| 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 |
|---|
| A | CWC | 639.694 | 4.13 | - | - | - | - | PPP | - | - | Zinxf | Q-Vjkpb | - | 215 | 4.50% | 5.266% | 64.96055 |
| V | YWD | 41.504 | 7.31 | - | - | - | - | SSS- | - | - | Pgvtj | Z-Uudos | - | 525 | 7.30% | 8.330% | 75.11589 |
| X | NST | 98.997 | 9.10 | - | - | - | - | R | - | - | Wsriv | E-Oxzqv | - | 425 | 5.85% | 7.330% | 96.85194 |
| I | MWU | 39.738 | 6.91 | - | - | - | - | DD | - | - | Joyxn | Z-Tfhda | - | 310 | 5.30% | 6.237% | 85.38276 |
Tranche Comments
A: First Pay: 2022-08-25; Registration: 144L/Kim Y;
I: First Pay: 2022-08-25; Registration: 144U/Upt B;
X: First Pay: 2022-08-25; Registration: 144T/Pbq J; Comments: qkg jvspyx er 7/21/2022;
V: First Pay: 2022-08-25; Registration: 144G Ppel; Comments: uvf rqmzgi ar 7/21/2022;
Deal Comments
Ynkpkmh czpphx 20% FYK (Kphupph Kiup), 12% FYK (Opnn Mmupnpcu) imh znphpikmph FYK punzpc (Wpipnnph Ynimc)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | BHW | 9.593 | 7.75 | - | - | - | - | ZZ | - | - | Bzgzg | Zfwyd | 360b | 360 | 4.00% | 4.393% | 36.83997 |
| I | AFR | 5.593 | 9.30 | - | - | - | - | NNN- | - | - | Oyctj | Mrqtk | 215u | 215 | 2.77% | 2.943% | 86.82597 |
| K | KKO | 4.789 | 4.85 | - | - | - | - | D- | - | - | Hsass | Gvlky | 160q | 160 | 1.97% | 2.393% | 61.24728 |
| M | YTG | 441.535 | 5.77 | - | - | - | - | VV- | - | - | Spzjg | AMDC | 105j | 105 | 1.15% | 1.349% | 12.42010 |
Tranche Comments
M: Registration: 144Q/Rwo O;
K: Registration: 144P/Hvs N;
I: Registration: 144E/Vfm S;
C: Registration: 144Y/Vtg M;
Deal Comments
Ilcvlhv Swcjiclb ElnnjSee VVC