| 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 |
|---|
| T | KOF | 51.000 | 76.85 | - | L | - | H | - | - | - | Qjpmr | Oqhpa | 210-215 | 200 | 3.50% | 3.632% | 47.36143 |
| Y | QWR | 785.500 | 5.52 | - | XXX | - | FFF | - | - | - | Huxus | Bjtck | 115p | 105 | 1.80% | 1.831% | 96.68016 |
Tranche Comments
Y: First Pay: 2021-05-25; Registration: 144U Bpkq;
T: First Pay: 2021-05-25; Registration: 144H Eubd;
Risk Retention
HH - Yli, EH - Hp
Pricing Speed
100% KKG yw 10% ndss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | HME | 194.000 | 3.15 | - | III | - | GGG | - | - | - | Ohkrs | Xlrty | 130e | 125 | 3.58% | 3.611% | 27.85059 |
| S | RFJ | 89.000 | 83.93 | - | BBB | - | G | - | - | - | Gshbm | Ulqyy | 200v | 200 | 4.49% | 4.540% | 25.21764 |
Tranche Comments
F: Registration: 144L Yrsc;
S: Registration: 144N Kuna;
Pricing Speed
100% BBM td Mohh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | MRQ | 125.500 | 7.53 | Qs2 | - | - | - | - | - | - | Xawjzypa | 1kE | - | 255 | 1yY+125 | - | 57.93210 |
| P | GUZ | 5.200 | 6.83 | Yaa2 | - | - | - | - | - | - | Hdjbxeey | 1vL | - | 175 | 1pB+175 | - | 69.86262 |
| F | GKP | 54.000 | 5.70 | F3 | - | - | - | - | - | - | Kmvcjvjw | 1oQ | - | 305 | 1sQ+150 | - | 75.10001 |
Tranche Comments
S: Registration: Lyvrty;
F: Registration: Qrfbxh;
P: Registration: Cbmany;
Pricing Speed
3% GVA / 1.5% GCA gr Zqgpsrgm