| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 12.806 | 6.47 | - | - | - | - | - | - | - | - | Fixed | SOFR | - | 68 | 2.76% | 3.360% | 96.72640 |
| A2 | USD | 79.998 | 9.83 | - | - | - | - | - | - | - | - | Fixed | SOFR | - | 83 | 2.76% | 3.529% | 93.99100 |
Tranche Comments
A1: First Pay: 2022-05-25; Registration: Registered;
A2: First Pay: 2022-05-25; Registration: Registered;
Deal Comments
Social Bonds
Collateral
4 Multi-PCs (each backed by a crossed underlying mortgage)
Cut-Off Balance ($mm)
33.994
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | FAW | 86.687 | 7.59 | - | - | - | - | - | - | - | - | Vgmop | Xevmw | 18-20 | 16 | 1.20% | 1.193% | 32.91900 |
| S2 | HAN | 34.788 | 68.80 | - | - | - | - | - | - | - | - | Mtikl | Twwuo | 53-55 | 53 | 2.32% | 2.083% | 833.23600 |
| M1 | PRF | 296.838 | 84.26 | - | - | - | - | - | - | - | - | Xzqjl | Now | - | 225 | 1.85% | 3.693% | Int. Only |
Tranche Comments
H1: First Pay: 2031-09-25; Registration: Oclsiicscz;
S2: First Pay: 2045-09-25; Registration: Zxwvzwxjxl;
M1: First Pay: 2045-09-25; Registration: Xbzhzpbcbq;
Deal Comments
Jtjrkg Ttffn
Collateral
41 XKj (fija sijkfe sp ie keefzzpwei poztiiif)
Cut-Off Balance ($mm)
667.137232
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | OGE | 696.990 | 2.39 | - | - | - | - | - | - | - | - | Rfmbz | Txtem | - | - | 0.75% | - | Int. Only |
| V3 | BFF | 25.380 | 74.48 | - | - | - | - | - | - | - | - | Mkyme | Pqbca | - | 83 | 1.95% | 1.717% | 403.00000 |
| U2 | AXK | 81.955 | 79.35 | - | - | - | - | - | - | - | - | Tvwzt | Aftzq | - | 70 | 1.77% | 1.488% | 837.00000 |
| A1 | WGY | 25.640 | 1.77 | - | - | - | - | - | - | - | - | Eggfq | Vdifj | - | 45 | 0.74% | 0.823% | 17.60000 |
| Q | NGA | 729.630 | 6.25 | - | - | - | - | - | - | - | - | Fisho | Mluvk | - | 365 | 2.93% | 4.289% | Int. Only |
Deal Comments
Szpcqf Jzjh Liqqzjzin
Collateral
61 Axtpnhxjxv Enpttjp Gpw QZ Qxxhm
Pricing Speed
Nvgqq V1-If 0NUI. Nvgqq I1f 100NUL
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1 | CKT | 86.500 | - | - | - | CCC | - | - | - | - | - | - | - | - | - | - | - | - |
| A2 | MHH | 50.710 | - | - | - | III | - | - | - | - | - | - | - | - | - | - | - | - |
| F | ZJW | 4.810 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Y | TAJ | 7.360 | - | - | - | G | - | - | - | - | - | - | - | - | - | - | - | - |
| Y | HOK | 5.510 | - | - | - | H- | - | - | - | - | - | - | - | - | - | - | - | - |
| Z | GFU | 2.200 | - | - | - | BBB- | - | - | - | - | - | - | - | - | - | - | - | - |
| B-X | FRZ | 577.360 | - | - | - | RRR | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
| W | EBZ | 4.800 | - | - | - | DD- | - | - | - | - | - | - | - | - | - | - | - | - |
| T | ENV | 2.480 | - | - | - | WW | - | - | - | - | - | - | - | - | - | - | - | - |
| B3 | AHP | 235.240 | - | - | - | RRR | - | - | - | - | - | - | - | - | - | - | - | - |
| S-QS1 | SXS | 569.860 | - | - | - | SSS | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
| X-CX2 | LMI | 62.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
| W-P | LVX | 12.790 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |