| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 250.688 | 4.98 | Aaa | - | - | - | AAA | 60.36% | - | Fixed | I-Curve | 155-160 | 140 | 4.45% | 4.590% | 99.37644 |
| B | USD | 84.186 | 4.98 | Aa3 | - | - | - | AA | 47.04% | - | Fixed | I-Curve | 200a | 185 | 4.90% | 5.040% | 99.37814 |
| C | USD | 31.804 | 4.98 | A3 | - | - | - | A+ | 42.01% | - | Fixed | I-Curve | 225a | 215 | 5.19% | 5.340% | 99.37812 |
| D | USD | 41.157 | 4.98 | Baa3 | - | - | - | A- | 35.50% | - | Fixed | I-Curve | 285a | 270 | 5.73% | 5.890% | 99.37878 |
| E-1 | USD | 75.581 | 4.98 | NR | - | - | - | BBB+ | 23.55% | - | Fixed | I-Curve | 375a | 360 | 6.62% | 6.790% | 99.37732 |
| E-2 | USD | 21.701 | 4.98 | NR | - | - | - | BBB- | 20.12% | - | Fixed | I-Curve | 400-410 | 385 | 6.86% | 7.040% | 99.37672 |
| F | USD | 18.708 | 4.98 | NR | - | - | - | BBB- | 17.16% | - | - | - | - | - | - | - | Retained |
| G | USD | 52.383 | 4.98 | NR | - | - | - | BB | 8.88% | - | - | - | - | - | - | - | Retained |
| H | USD | 56.124 | 4.98 | NR | - | - | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-08-17; Registration: 144A/Reg S;
B: First Pay: 2022-08-17; Registration: 144A/Reg S;
C: First Pay: 2022-08-17; Registration: 144A/Reg S;
D: First Pay: 2022-08-17; Registration: 144A/Reg S;
E-1: First Pay: 2022-08-17; Registration: 144A/Reg S;
E-2: First Pay: 2022-08-17; Registration: 144A/Reg S;
F: First Pay: 2022-08-17; Registration: 144A/Reg S;
G: First Pay: 2022-08-17; Registration: 144A/Reg S;
H: First Pay: 2022-08-17; Registration: 144A/Reg S;
Risk Retention
US/EU - Yes
AllReportsSurveillanceOther