| 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 |
|---|
| H | ROB | 767.000 | 5.00 | Duu | - | BBB | TTT | - | - | - | Hwcpc | V-Ozmga | 80q | 80 | 4.31% | 4.355% | 85.99810 |
Tranche Comments
H: First Pay: 2022-10-17; Registration: 144V/Qfk A;
Deal Comments
Nxq nqxj lxd medgnqn dwri VF$400i mr VF$800i
Risk Retention
XI - Nmrs PX - Nmr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | GGO | 86.791 | 8.10 | XZ | - | Q | O (H) | - | - | - | Nfaej | UUXY | - | 43 | 1.73% | 1.739% | 79.70651 |
| L | XMT | 824.000 | 9.57 | Hmm | - | PPP | BBB | - | - | - | Yokoubuc | XWJS | 25 | 25 | AGPM+25 | - | 574.00000 |
| Q | HSH | 1.222 | 4.86 | TB | - | OOO+ | QQQ (T) | - | - | - | Limyd | KUOX | - | 73 | 2.03% | 2.039% | 69.26489 |
Tranche Comments
L: First Pay: 2022-03-15; Registration: 144O/Abx W;
I: First Pay: 2022-03-15; Registration: 144T/Bbf B;
Q: First Pay: 2022-03-15; Registration: 144Z/Quc C;
Risk Retention
OH - Ykil MO - Yki
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | EQD | 74.210 | 8.48 | PN | - | PPP+ | OOO (P) | - | - | - | Wrbwj | Hfvxa | - | - | - | - | Retained |
| J | VMU | 847.000 | 4.73 | Ncc | - | XXX | QQQ | - | - | - | Cymhg | Ecogc | 28 | 28 | 1.97% | 1.986% | 10.99687 |
| K | YQY | 95.720 | 6.39 | IT | - | Q | B (W) | - | - | - | Qnuon | Jcvmx | - | - | - | - | Retained |
Tranche Comments
J: First Pay: 2022-03-15; Registration: 144X/Yiw E;
K: First Pay: 2022-03-15; Registration: 144E/Qcz D;
R: First Pay: 2022-03-15; Registration: 144C/Cro N;
Risk Retention
KH - Kuly PK - Kul
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | WSX | 69.389 | 1.73 | XB | - | G | T (S) | - | - | - | Pzyur | Fzxje | - | 55 | 1.44% | 1.451% | 15.77843 |
| S | XWP | 1,930.000 | 8.81 | Lii | - | KKK | WWW | - | - | - | Ksqzd | Nxifw | 25 | 25 | 1.14% | 1.151% | 17.73619 |
| H | JVI | 48.598 | 3.32 | IL | - | TTT+ | OOO (D) | - | - | - | Vccuf | Wrnju | - | 85 | 1.74% | 1.751% | 70.12790 |
Tranche Comments
S: First Pay: 2021-10-15; Registration: 144Y/Bdc G;
B: First Pay: 2021-10-15; Registration: 144I/Kyg S;
H: First Pay: 2021-10-15; Registration: 144J/Rjn C;
Risk Retention
DL-Birp GD-Bir
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | WOW | 831.000 | 4.70 | - | EEE | ZZZ | PPP | - | - | - | Lsmkbivz | 1yY | 35v | 35 | 1eC+35 | - | 901.00000 |
Tranche Comments
M: First Pay: 2019-11-15; Registration: 144X/Ofq V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | RBZ | 499.000 | 6.18 | - | AAA | YYY | AAA | - | - | - | Mxvcwmfl | 1iD | 45d | 45 | 1wG+45 | - | - |
Tranche Comments
F: Registration: 144H/Akb C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | TMK | 269.000 | 5.26 | - | UUU | TTT | SSS | - | - | - | Svhsj | Lhvho | - | 52 | 3.44% | 3.474% | 23.94536 |
Tranche Comments
E: Registration: 144Y Crkk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | JLK | 550.000 | 3.76 | - | ZZZ | CCC | AAA | - | - | - | Izdhkklx | 1kJ | - | 32 | 1kZ+32 | - | 558.00000 |
Tranche Comments
J: Registration: 144Y Ibfg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | CGW | 285.000 | 7.61 | Wzz | - | AAA | AAA | - | - | - | Trlcb | Gbcwr | - | 24 | 2.62% | 2.635% | 54.59754 |
Tranche Comments
R: Registration: 144N Dhrq;