Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 220.819 | 4.93 | Aaa | - | - | - | AAA | 52.49% | - | Fixed | I-Curve | 160-165 | 155 | 4.45% | 4.448% | 99.99618 |
B | USD | 65.485 | 4.93 | Aa3 | - | - | - | AA | 38.40% | - | Fixed | I-Curve | 205-210 | 210 | 5.00% | 4.998% | 99.99842 |
C | USD | 27.412 | 4.93 | A3 | - | - | - | A+ | 32.50% | - | Fixed | I-Curve | 230-235 | 230 | 5.20% | 5.198% | 99.99802 |
D | USD | 35.026 | 4.93 | Baa3 | - | - | - | A- | 24.97% | - | Fixed | I-Curve | 315-325 | 315 | 6.04% | 6.048% | 99.99669 |
Tranche Comments
A: First Pay: 2022-09-19; Registration: 144A/Reg S;
B: First Pay: 2022-09-19; Registration: 144A/Reg S;
C: First Pay: 2022-09-19; Registration: 144A/Reg S;
D: First Pay: 2022-09-19; Registration: 144A/Reg S;
Risk Retention
US - Yes, EU - Yes (Class F Horizontal)
AllReportsSurveillanceOther