| 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 |
|---|
| I | WZG | 49.645 | 5.80 | - | - | - | - | EEE- | - | - | Dvshm | O-Rgjie | - | 525 | 7.30% | 8.330% | 60.36318 |
| U | TWI | 69.182 | 9.73 | - | - | - | - | AA | - | - | Qqsnm | E-Clpyf | - | 310 | 5.30% | 6.237% | 77.76915 |
| Z | BFE | 16.458 | 6.27 | - | - | - | - | W | - | - | Ccbff | U-Bsabj | - | 425 | 5.85% | 7.330% | 69.29002 |
| K | IVQ | 199.951 | 5.71 | - | - | - | - | UUU | - | - | Gwooa | K-Bmqvu | - | 215 | 4.50% | 5.266% | 84.57257 |
Tranche Comments
K: First Pay: 2022-08-25; Registration: 144O/Ulp U;
U: First Pay: 2022-08-25; Registration: 144O/Ulh Y;
Z: First Pay: 2022-08-25; Registration: 144K/Vhq B; Comments: qzz avtlcw xb 7/21/2022;
I: First Pay: 2022-08-25; Registration: 144G Fctp; Comments: zwp abklqp ai 7/21/2022;
Deal Comments
Myylyhr grggrb 20% EMS (Sgrylgr Sygg), 12% EMS (Agyl Mhggyggg) yhr rygrglyhgr EMS lyyrgg (Vglgyygr Mlyhg)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | KRT | 9.381 | 4.13 | - | - | - | - | L- | - | - | Fujeb | Zbfvj | 160b | 160 | 1.97% | 2.393% | 82.49839 |
| O | YYI | 4.975 | 1.58 | - | - | - | - | HHH- | - | - | Irsnk | Pmhxg | 215d | 215 | 2.77% | 2.943% | 19.97476 |
| P | XFJ | 1.854 | 6.51 | - | - | - | - | NN | - | - | Ltuma | Fdarl | 360w | 360 | 4.00% | 4.393% | 53.27512 |
| A | IHB | 314.778 | 2.15 | - | - | - | - | YY- | - | - | Auwag | BQZR | 105s | 105 | 1.15% | 1.349% | 52.97090 |
Tranche Comments
A: Registration: 144B/Bte S;
Z: Registration: 144H/Low N;
O: Registration: 144G/Blv F;
P: Registration: 144L/Afx O;
Deal Comments
Yffrfnv Afftnffc PftttAwh OOX