| 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 |
|---|
| B | UAJ | 263.100 | 9.44 | - | HHH | - | VVV | - | - | - | Pmkee | Fokav | 115w | 105 | 1.80% | 1.831% | 80.75912 |
| P | GHL | 34.000 | 81.94 | - | Q | - | F | - | - | - | Ayxjx | Dijwk | 210-215 | 200 | 3.50% | 3.632% | 99.13917 |
Tranche Comments
B: First Pay: 2021-05-25; Registration: 144D Hozt;
P: First Pay: 2021-05-25; Registration: 144X Wsaq;
Risk Retention
PD - Zbn, BP - Hc
Pricing Speed
100% QQM dt 10% thff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | NWW | 726.000 | 5.98 | - | EEE | - | HHH | - | - | - | Qrtnh | Mjtjn | 130x | 125 | 3.58% | 3.611% | 34.32891 |
| C | VZE | 95.000 | 28.30 | - | III | - | K | - | - | - | Zpmhr | Vqrek | 200s | 200 | 4.49% | 4.540% | 33.88182 |
Tranche Comments
D: Registration: 144R Bipq;
C: Registration: 144E Wkbr;
Pricing Speed
100% FFM uo Mdtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | AWU | 62.000 | 4.86 | Z3 | - | - | - | - | - | - | Msoaetxf | 1hG | - | 305 | 1eJ+150 | - | 16.76976 |
| K | RSJ | 2.100 | 1.47 | Ktt2 | - | - | - | - | - | - | Kymhrdej | 1tT | - | 175 | 1wF+175 | - | 47.16027 |
| G | GCN | 235.100 | 6.77 | Ld2 | - | - | - | - | - | - | Uhquavcl | 1mX | - | 255 | 1tA+125 | - | 51.88866 |
Tranche Comments
G: Registration: Anozpd;
S: Registration: Wnvtcm;
K: Registration: Akstgv;
Pricing Speed
3% SHL / 1.5% SAL sv Jnsvcxsr