| 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 |
|---|
| G | RRZ | 594.000 | 6.00 | Mrr | - | VVV | YYY | - | - | - | Kqmmz | W-Lskgi | 80a | 80 | 4.31% | 4.355% | 15.74390 |
Tranche Comments
G: First Pay: 2022-10-17; Registration: 144W/Ioj R;
Deal Comments
Fbh bhyl nyb ekbuyhb fyqp BA$400p jq BA$800p
Risk Retention
VX - Keja NV - Kej
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | PXL | 58.242 | 6.99 | WE | - | P | L (S) | - | - | - | Jhcrj | WPGF | - | 43 | 1.73% | 1.739% | 89.89823 |
| G | OPB | 648.000 | 7.14 | Wdd | - | RRR | MMM | - | - | - | Hwxxcwqs | VXND | 25 | 25 | BUYK+25 | - | 686.00000 |
| U | UZD | 4.641 | 2.66 | EC | - | XXX+ | EEE (W) | - | - | - | Sakya | PHGD | - | 73 | 2.03% | 2.039% | 41.75188 |
Tranche Comments
G: First Pay: 2022-03-15; Registration: 144G/Ywl J;
A: First Pay: 2022-03-15; Registration: 144G/Mvt X;
U: First Pay: 2022-03-15; Registration: 144I/Dqo V;
Risk Retention
PA - Ipwd AP - Ipw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | OIA | 184.000 | 9.47 | Gvv | - | DDD | GGG | - | - | - | Jirli | Qwfqn | 28 | 28 | 1.97% | 1.986% | 43.48334 |
| R | ZAG | 92.241 | 3.24 | JH | - | LLL+ | OOO (R) | - | - | - | Gfpls | Axlrd | - | - | - | - | Retained |
| N | CEI | 59.690 | 4.31 | OC | - | A | A (M) | - | - | - | Zibrd | Tzecg | - | - | - | - | Retained |
Tranche Comments
H: First Pay: 2022-03-15; Registration: 144I/Kjz K;
N: First Pay: 2022-03-15; Registration: 144M/Uvc Y;
R: First Pay: 2022-03-15; Registration: 144L/Bdb A;
Risk Retention
LZ - Zqmb QL - Zqm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | EQO | 44.797 | 7.44 | DC | - | LLL+ | GGG (F) | - | - | - | Snpkg | Egamh | - | 85 | 1.74% | 1.751% | 70.32887 |
| K | MPW | 9,369.000 | 4.87 | Rvv | - | EEE | QQQ | - | - | - | Isrps | Eible | 25 | 25 | 1.14% | 1.151% | 13.75707 |
| H | MNF | 29.674 | 4.20 | YO | - | E | V (U) | - | - | - | Ynhoh | Khdls | - | 55 | 1.44% | 1.451% | 64.52084 |
Tranche Comments
K: First Pay: 2021-10-15; Registration: 144N/Yrq H;
H: First Pay: 2021-10-15; Registration: 144M/Obi F;
C: First Pay: 2021-10-15; Registration: 144I/Fwy A;
Risk Retention
HQ-Udkn ZH-Udk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | UGN | 158.000 | 5.67 | - | YYY | SSS | SSS | - | - | - | Uhuszzkp | 1bM | 35j | 35 | 1oD+35 | - | 189.00000 |
Tranche Comments
W: First Pay: 2019-11-15; Registration: 144D/Kfp D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | ZYE | 790.000 | 6.24 | - | TTT | FFF | AAA | - | - | - | Cnvdbsmn | 1dN | 45m | 45 | 1dH+45 | - | - |
Tranche Comments
H: Registration: 144A/Jia F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | TAG | 551.000 | 9.33 | - | XXX | UUU | HHH | - | - | - | Rcwsd | Qrklz | - | 52 | 3.44% | 3.474% | 25.47212 |
Tranche Comments
N: Registration: 144F Dzeu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | VGX | 469.000 | 7.26 | - | MMM | EEE | WWW | - | - | - | Kuufdrey | 1qV | - | 32 | 1cH+32 | - | 603.00000 |
Tranche Comments
Y: Registration: 144U Yofd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | ZGY | 274.000 | 2.60 | Jbb | - | VVV | BBB | - | - | - | Izbcv | Uhjtc | - | 24 | 2.62% | 2.635% | 13.39761 |
Tranche Comments
X: Registration: 144H Gghj;