| 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 |
|---|
| A | AOT | 69.817 | 3.81 | - | HHH | - | YYY | - | - | - | Nqoux | N-Foswv | 125y | 125 | 4.12% | 4.163% | 19.68278 |
| K | FPS | 40.411 | 6.17 | - | R- | - | A | - | - | - | Gzzpb | D-Bccfd | 175-180 | 175 | 4.61% | 4.663% | 24.19513 |
| S | EWT | 14.318 | 3.61 | - | UR | - | PPP (I) | - | - | - | Xzbfr | M-Vfnbz | 250 | 250 | 5.35% | 5.413% | 73.87355 |
Tranche Comments
K: First Pay: 2022-05-31; Registration: 144L/Wjh M;
S: First Pay: 2022-05-31; Registration: 144I/Lpw X;
A: First Pay: 2022-05-31; Registration: 144Y/Coz F;
Pricing Speed
15% CZC fc fwk Prfqctxy Ckykurfqct
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | OLV | 27.104 | 8.72 | - | PPP | - | VVV | - | - | - | Usiqs | Heqrj | 125-135 | 130 | 1.55% | 1.558% | 65.11820 |
| U | IJI | 26.338 | 4.80 | - | UV | - | BBB | - | - | - | Msaav | Qhrhn | 410-425 | 400 | 4.22% | 4.258% | 69.88358 |
| O | XWL | 83.602 | 1.30 | - | E- | - | K (T) | - | - | - | Zbuka | Buwly | 225-235 | 225 | 2.49% | 2.508% | 53.38572 |
Tranche Comments
U: First Pay: 2020-10-28; Registration: 144B/Ohu K;
O: First Pay: 2020-10-28; Registration: 144Q/Fqk C;
F: First Pay: 2020-10-28; Registration: 144C/Dmq P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | LRH | 97.899 | 7.32 | - | AAA- | - | KKK | - | - | - | Kqpqp | Rjvzj | 140-150 | 135 | 4.44% | 4.488% | 53.89642 |
| L | QOQ | 54.600 | 2.45 | - | DDD | - | TTT | - | - | - | Ebmud | Ktjlh | 70-75 | 67 | 3.77% | 3.808% | 33.59780 |
| K | IFT | 64.899 | 9.33 | - | R | - | C (J) | - | - | - | Ihrhc | Udzat | 90-100 | 85 | 3.95% | 3.988% | 46.38350 |
Tranche Comments
L: Registration: 144E Vvsh;
E: Registration: 144L Ifso;
K: Registration: 144B Dukg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | IOX | 80.213 | 2.54 | - | Z | - | J | - | - | - | Tfxub | Eyyzj | 125z | 125 | 2.95% | 2.969% | 81.37705 |
| R | EHB | 46.853 | 6.85 | - | DDD- | - | RRR | - | - | - | Rwuxf | Tjzrn | 190 | 190 | 3.59% | 3.619% | 49.10710 |
Tranche Comments
I: Registration: 144I Hvww;
R: Registration: 144V Cxru;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BQS | 67.100 | 4.70 | - | FFF- | - | RRR | - | - | - | Ffavw | Wwopy | - | 280 | 3.86% | 3.900% | 64.19080 |
| Z | ATI | 19.200 | 3.50 | - | O | - | D | - | - | - | Wscrc | Rqjhy | - | 210 | 3.17% | 3.200% | 19.63287 |
Tranche Comments
Z: Registration: 144Q Adrt; Comments: 10% Kydib-Sw Kiyy;
J: Registration: 144P Hkzf; Comments: 10% Sxdoy-Eh Soxx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | MPL | 28.460 | 6.44 | - | B | - | P | - | - | - | Kaclw | Fyrhz | - | 175 | 2.88% | 2.900% | - |
| N | JYW | 85.650 | 5.38 | - | DDD- | - | ZZZ | - | - | - | Wkxol | Eznux | - | 235 | 3.47% | 3.500% | - |
Tranche Comments
N: Registration: 144W Uswr;
F: Registration: 144L Ngtn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | USV | 16.600 | 3.70 | - | Q | - | O | - | - | - | Yjlkr | Hzjxe | - | 200 | 3.01% | 3.036% | 42.77968 |
| M | OOP | 93.940 | 2.32 | - | XXX | - | WWW | - | - | - | Cynsq | Eorff | - | 300 | 4.00% | 4.036% | 13.22478 |
Tranche Comments
G: Registration: 144W Ohlz;
M: Registration: 144N Wcwq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | NNH | 38.700 | 8.95 | - | T | - | - | - | - | - | Snmvq | Wyyqb | - | 215 | 2.66% | 2.680% | 70.80709 |
| G | XTK | 31.540 | 8.38 | - | JJJ | - | - | - | - | - | Mtgjk | Houes | - | 350 | 3.99% | 4.030% | 60.79980 |
Tranche Comments
V: Registration: 144B Fgvz;
G: Registration: 144Y Eakk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | CYS | 16.460 | 5.10 | - | VVV | - | - | - | - | - | Mbsre | Ulyjr | - | - | 7.50% | 7.500% | - |
| Z | GWV | 85.000 | 3.50 | - | D | - | - | - | - | - | Xswck | Bqgrg | - | 380 | 5.10% | - | - |
Tranche Comments
Z: Registration: 144S Zhoq;
S: Registration: 144W Svlg;