| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | JWO | 85.615 | 8.94 | Svv3 | - | - | - | E- | 64.90% | - | Xxhxm | I-Blcap | 285f | 270 | 5.73% | 5.890% | 68.43615 |
| X-2 | OOQ | 88.954 | 9.80 | MV | - | - | - | PPP- | 26.90% | - | Gtxek | L-Qhmvn | 400-410 | 385 | 6.86% | 7.040% | 22.13691 |
| P | GMO | 13.315 | 8.70 | CC | - | - | - | IK | - | - | - | - | - | - | - | - | Retained |
| X | MGW | 689.605 | 2.44 | Vxx | - | - | - | YYY | 93.53% | - | Olhkf | Y-Mntbo | 155-160 | 140 | 4.45% | 4.590% | 65.70680 |
| P-1 | WWW | 20.893 | 6.31 | BA | - | - | - | CCC+ | 33.63% | - | Tcnpi | X-Odfqc | 375y | 360 | 6.62% | 6.790% | 82.31635 |
| L | KER | 39.866 | 2.63 | I3 | - | - | - | E+ | 87.90% | - | Jozat | V-Nksby | 225p | 215 | 5.19% | 5.340% | 76.72252 |
| M | MWO | 93.471 | 3.72 | Ha3 | - | - | - | SS | 54.70% | - | Mfzij | D-Wmxhx | 200q | 185 | 4.90% | 5.040% | 44.33154 |
| F | HMM | 45.541 | 7.81 | FD | - | - | - | HH | 1.23% | - | - | - | - | - | - | - | Retained |
| J | ZFV | 37.308 | 1.81 | MX | - | - | - | NNN- | 66.67% | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-08-17; Registration: 144D/Dzw S;
M: First Pay: 2022-08-17; Registration: 144N/Gch C;
L: First Pay: 2022-08-17; Registration: 144T/Vxh B;
O: First Pay: 2022-08-17; Registration: 144I/Dtx O;
P-1: First Pay: 2022-08-17; Registration: 144T/Uuc N;
X-2: First Pay: 2022-08-17; Registration: 144P/Awa A;
J: First Pay: 2022-08-17; Registration: 144W/Ebp G;
F: First Pay: 2022-08-17; Registration: 144D/Oxd C;
P: First Pay: 2022-08-17; Registration: 144Q/Pud B;
Risk Retention
RB/DR - Kxb