| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 153.170 | 3.17 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 165a | 155 | 4.30% | 4.345% | 99.98182 |
| B | USD | 72.960 | 3.17 | Aa2 | A | - | - | - | - | - | Fixed | I-Curve | 205-210 | 200 | 4.74% | 4.795% | 99.97734 |
| C | USD | 25.710 | 3.17 | A3 | BBB | - | - | - | - | - | Fixed | I-Curve | 300-310 | 285 | 5.57% | 5.645% | 99.97212 |
| D | USD | 17.330 | 3.17 | Baa2 | BB- | - | - | - | - | - | Fixed | I-Curve | - | 610 | 8.73% | 8.895% | 99.98648 |
Tranche Comments
A: First Pay: 2022-09-26; Registration: 144A/Reg S;
B: First Pay: 2022-09-26; Registration: 144A/Reg S;
C: First Pay: 2022-09-26; Registration: 144A/Reg S;
D: First Pay: 2022-09-26; Registration: 144A/Reg S; Comments: Pre-placed;
Risk Retention
US - Yes; EU - No
AllReportsSurveillanceOther