Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 110.610 | 3.27 | - | AAA | AAA | - | - | 66.10% | - | Fixed | I-Curve | 170a | 163 | 4.73% | 4.779% | 99.99390 |
B | USD | 65.636 | 3.27 | - | A | A | - | - | 44.50% | - | Fixed | I-Curve | 205-215 | 195 | 5.04% | 5.099% | 99.98366 |
C | USD | 69.281 | 3.27 | - | BBB | BBB | - | - | 21.70% | - | Fixed | I-Curve | 340-350 | 330 | 6.36% | 6.449% | 99.98876 |
D | USD | 29.473 | 3.27 | - | BB- | BB | - | - | 12.00% | - | Fixed | I-Curve | 625-650 | 625 | 9.22% | 9.399% | 99.99991 |
Tranche Comments
A: First Pay: 2022-08-22; Registration: 144A/Reg S;
B: First Pay: 2022-08-22; Registration: 144A/Reg S;
C: First Pay: 2022-08-22; Registration: 144A/Reg S;
D: First Pay: 2022-08-22; Registration: 144A Only;
Pricing Speed
15% CPR to 10% call
AllReportsSurveillanceOther