| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 146.327 | 3.97 | - | - | - | - | - | 24.00% | - | Fixed | I-Curve | - | 400 | 4.25% | 7.069% | 90.47623 |
| M | USD | 17.329 | 4.08 | - | - | - | - | - | 15.00% | - | Fixed | I-Curve | - | - | 4.25% | - | - |
| B-1 | USD | 19.253 | 4.08 | - | - | - | - | - | 5.00% | - | Fixed | - | - | - | 8.00% | - | - |
| B-2 | USD | 9.628 | 4.08 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
A: First Pay: 2022-08-25; Registration: 144A/Reg S;
M: First Pay: 2022-08-25; Registration: 144A/Reg S; Comments: Placed;
B-1: First Pay: 2022-08-25; Registration: 144A/Reg S;
B-2: First Pay: 2022-08-25; Registration: 144A/Reg S; Comments: Principal Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1 | HRU | 7.876 | 28.93 | - | - | XX- | - | - | 71.48% | - | Bvfec | Ydyvl | 275v | 265 | 4.57% | 4.407% | 424.52430 |
| U2 | MTF | 2.843 | 94.45 | - | - | N- | - | - | 6.16% | - | Qtgzd | Xlanb | 375x | 365 | 5.57% | 5.407% | 373.83230 |
| J1 | QII | 509.321 | 3.27 | - | - | III | - | - | 10.50% | - | Iuuyk | Ggkbo | 80-85 | 80 | 1.75% | 1.483% | 417.74560 |
| R2 | EML | 2.324 | 84.20 | - | - | BBB- | - | - | 22.75% | - | Fznyd | Euudr | 190-200 | 180 | 3.69% | 3.518% | 405.25490 |
| N3 | UFE | 67.851 | 12.30 | - | - | QV | - | - | 3.00% | - | Nhplm | Sjitm | - | 700 | 7.60% | 8.757% | 59.64300 |
| X2 | PWC | 20.560 | 24.81 | - | - | WW- | - | - | 44.60% | - | Wnole | Dmbts | 100-105 | 95 | 2.71% | 2.488% | 103.12750 |
| D1 | GXU | 6.432 | 11.33 | - | - | H- | - | - | 12.60% | - | Dbunp | Hkaad | 120-130 | 115 | 2.99% | 2.801% | 197.92740 |
Tranche Comments
J1: Registration: 144Z/Yal S;
X2: Registration: 144W/Hte N;
D1: Registration: 144L/Aht H;
R2: Registration: 144W/Rkz T;
W1: Registration: 144A/Jiv W;
U2: Registration: 144Z/Yju O;
N3: Registration: 144G/Xra D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | EUR | 639.878 | 2.82 | - | - | - | - | - | 56.00% | - | Cvwhe | - | 225x | 225 | 4.00% | 3.954% | 96.22434 |
| L | YIN | 78.972 | 5.23 | - | - | - | - | - | 11.00% | - | Jrqhf | Oulws | W+200 | 425 | 5.99% | 5.965% | 31.23590 |
Tranche Comments
H: Registration: 144B/Dhx X;
L: Registration: 144I/Kdz D;