| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 160.750 | 3.20 | - | - | - | - | A | - | - | Floating | 3mSOFR | - | 350 | 3mSOFR+350 | - | 100.00000 |
| B | USD | 25.100 | 3.20 | - | - | - | - | BBB | - | - | Fixed | SOFR | - | 680 | 11.16% | 11.159% | 100.00000 |
Tranche Comments
A: First Pay: 2024-01-22; Redemption: 2027-01-22; Registration: 144A/Reg S;
B: First Pay: 2024-01-22; Redemption: 2027-01-22; Registration: 144A/Reg S;
Pricing Speed
20% CPR to ARD
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | HQZ | 63.668 | 5.40 | - | - | - | - | MM | - | - | Fvjlz | POCQ | - | - | - | - | Retained |
| W | IKQ | 17.689 | 8.50 | - | - | - | - | III | - | - | Zntsu | HZNX | - | 375 | 5.15% | 5.697% | 50.88470 |
| V | PEU | 376.368 | 6.50 | - | - | - | - | B | - | - | Fsqba | EHFI | - | 255 | 4.05% | 4.500% | 24.55010 |
| Mor | TZE | 59.970 | - | - | - | - | - | QR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: First Pay: 2022-10-24; Redemption: 2023-04-07; Registration: 144M/Bqs Q;
W: First Pay: 2022-10-24; Redemption: 2023-04-07; Registration: 144W/Cyx H;
F: First Pay: 2022-10-24; Redemption: 2023-04-07; Registration: 144Y/Tld M;
Mor: First Pay: 2022-10-24; Redemption: 2023-04-07; Registration: 144T/Rhs F;