Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1A | USD | 159.600 | 2.68 | - | - | - | - | - | 20.40% | - | Fixed | - | - | - | 5.25% | 5.625% | 98.88169 |
A1B | USD | 80.400 | 2.68 | - | - | - | - | - | 20.40% | - | Fixed | - | - | - | 5.75% | 6.750% | 97.40248 |
A2 | USD | 39.000 | 2.68 | - | - | - | - | - | 7.46% | - | Fixed | - | - | - | 7.25% | 8.000% | 98.02841 |
C1 | USD | 18.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
C2 | USD | 4.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
A1A: First Pay: 2022-07-25; Registration: 144A Only;
A1B: First Pay: 2022-07-25; Registration: 144A Only;
A2: First Pay: 2022-07-25; Registration: 144A Only;
C1: First Pay: 2022-07-25; Registration: 144A Only; Comments: Pre-placed;
C2: First Pay: 2022-07-25; Registration: 144A Only; Comments: Pre-placed;
Pricing Speed
25% CPR, 1% CDR, 25% Severity to Opt Redemption
AllReportsSurveillanceOther