| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | CXC | 613.500 | 7.67 | - | - | - | - | J- | 85.72% | - | Gubbj | G-Rkocd | - | 300 | 7.58% | 7.702% | 11.61620 |
| B | TRG | 96.205 | 6.98 | - | - | - | - | CCC- | 79.20% | - | Mmqmc | Q-Itmyi | - | - | - | - | Retained |
Tranche Comments
U: First Pay: 2023-05-15; Registration: 144B/Nlc Y;
B: First Pay: 2023-05-15; Registration: 144J/Wft A;
Risk Retention
OO - Zbu, Ldmpmdpimq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | OIE | 515.950 | 8.30 | - | - | - | - | W- | 90.00% | - | Fwcnv | R-Lfand | - | 350 | 7.60% | 7.948% | 50.59964 |
| H | FEW | 80.643 | 6.72 | - | - | - | - | AAA | 58.00% | - | Gcayt | Z-Yxwuv | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2022-12-15; Registration: 144A/Rvy D;
H: First Pay: 2022-12-15; Registration: 144A/Cab G;
Risk Retention
RI - Qecbrerefo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | WFL | 359.100 | 5.35 | - | - | - | - | Z- | 41.40% | - | Woqkn | Z-Eoths | - | 300 | 6.06% | 6.139% | 93.51046 |
| H | MBH | 52.300 | 5.72 | - | - | - | - | QQQ | 86.70% | - | Npswv | K-Nyczc | - | 650 | 9.27% | 9.458% | 28.52120 |
Tranche Comments
Q: First Pay: 2022-09-15; Registration: 144E/Hje X;
H: First Pay: 2022-09-15; Registration: 144H/Ctk R;
Pricing Speed
21% LEB bw 10% Lqdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | UMQ | 540.480 | 5.87 | - | - | - | - | E- | 18.40% | - | Qaqtp | CZVS | - | 110 | 1.85% | 2.016% | 51.82200 |
| E | NHN | 18.380 | 3.31 | - | - | - | - | KKK- | 83.70% | - | Clbfj | Uxmwk | - | 225 | 3.10% | 3.707% | 74.67935 |
| O | IFH | 56.420 | 2.97 | - | - | - | - | AA+ | 43.80% | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: First Pay: 2022-03-15; Registration: 144G/Otu X;
E: First Pay: 2022-03-15; Registration: 144B/Ivr H;
O: First Pay: 2022-03-15; Registration: 144Z Vhuj;
Risk Retention
Whxuvhxkohw LE WW Yhtjhuoxk
Pricing Speed
21% WSA rb 10% Wcmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | JZL | 759.540 | 3.43 | - | - | - | - | P- | 22.86% | - | Amakj | VUEO | - | 105 | 1.21% | 1.218% | 16.93104 |
| K | MMM | 35.160 | 1.12 | - | - | - | - | PPP- | 56.52% | - | Cumpu | Nuzzf | - | 135 | 1.84% | 1.857% | 57.26408 |
| V | QCS | 56.590 | 9.90 | - | - | - | - | II | 32.80% | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2021-09-15; Registration: 144I/Kmw V;
K: First Pay: 2021-09-15; Registration: 144X/Cic R;
V: First Pay: 2021-09-15; Registration: 144U/Piw A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | EXD | 211.700 | 6.18 | - | - | - | - | E | 27.67% | - | Ezsfy | LBXE | 240-250 | 225 | 2.48% | 2.500% | 68.23127 |
| X | VKG | 28.730 | 9.60 | - | - | - | - | KKK | 25.70% | - | Uisaf | Ncfbv | 425r | 375 | 3.95% | 3.987% | 75.42556 |
| D | VHX | 42.800 | 8.46 | - | - | - | - | OO- | 59.40% | - | Ciwkh | Ontfg | 725b | 700 | 6.25% | 7.244% | 96.79408 |
Tranche Comments
W: Registration: 144A/Bfe P;
X: Registration: 144N/Cwo T;
D: Registration: 144A/Lwe X;