| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-4 | CTE | 880.000 | 8.33 | - | - | JJJ | LLL | - | VVV | 62.00% | - | GWN | GYAR | 206j | 206 | - | 5.597% | 58.79182 |
| S-5 | VCO | 776.903 | 9.63 | - | - | CCC | QQQ | - | III | 32.00% | - | YSK | DWSA | 208b | 208 | - | 5.611% | 31.40931 |
| P | ZJV | 91.264 | 7.42 | - | - | NF | MM- | - | MM | 49.94% | - | NQN | GXCJ | 320y | 340 | - | 6.928% | 87.39855 |
| M-2 | NYV | 87.620 | 2.75 | - | - | DDD | AAA | - | CCC | 72.00% | - | MAU | NSYL | 169w | 169 | - | 5.494% | 65.75569 |
| X-3 | HZC | 65.000 | 5.73 | - | - | SSS | FFF | - | III | 78.00% | - | LBA | ZJVT | 205k | 205 | - | 5.703% | 77.77897 |
| H-I | QMB | 98.285 | 6.81 | - | - | UU | XXX | - | YYY | 77.00% | - | RDR | XCQG | 280a | 295 | - | 6.478% | 56.33787 |
| D-EW | RVA | 2.420 | 5.96 | - | - | GGG | RRR | - | GGG | 25.00% | - | MIC | VVHE | 208b | 208 | - | 5.673% | 29.25094 |
| Y-1 | ZNU | 1.719 | 1.14 | - | - | LLL | TTT | - | UUU | 61.00% | - | MSG | PZDD | 155g | 155 | - | 6.045% | 38.15912 |
Tranche Comments
Y-1: First Pay: 2022-12-16; Registration: Qcmvijcrcd;
M-2: First Pay: 2022-12-16; Registration: Ypcxlmpqph;
X-3: First Pay: 2022-12-16; Registration: Cjbzwzjijv;
D-EW: First Pay: 2022-12-16; Registration: Eatczpatag;
Y-4: First Pay: 2022-12-16; Registration: Hyoolxyeyy;
S-5: First Pay: 2022-12-16; Registration: Ciblivipiv;
H-I: First Pay: 2022-12-16; Registration: Mzwihozjzd;
P: First Pay: 2022-12-16; Registration: Dqxbyuqiqc;
Deal Comments
Txe Bnaqhar lh z jalqa xeqapre reaaeeq Bloaq Iraneran Orapn FI (59.3%) zqa Txe BzqLo Orapn (40.7%)