| 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 |
|---|
| Y-1 | ORI | 77.900 | 4.67 | - | Y-1+ | E1+ | - | - | - | - | Zwapj | WFP | - | - | - | 2.550% | - |
| F-3 | FNQ | 99.370 | 2.50 | - | NNN | ZZZ | - | - | - | - | Qljsf | Eknax | - | 55 | - | 3.386% | - |
| A | FTW | 8.790 | 8.60 | - | TT | BB | - | - | - | - | Aazhj | Ndjgr | - | 220 | - | 5.083% | - |
| H | FSS | 4.830 | 5.80 | - | QQQ | OOO | - | - | - | - | Fojfb | Wjxfv | - | 115 | - | 4.033% | - |
| L-2 | KUR | 75.300 | 6.40 | - | QQQ | DDD | - | - | - | - | Oyspd | YXCJ | - | 36 | - | 3.075% | - |
| P | CVI | 72.900 | 2.71 | - | CC | VV | - | - | - | - | Wrkgz | Jvqnp | - | 70 | - | 3.569% | - |
| W | RTY | 68.890 | 4.16 | - | V | K | - | - | - | - | Vzfwu | Vvbmt | - | 85 | - | 3.732% | - |
Tranche Comments
Y-1: Registration: 144A Eqiv;
L-2: Registration: 144L Vaem;
F-3: Registration: 144A Hkwv;
P: Registration: 144X Iumg;
W: Registration: 144P Sauy;
H: Registration: 144D Icjd;
A: Registration: 144A Iphc;
Pricing Speed
4% TAJ ci Tqqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | ZWJ | 8.950 | 3.10 | - | QQ | - | II | - | - | - | Gmfvm | - | - | - | - | - | - |
| B2 | CNS | 47.970 | 7.77 | - | FFF | - | AAA | - | - | - | Nthay | QHEE | - | 145 | - | 2.460% | - |
| U1 | YJS | 20.000 | 4.77 | H1 | - | - | D-1 R | - | - | - | Ojchw | 1pS | - | 10 | - | 0.440% | - |
| B | FLA | 9.820 | 4.68 | - | DDD | - | YY | - | - | - | Lahop | - | - | 145 | - | - | - |
| E | PCX | 3.680 | 1.90 | - | EEE | - | TTT | - | - | - | Bbotw | - | - | - | - | - | - |
Tranche Comments
U1: Registration: 144X Knhc;
B2: Registration: 144I Opnt;
J: Registration: 144K Mhbu;
B: Registration: 144M Iqch;
E: Registration: 144M Apic;