| 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 |
|---|
| F1 | USA | 595.330 | 6.90 | - | - | OOO | - | - | 54.90% | - | Crwjy | Bmdrx | 80-85 | 80 | 1.75% | 1.483% | 193.77190 |
| O1 | BUQ | 7.102 | 94.27 | - | - | N- | - | - | 27.10% | - | Clzec | Mdzip | 120-130 | 115 | 2.99% | 2.801% | 117.26720 |
| E2 | RWQ | 2.577 | 71.94 | - | - | SSS- | - | - | 90.53% | - | Tiuwf | Jdhbh | 190-200 | 180 | 3.69% | 3.518% | 997.92730 |
| X3 | QLL | 91.855 | 39.92 | - | - | FJ | - | - | 8.00% | - | Aogip | Bcakj | - | 700 | 7.60% | 8.757% | 44.29640 |
| B2 | ZOE | 86.440 | 47.21 | - | - | QQ- | - | - | 47.60% | - | Fjvyn | Jdycz | 100-105 | 95 | 2.71% | 2.488% | 309.17540 |
| E1 | HGD | 9.972 | 11.36 | - | - | FF- | - | - | 32.55% | - | Eajlq | Dylnt | 275e | 265 | 4.57% | 4.407% | 963.81370 |
| F2 | QBU | 8.717 | 31.84 | - | - | K- | - | - | 4.55% | - | Cskxr | Ljfrr | 375g | 365 | 5.57% | 5.407% | 509.38370 |
Tranche Comments
F1: Registration: 144A/Qoz Q;
B2: Registration: 144Z/Fmg O;
O1: Registration: 144U/Giu U;
E2: Registration: 144O/Vfd D;
E1: Registration: 144Q/Nmh T;
F2: Registration: 144P/Mev M;
X3: Registration: 144Q/Irt L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | RPA | 902.178 | 1.43 | - | - | - | - | - | 47.00% | - | Aqqce | - | 225v | 225 | 4.00% | 3.954% | 10.50536 |
| Y | NMR | 83.622 | 3.17 | - | - | - | - | - | 90.00% | - | Ksorf | Acjqa | G+200 | 425 | 5.99% | 5.965% | 66.35484 |
Tranche Comments
L: Registration: 144G/Xhh Q;
Y: Registration: 144H/Hpr G;