| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | PKE | 52.584 | 3.97 | - | - | - | EE | BBB (B) | - | - | - | - | - | - | - | 9.82% | - | - |
| X | IHP | 79.964 | 2.34 | - | - | - | WW- | CCC | - | - | - | - | - | - | - | 7.02% | - | - |
| M | MPR | 36.710 | 4.90 | - | - | - | SSS | J (R) | - | - | - | - | - | - | - | 8.32% | - | - |
| H | HFY | 26.623 | 7.68 | - | - | - | YYY- | CCC (T) | - | - | - | - | - | - | - | 9.07% | - | - |
| V | WKP | 37.125 | 7.68 | - | - | - | T- | G (P) | - | - | - | - | - | - | - | 7.57% | - | - |
| I | OBF | 23.240 | 4.24 | - | - | - | MM | XX (C) | - | - | - | - | - | - | - | 10.82% | - | - |
| Q | VYZ | 4.410 | 7.63 | - | - | - | KKK | XXX | - | - | - | - | - | - | - | 6.34% | - | - |
Tranche Comments
Q: First Pay: 2022-12-20; Redemption: 2026-12-19; Registration: 144R Pvkl;
X: First Pay: 2022-12-20; Redemption: 2026-12-19; Registration: 144P Vkck;
V: First Pay: 2022-12-20; Redemption: 2026-12-19; Registration: 144X Uiau;
M: First Pay: 2022-12-20; Redemption: 2026-12-19; Registration: 144K Kvfw;
H: First Pay: 2022-12-20; Redemption: 2026-12-19; Registration: 144I Mtvj;
O: First Pay: 2022-12-20; Redemption: 2026-12-19; Registration: 144Y Yeik;
I: First Pay: 2022-12-20; Redemption: 2026-12-19; Registration: 144R Feej;
Deal Comments
Fco Mmpp Ibebcwg 4.00
Risk Retention
LE/EU - Wdb