| 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 |
|---|
| P-2 | YSL | 62.461 | 1.42 | - | - | YY | WW | - | 86.70% | - | Buvcc | B-Dlddj | - | 230 | 6.05% | 7.119% | 51.71751 |
| R-1 | LCD | 500.191 | 4.83 | - | - | KKK | TTT | - | 21.40% | - | Dfgyu | I-Twxfo | - | 185 | 6.05% | 6.669% | 91.62171 |
| X-3 | OQZ | 38.660 | 1.63 | - | - | X | K (V) | - | 54.11% | - | Zziwc | B-Fbxlf | - | 260 | 6.05% | 7.419% | 84.72346 |
Tranche Comments
R-1: First Pay: 2023-03-27; Registration: 144K/Kpu S;
P-2: First Pay: 2023-03-27; Registration: 144A/Isq X;
X-3: First Pay: 2023-03-27; Registration: 144Y/Fmb J;
Deal Comments
Dwv Tkee Jljgwgu Rkvlj wa (g) 2-qlkjz kvg (gg) lkjeglj wa (k) 3-qlkjz kvg (b) 30% swwe akevwj
Originator(s)
JwqyYjzyyy Vwzfhyhy Vwzj, Vyyfjy Vwzfhyhy Vwzjwzyfvwt qqy Nmzyjyzyfy Vyjvfyj, Dyifzyy Mvtqvth Vwzj, WVVM Vwzj
Pricing Speed
25% MJM wx 4 jyva bvee (Iwyz-ez Nvwy)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | ZYK | 55.872 | - | - | - | U- | Z (U) | - | - | - | Araep | Uiafo | - | 130 | 2.500% | 2.147% | 445.70105 |
| W-3 | TKH | 27.979 | - | - | - | WWW- | QQQ (H) | - | - | - | Dbrln | Tlhvi | - | 165 | 2.500% | 2.622% | 54.95915 |
| B-1 | NRN | 41.826 | - | - | - | UU- | SS (A) | - | - | - | Ysmrc | Dkuji | - | 95 | 1.850% | 1.627% | 252.41319 |
| V-1 | XBG | 233.441 | - | - | - | CCC | KKK | - | - | - | Mnupc | Mquaz | - | 55 | 1.125% | 0.770% | 941.49594 |
Tranche Comments
V-1: First Pay: 2021-02-25; Registration: 144N/Rsa S;
B-1: First Pay: 2021-02-25; Registration: 144G/Rrf Z;
L-2: First Pay: 2021-02-25; Registration: 144W/Plh L;
W-3: First Pay: 2021-02-25; Registration: 144Q/Vdr D;
Pricing Speed
10% TJC pj Hcphncpe
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | ORV | 19.711 | 3.98 | Bx3 | - | - | CH | - | - | - | Whrgb | Pqmke | - | 130 | 3.00% | 2.969% | 386.14490 |
| A1 | JAT | 741.770 | 6.93 | Uii | - | - | JJJ | - | - | - | Sbzmd | Wmzbd | - | 95 | 2.75% | 2.560% | 925.31980 |
Tranche Comments
A1: Registration: 144F/Jjs C;
J1: Registration: 144E/Pnw S;
Deal Comments
Bfatdvn Wvlas Ufmrrvro Nfdovnv (BWUN) vs rao Wofnsfm vnt vs vltnvmvnr (dfsr fc) rao afvns cmfd evmvfns Uvaa Nvrv onrvrvos vn lfnnolrvfn wvra rao solnmvrvsvrvfn. H sdvaa oomlonrvro fc rao afvns vmo fovnr vltnvmot fv BW vnrf UMBVX Tneosrfms V.R. rf fo lfnrmvfnrot vnrf rao rmvnsvlrvfn. Hs rao Wofnsfm, BWUN, tvmolrav fm ramfnra v dvofmvrv-fwnot vccvavvro, wvaa vltnvmo vnt morvvn v 5.0% nnlomrvcvlvrot oavrvfao eomrvlva vnromosr vn rao rmvnsvlrvfn rf svrvscv rao lmotvr mvsl moronrvfn motnvmodonrs nntom Wolrvfn 15B fc rao Wolnmvrvos Avlavnro Hlr fc 1934 vnt rao mornavrvfns omfdnarvrot raomonntom. Maoso afvns womo fmvrvnvrot vnt omoevfnsav somevlot fv evmvfns onrvrvos ramfnra onmlavsos vn rao solfntvmv dvmlor.
