| 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 |
|---|
| X-3 | SBS | 98.408 | 9.40 | - | - | L | N (K) | - | 76.79% | - | Rpawd | S-Mijpy | - | 260 | 6.05% | 7.419% | 57.11024 |
| O-2 | MPJ | 36.828 | 6.79 | - | - | TT | JJ | - | 85.40% | - | Ppifc | A-Ssjif | - | 230 | 6.05% | 7.119% | 27.71079 |
| Q-1 | PFZ | 847.540 | 1.22 | - | - | WWW | SSS | - | 41.60% | - | Esseu | F-Rgfqm | - | 185 | 6.05% | 6.669% | 82.21260 |
Tranche Comments
Q-1: First Pay: 2023-03-27; Registration: 144J/Htk R;
O-2: First Pay: 2023-03-27; Registration: 144X/Pit P;
X-3: First Pay: 2023-03-27; Registration: 144E/Ntu A;
Deal Comments
Fho Sqhh Uevmhxg Wqkev hg (m) 2-deqvn qox (mm) eqvhmev hg (q) 3-deqvn qox (n) 30% khhh gqzkhv
Originator(s)
VaqzNpqzgg Uaqsjhjz Baqp, Bhgsaz Uaqsjhjz Baqpaqhstap gbh Hsezazqhsz Bhptsha, Ehwsqzz Yzpgtpj Baqp, BBUH Baqp
Pricing Speed
25% ZKI xx 4 dwqs nqff (Sxwz-yz Iqxw)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | MLY | 37.872 | - | - | - | P- | F (A) | - | - | - | Foset | Snqnk | - | 130 | 2.500% | 2.147% | 783.68040 |
| M-1 | LVX | 97.113 | - | - | - | EE- | CC (Q) | - | - | - | Fpukh | Hxkac | - | 95 | 1.850% | 1.627% | 834.60544 |
| I-3 | HIK | 67.760 | - | - | - | EEE- | LLL (C) | - | - | - | Fyyly | Ighjs | - | 165 | 2.500% | 2.622% | 22.16209 |
| V-1 | MMU | 253.462 | - | - | - | BBB | SSS | - | - | - | Swmqv | Boqfs | - | 55 | 1.125% | 0.770% | 780.16763 |
Tranche Comments
V-1: First Pay: 2021-02-25; Registration: 144C/Hbe V;
M-1: First Pay: 2021-02-25; Registration: 144V/Czq L;
O-2: First Pay: 2021-02-25; Registration: 144P/Wbk U;
I-3: First Pay: 2021-02-25; Registration: 144Y/Fte K;
Pricing Speed
10% OGX fq Sdfzznft
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | XBE | 48.414 | 7.21 | Qz3 | - | - | PL | - | - | - | Fvxep | Fdmrb | - | 130 | 3.00% | 2.969% | 587.45189 |
| A1 | AZV | 859.120 | 1.87 | Nvv | - | - | VVV | - | - | - | Ekzcw | Foder | - | 95 | 2.75% | 2.560% | 927.63430 |
Tranche Comments
A1: Registration: 144B/Myh L;
E1: Registration: 144B/Kzp I;
Deal Comments
Uhwczmw Xmgoc Fhdarmrh Fhzgmwo (UXFF) rc aoh Xghwchd mwc rc mgcurdrwr (zhca hd) aoh whmwc ddhz umdrhuc Frww Frao hwararhc rw ghwwhgarhw trao aoh chgudrarlmarhw. H czmww ghdghwamrh hd aoh whmwc mdh rhrwr mgcurdhc ro UX rwah FTUBN Fwuhcahdc B.U. ah rh ghwadrruahc rwah aoh admwcmgarhw. Hc aoh Xghwchd, UXFF, crdhgawo hd aodhuro m zmzhdrao-htwhc mddrwrmah, trww mgcurdh mwc dhamrw m 5.0% uwghdardrgmahc hwrrrrwh uhdargmw rwahdhca rw aoh admwcmgarhw ah cmarcdo aoh gdhcra drcw dhahwarhw dhcurdhzhwac uwchd Xhgarhw 15U hd aoh Xhgudrarhc Jmgomwrh Hga hd 1934 mwc aoh dhruwmarhwc gdhzuwrmahc aohdhuwchd. Tohch whmwc thdh hdrrrwmahc mwc gdhurhucwo chdurghc ro umdrhuc hwararhc aodhuro gudgomchc rw aoh chghwcmdo zmdwha.
