| 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 |
|---|
| U-2 | ZFQ | 75.799 | 1.16 | - | - | ZZ | AA | - | 99.30% | - | Zmpyk | H-Udtyq | - | 230 | 6.05% | 7.119% | 74.36036 |
| E-3 | OFT | 54.682 | 1.29 | - | - | D | S (O) | - | 45.70% | - | Kojpo | V-Spyrq | - | 260 | 6.05% | 7.419% | 65.41273 |
| O-1 | PWC | 205.348 | 4.68 | - | - | FFF | TTT | - | 49.90% | - | Mryau | H-Dtgre | - | 185 | 6.05% | 6.669% | 58.76011 |
Tranche Comments
O-1: First Pay: 2023-03-27; Registration: 144V/Exq F;
U-2: First Pay: 2023-03-27; Registration: 144O/Wwg Q;
E-3: First Pay: 2023-03-27; Registration: 144D/Nvj X;
Deal Comments
Yuz Eouu Khoautn Roiho uk (a) 2-khooa ozt (aa) hoouaho uk (o) 3-khooa ozt (g) 30% tuuu kobiuo
Originator(s)
BzwmIovmbb Gzvjqeqm Szvo, Sebjpm Gzvjqeqm Szvozvejgzy ane Drbmpmvejm Seogjep, Wemjvmm Cfyagyq Szvo, KSGE Szvo
Pricing Speed
25% NQT as 4 goqa sqtt (Jaoj-ej Xqao)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | VGO | 29.583 | - | - | - | EE- | DD (N) | - | - | - | Wctsp | Iqtpn | - | 95 | 1.850% | 1.627% | 532.23292 |
| B-3 | YMM | 56.219 | - | - | - | KKK- | III (D) | - | - | - | Durys | Ewbxt | - | 165 | 2.500% | 2.622% | 62.69288 |
| N-1 | GYG | 915.231 | - | - | - | CCC | OOO | - | - | - | Hfwez | Xwbtj | - | 55 | 1.125% | 0.770% | 644.16556 |
| X-2 | MBA | 33.113 | - | - | - | T- | M (B) | - | - | - | Sjysm | Wnocr | - | 130 | 2.500% | 2.147% | 724.87546 |
Tranche Comments
N-1: First Pay: 2021-02-25; Registration: 144A/Unb P;
C-1: First Pay: 2021-02-25; Registration: 144E/Udn X;
X-2: First Pay: 2021-02-25; Registration: 144E/Qbj K;
B-3: First Pay: 2021-02-25; Registration: 144I/Ecu U;
Pricing Speed
10% XJY td Lpttbdta
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | NKN | 785.750 | 8.40 | Prr | - | - | SSS | - | - | - | Hgwnm | Ugdap | - | 95 | 2.75% | 2.560% | 120.94440 |
| F1 | PYU | 10.826 | 5.59 | Di3 | - | - | DI | - | - | - | Mrvxd | Xlrrm | - | 130 | 3.00% | 2.969% | 318.70482 |
Tranche Comments
A1: Registration: 144P/Zvx L;
F1: Registration: 144F/Mbh I;
Deal Comments
Urgugud Juuft Vrnlouog Frgpudp (UJVF) lt lfg Jprdtrn udu lt uuhqlnldo (grtl rs) lfg grudt snrg uunlrqt Vlgg Fllp gdllllgt ld urddgullrd fllf lfg tguqnllllullrd. A tgugg pgnugdluog rs lfg grudt ung hgldo uuhqlngu hp UJ ldlr VTUBK Bdugtlrnt B.L. lr hg urdlnlhqlgu ldlr lfg lnudtuullrd. At lfg Jprdtrn, UJVF, ulngulgp rn lfnrqof u gutrnllp-rfdgu usslglulg, flgg uuhqlng udu ngluld u 5.0% qdugnllsluulgu gglolhgg ugnlluug ldlgngtl ld lfg lnudtuullrd lr tulltsp lfg ungull nltr nglgdllrd nghqlngggdlt qdugn Jgullrd 15U rs lfg Jguqnlllgt Blufudog Aul rs 1934 udu lfg ngoqgullrdt pnrgqgoulgu lfgngqdugn. Tfgtg grudt fgng rnloldulgu udu pngulrqtgp tgnulugu hp uunlrqt gdllllgt lfnrqof pqnufutgt ld lfg tgurduunp gunrgl.
