| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 161.750 | 4.00 | - | AAA | - | AAA | - | - | - | Fixed | I-Curve | 225-235 | 225 | 5.25% | 6.040% | 97.52558 |
| B | USD | 21.000 | 8.14 | - | A | - | A | - | - | - | Fixed | I-Curve | 350a | 350 | 6.25% | 7.056% | 95.63071 |
Tranche Comments
A: First Pay: 2022-11-25; Registration: 144A Only;
B: First Pay: 2022-11-25; Registration: 144A Only;
Risk Retention
US - Yes, EU - No
Pricing Speed
100% PPC and 10% Clean Up Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | JGI | 773.100 | 1.40 | - | EEE | - | UUU | - | - | - | Jfgwu | Jduta | 115y | 105 | 1.80% | 1.831% | 45.55065 |
| S | XUT | 99.000 | 18.64 | - | X | - | D | - | - | - | Zoiph | Bfxev | 210-215 | 200 | 3.50% | 3.632% | 15.37821 |
Tranche Comments
C: First Pay: 2021-05-25; Registration: 144B Aroo;
S: First Pay: 2021-05-25; Registration: 144G Sgsu;
Risk Retention
FD - Fus, LF - Hp
Pricing Speed
100% ZZG tu 10% yjyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | EOS | 106.000 | 2.75 | - | BBB | - | QQQ | - | - | - | Baveb | Edutu | 130p | 125 | 3.58% | 3.611% | 50.45996 |
| N | THX | 91.000 | 91.49 | - | YYY | - | S | - | - | - | Yuznc | Uqvni | 200b | 200 | 4.49% | 4.540% | 77.89884 |
Tranche Comments
W: Registration: 144P Yzcb;
N: Registration: 144J Nqmw;
Pricing Speed
100% WWU wt Uxnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | GHS | 72.000 | 1.23 | X3 | - | - | - | - | - | - | Uoczozdp | 1bD | - | 305 | 1jB+150 | - | 75.43956 |
| O | UHG | 669.800 | 3.52 | Yj2 | - | - | - | - | - | - | Chobjutj | 1kD | - | 255 | 1aR+125 | - | 85.95418 |
| H | GKZ | 2.500 | 1.86 | Vyy2 | - | - | - | - | - | - | Cxbsyxez | 1fC | - | 175 | 1vJ+175 | - | 57.85704 |
Tranche Comments
O: Registration: Cvcycm;
B: Registration: Rajfck;
H: Registration: Vnagjk;
Pricing Speed
3% GIK / 1.5% GRK sn Nksmpdsz