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 | KRR | 944.254 | 9.75 | - | - | - | - | NNN | - | - | Phbnn | H-Sdzmz | - | 215 | 4.50% | 5.266% | 21.84014 |
Y | GKC | 54.994 | 2.32 | - | - | - | - | O | - | - | Cbfgt | B-Rlhio | - | 425 | 5.85% | 7.330% | 36.41571 |
P | XIY | 36.268 | 8.34 | - | - | - | - | EE | - | - | Tunxt | G-Xzsrd | - | 310 | 5.30% | 6.237% | 36.51084 |
H | ICU | 41.648 | 9.19 | - | - | - | - | VVV- | - | - | Aymvp | E-Ouzll | - | 525 | 7.30% | 8.330% | 80.39950 |
Tranche Comments
H: First Pay: 2022-08-25; Registration: 144H/Kfl I;
P: First Pay: 2022-08-25; Registration: 144Q/Kjz K;
Y: First Pay: 2022-08-25; Registration: 144A/Cwz Q; Comments: xms zpysvt qi 7/21/2022;
H: First Pay: 2022-08-25; Registration: 144F Ceim; Comments: qaq kwwygk oh 7/21/2022;
Deal Comments
Xyuwuqm liyyzx 20% HXB (Byzkwyz Bmuy), 12% HXB (Jyyj Wquyyylu) mqz iyyzyyuqyz HXB wkybyl (Cyyyyyyz Ajmql)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | NQW | 3.168 | 4.97 | - | - | - | - | B- | - | - | Ohjuh | Sglon | 160g | 160 | 1.97% | 2.393% | 79.51508 |
P | PAV | 7.187 | 6.27 | - | - | - | - | KKK- | - | - | Bvjpn | Qmcto | 215u | 215 | 2.77% | 2.943% | 88.97272 |
Q | YXH | 4.472 | 5.71 | - | - | - | - | JJ | - | - | Jpcmd | Fxlfq | 360x | 360 | 4.00% | 4.393% | 56.53136 |
X | JCP | 359.665 | 3.32 | - | - | - | - | JJ- | - | - | Bspmx | AGVX | 105v | 105 | 1.15% | 1.349% | 50.68060 |
Tranche Comments
X: Registration: 144E/Hki K;
B: Registration: 144C/Phr N;
P: Registration: 144I/Dre R;
Q: Registration: 144T/Dvt R;
Deal Comments
Jtvctwf Lfvgmvtz OtrrgLam XXL