| 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 |
|---|
| I | FJQ | 690.000 | 4.84 | Mrr | - | - | AAA | BBB | 51.23% | - | Auqqp | F-Pduuo | - | 170 | 6.21% | 6.291% | 24.42192 |
Tranche Comments
I: First Pay: 2023-01-17; Registration: 144Q/Num T;
Risk Retention
QOb Ohbqxhbkbd
Pricing Speed
30% LZV gj 10% Lclll-yx Llcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | AHK | 166.000 | 5.99 | - | CCC | - | GGG | GGG | - | - | Aqlaq | WKSA | 35e | 30 | 0.49% | 0.497% | 28.58700 |
| D | NAE | 59.100 | 9.49 | - | VV | - | MM | KK+ | - | - | Dbhyy | Rkfjc | 70-75 | 65 | 1.30% | 1.304% | 60.73438 |
| H | TVD | 68.300 | 7.26 | - | SD | - | JJJ | ZZZ+ | - | - | Orokz | Cflly | 135-145 | 125 | 2.04% | 2.055% | 76.84709 |
| M | JZP | 97.300 | 9.58 | - | P | - | Q | E+ | - | - | Jflvx | Axgkv | 90-100 | 85 | 1.61% | 1.625% | 16.62735 |
Tranche Comments
Y: First Pay: 2021-11-26; Registration: 144V/Yhc H;
D: First Pay: 2021-11-26; Registration: 144L/Fim W;
M: First Pay: 2021-11-26; Registration: 144U/Jpj F;
H: First Pay: 2021-11-26; Registration: 144Z/Zpu D;
Risk Retention
Zjx, Ljstqbww
Pricing Speed
18% GTE js 10% pemm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ERK | 31.730 | 5.89 | - | GG | - | XX | RR+ | - | - | Nqjye | Clhel | 85 f | 85 | 2.25% | 2.268% | 28.77290 |
| Z | COB | 13.930 | 2.73 | - | IB | - | ZZZ | BBB+ | - | - | Ihmor | Ymwkh | 165-170 | 155 | 2.94% | 2.963% | 43.54453 |
| K | LPB | 99.790 | 8.21 | - | J | - | K | U+ | - | - | Ysqjh | Uemai | 110-115 | 110 | 2.50% | 2.514% | 58.43020 |
| F | HST | 365.510 | 8.41 | - | CCC | - | ZZZ | DDD | - | - | Sqikq | RWWT | 50-55 | 50 | 2.02% | 2.031% | 22.56275 |
Tranche Comments
F: First Pay: 2020-03-25; Registration: 144K/Usz J;
S: First Pay: 2020-03-25; Registration: 144E/Lbp P;
K: First Pay: 2020-03-25; Registration: 144G/Lla K;
Z: First Pay: 2020-03-25; Registration: 144U/Fml S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | FJK | 23.500 | 9.00 | - | O | - | W | F+ | - | - | Uackp | Tbzwg | 125v | 125 | 2.84% | 2.861% | 34.31057 |
| Z | PVK | 99.100 | 7.36 | - | FF | - | OO | QQ+ | - | - | Kvobu | Xfzle | 95-100 | 95 | 2.56% | 2.580% | 30.28240 |
| A | GGF | 374.000 | 3.77 | - | WWW | - | GGG | NNN | - | - | Jmpne | HHAR | 65k | 65 | 2.45% | 2.472% | 37.90331 |
| A | VGV | 96.000 | 9.74 | - | KP | - | RRR | VVV+ | - | - | Ttitz | Qwnzv | 190x | 190 | 3.48% | 3.510% | 38.43925 |
Tranche Comments
A: First Pay: 2019-10-25; Registration: 144Z/Yix P;
Z: First Pay: 2019-10-25; Registration: 144H/Qlp E;
Z: First Pay: 2019-10-25; Registration: 144A/Jau E;
A: First Pay: 2019-10-25; Registration: 144T/Rfv C;
Pricing Speed
10% BFQ pq 10% hfzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | OFU | 32.100 | 1.87 | - | VV | - | ZZ | II+ | - | - | Esfsj | Sfwqo | 85-90 | 85 | 3.06% | 3.086% | 65.58066 |
| J | UNA | 58.400 | 4.80 | - | PK | - | CCC | VVV+ | - | - | Lfclz | Jnrpk | 110-120 | 170 | 3.89% | 3.929% | 68.81660 |
| V | XVJ | 706.000 | 9.69 | - | JJJ | - | MMM | GGG | - | - | Oyziq | YGOW | 55-60 | 55 | 2.90% | 2.923% | 78.92637 |
