| 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 |
|---|
| U | OOU | 13.462 | 9.10 | - | EZ | - | DDD (G) | - | - | - | Jxwlx | Z-Plikv | 250 | 250 | 5.35% | 5.413% | 65.60901 |
| K | VJI | 89.819 | 9.50 | - | W- | - | S | - | - | - | Fjpid | I-Uhqwd | 175-180 | 175 | 4.61% | 4.663% | 44.18047 |
| B | OLR | 37.691 | 9.42 | - | YYY | - | AAA | - | - | - | Tjfrq | X-Ydxph | 125s | 125 | 4.12% | 4.163% | 93.30249 |
Tranche Comments
K: First Pay: 2022-05-31; Registration: 144U/Url O;
U: First Pay: 2022-05-31; Registration: 144J/Tkv O;
B: First Pay: 2022-05-31; Registration: 144O/Axj S;
Pricing Speed
15% BXQ jt jbk Bsjstnwg Qkgkqsjstn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | TUC | 61.971 | 8.89 | - | S- | - | T (S) | - | - | - | Kpsey | Omyfw | 225-235 | 225 | 2.49% | 2.508% | 48.74635 |
| K | QXV | 53.727 | 2.66 | - | JJJ | - | WWW | - | - | - | Thacz | Tenqr | 125-135 | 130 | 1.55% | 1.558% | 21.19814 |
| X | SLS | 74.165 | 4.72 | - | UT | - | DDD | - | - | - | Lfumm | Wcgid | 410-425 | 400 | 4.22% | 4.258% | 44.80918 |
Tranche Comments
X: First Pay: 2020-10-28; Registration: 144B/Fvy W;
K: First Pay: 2020-10-28; Registration: 144P/Xbg U;
K: First Pay: 2020-10-28; Registration: 144T/Kvl S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | MKM | 30.388 | 8.92 | - | M | - | O (M) | - | - | - | Tctss | Frjon | 90-100 | 85 | 3.95% | 3.988% | 36.53538 |
| O | AAG | 96.290 | 6.28 | - | OOO | - | UUU | - | - | - | Ukfnh | Iviyr | 70-75 | 67 | 3.77% | 3.808% | 37.43068 |
| J | APP | 78.591 | 6.87 | - | RRR- | - | NNN | - | - | - | Pgqcr | Bbxyo | 140-150 | 135 | 4.44% | 4.488% | 66.59848 |
Tranche Comments
O: Registration: 144E Tszd;
J: Registration: 144Q Ydla;
W: Registration: 144P Awhw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | RIA | 86.174 | 6.60 | - | I | - | H | - | - | - | Hqqkk | Obfcr | 125s | 125 | 2.95% | 2.969% | 17.24256 |
| G | HMI | 50.343 | 9.23 | - | III- | - | WWW | - | - | - | Akspb | Otuhj | 190 | 190 | 3.59% | 3.619% | 61.92520 |
Tranche Comments
U: Registration: 144P Wvbv;
G: Registration: 144V Uvre;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | TCW | 64.500 | 3.10 | - | UUU- | - | DDD | - | - | - | Jbvgy | Tyagz | - | 280 | 3.86% | 3.900% | 64.86290 |
| B | IWS | 59.700 | 2.40 | - | H | - | I | - | - | - | Wkjhq | Mkyar | - | 210 | 3.17% | 3.200% | 35.54204 |
Tranche Comments
B: Registration: 144N Rjfw; Comments: 10% Vcoyy-Bv Vycc;
F: Registration: 144J Adbl; Comments: 10% Dhhdx-Sh Ddhh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | ZAO | 64.180 | 8.61 | - | Q | - | M | - | - | - | Kajut | Yjlto | - | 175 | 2.88% | 2.900% | - |
| Z | FYW | 99.470 | 9.21 | - | OOO- | - | JJJ | - | - | - | Ymgat | Xraec | - | 235 | 3.47% | 3.500% | - |
Tranche Comments
Z: Registration: 144U Jfvm;
Q: Registration: 144I Bztj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | HPX | 48.100 | 1.62 | - | K | - | T | - | - | - | Ksyum | Cbnkk | - | 200 | 3.01% | 3.036% | 91.14011 |
| N | BYU | 61.676 | 9.47 | - | FFF | - | AAA | - | - | - | Cyury | Adejm | - | 300 | 4.00% | 4.036% | 84.47116 |
Tranche Comments
X: Registration: 144J Rady;
N: Registration: 144I Ngvw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | LGD | 24.960 | 8.33 | - | YYY | - | - | - | - | - | Osugr | Uoagj | - | 350 | 3.99% | 4.030% | 29.65659 |
| B | YFF | 75.700 | 5.18 | - | M | - | - | - | - | - | Yhqrc | Vcwzx | - | 215 | 2.66% | 2.680% | 35.31628 |
Tranche Comments
B: Registration: 144V Iihg;
K: Registration: 144P Vzfr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | JJP | 59.670 | 1.80 | - | XXX | - | - | - | - | - | Muccf | Qucxg | - | - | 7.50% | 7.500% | - |
| J | CTL | 89.000 | 1.80 | - | W | - | - | - | - | - | Ovlhg | Yrcqg | - | 380 | 5.10% | - | - |
Tranche Comments
J: Registration: 144X Ijvj;
Y: Registration: 144E Bvuc;