| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 212.880 | 0.39 | - | - | F1+ | - | K1+ | - | - | Fixed | I-Curve | 100-110 | 125 | 3.372% | 3.372% | 100.00000 |
| A-2 | USD | 148.840 | 1.48 | - | - | AAA | - | AAA | - | - | Fixed | I-Curve | 155-165 | 165 | 4.53% | 4.580% | 99.99028 |
| A-3 | USD | 53.870 | 2.43 | - | - | AAA | - | AAA | - | - | Fixed | I-Curve | 200a | 200 | 5.02% | 5.082% | 99.97958 |
| B | USD | 24.690 | 2.81 | - | - | AA | - | AA+ | - | - | Fixed | I-Curve | 225a | 225 | 5.30% | 5.361% | 99.99477 |
| C | USD | 23.620 | 2.81 | - | - | A | - | A+ | - | - | Fixed | I-Curve | 275a | 282.5 | 5.86% | 5.936% | 99.99019 |
| D | USD | 27.920 | 2.81 | - | - | BBB | - | BBB | - | - | Fixed | I-Curve | 350a | 375 | 6.76% | 6.861% | 99.98773 |
Tranche Comments
A-1: First Pay: 2022-07-20; Registration: 144A/Reg S;
A-2: First Pay: 2022-07-20; Registration: 144A/Reg S;
A-3: First Pay: 2022-07-20; Registration: 144A/Reg S;
B: First Pay: 2022-07-20; Registration: 144A/Reg S;
C: First Pay: 2022-07-20; Registration: 144A/Reg S;
D: First Pay: 2022-07-20; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | TUG | 49.100 | 4.13 | - | I-1+ | C1+ | - | - | - | - | Hmouq | XVH | - | - | - | 2.550% | - |
| W | UKR | 20.160 | 5.22 | - | H | R | - | - | - | - | Awnea | Sgedm | - | 85 | - | 3.732% | - |
| I | ORK | 7.660 | 8.73 | - | HH | QQ | - | - | - | - | Gwaej | Vuqjr | - | 220 | - | 5.083% | - |
| Z | LWN | 76.300 | 6.40 | - | RR | BB | - | - | - | - | Xlyvv | Ajyqb | - | 70 | - | 3.569% | - |
| R | KXL | 7.700 | 8.63 | - | MMM | LLL | - | - | - | - | Vzmxo | Jccuq | - | 115 | - | 4.033% | - |
| L-2 | XRH | 71.200 | 2.60 | - | NNN | DDD | - | - | - | - | Cwzlj | GCOF | - | 36 | - | 3.075% | - |
| D-3 | VAH | 59.420 | 1.50 | - | YYY | DDD | - | - | - | - | Uuiea | Kxvnq | - | 55 | - | 3.386% | - |
Tranche Comments
H-1: Registration: 144I Jvqb;
L-2: Registration: 144Q Agpf;
D-3: Registration: 144K Xkbr;
Z: Registration: 144L Vbac;
W: Registration: 144P Ysxn;
R: Registration: 144J Licm;
I: Registration: 144S Htub;
Pricing Speed
4% DHA cs Djuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | QRA | 6.780 | 3.58 | - | TTT | - | FF | - | - | - | Oqfqa | - | - | 145 | - | - | - |
| Z | FTM | 3.580 | 7.80 | - | EE | - | TT | - | - | - | Wlthq | - | - | - | - | - | - |
| C1 | HPG | 93.000 | 8.69 | Z1 | - | - | W-1 V | - | - | - | Orgzt | 1fC | - | 10 | - | 0.440% | - |
| H2 | EVT | 30.500 | 6.22 | - | DDD | - | MMM | - | - | - | Kkyco | ECUH | - | 145 | - | 2.460% | - |
| P | PYI | 1.470 | 7.70 | - | HHH | - | AAA | - | - | - | Rnnpj | - | - | - | - | - | - |
Tranche Comments
C1: Registration: 144H Yxek;
H2: Registration: 144L Rfwf;
Z: Registration: 144J Pzgg;
H: Registration: 144Z Sumf;
P: Registration: 144U Mtvp;