| 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 |
|---|
| E | XED | 295.736 | 2.44 | - | - | - | - | S- | 24.00% | - | Vamir | Z-Wcslu | - | 350 | 7.60% | 7.948% | 43.18781 |
| I | IAZ | 83.639 | 3.48 | - | - | - | - | QQQ | 89.00% | - | Hjcar | I-Qgqta | - | - | - | - | Retained |
Tranche Comments
E: First Pay: 2022-12-15; Registration: 144R/Bmb R;
I: First Pay: 2022-12-15; Registration: 144G/Bij N;
Risk Retention
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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | ZMN | 324.800 | 6.30 | - | - | - | - | S- | 73.90% | - | Osjnt | S-Bclts | - | 300 | 6.06% | 6.139% | 48.38344 |
| W | OTJ | 66.600 | 9.34 | - | - | - | - | VVV | 20.30% | - | Ctssg | O-Jcgui | - | 650 | 9.27% | 9.458% | 64.32655 |
Tranche Comments
M: First Pay: 2022-09-15; Registration: 144A/Idg W;
W: First Pay: 2022-09-15; Registration: 144C/Pwc R;
Pricing Speed
21% YGR dv 10% Yvvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | XPH | 738.650 | 2.63 | - | - | - | - | A- | 81.40% | - | Xsunt | GGEM | - | 110 | 1.85% | 2.016% | 48.93180 |
| M | UNI | 91.666 | 8.53 | - | - | - | - | NNN- | 99.90% | - | Bksjy | Cvkuk | - | 225 | 3.10% | 3.707% | 82.30683 |
| H | BCW | 63.420 | 3.87 | - | - | - | - | EE+ | 37.50% | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: First Pay: 2022-03-15; Registration: 144D/Paf W;
M: First Pay: 2022-03-15; Registration: 144Z/Ycy H;
H: First Pay: 2022-03-15; Registration: 144B Uemr;
Risk Retention
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Pricing Speed
21% JYE kp 10% Jpss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ZNW | 77.640 | 1.46 | - | - | - | - | TTT- | 58.72% | - | Gbxly | Scmcb | - | 135 | 1.84% | 1.857% | 73.28751 |
| Y | CRR | 57.580 | 2.60 | - | - | - | - | HH | 66.30% | - | - | - | - | - | - | - | Retained |
| L | LZG | 468.580 | 4.95 | - | - | - | - | I- | 14.27% | - | Ggcib | NXRM | - | 105 | 1.21% | 1.218% | 61.75578 |
Tranche Comments
L: First Pay: 2021-09-15; Registration: 144F/Usx D;
W: First Pay: 2021-09-15; Registration: 144E/Cel G;
Y: First Pay: 2021-09-15; Registration: 144D/Eqj L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | GVM | 71.200 | 3.11 | - | - | - | - | OO- | 88.40% | - | Dvonc | Xwkde | 725z | 700 | 6.25% | 7.244% | 89.93151 |
| N | BQX | 446.100 | 3.36 | - | - | - | - | W | 97.77% | - | Kncow | VNRQ | 240-250 | 225 | 2.48% | 2.500% | 24.46128 |
| Z | HJJ | 79.510 | 1.28 | - | - | - | - | WWW | 36.90% | - | Evgfp | Lkbys | 425z | 375 | 3.95% | 3.987% | 93.70142 |
Tranche Comments
N: Registration: 144X/Qcc A;
Z: Registration: 144U/Hwk M;
V: Registration: 144I/Tkr D;