| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 143.186 | 5.08 | Aaa | - | - | AAA | - | 61.40% | - | Fixed | I-Curve | - | 165 | 3.75% | 4.545% | 96.43243 |
| B | USD | 57.492 | 5.08 | Aa3 | - | - | AA (H) | - | 45.91% | - | Fixed | I-Curve | - | 240 | 3.75% | 5.295% | 93.22156 |
| C | USD | 17.356 | 5.08 | A3 | - | - | A (H) | - | 41.23% | - | Fixed | I-Curve | - | 270 | 3.75% | 5.595% | 91.97239 |
| D | USD | 23.864 | 5.08 | Baa3 | - | - | A (L) | - | 34.80% | - | Fixed | I-Curve | - | 320 | 4.00% | 6.095% | 91.01537 |
| E-1 | USD | 42.306 | 5.08 | NR | - | - | BBB | - | 23.39% | - | Fixed | I-Curve | - | 445 | 4.00% | 7.345% | 86.11490 |
| E-2 | USD | 6.508 | 5.08 | NR | - | - | BBB (L) | - | 21.64% | - | Fixed | I-Curve | - | 520 | 4.00% | 8.095% | 83.32417 |
| F | USD | 42.305 | 5.08 | NR | - | - | BB (L) | - | 10.23% | - | Fixed | I-Curve | - | 650 | 4.00% | 9.395% | 78.73631 |
| G | USD | 37.966 | 5.08 | NR | - | - | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: First Pay: 2022-09-13; Registration: 144A/Reg S;
C: First Pay: 2022-09-13; Registration: 144A/Reg S;
E-1: First Pay: 2022-09-13; Registration: 144A/Reg S;
B: First Pay: 2022-09-13; Registration: 144A/Reg S;
G: First Pay: 2022-09-13; Registration: 144A/Reg S;
D: First Pay: 2022-09-13; Registration: 144A/Reg S;
A: First Pay: 2022-09-13; Registration: 144A/Reg S;
E-2: First Pay: 2022-09-13; Registration: 144A/Reg S;
AllReportsSurveillanceOther