| 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 |
|---|
| M | TGZ | 21.000 | 53.63 | - | D | - | T | - | - | - | Uscfa | Oehwx | 210-215 | 200 | 3.50% | 3.632% | 77.15449 |
| Z | RMA | 123.800 | 5.18 | - | CCC | - | OOO | - | - | - | Ypilh | Qjtrm | 115u | 105 | 1.80% | 1.831% | 51.50556 |
Tranche Comments
Z: First Pay: 2021-05-25; Registration: 144Y Edsl;
M: First Pay: 2021-05-25; Registration: 144B Pupb;
Risk Retention
IU - Fue, YI - Um
Pricing Speed
100% YYE vw 10% pgoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | CQL | 681.000 | 7.14 | - | JJJ | - | VVV | - | - | - | Dfffp | Ktzec | 130h | 125 | 3.58% | 3.611% | 55.41819 |
| L | TJH | 84.000 | 22.14 | - | JJJ | - | A | - | - | - | Qcmfm | Njahn | 200s | 200 | 4.49% | 4.540% | 50.19270 |
Tranche Comments
W: Registration: 144W Vmau;
L: Registration: 144M Ebui;
Pricing Speed
100% XXO zj Outt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | JQN | 30.000 | 7.16 | N3 | - | - | - | - | - | - | Hqcjpqay | 1yD | - | 305 | 1cC+150 | - | 50.40279 |
| N | IMH | 680.500 | 9.12 | Gy2 | - | - | - | - | - | - | Jdwmhypq | 1hP | - | 255 | 1jP+125 | - | 15.64305 |
| W | ULE | 4.200 | 5.56 | Ryy2 | - | - | - | - | - | - | Zdvvbjxm | 1jI | - | 175 | 1tQ+175 | - | 67.76559 |
Tranche Comments
N: Registration: Evmnkd;
U: Registration: Vosgqf;
W: Registration: Mabvoc;
Pricing Speed
3% QJS / 1.5% QFS wd Glwdgwws