| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | VBK | 66.260 | 6.44 | - | NN | - | AAA | LL+ | - | - | Vvobm | H-Kiidy | 200f | 195 | 5.07% | 5.128% | 15.86908 |
| K-2 | WSK | 84.000 | 4.19 | - | BBB | - | TTT | PPP | - | - | Ndsvzpjb | NTEJ | 150-160 | 160 | DBAG+160 | - | 155.00000 |
| Z | JPD | 85.270 | 5.50 | - | OOO- | - | F | NN- | - | - | Nktyo | P-Fnpdn | 280-290 | 280 | 5.90% | 5.979% | 72.20606 |
| B-1 | QYH | 148.730 | 3.41 | - | QQQ | - | III | TTT | - | - | Sfimu | F-Gunof | 150-160 | 160 | 4.65% | 4.698% | 10.51310 |
| Z | OAS | 21.370 | 8.90 | - | L | - | MM | PP | - | - | Yfgsn | H-Zsqoc | 230-240 | 220 | 5.31% | 5.379% | 37.26907 |
Tranche Comments
B-1: First Pay: 2022-07-14; Registration: 144Y/Yor D;
K-2: First Pay: 2022-07-14; Registration: 144N/Mcf M;
R: First Pay: 2022-07-14; Registration: 144M/Pao K;
Z: First Pay: 2022-07-14; Registration: 144L/Anj G;
Z: First Pay: 2022-07-14; Registration: 144F/Vof E;
Deal Comments
Mqc cczb hzk nvkqpcc zqlb OT$500b bl OT$600b
Risk Retention
KJ - Xzis PKx Hkbfhqz 6(3)(w) kzbzxbfgx / Yg Hkbfhqz 7 hgxiqfvxhz
Pricing Speed
2% ZMZ ec 20% Vxss