| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2t | GGP | 510.000 | 3.85 | Vjj | - | QQQ | - | - | - | - | Skewvzul | SYLU | 70-72 | 62 | HCCP+62 | - | 128.00000 |
| W | WFA | 72.750 | 2.22 | Y2 | - | X | - | - | - | - | Mrjmh | S-Gskrk | 170-180 | 155 | 5.32% | 5.389% | 95.90226 |
| I-2r | POM | 888.000 | 4.71 | Bvv | - | III | - | - | - | - | Npvcx | V-Bpkrs | 70-72 | 62 | 5.19% | 5.254% | 64.81793 |
| S-1 | ZJB | 406.360 | 5.43 | I-1 | - | J1+ | - | - | - | - | Pywgc | O-Skdqc | 32-34 | 30 | 4.89% | 4.890% | 268.00000 |
| X-3 | QUB | 742.400 | 5.54 | Oee | - | NNN | - | - | - | - | Xoygk | V-Ufmzy | 80-82 | 65 | 4.66% | 4.712% | 73.98284 |
| P-4 | EAU | 29.400 | 3.22 | Dyy | - | PPP | - | - | - | - | Utmbs | S-Hbcih | 100x | 80 | 4.59% | 4.644% | 41.27193 |
| Q | YSR | 73.700 | 9.62 | Rf2 | - | VV | - | - | - | - | Nnypg | S-Gxiin | 140-150 | 125 | 5.03% | 5.089% | 76.76642 |
Tranche Comments
S-1: First Pay: 2023-02-16; Registration: Lwmxxnwkwi;
I-2r: First Pay: 2023-02-16; Registration: Mvnfkjvkvm;
R-2t: First Pay: 2023-02-16; Registration: Bbyzpsbzbl;
X-3: First Pay: 2023-02-16; Registration: Icpzuscccl;
P-4: First Pay: 2023-02-16; Registration: Mepfuiesed;
Q: First Pay: 2023-02-16; Registration: Eenybsenew;
W: First Pay: 2023-02-16; Registration: Ymejwxmymg;
Deal Comments
Yjs csvl avk uxkpysc lqlh XN$1.269ds ll XN$1.523ds
Risk Retention
OB - Mukw JO - Hg
Pricing Speed
1.3% IZN pi 10% cknn