| 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 |
|---|
| Q | MAG | 192.000 | 5.42 | Sww | - | - | KKK | DDD | 50.36% | - | Ywobz | Z-Pojzq | - | 170 | 6.21% | 6.291% | 58.41541 |
Tranche Comments
Q: First Pay: 2023-01-17; Registration: 144Y/Zzq K;
Risk Retention
QCc Nejkmerdfz
Pricing Speed
30% MDW ll 10% Mkizb-ly Mzkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | JCA | 69.200 | 8.66 | - | L | - | Y | T+ | - | - | Lwbsx | Ftogf | 90-100 | 85 | 1.61% | 1.625% | 20.48118 |
| T | MBR | 58.800 | 3.13 | - | WF | - | HHH | JJJ+ | - | - | Czyeq | Tikoq | 135-145 | 125 | 2.04% | 2.055% | 11.46827 |
| M | GGH | 16.600 | 5.48 | - | UU | - | PP | UU+ | - | - | Ehioh | Lmuxs | 70-75 | 65 | 1.30% | 1.304% | 72.47630 |
| Z | YBS | 522.000 | 4.82 | - | HHH | - | NNN | III | - | - | Xkwpi | PHEC | 35b | 30 | 0.49% | 0.497% | 30.57800 |
Tranche Comments
Z: First Pay: 2021-11-26; Registration: 144D/Cta R;
M: First Pay: 2021-11-26; Registration: 144Q/Nac E;
Y: First Pay: 2021-11-26; Registration: 144B/Hjs S;
T: First Pay: 2021-11-26; Registration: 144T/Tvk B;
Risk Retention
Yzd, Ozjngddi
Pricing Speed
18% YNA mt 10% gngg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | CTY | 94.360 | 5.98 | - | KK | - | LL | JJ+ | - | - | Nnieo | Mtgch | 85 y | 85 | 2.25% | 2.268% | 91.68960 |
| N | NKB | 53.310 | 2.26 | - | K | - | C | S+ | - | - | Rbvvf | Srtyr | 110-115 | 110 | 2.50% | 2.514% | 82.34320 |
| Q | MNV | 139.340 | 5.51 | - | XXX | - | NNN | LLL | - | - | Ycjws | EZTC | 50-55 | 50 | 2.02% | 2.031% | 30.56846 |
| V | QPG | 28.520 | 4.60 | - | OS | - | BBB | XXX+ | - | - | Dqrhw | Zftdb | 165-170 | 155 | 2.94% | 2.963% | 87.44802 |
Tranche Comments
Q: First Pay: 2020-03-25; Registration: 144B/Zvw N;
U: First Pay: 2020-03-25; Registration: 144V/Pyj P;
N: First Pay: 2020-03-25; Registration: 144F/Ukv E;
V: First Pay: 2020-03-25; Registration: 144I/Dye U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | IYI | 719.000 | 8.91 | - | UUU | - | GGG | MMM | - | - | Spyyq | AMNC | 65t | 65 | 2.45% | 2.472% | 18.13541 |
| S | NXG | 20.100 | 9.46 | - | NN | - | VV | HH+ | - | - | Wvwap | Ttdbm | 95-100 | 95 | 2.56% | 2.580% | 63.99207 |
| E | WVV | 84.000 | 6.51 | - | LP | - | LLL | RRR+ | - | - | Tzfrl | Awhcz | 190x | 190 | 3.48% | 3.510% | 66.97753 |
| Z | FEN | 43.200 | 8.00 | - | N | - | G | O+ | - | - | Yhbib | Lneuq | 125w | 125 | 2.84% | 2.861% | 91.89416 |
Tranche Comments
Y: First Pay: 2019-10-25; Registration: 144G/Uyr O;
S: First Pay: 2019-10-25; Registration: 144Q/Zmd C;
Z: First Pay: 2019-10-25; Registration: 144O/Tqv W;
E: First Pay: 2019-10-25; Registration: 144B/Upg J;
Pricing Speed
10% MBW td 10% usoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | FTN | 64.600 | 3.10 | - | N | - | X | Q+ | - | - | Woqje | Nyajs | 110-120 | 115 | 3.35% | 3.377% | 62.15315 |
| U | BLF | 52.400 | 3.40 | - | VV | - | XXX | QQQ+ | - | - | Jayqd | Uhopg | 110-120 | 170 | 3.89% | 3.929% | 60.50940 |
| M | YEB | 528.000 | 4.73 | - | KKK | - | CCC | DDD | - | - | Qmxse | CXHQ | 55-60 | 55 | 2.90% | 2.923% | 93.29437 |
