| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 333.000 | 0.24 | P-1 | A-1+ | - | - | - | - | - | Fixed | I-Curve | - | 48 | 1.351% | 1.351% | 100.00000 |
| A-2a | USD | 300.000 | 0.94 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 68-70 | 62 | 2.520% | 2.541% | 99.99281 |
| A-2b | USD | 230.000 | 0.94 | Aaa | AAA | - | - | - | - | - | Floating | SOFR | 58-60 | 52 | SOFR+52 | - | 100.00000 |
| A-3 | USD | 530.000 | 2.18 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 63-65 | 57 | 3.21% | 3.234% | 99.99480 |
| A-4 | USD | 107.000 | 3.44 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 66-68 | 63 | 3.44% | 3.474% | 99.97034 |
Tranche Comments
A-1: First Pay: 2022-06-25; Registration: Registered; Comments: Pre-Placed;
A-2a: First Pay: 2022-06-25; Registration: Registered;
A-2b: First Pay: 2022-06-25; Registration: Registered;
A-3: First Pay: 2022-06-25; Registration: Registered;
A-4: First Pay: 2022-06-25; Registration: Registered;
Risk Retention
US - Yes, EU - No
Pricing Speed
1.4% ABS to 5% Cleanup Call
AllReportsSurveillanceOther