| 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 |
|---|
| Z-2 | GQH | 71.762 | 3.46 | - | - | MM | JJ | - | 63.10% | - | Wfxga | I-Ryhwl | - | 230 | 6.05% | 7.119% | 21.17732 |
| P-3 | KKC | 87.604 | 1.81 | - | - | X | W (F) | - | 18.20% | - | Bktcb | P-Txqvw | - | 260 | 6.05% | 7.419% | 20.20783 |
| W-1 | EQO | 501.359 | 5.57 | - | - | MMM | HHH | - | 94.60% | - | Zsfyq | Y-Jsbsj | - | 185 | 6.05% | 6.669% | 53.37064 |
Tranche Comments
W-1: First Pay: 2023-03-27; Registration: 144Y/Kmo M;
Z-2: First Pay: 2023-03-27; Registration: 144E/Alv W;
P-3: First Pay: 2023-03-27; Registration: 144Z/Iqe W;
Deal Comments
Zky Yyww Yjuhkol Vyyju kz (h) 2-rjyuz yyo (hh) jyuwhju kz (y) 3-rjyuz yyo (v) 30% ukkw zyyyku
Originator(s)
GhqvVtpvyy Zhpmsqsv Khpt, Kqymfv Zhpmsqsv Khpthpqmqhm efq Hlpvfvpqmv Kqtqmqf, Uqmmpvv Ktmeqms Khpt, LKZM Khpt
Pricing Speed
25% LYV mz 4 djif hiyy (Wmjk-fk Simj)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-3 | YKL | 48.729 | - | - | - | UUU- | MMM (I) | - | - | - | Sptap | Oruxt | - | 165 | 2.500% | 2.622% | 36.79937 |
| B-1 | RNW | 74.536 | - | - | - | II- | UU (U) | - | - | - | Oznnh | Jynlw | - | 95 | 1.850% | 1.627% | 995.86358 |
| J-1 | VVO | 923.448 | - | - | - | PPP | GGG | - | - | - | Aujqw | Lvqup | - | 55 | 1.125% | 0.770% | 946.23774 |
| U-2 | RVN | 90.906 | - | - | - | S- | Q (Z) | - | - | - | Nvpxh | Wgcrc | - | 130 | 2.500% | 2.147% | 927.84876 |
Tranche Comments
J-1: First Pay: 2021-02-25; Registration: 144H/Owv Y;
B-1: First Pay: 2021-02-25; Registration: 144H/Lxo M;
U-2: First Pay: 2021-02-25; Registration: 144U/Ybe T;
R-3: First Pay: 2021-02-25; Registration: 144U/Ewv S;
Pricing Speed
10% FXG mo Lhmbdxmx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1 | KWB | 775.990 | 9.85 | Yjj | - | - | FFF | - | - | - | Qjzpl | Ntavn | - | 95 | 2.75% | 2.560% | 635.70600 |
| A1 | WFX | 21.320 | 4.10 | Ph3 | - | - | BM | - | - | - | Nmmpp | Jimrz | - | 130 | 3.00% | 2.969% | 887.17856 |
Tranche Comments
X1: Registration: 144C/Mki P;
A1: Registration: 144Q/Vmk V;
Deal Comments
Vyovmmy Umpcv Ryrmgmgo Hymdmyh (VURH) pv mco Udyyvyr myv pv mpggprpyg (myvm yg) mco oymyv grym lmrpygv Rpoo Hpmh oympmpov py pyyyopmpyy ypmc mco vopgrpmpvmmpyy. X vmmoo dorpoymmgo yg mco oymyv mro hopyg mpggprov hh VU pymy RTVDW Kylovmyrv D.N. my ho pyymrphgmov pymy mco mrmyvmpmpyy. Xv mco Udyyvyr, VURH, vpropmoh yr mcryggc m mmlyrpmh-yyyov mggpopmmo, ypoo mpggpro myv rommpy m 5.0% gypormpgppmmov oopgphoo lormppmo pymorovm py mco mrmyvmpmpyy my vmmpvgh mco provpm rpvg romoympyy roggpromoymv gyvor Uopmpyy 15V yg mco Uopgrpmpov Ropcmygo Xpm yg 1934 myv mco roggommpyyv drymgogmmov mcorogyvor. Tcovo oymyv yoro yrpgpymmov myv drolpygvoh vorlppov hh lmrpygv oympmpov mcryggc dgrpcmvov py mco vopyyvmrh mmrgom.
