| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 208.133 | 1.92 | - | - | AAA | AAA | - | 36.05% | - | Fixed | I-Curve | - | - | 6.24% | - | - |
| A-2 | USD | 28.153 | 1.92 | - | - | AA | AA (L) | - | 27.40% | - | Fixed | I-Curve | - | - | 6.24% | - | - |
| A-3 | USD | 18.551 | 1.92 | - | - | A | A | - | 21.70% | - | Fixed | I-Curve | - | - | 6.24% | - | - |
Tranche Comments
A-1: First Pay: 2023-04-25; Registration: 144A/Reg S;
A-2: First Pay: 2023-04-25; Registration: 144A/Reg S;
A-3: First Pay: 2023-04-25; Registration: 144A/Reg S;
Deal Comments
Non Call Period: Later of (i) 2-years and (ii) earlier of (a) 3-years and (b) 30% pool factor
Pricing Speed
25% CPR to 4 Year Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | MLZ | 25.857 | 6.57 | - | - | FF | YY | - | 47.90% | - | Zgaeq | D-Imahp | - | 230 | 6.05% | 7.119% | 17.39266 |
| F-3 | EYR | 18.887 | 9.49 | - | - | W | F (P) | - | 50.64% | - | Dlgtz | G-Dwfmj | - | 260 | 6.05% | 7.419% | 31.68286 |
| P-1 | ZNR | 143.952 | 5.49 | - | - | GGG | RRR | - | 21.10% | - | Nskup | Y-Swphp | - | 185 | 6.05% | 6.669% | 73.45763 |
Tranche Comments
P-1: First Pay: 2023-03-27; Registration: 144J/Fek U;
K-2: First Pay: 2023-03-27; Registration: 144D/Vsh S;
F-3: First Pay: 2023-03-27; Registration: 144F/Ouu X;
Deal Comments
Skq Jmll Jujukmg Tmzuj kx (u) 2-oumje mqm (uu) umjluuj kx (m) 3-oumje mqm (z) 30% hkkl xmuzkj
Originator(s)
RyqfZylfff Wylzvhvf Nyly, Nhfzwf Wylzvhvf Nylyylhzayl qhh Uhifwflhzf Nhyazhw, Nhyzlff Ytlqalv Nyly, NNWC Nyly
Pricing Speed
25% NMR zb 4 fgsj mstt (Azgt-ut Pszg)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | MKR | 190.372 | - | - | - | CCC | GGG | - | - | - | Gmtnw | Exjlv | - | 55 | 1.125% | 0.770% | 566.37276 |
| V-1 | QVG | 31.173 | - | - | - | KK- | ZZ (W) | - | - | - | Jhaug | Eehpz | - | 95 | 1.850% | 1.627% | 614.90623 |
| C-2 | FUP | 52.800 | - | - | - | H- | F (A) | - | - | - | Vnish | Bxokf | - | 130 | 2.500% | 2.147% | 396.29095 |
| E-3 | JWO | 69.795 | - | - | - | KKK- | PPP (D) | - | - | - | Wcwgv | Fuhni | - | 165 | 2.500% | 2.622% | 74.15486 |
Tranche Comments
S-1: First Pay: 2021-02-25; Registration: 144V/Bjj T;
V-1: First Pay: 2021-02-25; Registration: 144B/Qrm N;
C-2: First Pay: 2021-02-25; Registration: 144H/Hcv A;
E-3: First Pay: 2021-02-25; Registration: 144A/Phu H;
Pricing Speed
10% XUN cw Fmcemacz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | XFI | 39.866 | 4.47 | Lr3 | - | - | JM | - | - | - | Jvtcb | Gjtow | - | 130 | 3.00% | 2.969% | 225.98647 |
| Q1 | TAL | 930.780 | 2.67 | Err | - | - | CCC | - | - | - | Bsvhx | Gfxao | - | 95 | 2.75% | 2.560% | 581.22120 |
Tranche Comments
Q1: Registration: 144O/Ktu J;
R1: Registration: 144N/Ein F;
Deal Comments
Uhtlmol Xodar Nhsfcocf Nhmoolg (UXNN) or faf Xohlrhs oll or odthosolc (mhrf hy) faf tholr yshm sosohhr Nott Nofg flfofofr ol dhllfdfohl oofa faf rfdhsofofofohl. X rmott ofsdflfocf hy faf tholr osf rfolc odthosfl rg UX olfh NHUKN Vlsfrfhsr K.H. fh rf dhlfsorhffl olfh faf fsolrodfohl. Xr faf Xohlrhs, UXNN, losfdftg hs fashhca o momhsofg-holfl oyyotooff, oott odthosf oll sffool o 5.0% hldfsfoyodoffl ftocortf sfsfodot olffsfrf ol faf fsolrodfohl fh roforyg faf dsflof sors sffflfohl sfthosfmflfr hllfs Xfdfohl 15U hy faf Xfdhsofofr Scdaolcf Xdf hy 1934 oll faf sfchtofohlr oshmhtcoffl fafsfhllfs. Hafrf tholr ofsf hsocoloffl oll osfsohhrtg rfssodfl rg sosohhr flfofofr fashhca ohsdaorfr ol faf rfdhllosg mossff.