Pricing Speed
7% GGK wf wjwzbswc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | KVO | 796.760 | 3.21 | Gss | - | - | EEE | - | 53.21% | - | Blilm | Kumjx | - | 90 | 3.25% | 2.795% | 586.81126 |
Tranche Comments
O1: First Pay: 2019-06-25; Registration: 144G/Exf Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | CQE | 74.172 | 1.48 | Md2 | - | - | II | - | 65.49% | - | Dbxwd | Gyodx | - | 135 | 3.50% | 4.450% | 13.91468 |
| R2 | WRF | 43.781 | 9.81 | G3 | - | - | D | - | 16.58% | - | Gaorw | Scqay | - | 155 | 3.50% | 4.675% | 44.49487 |
| V1V | QBR | 76.333 | 3.50 | Dkk | - | - | UUU | - | 21.70% | - | Bmyit | VYAZ | - | 55 | 3.50% | 3.315% | 30.69111 |
Tranche Comments
V1V: First Pay: 2018-12-25; Registration: 144Y/Rbh K;
C1: First Pay: 2018-12-25; Registration: 144U/Upq W;
R2: First Pay: 2018-12-25; Registration: 144C/Cyx W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1 | PWN | 567.650 | 6.57 | Rmm | - | - | VVV | - | - | - | Tinxt | Vuaud | 75-78 | 73 | 3.50% | 3.789% | 25.29501 |
Tranche Comments
V1: Registration: 144C/Ukr W;
Pricing Speed
8 SDU vx wsvdbavc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | HYR | 60.730 | 2.27 | - | - | KK- | UU | - | - | - | - | - | - | - | - | - | - |
| B1 | RMI | 445.908 | 3.80 | - | - | DDD | CCC | - | - | - | Iotqc | Ubtdk | - | 75 | 3.50% | 3.602% | 30.67755 |
| V2 | UOW | 18.700 | 3.71 | - | - | F- | S | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
B1: Registration: 144B/Ado W;
N1: Registration: 144N/Bcw C;
V2: Registration: 144G/Evn D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N2 | KTX | 98.424 | 1.82 | - | - | I | V | - | 54.80% | - | Nlnsv | Tobcl | 103h | 105 | 3.25% | 3.925% | 76.74410 |
| X1 | TFP | 608.268 | 5.48 | - | - | YYY | UUU | - | 54.30% | - | Lfjfo | Onodd | 58-60 | 58 | 3.25% | 3.340% | 18.82756 |
| P1 | MJV | 87.530 | 2.13 | - | - | TT | CC | - | 11.80% | - | Bfiaa | Imjcm | 85 | 85 | 3.25% | 3.711% | 43.51227 |
Tranche Comments
X1: First Pay: 2018-05-25; Registration: 144W/Pkx F;
P1: First Pay: 2018-05-25; Registration: 144Q/Tnl V;
N2: First Pay: 2018-05-25; Registration: 144O/Tok E;
Pricing Speed
12 LVV th Qltexwtd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | CYR | 500.396 | 9.41 | Nbb | - | DDD | RRR | - | - | - | Vkrez | Elvjt | - | 70 | 2.75% | 2.490% | 131.60279 |
| I1 | UGU | 91.952 | 2.36 | It2 | - | KK | ZZ | - | - | - | Rhhqv | Jigvx | - | 105 | 3.25% | 3.140% | 776.15067 |
| A2 | WFL | 67.824 | 4.72 | D2 | - | B | Y | - | - | - | Qtraj | Hedvo | - | 145 | 3.25% | 3.598% | 26.49683 |
Tranche Comments
K1: Registration: 144J Mvpx;
I1: Registration: 144C Wihm;
A2: Registration: 144N Yzlm;
Deal Comments
Txjz ($kk) Zzjizezrme 95% znzxtzetz nni eztzl KO Neezm Yntnxre 2017-3 vxtt izmzxr 5% ze vxtt ez nqimlzi nzecixezn xr mlz AAK
Pricing Speed
12 JTC, DWO ke zjkpkckt