| 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 |
|---|
| I-2 | MWU | 58.900 | 6.60 | - | UUU | BBB | - | - | - | - | Ogxgw | QRUA | - | 36 | - | 3.075% | - |
| H | GEJ | 89.410 | 4.62 | - | S | V | - | - | - | - | Fmkys | Aonhj | - | 85 | - | 3.732% | - |
| N | LXP | 2.240 | 8.84 | - | JJJ | QQQ | - | - | - | - | Xjyrw | Knczd | - | 115 | - | 4.033% | - |
| A-3 | AYF | 20.860 | 7.90 | - | WWW | CCC | - | - | - | - | Ucvoi | Bltec | - | 55 | - | 3.386% | - |
| S | AZD | 64.500 | 5.55 | - | OO | BB | - | - | - | - | Vkxwk | Ftlec | - | 70 | - | 3.569% | - |
| I-1 | NOZ | 42.200 | 8.35 | - | D-1+ | P1+ | - | - | - | - | Qfqgx | OVW | - | - | - | 2.550% | - |
| T | MOB | 3.540 | 1.84 | - | MM | WW | - | - | - | - | Gcxfe | Irefp | - | 220 | - | 5.083% | - |
Tranche Comments
I-1: Registration: 144Q Fqkq;
I-2: Registration: 144L Htpi;
A-3: Registration: 144Q Hmpk;
S: Registration: 144E Lotm;
H: Registration: 144G Dcxm;
N: Registration: 144H Yija;
T: Registration: 144M Xkpv;
Pricing Speed
4% NNJ xc Nqww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | RWO | 6.150 | 6.90 | - | PPP | - | TTT | - | - | - | Srxgl | - | - | - | - | - | - |
| A | MCU | 4.570 | 3.30 | - | VV | - | YY | - | - | - | Xpnup | - | - | - | - | - | - |
| I1 | LNG | 64.000 | 4.37 | G1 | - | - | J-1 I | - | - | - | Vwocw | 1iT | - | 10 | - | 0.440% | - |
| S2 | KLU | 53.170 | 9.65 | - | JJJ | - | FFF | - | - | - | Hafiy | XMBZ | - | 145 | - | 2.460% | - |
| F | VHU | 9.810 | 1.10 | - | SSS | - | II | - | - | - | Wanuz | - | - | 145 | - | - | - |
Tranche Comments
I1: Registration: 144R Swgp;
S2: Registration: 144Z Hduj;
A: Registration: 144S Erqo;
F: Registration: 144K Wnbu;
B: Registration: 144Y Nqas;