| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 204.737 | 1.92 | - | - | AAA | - | AAA | 20.40% | - | Fixed | EDSF | - | 110 | 2.28% | 2.205% | 99.99999 |
| A-2 | USD | 15.304 | 3.99 | - | - | AA | - | AA+ | 14.45% | - | Fixed | Swaps | - | 145 | 3.00% | 2.963% | 99.99999 |
| A-3 | USD | 11.317 | 3.99 | - | - | A | - | A+ | 10.05% | - | Fixed | Swaps | - | 172 | 3.27% | 3.233% | 99.99999 |
| M-1 | USD | 8.745 | 3.99 | - | - | BBB | - | BBB+ | 6.65% | - | Fixed | Swaps | - | 205 | 3.60% | 3.563% | 100.00000 |
| B-1 | USD | 4.887 | 3.99 | - | - | BB | - | BB+ | 4.75% | - | Fixed | Swaps | - | 300 | 3.87% | 4.513% | 97.49857 |
| B-2 | USD | 4.115 | 3.99 | - | - | B | - | B+ | 3.15% | - | Fixed | Swaps | - | 400 | 3.87% | 5.513% | 94.03488 |
Tranche Comments
A-1: First Pay: 2022-02-25; Registration: 144A/Reg S;
A-2: First Pay: 2022-02-25; Registration: 144A/Reg S;
A-3: First Pay: 2022-02-25; Registration: 144A/Reg S;
M-1: First Pay: 2022-02-25; Registration: 144A/Reg S;
B-1: First Pay: 2022-02-25; Registration: 144A/Reg S;
B-2: First Pay: 2022-02-25; Registration: 144A/Reg S;
Pricing Speed
25% CPR to the 30% Optional Redemption
AllReportsSurveillanceOther