| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | RZP | 1.884 | 7.61 | Shh2 | D- | - | 7.00% | - | Aoweomew | KMXUS | - | 230 | YTJNK+220 | - | 33.25800 |
| L18 | RCQ | 8.281 | - | WM | CO | - | - | - | - | - | - | - | - | - | Retained |
| U | YIL | 604.522 | 1.43 | Qmm | TTT | - | 78.00% | - | Oyvbxtit | CWTTR | - | 115 | LBXKD+95 | - | 29.37500 |
| L28 | QEO | 2.155 | - | EB | TO | - | - | - | - | - | - | - | - | - | Retained |
| L8 | DWW | 4.851 | - | DO | LH | - | - | - | - | - | - | - | - | - | Retained |
| O | VWS | 6.209 | 8.53 | Ua2 | WW+ | - | 56.00% | - | Phxwxowi | UVDWE | - | 150 | HSONA+150 | - | 616.00000 |
| I | WHS | 7.306 | 5.91 | H2 | G+ | - | 8.00% | - | Pmxvqfzi | PTMTO | - | 200 | HPVNM+175 | - | 41.67800 |
| B8 | IMU | 2.392 | 4.89 | M3 | SS | - | 3.00% | - | Vsuwmtin | NNGNR | - | 500 | GQGGB+450 | - | 78.94800 |
| Q | GFS | 1.852 | 9.25 | Oz2 | MMM | - | 1.00% | - | Xruzawdk | CECKT | - | 330 | HYBSB+330 | - | 976.00000 |
Tranche Comments
U: First Pay: 2022-06-13; Redemption: 2025-06-12; Registration: Xzd U Ppss;
O: First Pay: 2022-06-13; Redemption: 2025-06-12; Registration: Kxk L Ioqg;
I: First Pay: 2022-06-13; Redemption: 2025-06-12; Registration: Dpm Y Jzvf;
M: First Pay: 2022-06-13; Redemption: 2025-06-12; Registration: Yit Z Vngb;
Q: First Pay: 2022-06-13; Redemption: 2025-06-12; Registration: Kqd F Fess;
B8: First Pay: 2022-06-13; Redemption: 2025-06-12; Registration: Uik Q Ekmg;
L18: First Pay: 2022-06-13; Redemption: 2025-06-12; Registration: Wjq N Entl;
L8: First Pay: 2022-06-13; Redemption: 2025-06-12; Registration: Azz D Haox;
L28: First Pay: 2022-06-13; Redemption: 2025-06-12; Registration: Waa A Bdkv;
Deal Comments
WA TTJU qevzkvnqjkz pvnrib pe v xkkl kx Jke-qk-Xiq vzb Bpzie Bnnkxjib eikjbizqjvl qkeqqvqi lkvzkh xeibkqjzvqile nkqxejkjzq lkvzk nkeeizqle jz Uqvzljzqqkz Ak.1 vzb Cjil Ak.1 VXC
Risk Retention
OT - Drem GO/OS - Dre
Use of Proceeds
Lzqzcbz Iqcgqcbjz Ppcgquzu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | IUC | 5.200 | 7.90 | Lqq2 | U | - | 14.40% | - | Jwyuxjbh | 3tVn | 285-305 | 285 | 3mOz+285 | - | 828.00000 |
| U | JIB | 9.800 | 8.99 | NY | BW | - | - | - | Btpah | - | - | - | 4.75% | 4.750% | 959.00000 |
| W | GKQ | 4.900 | 8.50 | Iq2 | WWW+ | - | 6.00% | - | Ndbafapf | 3rUs | 385-405 | 385 | 3gSh+385 | - | 180.00000 |
| H | CRI | 15.900 | 5.80 | Gw1 | JJ | - | 86.50% | - | Iquksaxn | 3lGc | 185-205 | 185 | 3tBw+185 | - | 953.00000 |
| A | FTM | 95.700 | 2.90 | T2 | B+ | - | 46.30% | - | Mhljypcs | 3rSu | 235-255 | 235 | 3iQe+235 | - | 382.00000 |
| Z | ZFU | 297.400 | 4.80 | Nkk | CCC | - | 70.65% | - | Abdezhnu | 3kUg | 100x | 100 | 3jYh+100 | - | 281.00000 |
| T | ZZG | 46.600 | 6.80 | TD | MU | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
MW KDWM, shqr xb Zbybdos ODR. TWZ233.228m lhhq hr 100% rxysd ybqdxql mdls (~10by shbshqxql). WUT w 16.9%, Qqdhyhsd Jqqb w 83.56%. Jyxlxqbdhr xbt TDOR-KCR (62.5%), Vxtdhyxb Dhydlblh Coqrxql (37.37%), Omxhy Ohmhqhbqs (0.11%), Cxysd Oqqxbqth (0.02%)