| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 186.000 | 0.25 | P-1 | A-1+ | - | - | - | - | - | Fixed | I-Curve | 57-60 | 55 | 1.374% | 1.374% | 100.00000 |
| A2A | USD | 409.000 | 1.07 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 80-82 | 75 | 2.78% | 2.798% | 99.99814 |
| A2B | USD | 75.000 | 1.07 | Aaa | AAA | - | - | - | - | - | Floating | SOFR | 64-66 | 60 | SOFR+60 | - | 100.00000 |
| A3 | USD | 484.000 | 1.77 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 73-75 | 71 | 3.23% | 3.259% | 99.98792 |
| A4 | USD | 96.050 | 2.16 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 71-73 | 68 | 3.37% | 3.397% | 99.99342 |
| B | USD | 86.800 | 2.30 | Aa1 | AA+ | - | - | - | - | - | Fixed | I-Curve | 110-115 | 110 | 3.81% | 3.845% | 99.99010 |
| C | USD | 107.080 | 2.45 | Aa2 | A+ | - | - | - | - | - | Fixed | I-Curve | 150a | 145 | 4.18% | 4.224% | 99.98315 |
| D | USD | 64.900 | 2.58 | A2 | BBB | - | - | - | - | - | Fixed | I-Curve | 185-195 | 200 | 4.66% | 4.800% | 99.77527 |
Tranche Comments
A1: First Pay: 2022-05-16; Registration: Registered;
A2A: First Pay: 2022-05-16; Registration: Registered;
A2B: First Pay: 2022-05-16; Registration: Registered;
A3: First Pay: 2022-05-16; Registration: Registered;
A4: First Pay: 2022-05-16; Registration: Registered;
B: First Pay: 2022-05-16; Registration: Registered;
C: First Pay: 2022-05-16; Registration: Registered;
D: First Pay: 2022-05-16; Registration: Registered;
Risk Retention
US - Yes; EU - No
Pricing Speed
100% PPC to Maturity
AllReportsSurveillanceOther