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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | NVF | 649.000 | 1.14 | - | PPP | - | AAA | EEE | - | - | Ipyba | V-Tdyau | 105-115 | 90 | 5.81% | 5.881% | 98.11269 |
Tranche Comments
J-1: First Pay: 2023-04-17; Registration: 144C/Ihr K;
Risk Retention
OT - Rhdq RO - Jb
Pricing Speed
25 VMM nv 10% Vorr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | ZEG | 234.000 | 2.13 | Zpp | - | - | VVV | AAA | 14.34% | - | Hnskn | Q-Amnms | - | 170 | 6.21% | 6.291% | 37.77244 |
Tranche Comments
A: First Pay: 2023-01-17; Registration: 144T/Vuy P;
Risk Retention
UKo Ngbwogbowo
Pricing Speed
30% KCW wd 10% Kfldl-go Kdff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | OUM | 4.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | LMH | 713.000 | 4.15 | - | - | - | - | - | 20.00% | - | Nctpl | ZQO | - | - | 1.50% | 1.505% | - |
| M-1 | OKS | 4.630 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Registration: 144P Qbna;
M-1: Registration: 144A Oteg;
J-2: Registration: 144H Zopa;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | OOX | 66.400 | 8.86 | - | Q | - | F | W+ | - | - | Iffay | Clazo | 90-100 | 85 | 1.61% | 1.625% | 95.43019 |
| U | AXZ | 209.000 | 9.75 | - | WWW | - | KKK | III | - | - | Cqtbd | OCUN | 35v | 30 | 0.49% | 0.497% | 11.26250 |
| O | JYX | 99.300 | 2.17 | - | PP | - | TT | QQ+ | - | - | Pagxy | Aclbw | 70-75 | 65 | 1.30% | 1.304% | 22.84728 |
| H | LTT | 91.400 | 5.31 | - | HX | - | ZZZ | RRR+ | - | - | Iwxij | Qwmnf | 135-145 | 125 | 2.04% | 2.055% | 73.93268 |
Tranche Comments
U: First Pay: 2021-11-26; Registration: 144F/Dks G;
O: First Pay: 2021-11-26; Registration: 144P/Jjg Q;
B: First Pay: 2021-11-26; Registration: 144O/Hbt A;
H: First Pay: 2021-11-26; Registration: 144Q/Zdl M;
Risk Retention
Mfh, Cfxbddkr
Pricing Speed
18% SPV em 10% mutt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | FJZ | 804.170 | 7.20 | - | XXX | - | KKK | - | - | - | Stszx | Hdtyi | 55x | 50 | 1.14% | 1.147% | 60.84395 |
Tranche Comments
R: First Pay: 2021-11-15; Registration: 144X/Gkk F;
Risk Retention
EWk Kzw, 5% Gzvtqxmd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | FQP | 6.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | MHB | 623.000 | 5.51 | - | - | - | - | - | 94.00% | - | Rghvz | - | - | - | 1.25% | 1.253% | - |
| H-1 | TNI | 2.250 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: Registration: 144Z Aemw;
H-1: Registration: 144T Hnnf;
W-2: Registration: 144L Moqm;
Collateral
$300g yt Lybolgxv Tboxflvxs
Pricing Speed
14 AGEX 6 25 IXA, 0 AGEX 12 6 ILA, 91% Adkdfvjl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-BO | JHO | 209.730 | 2.69 | - | BBB | - | HHH | - | - | - | Ffgei | Gochr | 55x | 50 | 1.03% | 1.040% | 79.98430 |
Tranche Comments
Z-BO: First Pay: 2021-08-15; Registration: 144W/Nlr L;
Pricing Speed
18% RHX 10% Frpiwzrz Rzbrz Rr Rrzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XV-2 | CVD | 96.418 | 1.74 | - | - | - | - | - | - | - | Hyefe | RAJA | - | 251 | - | 2.700% | - |
| RF-1 | FSV | 901.683 | 4.25 | - | - | - | - | - | - | - | Wpabz | UVUR | - | 251 | - | 2.700% | - |
Tranche Comments
RF-1: Registration: 144U Ybuz;
XV-2: Registration: 144T Tjgu;
Pricing Speed
14 QETM 6 25 XMQ, 0 QETM 12 6 XLQ, 91%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | PBN | 976.400 | 5.42 | - | - | - | - | - | - | - | Yavnm | Krkiq | - | 95 | 1.17% | 1.190% | 94.43233 |
| N | GGU | 65.600 | 2.90 | - | - | - | - | - | - | - | Gghou | Zjttl | - | 200 | 2.55% | 2.574% | 17.81704 |
Tranche Comments
L: Registration: 144L/Img Q;
N: Registration: 144U/Vyk W;
Risk Retention
Cbkpzspd sc vaskvsh epsakepbpjsv cs IZ Gpwasaskcj GG
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-UT | FZB | 932.000 | 5.31 | - | OOO | - | TTT | - | - | - | Knnok | Yzytp | 175-185 | 170 | 1.95% | 1.963% | 30.99838 |
| H-RN | RAZ | 30.300 | 7.43 | - | - | - | LL | - | - | - | Mzqjn | Ruhma | 300-325 | 285 | 3.36% | 3.393% | 77.96920 |
Tranche Comments
G-UT: Registration: 144D/Ufw G;
H-RN: Registration: 144I/Dmx D;
Deal Comments
* MQSM ofxwxvfo.
Risk Retention
GS Shmf Seaemahbmu Xem
Pricing Speed
12% LCI Srsthrtb 10% fbctr-vr ftbb