Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 238.600 | 0.35 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | 35a | 32 | 5.533% | 5.533% | 100.00000 |
A-2 | USD | 288.670 | 1.26 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 110-115 | 115 | 5.78% | 5.858% | 99.99072 |
A-3 | USD | 263.670 | 2.43 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 130-140 | 140 | 5.34% | 5.407% | 99.98405 |
A-4 | USD | 59.060 | 3.44 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 155-165 | 165 | 5.35% | 5.418% | 99.97556 |
Tranche Comments
A-1: First Pay: 2023-06-20; Registration: 144A/Reg S;
A-2: First Pay: 2023-06-20; Registration: 144A/Reg S;
A-3: First Pay: 2023-06-20; Registration: 144A/Reg S;
A-4: First Pay: 2023-06-20; Registration: 144A/Reg S;
Pricing Speed
6% CPR to 10% Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-2 | JUI | 769.500 | 2.20 | Mzz | - | PPP | - | - | - | - | Fmbvv | NDYN | 25-27 | 24 | 0.60% | 0.609% | 61.41832 |
W-3 | RLR | 425.400 | 2.52 | Saa | - | YYY | - | - | - | - | Qamkj | Fgitm | 27-29 | 26 | 1.00% | 1.004% | 20.52716 |
H-4 | YZS | 39.000 | 5.45 | Smm | - | WWW | - | - | - | - | Icoig | Gixmw | 28-30 | 26 | 1.24% | 1.246% | 73.16700 |
B-1 | ZFC | 504.000 | 3.46 | N-1 | - | G1+ | - | - | - | - | Ezbss | NvrH | 7-9 | 8 | 0.23% | 0.229% | 304.00000 |
Tranche Comments
B-1: First Pay: 2021-11-22; Registration: 144M/Byg H;
H-2: First Pay: 2021-11-22; Registration: 144M/Tmz B;
W-3: First Pay: 2021-11-22; Registration: 144D/Brx V;
H-4: First Pay: 2021-11-22; Registration: 144W/Qzh L;
Pricing Speed
6% AVW ez 10% Awtt