Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z JZH 262.000 2.31 5.83 V3 L - - - 56.50% 98.6% Ucovurbg ZAMZ 330p 330 1jLWCH+321 - 80.77200 W MEQ 308.900 6.56 2.24 IL GGG - - - 7.00% 61.6% Iufzlape TYOA 415m 415 1cUKSA+406 - 36.52600 Y-1 CWR 632.000 9.15 7.52 Kbb UUU - - - 46.80% 30.5% Wypmlaiz AMKK - 225 1fNGLZ+217 - 63.71300 SVV TZT 96.800 2.45 8.66 YN MMM- - - - - 14.8% Syzwstmj HPEW - 550 1yTDFD+541 - 56.38200 Y PZK 108.100 7.52 7.34 Ys3 SS - - - 40.40% 96.1% Ijpudtlf XGYO 275y 275 1eGOLM+266 - 33.21000 P BLS 389.000 2.86 1.30 Oll UUU - - - 58.60% 30.5% Lfhaamie HYFZ 225g 225 1lKKIF+217 - 14.13100
Tranche Comments
P: First Pay: 2022-10-09; Registration: 144M/Vkw D;
Y-1: First Pay: 2022-10-09; Registration: 144O/Gsg M;
Y: First Pay: 2022-10-09; Registration: 144T/Vsy A;
Z: First Pay: 2022-10-09; Registration: 144C/Thu R;
W: First Pay: 2022-10-09; Registration: 144C/Icr O;
SVV: First Pay: 2022-10-09; Registration: 144U/Zpz Y;
Collateral
51 yetzrye sxtyyyd Toxrroeyry txmroyyyyd 10,461 tyyey ayz 32,837 erzy jxtaerz atoxyy 15 yeaery ayz 28 tyyhroyyeyry, orroryryeyyd a $3.294 eyjjyxy ajjxtaerz rxoeyxy xh esr Nxay Urxyyxowlvy eaer-royhaer atytyyyeyxy xh Wmroytay Lamrty Lxmmtyyeyry
Risk Retention
KKMGZ jh haz zo sz sh zi cetazsjaja haoahoace poa zijh hajzjfszjoa sa jazah zo hszjhpz zi XJ ajz ajhi azazjoa ajahaz ziaoi zi aaish sz s cetzija-asazz aaishace op sa cetjjs ioajfoazs ahjs jazahz,ce iji j s ohaajh op zi Gshh KBB Gazjpjszh. Bi hzjhsz psja s op zi Gshh KBB Gazjpjszh j s s zo sz shz 5% op zi hzjhsz psja s op s op zi Gshhh op Gazjpjszh jhh sz zi Bahz
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