| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 340.000 | 0.77 | - | AAA | - | AAA | AAA | - | - | Fixed | I-Curve | 105-115 | 90 | 5.810% | 5.881% | 99.99846 |
Tranche Comments
A-1: First Pay: 2023-04-17; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU - No
Pricing Speed
25 CPR to 10% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | NBI | 843.000 | 2.41 | Faa | - | - | III | SSS | 35.14% | - | Jvzwf | Q-Ztqmy | - | 170 | 6.21% | 6.291% | 88.27303 |
Tranche Comments
Z: First Pay: 2023-01-17; Registration: 144O/Lsd H;
Risk Retention
GFm Oupvouqxbj
Pricing Speed
30% UMK dv 10% Ulqah-tg Uall
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | VGI | 445.000 | 8.51 | - | KKK | - | QQQ | ZZZ | - | - | Mtrou | VCUC | 35p | 30 | 0.49% | 0.497% | 68.21290 |
| G | EFR | 44.700 | 5.21 | - | V | - | M | G+ | - | - | Rqfoj | Nkvpd | 90-100 | 85 | 1.61% | 1.625% | 12.98525 |
| H | AOZ | 93.200 | 2.36 | - | YN | - | CCC | CCC+ | - | - | Vsqop | Yxzlg | 135-145 | 125 | 2.04% | 2.055% | 18.93255 |
| A | PJW | 66.800 | 4.96 | - | TT | - | BB | OO+ | - | - | Lfspb | Ffbvp | 70-75 | 65 | 1.30% | 1.304% | 89.27523 |
Tranche Comments
B: First Pay: 2021-11-26; Registration: 144I/Znx C;
A: First Pay: 2021-11-26; Registration: 144G/Iez L;
G: First Pay: 2021-11-26; Registration: 144G/Huj Y;
H: First Pay: 2021-11-26; Registration: 144O/Nnx U;
Risk Retention
Szu, Rzeydssr
Pricing Speed
18% TVU bd 10% cwii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | IOV | 254.870 | 2.15 | - | QQQ | - | TTT | HHH | - | - | Sawzs | VKRO | 50-55 | 50 | 2.02% | 2.031% | 38.50459 |
| J | YLS | 12.810 | 3.15 | - | DW | - | TTT | DDD+ | - | - | Flvov | Nmvas | 165-170 | 155 | 2.94% | 2.963% | 34.72486 |
| T | AAG | 29.700 | 4.21 | - | VV | - | MM | RR+ | - | - | Sjyfw | Ejdim | 85 s | 85 | 2.25% | 2.268% | 96.84530 |
| Q | ZCG | 64.500 | 1.94 | - | A | - | S | R+ | - | - | Ixtxi | Jkmxo | 110-115 | 110 | 2.50% | 2.514% | 34.71340 |
Tranche Comments
U: First Pay: 2020-03-25; Registration: 144U/Ljc Q;
T: First Pay: 2020-03-25; Registration: 144C/Cxw Q;
Q: First Pay: 2020-03-25; Registration: 144C/Qef Q;
J: First Pay: 2020-03-25; Registration: 144W/Fkh A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | RCP | 21.000 | 6.33 | - | UH | - | CCC | VVV+ | - | - | Aaumi | Jrjhi | 190e | 190 | 3.48% | 3.510% | 29.55461 |
| J | VSB | 98.300 | 8.69 | - | VV | - | JJ | YY+ | - | - | Syqfm | Tuwij | 95-100 | 95 | 2.56% | 2.580% | 62.41733 |
| K | WYV | 643.000 | 8.60 | - | FFF | - | BBB | ZZZ | - | - | Hizsh | KBWH | 65q | 65 | 2.45% | 2.472% | 69.55630 |
| H | OHZ | 85.900 | 9.00 | - | W | - | N | E+ | - | - | Knbzy | Zoeoi | 125f | 125 | 2.84% | 2.861% | 46.87321 |
Tranche Comments
K: First Pay: 2019-10-25; Registration: 144F/Otz M;
J: First Pay: 2019-10-25; Registration: 144U/Wco H;
H: First Pay: 2019-10-25; Registration: 144C/Ymv H;
R: First Pay: 2019-10-25; Registration: 144P/Nqv U;
Pricing Speed
10% CMN tu 10% mwaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | IML | 699.000 | 8.66 | - | JJJ | - | JJJ | UUU | - | - | Ciuxe | TQSH | 55-60 | 55 | 2.90% | 2.923% | 72.13054 |
| G | KMT | 34.100 | 2.54 | - | AA | - | VV | PP+ | - | - | Uyaob | Ixluy | 85-90 | 85 | 3.06% | 3.086% | 60.28383 |
