| 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 |
|---|
| N | VHV | 79.396 | 1.10 | - | JH | - | XXX (C) | - | - | - | Ozhpg | J-Chdhr | 250 | 250 | 5.35% | 5.413% | 66.63214 |
| B | IGG | 18.368 | 2.68 | - | M- | - | F | - | - | - | Lqjfc | M-Qtpmh | 175-180 | 175 | 4.61% | 4.663% | 42.75479 |
| E | QVG | 16.640 | 1.59 | - | FFF | - | GGG | - | - | - | Yfwgi | A-Sbrmy | 125f | 125 | 4.12% | 4.163% | 81.87107 |
Tranche Comments
B: First Pay: 2022-05-31; Registration: 144H/Kcd Z;
N: First Pay: 2022-05-31; Registration: 144Q/Emi I;
E: First Pay: 2022-05-31; Registration: 144E/Kjx J;
Pricing Speed
15% TFQ fr fyn Qtfcrufn Qnwnmtfcru
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | WQF | 69.642 | 6.36 | - | QQQ | - | RRR | - | - | - | Sywex | Vhgam | 125-135 | 130 | 1.55% | 1.558% | 79.69672 |
| M | IHY | 63.223 | 2.56 | - | V- | - | L (Q) | - | - | - | Kcnja | Rivwg | 225-235 | 225 | 2.49% | 2.508% | 97.29347 |
| X | TUM | 41.116 | 1.81 | - | TK | - | QQQ | - | - | - | Qaapt | Gjczb | 410-425 | 400 | 4.22% | 4.258% | 14.57997 |
Tranche Comments
X: First Pay: 2020-10-28; Registration: 144J/Ahq E;
M: First Pay: 2020-10-28; Registration: 144M/Pwc C;
T: First Pay: 2020-10-28; Registration: 144X/Znf P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | VGP | 19.999 | 1.41 | - | H | - | S (X) | - | - | - | Tllpm | Iiize | 90-100 | 85 | 3.95% | 3.988% | 59.36323 |
| C | WZC | 89.150 | 9.67 | - | VVV | - | III | - | - | - | Zcnhh | Wudmd | 70-75 | 67 | 3.77% | 3.808% | 80.10008 |
| N | ACV | 28.622 | 9.67 | - | FFF- | - | KKK | - | - | - | Mnoax | Fhlbd | 140-150 | 135 | 4.44% | 4.488% | 58.43361 |
Tranche Comments
C: Registration: 144D Gtor;
N: Registration: 144H Bfcb;
Z: Registration: 144S Zxkb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | LKT | 36.818 | 8.69 | - | G | - | A | - | - | - | Zmbhv | Ocmts | 125u | 125 | 2.95% | 2.969% | 95.51648 |
| G | RZK | 81.751 | 8.76 | - | CCC- | - | ZZZ | - | - | - | Smkiy | Pjchz | 190 | 190 | 3.59% | 3.619% | 52.21900 |
Tranche Comments
C: Registration: 144B Avln;
G: Registration: 144I Hgci;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | HKT | 10.200 | 3.90 | - | XXX- | - | HHH | - | - | - | Lfjsy | Tdwas | - | 280 | 3.86% | 3.900% | 67.84390 |
| U | QUJ | 13.600 | 4.40 | - | I | - | X | - | - | - | Iskcr | Oexyg | - | 210 | 3.17% | 3.200% | 66.49501 |
Tranche Comments
U: Registration: 144C Anhf; Comments: 10% Dmekw-Mi Dkmm;
U: Registration: 144D Jpdj; Comments: 10% Yzgod-Ag Yozz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ZYV | 18.790 | 8.12 | - | III- | - | GGG | - | - | - | Ljgay | Uufuv | - | 235 | 3.47% | 3.500% | - |
| I | BKF | 53.120 | 8.28 | - | A | - | E | - | - | - | Pnmfl | Hkrxs | - | 175 | 2.88% | 2.900% | - |
Tranche Comments
S: Registration: 144W Fzks;
I: Registration: 144Q Hkop;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | CUB | 10.200 | 9.94 | - | Q | - | T | - | - | - | Jogwg | Dmjha | - | 200 | 3.01% | 3.036% | 20.34315 |
| X | RKC | 85.963 | 2.80 | - | RRR | - | BBB | - | - | - | Rtknf | Hdowj | - | 300 | 4.00% | 4.036% | 12.39938 |
Tranche Comments
A: Registration: 144M Umhx;
X: Registration: 144B Vxjq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | VRG | 27.500 | 6.69 | - | P | - | - | - | - | - | Rgujt | Jmtid | - | 215 | 2.66% | 2.680% | 90.29314 |
| F | ZTT | 25.210 | 2.30 | - | BBB | - | - | - | - | - | Hgxzx | Ohzes | - | 350 | 3.99% | 4.030% | 60.42769 |
Tranche Comments
Y: Registration: 144C Srjp;
F: Registration: 144R Zkqo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | JFN | 77.800 | 3.50 | - | TTT | - | - | - | - | - | Xaicy | Rhdhf | - | - | 7.50% | 7.500% | - |
| U | QMB | 63.000 | 6.80 | - | O | - | - | - | - | - | Skqez | Fczcw | - | 380 | 5.10% | - | - |
Tranche Comments
U: Registration: 144D Nftm;
T: Registration: 144B Hgmz;