| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 358.164 | 2.06 | - | AAA | - | - | AAA | 31.75% | - | Fixed | I-Curve | - | 225 | 4.35% | 4.922% | 98.70530 |
| A-2 | USD | 38.834 | 2.06 | - | AA | - | - | A+ | 24.35% | - | Fixed | I-Curve | 315a | 330 | 4.35% | 5.954% | 96.81422 |
| A-3 | USD | 57.726 | 2.06 | - | A | - | - | A | 13.35% | - | Fixed | I-Curve | 335-340 | 375 | 4.35% | 6.438% | 95.94894 |
| M-1 | USD | 23.353 | 3.97 | - | BBB | - | - | BBB- | 8.90% | - | WAC | I-Curve | 450a | 450 | 4.35% | 7.411% | 89.58123 |
| B-1 | USD | 15.481 | 3.97 | - | BB | - | - | B+ | 5.95% | - | WAC | I-Curve | 575a | - | - | - | - |
Tranche Comments
A-1: Registration: 144A/Reg S;
A-2: Registration: 144A/Reg S;
A-3: Registration: 144A/Reg S;
M-1: Registration: 144A/Reg S;
B-1: Registration: 144A/Reg S;
Deal Comments
A-1 was priced on 6/1/2022. A-2 was priced on 6/2/2022. A-3-M-1 was priced on 6/3/2022
Pricing Speed
25% CPR to 4 year call (step up date)
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