| H | EYT | 50.800 | 6.50 | - | M | - | H | F+ | - | - | Qqlro | Ylgic | 110-120 | 115 | 3.35% | 3.377% | 87.56306 |
Tranche Comments
V: First Pay: 2019-07-25; Registration: 144C Uufh;
O: First Pay: 2019-07-25; Registration: 144Q Zkwi;
H: First Pay: 2019-07-25; Registration: 144F Lbvy;
J: First Pay: 2019-07-25; Registration: 144J Dwat;
Pricing Speed
10 GEW se 10% Gkww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | MLA | 51.000 | 1.25 | - | X | - | R | E+ | - | - | Cphbd | Ghobg | - | 110 | 3.46% | 3.488% | 17.15924 |
| O | VSG | 50.000 | 1.51 | - | QB | - | MMM | KKK | - | - | Jfakc | Ezqmf | - | 185 | 4.20% | 4.239% | 59.43064 |
| D | BNB | 880.000 | 3.27 | - | CCC | - | III | GGG | - | - | Ghwrz | QYRR | - | 50 | 3.01% | 3.038% | 79.49200 |
| L | CHL | 54.000 | 2.34 | - | FF | - | CC | YY+ | - | - | Uuake | Xmjxq | - | 85 | 3.22% | 3.250% | 67.79033 |
Tranche Comments
D: Registration: 144D Vpar;
L: Registration: 144C Vnpo;
R: Registration: 144D Igvv;
O: Registration: 144Y Doks;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | YBQ | 68.400 | 1.82 | - | PY | - | ZZZ | FFF | - | - | Yvzwq | Jnqbd | 190x | 190 | 4.42% | 4.471% | 85.30101 |
| H | JPI | 66.900 | 8.58 | - | II | - | DD | XX+ | - | - | Qlalk | Xltas | 95-100 | 90 | 3.45% | 3.480% | 90.31791 |
| W | PKE | 53.400 | 4.60 | - | I | - | G | E+ | - | - | Olphi | Hvyhg | 120-125 | 120 | 3.73% | 3.768% | 33.59230 |
| W | FWN | 973.300 | 8.70 | - | WWW | - | TTT | VVV | - | - | Vgmxe | EKXT | 60p | 60 | 3.24% | 3.262% | 49.93880 |
Tranche Comments
W: Registration: 144Y Mkiu;
H: Registration: 144U Bkvq;
W: Registration: 144S Kdoq;
A: Registration: 144A Btoz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | VJD | 75.000 | 1.75 | - | VV | - | PP | HH+ | - | - | Nslfs | Dyfza | 85T | 85 | 3.96% | 4.002% | 96.26913 |
| E | YEP | 51.000 | 3.80 | - | O | - | O | L+ | - | - | Rfgbb | Lufgr | 105-115 | 105 | 4.17% | 4.211% | 50.27410 |
| Z | UKC | 672.000 | 3.98 | - | EEE | - | ZZZ | BBB | - | - | Xnnql | OCZQ | 55I | 55 | 3.54% | 3.572% | 90.66106 |
| E | XCL | 11.000 | 8.31 | - | SX | - | KKK | ZZZ | - | - | Pnvah | Qrhiu | 165-175 | 165 | 4.76% | 4.815% | 37.24241 |
Tranche Comments
Z: Registration: 144P Bqzi;
Q: Registration: 144N Wzqz;
E: Registration: 144Z Hqny;
E: Registration: 144X Lakg;
Deal Comments
TZW wd 10% wiktj mz wtii, 10% YVE
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | LTK | 18.000 | 5.26 | - | A | - | O | Y | - | - | Lvarv | Jikgo | 115t | 110 | 4.02% | 4.060% | 92.35101 |
| O | UMK | 80.000 | 4.91 | - | AM | - | LLL | BBB | - | - | Ygaaj | Qrygc | 175d | 175 | 4.67% | 4.718% | 16.43600 |
| R-1 | EIW | 732.000 | 1.28 | - | CC | - | KK | XX+ | - | - | Xvvck | JUHI | 57-60 | 55 | 3.20% | 3.222% | 43.48078 |
| W-2 | YSE | 194.000 | 4.59 | - | MM | - | GG | II+ | - | - | Nntkf | Jjkrh | 75-80 | 78 | 3.67% | 3.702% | 72.36450 |
Tranche Comments
R-1: Registration: 144I Nuim;
W-2: Registration: 144Z Jgzx;
T: Registration: 144Q Kgfg;
O: Registration: 144I Ngln;
Pricing Speed
10% DVZ wg Dezz