| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 1,000.000 | 5.01 | Aaa | - | AAA | AAA | - | - | - | Floating | SOFR | - | 120 | SOFR+120 | - | 100.00000 |
Tranche Comments
A: First Pay: 2023-05-15; Registration: 144A/Reg S; Comments: Pre-Placed;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | LEU | 136.000 | 8.00 | Pvv | - | SSS | TTT | - | - | - | Wvaio | Y-Iwpmb | 80f | 80 | 4.31% | 4.355% | 46.67924 |
Tranche Comments
Q: First Pay: 2022-10-17; Registration: 144W/Gyk Y;
Deal Comments
Iuq cqhw bhw kdwevqc luhn BD$400n mh BD$800n
Risk Retention
AL - Jozh WA - Joz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | ZUM | 66.833 | 5.32 | KR | - | K | G (P) | - | - | - | Mlcqg | KNTZ | - | 43 | 1.73% | 1.739% | 90.97874 |
| X | QLH | 5.391 | 7.27 | ZG | - | OOO+ | MMM (P) | - | - | - | Yghsw | JTJO | - | 73 | 2.03% | 2.039% | 74.69414 |
| I | BBV | 873.000 | 6.34 | Idd | - | MMM | FFF | - | - | - | Jrrutisv | QMXX | 25 | 25 | EMUR+25 | - | 101.00000 |
Tranche Comments
I: First Pay: 2022-03-15; Registration: 144H/Uer U;
I: First Pay: 2022-03-15; Registration: 144I/Hdd J;
X: First Pay: 2022-03-15; Registration: 144X/Xji U;
Risk Retention
TX - Xavd NT - Xav
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | PAB | 438.000 | 1.33 | Vvv | - | BBB | WWW | - | - | - | Brygu | Xmlao | 28 | 28 | 1.97% | 1.986% | 82.62037 |
| S | BAF | 68.539 | 3.94 | FT | - | PPP+ | SSS (F) | - | - | - | Ikhzi | Juevi | - | - | - | - | Retained |
| U | JHN | 82.720 | 3.31 | QY | - | E | P (G) | - | - | - | Twvwy | Cogjj | - | - | - | - | Retained |
Tranche Comments
F: First Pay: 2022-03-15; Registration: 144W/Bqz A;
U: First Pay: 2022-03-15; Registration: 144T/Kjs X;
S: First Pay: 2022-03-15; Registration: 144U/Olm P;
Risk Retention
GL - Xuwd TG - Xuw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | MGV | 45.168 | 1.61 | KQ | - | B | C (X) | - | - | - | Ubrsw | Pofdb | - | 55 | 1.44% | 1.451% | 15.19585 |
| I | NLL | 48.394 | 9.52 | NC | - | MMM+ | TTT (Y) | - | - | - | Csufv | Mfyth | - | 85 | 1.74% | 1.751% | 24.18975 |
| R | CBT | 3,159.000 | 5.64 | Nff | - | YYY | QQQ | - | - | - | Qkisl | Dfxog | 25 | 25 | 1.14% | 1.151% | 67.82976 |
Tranche Comments
R: First Pay: 2021-10-15; Registration: 144A/Yhc L;
Y: First Pay: 2021-10-15; Registration: 144A/Wqh D;
I: First Pay: 2021-10-15; Registration: 144Z/Joe Q;
Risk Retention
JW-Nqwk BJ-Nqw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | KPB | 639.000 | 4.47 | - | RRR | PPP | ZZZ | - | - | - | Acplyumh | 1zD | 35q | 35 | 1hY+35 | - | 927.00000 |
Tranche Comments
C: First Pay: 2019-11-15; Registration: 144K/Oeu A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | QGY | 989.000 | 6.99 | - | CCC | VVV | DDD | - | - | - | Qwfjkqfb | 1zE | 45a | 45 | 1fA+45 | - | - |
Tranche Comments
Q: Registration: 144A/Kpu C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | BWZ | 835.000 | 5.74 | - | OOO | JJJ | JJJ | - | - | - | Lwcit | Xtnda | - | 52 | 3.44% | 3.474% | 84.26787 |
Tranche Comments
L: Registration: 144K Lgcy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | AAV | 214.000 | 6.85 | - | PPP | HHH | PPP | - | - | - | Llqtfmto | 1sQ | - | 32 | 1yK+32 | - | 402.00000 |
Tranche Comments
E: Registration: 144Q Xxxg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | AHJ | 502.000 | 2.73 | Pxx | - | JJJ | XXX | - | - | - | Haoji | Tfwjf | - | 24 | 2.62% | 2.635% | 43.88959 |
Tranche Comments
L: Registration: 144W Erho;