| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 528.400 | 1.32 | - | - | - | AAA | - | 29.55% | - | Fixed | I-Curve | - | 225 | 3.75% | 5.384% | 98.01948 |
| M1 | USD | 65.900 | 3.15 | - | - | - | AA (L) | - | 20.69% | - | Fixed | I-Curve | - | 265 | 3.75% | 6.115% | 93.45155 |
| M2 | USD | 48.000 | 3.65 | - | - | - | A (L) | - | 14.28% | - | Fixed | I-Curve | - | 315 | 3.75% | 6.617% | 91.00237 |
| M3 | USD | 44.700 | 4.15 | - | - | - | BBB (L) | - | 8.32% | - | Fixed | I-Curve | - | 415 | 3.75% | 7.618% | 86.66485 |
Tranche Comments
A: First Pay: 2022-06-25; Registration: 144A/Reg S;
M1: First Pay: 2022-06-25; Registration: 144A/Reg S;
M2: First Pay: 2022-06-25; Registration: 144A/Reg S;
M3: First Pay: 2022-06-25; Registration: 144A/Reg S;
Risk Retention
EU/UK: Compliant (subject to investor review/determination)
AllReportsSurveillanceOther