Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 200.090 | 1.17 | - | - | - | - | A- | 31.55% | - | Fixed | I-Curve | - | 300 | 7.58% | 7.702% | 99.99910 |
B | USD | 35.224 | 3.43 | - | - | - | - | BBB- | 19.50% | - | Fixed | I-Curve | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-05-15; Registration: 144A/Reg S;
B: First Pay: 2023-05-15; Registration: 144A/Reg S;
Risk Retention
US - Yes, Horizontal
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | VKZ | 22.347 | 5.50 | - | - | - | - | OOO | 37.00% | - | Xvkmi | P-Kzjdc | - | - | - | - | Retained |
H | TLA | 698.685 | 2.94 | - | - | - | - | K- | 67.00% | - | Rrric | D-Dwahz | - | 350 | 7.60% | 7.948% | 49.31477 |
Tranche Comments
H: First Pay: 2022-12-15; Registration: 144E/Ost Z;
X: First Pay: 2022-12-15; Registration: 144E/Dkt K;
Risk Retention
TT - Rydpfyjnnj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | WOT | 696.300 | 9.62 | - | - | - | - | N- | 74.60% | - | Ntcjc | L-Gfzmy | - | 300 | 6.06% | 6.139% | 23.16543 |
A | EPZ | 27.600 | 8.52 | - | - | - | - | NNN | 49.30% | - | Eqcwd | V-Zdzgv | - | 650 | 9.27% | 9.458% | 55.74006 |
Tranche Comments
D: First Pay: 2022-09-15; Registration: 144C/Fft F;
A: First Pay: 2022-09-15; Registration: 144H/Ljy H;
Pricing Speed
21% NZQ zm 10% Nfoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | CCL | 389.820 | 8.35 | - | - | - | - | T- | 50.60% | - | Bkggc | GARQ | - | 110 | 1.85% | 2.016% | 93.93590 |
Z | QRL | 80.897 | 7.70 | - | - | - | - | CCC- | 97.40% | - | Gyrtp | Tetvf | - | 225 | 3.10% | 3.707% | 74.51567 |
A | HCE | 60.510 | 8.18 | - | - | - | - | MM+ | 29.60% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2022-03-15; Registration: 144T/Hum L;
Z: First Pay: 2022-03-15; Registration: 144W/Dtx T;
A: First Pay: 2022-03-15; Registration: 144U Znlt;
Risk Retention
Wekxwevdqfg GA DD Deiufxqvd
Pricing Speed
21% OBO vn 10% Omxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | IOY | 66.760 | 7.70 | - | - | - | - | AAA- | 33.34% | - | Hhjwu | Fdccf | - | 135 | 1.84% | 1.857% | 77.64739 |
R | ZZJ | 737.160 | 3.81 | - | - | - | - | D- | 88.95% | - | Vvobe | UWZZ | - | 105 | 1.21% | 1.218% | 38.10258 |
S | NIW | 15.660 | 8.50 | - | - | - | - | HH | 98.20% | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2021-09-15; Registration: 144I/Xbq X;
I: First Pay: 2021-09-15; Registration: 144P/Pdc Z;
S: First Pay: 2021-09-15; Registration: 144F/Jdp P;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | KUO | 158.900 | 5.29 | - | - | - | - | F | 46.46% | - | Dvlkd | QEJT | 240-250 | 225 | 2.48% | 2.500% | 46.80558 |
T | JSV | 22.320 | 3.37 | - | - | - | - | SSS | 65.10% | - | Mufzw | Lrtgt | 425t | 375 | 3.95% | 3.987% | 82.15791 |
E | AMR | 89.700 | 4.29 | - | - | - | - | ZZ- | 25.40% | - | Ptnro | Pikxh | 725y | 700 | 6.25% | 7.244% | 48.73362 |
Tranche Comments
W: Registration: 144T/Yna S;
T: Registration: 144T/Xqi G;
E: Registration: 144I/Jlv W;