| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | IQS | 74.895 | 6.65 | 8.19 | LM | - | - | - | R- | 44.26% | - | Fprkqwrf | PMGO | - | - | 1zNMEJ+700 | - | Retained |
| Z | EUY | 244.421 | 7.43 | 5.79 | Faa | - | - | - | SSS | 86.59% | - | Zluxyeer | KGSB | 275q | 275 | 1aPLNQ+255 | - | 35.53000 |
| P | HCN | 58.220 | 4.65 | 7.94 | TS | - | - | - | BB- | 56.30% | - | Lwfphboz | JJYF | - | - | 1cHYGZ+600 | - | Retained |
| O | IJQ | 94.478 | - | - | KG | - | - | - | IP | 5.00% | - | - | - | - | - | - | - | Retained |
| K-V | HFH | 50.707 | 9.49 | 1.63 | WO | - | - | - | AAA | 58.00% | - | Xmbwtvlu | LGAP | 325j | 325 | 1pWMAJ+307 | - | 17.14000 |
| I | LSR | 49.702 | 4.31 | 6.78 | NK | - | - | - | PPP- | 83.80% | - | Eyswxiwu | BKAA | - | - | 1jPZOF+535 | - | Retained |
| D | FTN | 21.106 | 6.84 | 3.19 | HD | - | - | - | Z- | 10.94% | - | Hrxvkisc | LLCQ | 445s | 445 | 1dTZJU+427 | - | 77.16000 |
| D | HYU | 51.786 | 5.14 | 1.33 | YK | - | - | - | XX- | 85.63% | - | Kkdzakvt | EGUB | 380h | 380 | 1wYEAE+362 | - | 49.90000 |
| R | IYE | 11.480 | 5.35 | 6.29 | AQ | - | - | - | WWW | 37.70% | - | Wlsjmuux | UIYX | - | - | 1zAYCM+485 | - | Retained |
Tranche Comments
Z: First Pay: 2022-11-25; Registration: 144E/Zqe H;
K-V: First Pay: 2022-11-25; Registration: 144B/Vot V;
D: First Pay: 2022-11-25; Registration: 144V/Roz W;
D: First Pay: 2022-11-25; Registration: 144D/Mtg L;
R: First Pay: 2022-11-25; Registration: 144H/Hoy T;
I: First Pay: 2022-11-25; Registration: 144O/Mck B;
P: First Pay: 2022-11-25; Registration: 144W/Waq E;
A: First Pay: 2022-11-25; Registration: 144C/Utx D;
O: First Pay: 2022-11-25; Registration: 144D/Ohg I;
Risk Retention
OA - Ttux GO/OK - Ttu
Cut-Off Balance ($mm)
991.46049