Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A2USD100.0004.57-AAA-AAA-15.01%-Fixed--2-08bk Apr UMBS3.53.50%-99.00000
A2AUSD80.0004.57-AAA-AAA-15.01%-Fixed--2-08bk Apr UMBS3.53.50%-99.00000
A3USD79.5004.57-AAA-AAA-15.01%-Fixed--2-20bk Apr UMBS3.03.00%-96.28125
A4USD60.0012.53-AAA-AAA-15.01%-Fixed--2-20bk Apr DW3.03.00%-98.56250
A5USD20.00010.70-AAA-AAA-15.01%-Fixed--1803.00%3.948%91.92135
A11USD17.4704.57-AAA-AAA-15.01%-FloatingSOFR-115SOFR+115-99.98695
A15USD13.6784.57-AA+-AAA-11.75%-Fixed-- 4-16bk Apr UMBS3.0 3.00%-94.40625
Filings
Tranche Comments
A2: First Pay: 2022-04-25; Registration: 144A/Reg S; A2A: First Pay: 2022-04-25; Registration: 144A/Reg S; A3: First Pay: 2022-04-25; Registration: 144A/Reg S; A4: First Pay: 2022-04-25; Registration: 144A/Reg S; A5: First Pay: 2022-04-25; Registration: 144A/Reg S; A11: First Pay: 2022-04-25; Registration: 144A/Reg S; A15: First Pay: 2022-04-25; Registration: 144A/Reg S;
Risk Retention
Sponsor will retain 5% Eligible Vertical Interest (EVI) in accordance with US Credit Risk Retention Rules
Pricing Speed
15% CPR

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