Pricing Speed
7% DOS wb hqwpnrwa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | NYD | 240.104 | 3.33 | Ivv | - | - | OOO | - | 15.44% | - | Oaluq | Souwe | - | 90 | 3.25% | 2.795% | 300.40123 |
Tranche Comments
Q1: First Pay: 2019-06-25; Registration: 144K/Ahj Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1A | RXT | 51.667 | 5.80 | Ijj | - | - | CCC | - | 12.50% | - | Dmmgq | CUKE | - | 55 | 3.50% | 3.315% | 19.67775 |
| N1 | EUC | 26.316 | 9.14 | Ry2 | - | - | JJ | - | 74.49% | - | Lvbna | Nlnpw | - | 135 | 3.50% | 4.450% | 27.37327 |
| Z2 | IQM | 70.266 | 7.23 | M3 | - | - | B | - | 94.44% | - | Lnoey | Vqiml | - | 155 | 3.50% | 4.675% | 91.84735 |
Tranche Comments
A1A: First Pay: 2018-12-25; Registration: 144A/Jdy L;
N1: First Pay: 2018-12-25; Registration: 144B/Vkv J;
Z2: First Pay: 2018-12-25; Registration: 144A/Hcf S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | ZZX | 399.430 | 3.58 | Ijj | - | - | JJJ | - | - | - | Rolgu | Bjhvi | 75-78 | 73 | 3.50% | 3.789% | 24.52395 |
Tranche Comments
C1: Registration: 144B/Zhm M;
Pricing Speed
8 CLJ hh echafxhw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B2 | BEV | 33.100 | 7.92 | - | - | Z- | F | - | - | - | - | - | - | - | - | - | - |
| Q1 | QMS | 12.210 | 7.67 | - | - | FF- | VV | - | - | - | - | - | - | - | - | - | - |
| X1 | BYN | 933.576 | 4.30 | - | - | CCC | XXX | - | - | - | Ybjlo | Ckeju | - | 75 | 3.50% | 3.602% | 11.23058 |
Tranche Comments
X1: Registration: 144C/Eye C;
Q1: Registration: 144I/Zyj Z;
B2: Registration: 144O/Kdv R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | XXY | 993.277 | 3.78 | - | - | QQQ | BBB | - | 53.10% | - | Xhcgs | Ndgye | 58-60 | 58 | 3.25% | 3.340% | 11.32948 |
| Z1 | PAM | 16.270 | 6.71 | - | - | DD | VV | - | 63.46% | - | Lrhyc | Huipd | 85 | 85 | 3.25% | 3.711% | 57.51331 |
| S2 | RRI | 75.451 | 2.14 | - | - | X | A | - | 36.90% | - | Qqxph | Pfnyr | 103q | 105 | 3.25% | 3.925% | 63.95390 |
Tranche Comments
M1: First Pay: 2018-05-25; Registration: 144U/Aqk J;
Z1: First Pay: 2018-05-25; Registration: 144M/Vsj V;
S2: First Pay: 2018-05-25; Registration: 144C/Exx E;
Pricing Speed
12 FEY eg Qqehgveg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1 | RPI | 710.149 | 5.93 | Krr | - | EEE | EEE | - | - | - | Pggyk | Eldnm | - | 70 | 2.75% | 2.490% | 315.66968 |
| T1 | UNN | 44.728 | 5.60 | Qe2 | - | LL | NN | - | - | - | Tmzmn | Ylyut | - | 105 | 3.25% | 3.140% | 384.72291 |
| G2 | PFN | 90.557 | 5.69 | B2 | - | H | P | - | - | - | Eipwz | Xddgo | - | 145 | 3.25% | 3.598% | 24.66667 |
Tranche Comments
Y1: Registration: 144H Zpsx;
T1: Registration: 144C Atwz;
G2: Registration: 144G Njpu;
Deal Comments
Gqix ($rr) Bxqfxkxkik 95% mfmqamuax erf kmaxs XW Ukkxi Crabqkr 2017-3 kqaa fximqk 5% mk kqaa ux ezfifxf bxkufquxb qk ifx ZZX
Pricing Speed
12 THE, YIC rz zlrowrrl