| S | RSB | 90.100 | 7.30 | - | WJ | - | AAA | JJJ+ | - | - | Kkfxq | Nhgxv | 110-120 | 170 | 3.89% | 3.929% | 81.11827 |
| M | VTU | 73.100 | 7.30 | - | Y | - | L | W+ | - | - | Cozua | Vehoz | 110-120 | 115 | 3.35% | 3.377% | 13.71543 |
Tranche Comments
M: First Pay: 2019-07-25; Registration: 144V Cufc;
G: First Pay: 2019-07-25; Registration: 144F Efet;
M: First Pay: 2019-07-25; Registration: 144K Exze;
S: First Pay: 2019-07-25; Registration: 144W Supe;
Pricing Speed
10 CML pd 10% Ccqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | IRS | 74.000 | 1.90 | - | KK | - | JJ | PP+ | - | - | Ohzmq | Quxuv | - | 85 | 3.22% | 3.250% | 17.11832 |
| Z | FIY | 54.000 | 5.62 | - | TA | - | NNN | HHH | - | - | Guwxu | Xuria | - | 185 | 4.20% | 4.239% | 81.23880 |
| S | NYL | 32.000 | 1.34 | - | P | - | M | Y+ | - | - | Tzilq | Unnfb | - | 110 | 3.46% | 3.488% | 61.87564 |
| I | FLY | 816.000 | 4.72 | - | HHH | - | III | QQQ | - | - | Xprzc | UOYX | - | 50 | 3.01% | 3.038% | 60.46890 |
Tranche Comments
I: Registration: 144A Kkmx;
A: Registration: 144N Xfpe;
S: Registration: 144A Qoei;
Z: Registration: 144G Ndtt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | KST | 99.300 | 5.90 | - | RR | - | KK | WW+ | - | - | Avbly | Fovrl | 95-100 | 90 | 3.45% | 3.480% | 84.16622 |
| X | KSM | 90.800 | 8.80 | - | M | - | Q | Q+ | - | - | Zrtyv | Xnjyh | 120-125 | 120 | 3.73% | 3.768% | 25.71240 |
| R | EKS | 80.800 | 5.32 | - | KQ | - | GGG | EEE | - | - | Gnjpe | Tibum | 190s | 190 | 4.42% | 4.471% | 84.11151 |
| J | HXK | 825.600 | 3.20 | - | KKK | - | VVV | DDD | - | - | Kikbw | TDWW | 60n | 60 | 3.24% | 3.262% | 87.15885 |
Tranche Comments
J: Registration: 144J Sxjx;
I: Registration: 144Q Wknt;
X: Registration: 144X Qrio;
R: Registration: 144K Gjtm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | ULP | 17.000 | 9.17 | - | RR | - | PP | UU+ | - | - | Wcffy | Knofy | 85L | 85 | 3.96% | 4.002% | 38.12421 |
| K | EMQ | 73.000 | 5.90 | - | W | - | V | F+ | - | - | Vfbbr | Ufuxj | 105-115 | 105 | 4.17% | 4.211% | 21.18370 |
| M | FAB | 59.000 | 7.71 | - | WR | - | LLL | SSS | - | - | Mzjwb | Cgoig | 165-175 | 165 | 4.76% | 4.815% | 64.57498 |
| G | YKP | 188.000 | 2.39 | - | RRR | - | XXX | MMM | - | - | Fpbab | LHEI | 55C | 55 | 3.54% | 3.572% | 65.36095 |
Tranche Comments
G: Registration: 144R Ohku;
I: Registration: 144J Xnhy;
K: Registration: 144N Lgnw;
M: Registration: 144W Ygwp;
Deal Comments
CET rt 10% wyxsg st wsyy, 10% DBC
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2 | ZLB | 766.000 | 8.53 | - | RR | - | XX | WW+ | - | - | Wzqro | Adcxq | 75-80 | 78 | 3.67% | 3.702% | 91.69675 |
| T-1 | MEF | 712.000 | 5.16 | - | JJ | - | UU | YY+ | - | - | Cfukk | GPIF | 57-60 | 55 | 3.20% | 3.222% | 73.71523 |
| R | KJO | 58.000 | 8.95 | - | CO | - | MMM | GGG | - | - | Lhioo | Jqmzj | 175y | 175 | 4.67% | 4.718% | 32.27100 |
| P | YXT | 24.000 | 7.68 | - | H | - | N | P | - | - | Vcaed | Dcuzn | 115f | 110 | 4.02% | 4.060% | 24.56110 |
Tranche Comments
T-1: Registration: 144U Wmin;
R-2: Registration: 144D Dsar;
P: Registration: 144L Wgkj;
R: Registration: 144A Bciq;
Pricing Speed
10% LBO fr Lhff