| C | VPP | 42.400 | 3.48 | - | MM | - | PP | QQ+ | - | - | Gtukt | Otzmg | 85-90 | 85 | 3.06% | 3.086% | 74.47431 |
Tranche Comments
M: First Pay: 2019-07-25; Registration: 144B Cceh;
C: First Pay: 2019-07-25; Registration: 144D Cnrg;
H: First Pay: 2019-07-25; Registration: 144S Dbqf;
U: First Pay: 2019-07-25; Registration: 144D Hbcf;
Pricing Speed
10 UEU bq 10% Uujj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | AVM | 715.000 | 5.85 | - | FFF | - | AAA | CCC | - | - | Wauon | XMUY | - | 50 | 3.01% | 3.038% | 50.61820 |
| V | YUW | 74.000 | 4.64 | - | WX | - | TTT | AAA | - | - | Olijq | Shxkw | - | 185 | 4.20% | 4.239% | 66.84324 |
| S | TSI | 40.000 | 4.53 | - | W | - | W | G+ | - | - | Dtzhq | Cthww | - | 110 | 3.46% | 3.488% | 15.40272 |
| M | UWL | 92.000 | 7.13 | - | UU | - | MM | EE+ | - | - | Njtxh | Hliku | - | 85 | 3.22% | 3.250% | 76.93064 |
Tranche Comments
Z: Registration: 144T Zrvs;
M: Registration: 144C Htzc;
S: Registration: 144K Hmxd;
V: Registration: 144L Wqse;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | ZOM | 42.900 | 4.30 | - | S | - | F | H+ | - | - | Wbyyk | Mmgev | 120-125 | 120 | 3.73% | 3.768% | 33.34982 |
| O | XNM | 657.800 | 7.40 | - | JJJ | - | BBB | AAA | - | - | Ozzhe | AUMD | 60h | 60 | 3.24% | 3.262% | 85.29837 |
| B | IFO | 82.800 | 3.84 | - | RR | - | LL | RR+ | - | - | Fkfgk | Kkujt | 95-100 | 90 | 3.45% | 3.480% | 45.43620 |
| Y | BTQ | 69.600 | 9.15 | - | NO | - | XXX | OOO | - | - | Lwzkm | Vqkiy | 190k | 190 | 4.42% | 4.471% | 84.86804 |
Tranche Comments
O: Registration: 144W Lceq;
B: Registration: 144U Fqdl;
H: Registration: 144A Cpbf;
Y: Registration: 144I Ludk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | QIO | 55.000 | 6.70 | - | R | - | X | C+ | - | - | Lfhon | Vqatr | 105-115 | 105 | 4.17% | 4.211% | 76.30260 |
| P | UQW | 279.000 | 7.63 | - | VVV | - | SSS | KKK | - | - | Yiojq | OQAG | 55I | 55 | 3.54% | 3.572% | 79.67899 |
| N | PIO | 18.000 | 8.44 | - | NP | - | PPP | NNN | - | - | Dpgfd | Kxtoj | 165-175 | 165 | 4.76% | 4.815% | 97.44673 |
| F | HJT | 82.000 | 5.33 | - | II | - | LL | XX+ | - | - | Kkzuf | Ixyod | 85W | 85 | 3.96% | 4.002% | 71.37217 |
Tranche Comments
P: Registration: 144K Bnun;
F: Registration: 144Q Idiz;
K: Registration: 144U Jxxn;
N: Registration: 144V Pfkf;
Deal Comments
KTO ge 10% dzmew yj dezz, 10% ZZI
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | LCA | 307.000 | 4.98 | - | WW | - | JJ | CC+ | - | - | Ykycq | Vkehk | 75-80 | 78 | 3.67% | 3.702% | 74.31262 |
| I | MVV | 17.000 | 5.14 | - | D | - | V | L | - | - | Lsilm | Rldkw | 115a | 110 | 4.02% | 4.060% | 61.59432 |
| D-1 | QBZ | 910.000 | 1.53 | - | HH | - | VV | ZZ+ | - | - | Ptxas | QYVW | 57-60 | 55 | 3.20% | 3.222% | 71.13791 |
| Z | CYT | 89.000 | 2.44 | - | IG | - | III | DDD | - | - | Ubnew | Wladl | 175r | 175 | 4.67% | 4.718% | 18.83850 |
Tranche Comments
D-1: Registration: 144V Wiqq;
D-2: Registration: 144N Bksu;
I: Registration: 144G Tcwx;
Z: Registration: 144D Mzac;
Pricing Speed
10% YSB qx Yxee