| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 134.855 | 1.13 | - | - | - | - | A | - | - | Fixed | I-Curve | 275-300 | 325 | 5.96% | 6.042% | 99.99239 |
| B | USD | 21.517 | 3.20 | - | - | - | - | BBB | - | - | Fixed | I-Curve | 400a | 425 | 7.14% | 7.251% | 99.98938 |
| C | USD | 6.492 | 3.35 | - | - | - | - | BB | - | - | Fixed | I-Curve | - | 775 | 10.51% | 10.753% | 99.97328 |
Tranche Comments
A: First Pay: 2022-07-15; Registration: 144A/Reg S;
B: First Pay: 2022-07-15; Registration: 144A/Reg S;
C: First Pay: 2022-07-15; Registration: 144A Only;
Risk Retention
US - Yes; EU - No
Pricing Speed
15% CPR to 10% Call