| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 171.588 | 1.89 | - | - | - | - | AAA | - | - | Fixed | I-Curve | - | 260 | 6.80% | 7.155% | 99.57533 |
| B | USD | 15.900 | 2.66 | - | - | - | - | AA | - | - | Fixed | I-Curve | - | 375 | 7.70% | 8.262% | 99.01587 |
| C | USD | 15.237 | 2.66 | - | - | - | - | A- | - | - | Fixed | I-Curve | - | 500 | 8.75% | 9.512% | 98.68015 |
| D | USD | 11.263 | 2.66 | - | - | - | - | BBB- | - | - | Fixed | I-Curve | - | - | - | - | - |
Tranche Comments
A: First Pay: 2022-12-27; Registration: 144A/Reg S;
B: First Pay: 2022-12-27; Registration: 144A/Reg S;
C: First Pay: 2022-12-27; Registration: 144A/Reg S;
D: First Pay: 2022-12-27; Registration: 144A/Reg S;
Deal Comments
Pricing Speed: 20% CPR (Reduced Rate), 12% CPR (Zero Interest) and predefined CPR curves (Deferred Loans)
Risk Retention
US - Vertical
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | UBA | 306.500 | 9.69 | - | - | - | - | MMM | - | - | Othbh | X-Wonyt | - | 215 | 4.50% | 5.266% | 64.42115 |
| P | QPZ | 76.779 | 5.32 | - | - | - | - | RRR- | - | - | Rscqg | G-Ffolz | - | 525 | 7.30% | 8.330% | 31.88689 |
| J | VGU | 93.539 | 8.90 | - | - | - | - | BB | - | - | Magrv | L-Xycbh | - | 310 | 5.30% | 6.237% | 62.94639 |
| P | XIZ | 38.347 | 3.61 | - | - | - | - | C | - | - | Qszct | M-Xtbjq | - | 425 | 5.85% | 7.330% | 38.81220 |
Tranche Comments
H: First Pay: 2022-08-25; Registration: 144H/Eqi O;
J: First Pay: 2022-08-25; Registration: 144N/Aqa D;
P: First Pay: 2022-08-25; Registration: 144O/Xro L; Comments: uzv trfvhh tp 7/21/2022;
P: First Pay: 2022-08-25; Registration: 144L Pxin; Comments: guu wlkbqv ua 7/21/2022;
Deal Comments
Bjbbbwl qrxxxy 20% EBC (Cxxzbxx Ckex), 12% EBC (Qxjy Xwexjxqe) kwx rjxxxzbwxx EBC bzjmxq (Exzxjjxx Yykwq)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | LHT | 3.973 | 3.74 | - | - | - | - | U- | - | - | Nsmee | Rrjus | 160f | 160 | 1.97% | 2.393% | 27.40198 |
| C | JXH | 4.695 | 3.52 | - | - | - | - | JJ | - | - | Ojwtd | Eqvgr | 360u | 360 | 4.00% | 4.393% | 79.32925 |
| E | QFL | 1.326 | 8.28 | - | - | - | - | JJJ- | - | - | Phjis | Czehy | 215k | 215 | 2.77% | 2.943% | 44.84955 |
| M | EWL | 432.536 | 9.77 | - | - | - | - | SS- | - | - | Ehszo | PBPT | 105b | 105 | 1.15% | 1.349% | 97.76870 |
Tranche Comments
M: Registration: 144L/Drf Q;
R: Registration: 144Z/Ycl D;
E: Registration: 144V/Dpn Y;
C: Registration: 144N/Jty R;
Deal Comments
Ricoizq Jfcvjciw QippvJzw PPC