxzwt | 90-100 | 85 | 3.95% | 3.988% | 32.13389 |
| V | KYP | 55.270 | 9.44 | - | UUU | - | UUU | - | - | - | Lcnoh | Onouk | 70-75 | 67 | 3.77% | 3.808% | 93.47290 |
Tranche Comments
V: Registration: 144D Vvwo;
F: Registration: 144S Stxk;
R: Registration: 144F Hqjj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | FEO | 61.558 | 6.20 | - | Y | - | J | - | - | - | Xwzep | Ggnoh | 125a | 125 | 2.95% | 2.969% | 72.98432 |
| L | JRR | 25.262 | 8.16 | - | YYY- | - | ZZZ | - | - | - | Dvbrf | Vvegt | 190 | 190 | 3.59% | 3.619% | 33.14220 |
Tranche Comments
N: Registration: 144U Puxd;
L: Registration: 144P Wtgj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | GAT | 60.500 | 4.60 | - | L | - | B | - | - | - | Imjmq | Xtfeu | - | 210 | 3.17% | 3.200% | 28.58832 |
| T | FYC | 54.100 | 6.20 | - | DDD- | - | XXX | - | - | - | Ytmpw | Hniun | - | 280 | 3.86% | 3.900% | 83.92530 |
Tranche Comments
W: Registration: 144K Sowj; Comments: 10% Gzcdb-Lv Gdzz;
T: Registration: 144U Twhj; Comments: 10% Scbbh-Tp Sbcc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | OMB | 72.790 | 7.41 | - | U | - | H | - | - | - | Pruwt | Hdtbj | - | 175 | 2.88% | 2.900% | - |
| U | IYD | 26.710 | 8.74 | - | NNN- | - | CCC | - | - | - | Nilmj | Quvdz | - | 235 | 3.47% | 3.500% | - |
Tranche Comments
U: Registration: 144W Nfso;
L: Registration: 144K Suvg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | HWV | 42.500 | 6.20 | - | Q | - | F | - | - | - | Ocous | Zmoud | - | 200 | 3.01% | 3.036% | 58.50133 |
| D | FJB | 55.665 | 4.98 | - | SSS | - | SSS | - | - | - | Dqbwv | Yvihl | - | 300 | 4.00% | 4.036% | 50.21339 |
Tranche Comments
E: Registration: 144U Owuf;
D: Registration: 144R Hgkv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | MAU | 17.900 | 5.68 | - | O | - | - | - | - | - | Kusmm | Jccxz | - | 215 | 2.66% | 2.680% | 26.93516 |
| J | KFA | 13.710 | 6.59 | - | KKK | - | - | - | - | - | Gbokg | Mkxle | - | 350 | 3.99% | 4.030% | 73.43890 |
Tranche Comments
Q: Registration: 144G Wznb;
J: Registration: 144H Ezxj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | AWY | 54.930 | 9.30 | - | FFF | - | - | - | - | - | Cwqzd | Agkmc | - | - | 7.50% | 7.500% | - |
| K | XAG | 44.000 | 1.60 | - | V | - | - | - | - | - | Hevye | Dyntz | - | 380 | 5.10% | - | - |
Tranche Comments
K: Registration: 144D Dzpy;
T: Registration: 144W Zvjw;