| 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 | FXL | 39.666 | 5.36 | - | EH | - | III (H) | - | - | - | Xkhpv | S-Kmpsg | 250 | 250 | 5.35% | 5.413% | 84.66624 |
| M | GVM | 66.935 | 9.95 | - | R- | - | X | - | - | - | Csjre | K-Zptlq | 175-180 | 175 | 4.61% | 4.663% | 39.80928 |
| W | LPX | 38.454 | 4.57 | - | JJJ | - | III | - | - | - | Zftik | G-Lbycx | 125w | 125 | 4.12% | 4.163% | 75.98619 |
Tranche Comments
M: First Pay: 2022-05-31; Registration: 144C/Hku D;
U: First Pay: 2022-05-31; Registration: 144O/Mim E;
W: First Pay: 2022-05-31; Registration: 144Q/Xnt H;
Pricing Speed
15% AYL yz yhg Nwygzhrk Lgrgvwygzh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | JOH | 48.995 | 6.93 | - | DS | - | EEE | - | - | - | Hizem | Lhlrw | 410-425 | 400 | 4.22% | 4.258% | 31.61978 |
| Y | HZT | 32.763 | 4.69 | - | E- | - | G (O) | - | - | - | Hksck | Wlrzp | 225-235 | 225 | 2.49% | 2.508% | 46.36371 |
| N | FLE | 98.778 | 3.71 | - | III | - | RRR | - | - | - | Facaq | Iijrt | 125-135 | 130 | 1.55% | 1.558% | 76.82511 |
Tranche Comments
I: First Pay: 2020-10-28; Registration: 144K/Llf M;
Y: First Pay: 2020-10-28; Registration: 144J/Gdx G;
N: First Pay: 2020-10-28; Registration: 144C/Feh B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | KWS | 20.142 | 7.73 | - | P | - | I (J) | - | - | - | Rmbxi | Cmlah | 90-100 | 85 | 3.95% | 3.988% | 49.70539 |
| X | ZXS | 55.162 | 7.73 | - | ZZZ- | - | UUU | - | - | - | Shrjk | Gouhq | 140-150 | 135 | 4.44% | 4.488% | 62.91341 |
| K | OFH | 74.320 | 7.37 | - | FFF | - | QQQ | - | - | - | Qgtfr | Bhqwp | 70-75 | 67 | 3.77% | 3.808% | 65.63016 |
Tranche Comments
K: Registration: 144Z Ibtt;
X: Registration: 144C Jdku;
C: Registration: 144W Uthc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | ZRF | 78.872 | 7.78 | - | Y | - | O | - | - | - | Kgbov | Rteam | 125c | 125 | 2.95% | 2.969% | 60.10516 |
| F | FTT | 50.477 | 7.60 | - | DDD- | - | GGG | - | - | - | Yrfrr | Oeayr | 190 | 190 | 3.59% | 3.619% | 33.66870 |
Tranche Comments
G: Registration: 144R Fqpd;
F: Registration: 144M Lrvz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | WGX | 22.700 | 3.30 | - | EEE- | - | UUU | - | - | - | Tikgw | Bkafj | - | 280 | 3.86% | 3.900% | 46.16740 |
| Y | MLT | 24.600 | 7.80 | - | E | - | T | - | - | - | Tymlq | Xzzzg | - | 210 | 3.17% | 3.200% | 51.96748 |
Tranche Comments
Y: Registration: 144T Tsbm; Comments: 10% Dqfww-Tf Dwqq;
K: Registration: 144X Urcp; Comments: 10% Nilvr-Pg Nvii;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | IOC | 88.980 | 8.13 | - | KKK- | - | VVV | - | - | - | Uzztt | Zuaib | - | 235 | 3.47% | 3.500% | - |
| H | KYC | 35.460 | 1.68 | - | R | - | W | - | - | - | Yjsgk | Ugzke | - | 175 | 2.88% | 2.900% | - |
Tranche Comments
B: Registration: 144M Hzaq;
H: Registration: 144F Qejg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | YUY | 39.200 | 5.17 | - | V | - | B | - | - | - | Aikcy | Anjbc | - | 200 | 3.01% | 3.036% | 19.42802 |
| X | PUT | 98.183 | 1.69 | - | WWW | - | WWW | - | - | - | Ihqpj | Wcwbt | - | 300 | 4.00% | 4.036% | 54.59121 |
Tranche Comments
W: Registration: 144K Ggwo;
X: Registration: 144C Ctwk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | KFA | 50.700 | 3.82 | - | N | - | - | - | - | - | Bniut | Zhmvi | - | 215 | 2.66% | 2.680% | 19.61266 |
| H | HTL | 89.530 | 4.95 | - | YYY | - | - | - | - | - | Kviux | Hjnxe | - | 350 | 3.99% | 4.030% | 23.10763 |
Tranche Comments
V: Registration: 144G Zoto;
H: Registration: 144N Ukgn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | RON | 16.000 | 6.20 | - | O | - | - | - | - | - | Tmexe | Ydieh | - | 380 | 5.10% | - | - |
| E | TCI | 95.170 | 6.90 | - | RRR | - | - | - | - | - | Ouxcy | Evzne | - | - | 7.50% | 7.500% | - |
Tranche Comments
W: Registration: 144J Xtdj;
E: Registration: 144Q Mnhr;