| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | NEP | 58.258 | 8.34 | Pl1 | - | - | - | DD | - | - | Wngwk | T-Lhrdv | 280n | 280 | 6.50% | 7.170% | 75.70300 |
| Y-3 | EUH | 558.850 | 2.80 | Yff | - | - | - | ZZZ | - | - | Rsvkc | Z-Bpcqn | 215e | 215 | 6.50% | 6.709% | 96.79361 |
| K | ZCM | 54.352 | 4.44 | O1 | - | - | - | U | - | - | Rnlbk | W-Rlsnf | 325-330 | 325 | 6.50% | 7.543% | 54.53909 |
| Z-1 | ICU | 63.949 | 1.35 | B2 | - | - | - | E+ | - | - | Ljgcc | A-Xduut | - | - | - | - | Retained |
| O-1 | WHG | 32.000 | 1.89 | J-1 | - | - | - | I1+ | - | - | Skwwv | E-Jcxdz | - | 60 | 4.56% | 4.556% | 173.00000 |
| M-2 | GQP | 317.900 | 4.82 | Hee | - | - | - | RRR | - | - | Urgmx | G-Acanz | 150-160 | 160 | 6.24% | 6.326% | 16.70178 |
| T | NFF | 91.340 | 1.61 | Uk1 | - | - | - | UU | - | - | Xhjnc | L-Viddc | 775-800 | 775 | 6.50% | 11.974% | 47.47204 |
| P | PIW | 90.200 | 5.31 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | AJZ | 75.797 | 6.81 | Too1 | - | - | - | III | - | - | Wlbfi | J-Dlzxu | 450o | 450 | 6.50% | 8.743% | 85.28296 |
| H-2 | IBB | 99.672 | 1.95 | NP | - | - | - | D | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1: First Pay: 2022-12-20; Registration: 144G/Pes D; Comments: Xoq-Xiaaqj;
M-2: First Pay: 2022-12-20; Registration: 144J/Rpu D;
Y-3: First Pay: 2022-12-20; Registration: 144I/Vem Z;
L: First Pay: 2022-12-20; Registration: 144W/Hys V;
K: First Pay: 2022-12-20; Registration: 144Z/Wft U;
E: First Pay: 2022-12-20; Registration: 144J/Phi H;
T: First Pay: 2022-12-20; Registration: 144X Pqfh; Comments: FTHUU Fitvtiicp cj Vco Hffvc Vqit;
Z-1: First Pay: 2022-12-20; Registration: 144Y Yspe; Comments: Chmjnek Chlf (Rkh Ukzzke ekoquekf). JRUVZ Jluruelks zz Oko Ummqk Chlf;
H-2: First Pay: 2022-12-20; Registration: 144X Pbso; Comments: Mkdxfdt Mkjj (Ptl Tthhtd dtsfpdtn). VPLYY Vjpgpqjto dh Ttt Lddft Mkjj;
P: First Pay: 2022-12-20; Registration: 144F Bbvi;
Deal Comments
Jqc. Yncswqcazqscy J-1-Yy $100b i $1bo C-Q-1y $1000b i $1bo Q-2y $1500b i $1b
Risk Retention
BL - Stur CB - Kl
Pricing Speed
5% GMA zn 15% Gkoo