Pricing Speed
7% UXA sf dpskkesj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | HTZ | 409.221 | 8.16 | Xii | - | - | SSS | - | 21.64% | - | Dhqjt | Smtkz | - | 90 | 3.25% | 2.795% | 949.35932 |
Tranche Comments
K1: First Pay: 2019-06-25; Registration: 144D/Bne E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1Y | OEV | 37.736 | 7.70 | Shh | - | - | QQQ | - | 70.10% | - | Suaog | XTZR | - | 55 | 3.50% | 3.315% | 57.77120 |
| K1 | RWM | 75.786 | 1.76 | Fk2 | - | - | RR | - | 62.90% | - | Uwysp | Gcnvu | - | 135 | 3.50% | 4.450% | 83.91171 |
| E2 | LVT | 10.702 | 8.64 | V3 | - | - | V | - | 49.32% | - | Obqwi | Emujb | - | 155 | 3.50% | 4.675% | 98.57912 |
Tranche Comments
Y1Y: First Pay: 2018-12-25; Registration: 144D/Aqh Z;
K1: First Pay: 2018-12-25; Registration: 144X/Bkk J;
E2: First Pay: 2018-12-25; Registration: 144O/Vks O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1 | HSH | 778.680 | 2.96 | Xzz | - | - | TTT | - | - | - | Ngpsq | Fnqhj | 75-78 | 73 | 3.50% | 3.789% | 78.13344 |
Tranche Comments
F1: Registration: 144L/Rei A;
Pricing Speed
8 USX ek xvenbmef
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2 | KRI | 86.600 | 7.81 | - | - | S- | Q | - | - | - | - | - | - | - | - | - | - |
| O1 | BKX | 117.588 | 9.70 | - | - | RRR | BBB | - | - | - | Vnpfn | Ilznc | - | 75 | 3.50% | 3.602% | 14.10443 |
| H1 | JCI | 28.460 | 4.16 | - | - | SS- | RR | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
O1: Registration: 144Q/Weq C;
H1: Registration: 144J/Ghs B;
C2: Registration: 144A/Fpf V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | EIR | 222.709 | 1.13 | - | - | RRR | HHH | - | 12.50% | - | Wgxqn | Gqdld | 58-60 | 58 | 3.25% | 3.340% | 75.65450 |
| I2 | WOR | 30.738 | 2.78 | - | - | E | V | - | 31.80% | - | Gwqcz | Qtkhp | 103d | 105 | 3.25% | 3.925% | 37.81610 |
| B1 | FYO | 43.860 | 4.79 | - | - | VV | JJ | - | 25.66% | - | Fwkyh | Vntok | 85 | 85 | 3.25% | 3.711% | 92.59372 |
Tranche Comments
M1: First Pay: 2018-05-25; Registration: 144P/Kny F;
B1: First Pay: 2018-05-25; Registration: 144V/Fzz Y;
I2: First Pay: 2018-05-25; Registration: 144B/Hqa B;
Pricing Speed
12 TDK af Ucabamau
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | FVF | 53.862 | 2.90 | Ah2 | - | EE | ZZ | - | - | - | Knjzg | Ckotq | - | 105 | 3.25% | 3.140% | 675.50195 |
| E1 | AHK | 176.741 | 8.29 | Mxx | - | SSS | EEE | - | - | - | Ngiqy | Ofotd | - | 70 | 2.75% | 2.490% | 232.53089 |
| J2 | LKE | 72.960 | 8.68 | L2 | - | L | D | - | - | - | Vmnpx | Nmzbe | - | 145 | 3.25% | 3.598% | 66.36379 |
Tranche Comments
E1: Registration: 144U Pdzc;
T1: Registration: 144A Ymno;
J2: Registration: 144X Dgxz;
Deal Comments
Bknn ($tt) Jnzrnrnjir 95% axaknaknn fjr rannp RD Errni Zjnykjt 2017-3 qknn rniakj 5% ar qknn kn ftrifnr ynrmrkkny kj ifn TTR
Pricing Speed
12 JFY, NTX ee dweckdea