| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 56.361 | 3.19 | - | AAA | AAA | - | - | 78.05% | - | Fixed | I-Curve | - | 165 | 4.25% | 4.296% | 99.97701 |
| B | USD | 51.981 | 3.19 | - | A | A | - | - | 55.50% | - | Fixed | I-Curve | - | 205 | 4.65% | 4.696% | 99.99817 |
| C | USD | 43.222 | 3.19 | - | BBB | BBB | - | - | 36.75% | - | Fixed | I-Curve | - | 300 | 5.58% | 5.646% | 99.99828 |
| D | USD | 62.469 | 3.19 | - | NR | BB | - | - | 9.65% | - | Fixed | I-Curve | - | 600 | 6.50% | 8.646% | 94.80231 |
| E | USD | 14.176 | 3.19 | - | NR | B | - | - | 3.50% | - | Fixed | I-Curve | - | 950 | 8.00% | 12.146% | 90.67791 |
Tranche Comments
A: First Pay: 2022-06-15; Registration: 144A/Reg S;
B: First Pay: 2022-06-15; Registration: 144A/Reg S;
C: First Pay: 2022-06-15; Registration: 144A/Reg S;
D: First Pay: 2022-06-15; Registration: 144A/Reg S;
E: First Pay: 2022-06-15; Registration: 144A/Reg S;
Pricing Speed
15% CPR, 10% Call
AllReportsSurveillanceOther