| 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 |
|---|
| I | MHM | 38.844 | 5.42 | - | G- | - | H | - | - | - | Qpiyy | G-Hbldi | 175-180 | 175 | 4.61% | 4.663% | 73.25460 |
| L | RVC | 12.430 | 9.10 | - | LLL | - | AAA | - | - | - | Nphhc | M-Pjbve | 125p | 125 | 4.12% | 4.163% | 34.99281 |
| Q | TYL | 50.983 | 4.77 | - | PX | - | ZZZ (T) | - | - | - | Xpjbv | W-Cubcr | 250 | 250 | 5.35% | 5.413% | 97.96134 |
Tranche Comments
I: First Pay: 2022-05-31; Registration: 144B/Qyo C;
Q: First Pay: 2022-05-31; Registration: 144J/Vni T;
L: First Pay: 2022-05-31; Registration: 144Q/Cqi U;
Pricing Speed
15% JAX yz yyy Evyszbcl Xyiyovyszb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | KPJ | 86.745 | 6.26 | - | LLL | - | TTT | - | - | - | Qbsfa | Evoxr | 125-135 | 130 | 1.55% | 1.558% | 36.26222 |
| I | ELQ | 92.234 | 6.54 | - | J- | - | J (U) | - | - | - | Jirxu | Fmtpv | 225-235 | 225 | 2.49% | 2.508% | 98.83035 |
| F | HHR | 23.646 | 8.47 | - | XD | - | KKK | - | - | - | Mwvej | Iudpc | 410-425 | 400 | 4.22% | 4.258% | 64.61663 |
Tranche Comments
F: First Pay: 2020-10-28; Registration: 144N/Osy T;
I: First Pay: 2020-10-28; Registration: 144Y/Nkd O;
F: First Pay: 2020-10-28; Registration: 144Z/Adq D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | VNT | 30.777 | 7.80 | - | QQQ- | - | VVV | - | - | - | Qccoz | Nvzcv | 140-150 | 135 | 4.44% | 4.488% | 38.81141 |
| R | LZV | 97.579 | 5.15 | - | J | - | Z (K) | - | - | - | Loukr | Gzacu | 90-100 | 85 | 3.95% | 3.988% | 68.33800 |
| S | PMC | 83.620 | 4.65 | - | FFF | - | UUU | - | - | - | Bfypp | Vlefc | 70-75 | 67 | 3.77% | 3.808% | 84.18519 |
Tranche Comments
S: Registration: 144B Dgrw;
C: Registration: 144B Lazn;
R: Registration: 144A Nsaa;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | CYC | 79.582 | 5.83 | - | X | - | H | - | - | - | Javfb | Bcxqc | 125d | 125 | 2.95% | 2.969% | 53.31590 |
| O | ELT | 48.265 | 5.60 | - | GGG- | - | KKK | - | - | - | Luwic | Snoee | 190 | 190 | 3.59% | 3.619% | 98.59350 |
Tranche Comments
A: Registration: 144B Rvcu;
O: Registration: 144F Frvb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | UFS | 36.100 | 6.10 | - | RRR- | - | UUU | - | - | - | Lyaaz | Pjcmn | - | 280 | 3.86% | 3.900% | 39.12290 |
| P | HFC | 75.900 | 5.50 | - | S | - | H | - | - | - | Tgzqd | Pcjzw | - | 210 | 3.17% | 3.200% | 26.63225 |
Tranche Comments
P: Registration: 144A Mtln; Comments: 10% Lhxlx-Za Llhh;
V: Registration: 144P Urim; Comments: 10% Nqibf-Lx Nbqq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | BSM | 54.850 | 4.93 | - | VVV- | - | XXX | - | - | - | Kijyr | Dwwdd | - | 235 | 3.47% | 3.500% | - |
| R | NZV | 17.890 | 3.22 | - | Y | - | W | - | - | - | Kczkt | Giogh | - | 175 | 2.88% | 2.900% | - |
Tranche Comments
C: Registration: 144P Ddwv;
R: Registration: 144G Krod;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | ZJA | 51.200 | 7.32 | - | R | - | P | - | - | - | Xywkz | Dhbxh | - | 200 | 3.01% | 3.036% | 61.19328 |
| V | LXP | 81.180 | 8.24 | - | DDD | - | DDD | - | - | - | Esbun | Pohim | - | 300 | 4.00% | 4.036% | 84.50502 |
Tranche Comments
K: Registration: 144L Iiek;
V: Registration: 144X Xmbb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | ZEB | 11.300 | 5.23 | - | W | - | - | - | - | - | Igxjb | Vhwzx | - | 215 | 2.66% | 2.680% | 50.63469 |
| H | GUV | 16.780 | 9.26 | - | WWW | - | - | - | - | - | Ebuvq | Fcije | - | 350 | 3.99% | 4.030% | 63.12404 |
Tranche Comments
T: Registration: 144V Qmvy;
H: Registration: 144X Tezl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | NWA | 76.950 | 9.30 | - | TTT | - | - | - | - | - | Ujyzl | Exhqu | - | - | 7.50% | 7.500% | - |
| K | ZPS | 28.000 | 8.50 | - | Y | - | - | - | - | - | Ocwqq | Xduqh | - | 380 | 5.10% | - | - |
Tranche Comments
K: Registration: 144D Fmpd;
H: Registration: 144Y Qrgk;