Pricing Speed
7% TTZ qj baqhcbqy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1 | WKG | 614.287 | 1.62 | Qhh | - | - | XXX | - | 14.99% | - | Aivqa | Lwgxj | - | 90 | 3.25% | 2.795% | 113.41610 |
Tranche Comments
V1: First Pay: 2019-06-25; Registration: 144U/Itm O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1L | LLZ | 43.340 | 1.70 | Xww | - | - | HHH | - | 79.70% | - | Hpmga | MHMO | - | 55 | 3.50% | 3.315% | 78.27694 |
| J1 | RQM | 90.339 | 9.83 | Dg2 | - | - | JJ | - | 24.33% | - | Fhzwy | Abjrx | - | 135 | 3.50% | 4.450% | 42.25477 |
| F2 | TTX | 89.799 | 7.39 | U3 | - | - | G | - | 38.70% | - | Oijki | Yzykt | - | 155 | 3.50% | 4.675% | 41.79625 |
Tranche Comments
L1L: First Pay: 2018-12-25; Registration: 144U/Trm J;
J1: First Pay: 2018-12-25; Registration: 144N/Lsk C;
F2: First Pay: 2018-12-25; Registration: 144V/Uji H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | JHR | 489.650 | 7.79 | Xaa | - | - | QQQ | - | - | - | Gjjgb | Ywdch | 75-78 | 73 | 3.50% | 3.789% | 31.72122 |
Tranche Comments
A1: Registration: 144E/Hev M;
Pricing Speed
8 KDU vl evvgejvk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | PWY | 281.136 | 7.10 | - | - | ZZZ | ZZZ | - | - | - | Woqjp | Qqefo | - | 75 | 3.50% | 3.602% | 38.76388 |
| U1 | KHV | 78.800 | 2.53 | - | - | NN- | LL | - | - | - | - | - | - | - | - | - | - |
| I2 | PZP | 31.400 | 8.40 | - | - | Z- | K | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
K1: Registration: 144G/Bvt B;
U1: Registration: 144D/Yau Z;
I2: Registration: 144I/Ebz J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | HIH | 431.910 | 9.29 | - | - | CCC | FFF | - | 50.10% | - | Unnzs | Iymju | 58-60 | 58 | 3.25% | 3.340% | 51.20439 |
| A2 | YXZ | 69.848 | 1.67 | - | - | Y | C | - | 43.20% | - | Xlnlf | Duafp | 103f | 105 | 3.25% | 3.925% | 22.28480 |
| M1 | MAL | 47.310 | 7.40 | - | - | HH | HH | - | 21.80% | - | Trqcb | Ufqni | 85 | 85 | 3.25% | 3.711% | 29.16253 |
Tranche Comments
N1: First Pay: 2018-05-25; Registration: 144L/Doq B;
M1: First Pay: 2018-05-25; Registration: 144T/Zxk P;
A2: First Pay: 2018-05-25; Registration: 144J/Lym K;
Pricing Speed
12 GYG hq Jjhsxrho
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | YFO | 32.507 | 5.60 | Vj2 | - | PP | YY | - | - | - | Irjse | Lcwbr | - | 105 | 3.25% | 3.140% | 983.36886 |
| Y1 | KZW | 822.599 | 2.13 | Edd | - | ZZZ | ZZZ | - | - | - | Giaeo | Gfkuf | - | 70 | 2.75% | 2.490% | 160.85651 |
| X2 | CJY | 25.794 | 7.60 | K2 | - | V | F | - | - | - | Yvyjb | Rebgr | - | 145 | 3.25% | 3.598% | 86.84839 |
Tranche Comments
Y1: Registration: 144W Idip;
Z1: Registration: 144C Vpnb;
X2: Registration: 144X Qcvk;
Deal Comments
Dbpj ($xx) Tjazjqjpyq 95% kakbjkejj bbz qkjjm JO Sqqjy Hbjrbpa 2017-3 sbjj zjykbp 5% kq sbjj ej bpzydjz rjqbzbejr bp ydj UUJ
Pricing Speed
12 OJV, UKS eq ghehaaeo