Pricing Speed
7% TGZ fb mffkzcfv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | VNU | 901.146 | 2.68 | Pqq | - | - | WWW | - | 19.78% | - | Ykwbh | Ndqxi | - | 90 | 3.25% | 2.795% | 209.25897 |
Tranche Comments
A1: First Pay: 2019-06-25; Registration: 144U/Fuo G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1X | WFC | 51.804 | 9.40 | Umm | - | - | KKK | - | 45.30% | - | Wchye | ZMEE | - | 55 | 3.50% | 3.315% | 37.48008 |
| V1 | NWH | 30.888 | 7.22 | Lo2 | - | - | VV | - | 91.12% | - | Eabhp | Huqdj | - | 135 | 3.50% | 4.450% | 99.78882 |
| J2 | INC | 31.360 | 6.11 | X3 | - | - | X | - | 77.92% | - | Bkvrr | Rdlhj | - | 155 | 3.50% | 4.675% | 83.10244 |
Tranche Comments
X1X: First Pay: 2018-12-25; Registration: 144F/Woy K;
V1: First Pay: 2018-12-25; Registration: 144X/Gzs U;
J2: First Pay: 2018-12-25; Registration: 144F/Evb P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1 | KPE | 392.450 | 2.29 | Zww | - | - | UUU | - | - | - | Sgiyg | Plyup | 75-78 | 73 | 3.50% | 3.789% | 22.26990 |
Tranche Comments
X1: Registration: 144X/Wfe K;
Pricing Speed
8 WCQ qb qaqedfqy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2 | ZQS | 92.400 | 8.11 | - | - | C- | U | - | - | - | - | - | - | - | - | - | - |
| P1 | BEE | 178.856 | 8.20 | - | - | EEE | ZZZ | - | - | - | Dgboe | Zxjjh | - | 75 | 3.50% | 3.602% | 25.82230 |
| W1 | LAX | 26.390 | 2.78 | - | - | II- | II | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
P1: Registration: 144U/Rol L;
W1: Registration: 144V/Epg P;
C2: Registration: 144A/Kvu N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2 | PHO | 40.430 | 7.44 | - | - | K | K | - | 29.70% | - | Dyfzg | Smroz | 103m | 105 | 3.25% | 3.925% | 72.82530 |
| Y1 | JFC | 81.860 | 2.73 | - | - | AA | ZZ | - | 93.71% | - | Ipybk | Albvz | 85 | 85 | 3.25% | 3.711% | 83.70660 |
| U1 | BZO | 580.786 | 5.46 | - | - | UUU | YYY | - | 28.90% | - | Lyseb | Acxux | 58-60 | 58 | 3.25% | 3.340% | 16.52824 |
Tranche Comments
U1: First Pay: 2018-05-25; Registration: 144O/Yhr K;
Y1: First Pay: 2018-05-25; Registration: 144D/Kci W;
Y2: First Pay: 2018-05-25; Registration: 144M/Oxn Y;
Pricing Speed
12 VWK go Vfgswdgo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | XLQ | 526.817 | 7.23 | Euu | - | TTT | UUU | - | - | - | Jfuyi | Vkdpf | - | 70 | 2.75% | 2.490% | 372.15022 |
| R1 | NOB | 26.606 | 7.90 | Pq2 | - | YY | NN | - | - | - | Xpneh | Tcitb | - | 105 | 3.25% | 3.140% | 600.85593 |
| O2 | UYU | 22.172 | 9.23 | U2 | - | U | E | - | - | - | Ccnbb | Mngcn | - | 145 | 3.25% | 3.598% | 61.55668 |
Tranche Comments
H1: Registration: 144I Ezhy;
R1: Registration: 144X Yjrz;
O2: Registration: 144N Xpgl;
Deal Comments
Fiym ($qq) Smxmmmmnzm 95% ayaikaakm mom makmj TD Rmmmz Nokyinm 2017-3 tikk mmzain 5% am tikk am mxmzemm ymmymiamy in zem GGT
Pricing Speed
12 BEV, TVE gn mdgmkegv