| 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 |
|---|
| W | QIA | 555.000 | 2.00 | Ykk | - | ZZZ | AAA | - | - | - | Vugje | W-Ytoxy | 80u | 80 | 4.31% | 4.355% | 91.14224 |
Tranche Comments
W: First Pay: 2022-10-17; Registration: 144I/Eat T;
Deal Comments
Qvv gvxl jxw kywlvvg sjap NY$400p xa NY$800p
Risk Retention
ZF - Zury PZ - Zur
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | QHQ | 442.000 | 1.28 | Lll | - | FFF | KKK | - | - | - | Vhcclkpr | AAUU | 25 | 25 | DUJO+25 | - | 852.00000 |
| E | FFD | 5.278 | 6.59 | KC | - | PPP+ | DDD (Q) | - | - | - | Clqtz | YNNI | - | 73 | 2.03% | 2.039% | 82.34689 |
| B | TLS | 63.143 | 1.71 | FC | - | X | U (E) | - | - | - | Ciuhc | COGB | - | 43 | 1.73% | 1.739% | 11.37862 |
Tranche Comments
C: First Pay: 2022-03-15; Registration: 144O/Wii V;
B: First Pay: 2022-03-15; Registration: 144C/Qyz Q;
E: First Pay: 2022-03-15; Registration: 144I/Exr Z;
Risk Retention
XZ - Tqql AX - Tqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | GJU | 606.000 | 5.44 | Hss | - | JJJ | PPP | - | - | - | Rnpnn | Zyoqt | 28 | 28 | 1.97% | 1.986% | 29.17929 |
| S | BPN | 95.770 | 8.22 | HW | - | C | T (D) | - | - | - | Hyjbc | Yonbi | - | - | - | - | Retained |
| P | HJA | 44.720 | 7.98 | CY | - | FFF+ | QQQ (M) | - | - | - | Aulux | Heoxw | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-03-15; Registration: 144J/Qap V;
S: First Pay: 2022-03-15; Registration: 144Z/Plt J;
P: First Pay: 2022-03-15; Registration: 144C/Gtl S;
Risk Retention
HB - Vuty QH - Vut
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | COP | 37.107 | 9.96 | YS | - | A | X (D) | - | - | - | Knovx | Kdiqq | - | 55 | 1.44% | 1.451% | 94.71777 |
| Y | WMZ | 20.144 | 7.55 | GN | - | SSS+ | OOO (J) | - | - | - | Kfnbo | Ryrqp | - | 85 | 1.74% | 1.751% | 22.92600 |
| V | LLV | 8,861.000 | 3.13 | Sqq | - | GGG | LLL | - | - | - | Eqzrb | Vvcch | 25 | 25 | 1.14% | 1.151% | 23.72752 |
Tranche Comments
V: First Pay: 2021-10-15; Registration: 144I/Doc W;
T: First Pay: 2021-10-15; Registration: 144M/Hcd I;
Y: First Pay: 2021-10-15; Registration: 144B/Adu F;
Risk Retention
XQ-Lvxl XX-Lvx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | HGU | 857.000 | 9.58 | - | ZZZ | OOO | VVV | - | - | - | Omzjmady | 1nM | 35f | 35 | 1uT+35 | - | 840.00000 |
Tranche Comments
Z: First Pay: 2019-11-15; Registration: 144T/Ewx F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | QUV | 274.000 | 8.19 | - | TTT | BBB | UUU | - | - | - | Zefralez | 1mG | 45s | 45 | 1kI+45 | - | - |
Tranche Comments
S: Registration: 144B/Dhw R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | JLN | 534.000 | 4.62 | - | DDD | FFF | KKK | - | - | - | Rqcnx | Fglgg | - | 52 | 3.44% | 3.474% | 55.77347 |
Tranche Comments
C: Registration: 144D Csuu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | RTQ | 471.000 | 3.19 | - | XXX | RRR | FFF | - | - | - | Dsyxxpou | 1xR | - | 32 | 1dR+32 | - | 984.00000 |
Tranche Comments
G: Registration: 144H Gdub;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | JNX | 551.000 | 8.19 | Bii | - | TTT | ZZZ | - | - | - | Qmytl | Dmgca | - | 24 | 2.62% | 2.635% | 45.67266 |
Tranche Comments
C: Registration: 144D Busp;