| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | USD | 63.734 | 6.12 | - | - | - | - | A- | 3.60% | - | Floating | SOFR | - | 315 | SOFR+315 | - | 100.00000 |
| M-2 | USD | 63.735 | 6.12 | - | - | - | - | A- | 2.20% | - | Floating | SOFR | - | 370 | SOFR+370 | - | 100.00000 |
| M-3 | USD | 43.249 | 6.12 | - | - | - | - | BBB | 1.25% | - | Floating | SOFR | - | 410 | SOFR+410 | - | 100.00000 |
| M-4 | USD | 31.867 | 6.12 | - | - | - | - | BB | 0.55% | - | Floating | SOFR | - | 535 | SOFR+535 | - | 100.00000 |
| M-5 | USD | 11.381 | 6.12 | - | - | - | - | B | 0.30% | - | Floating | SOFR | - | 650 | SOFR+650 | - | 100.00000 |
| B | USD | 13.658 | 16.41 | - | - | - | - | NR | - | - | Floating | SOFR | - | 850 | SOFR+850 | - | 100.00000 |
Tranche Comments
M-1: First Pay: 2022-01-25; Registration: 144A Only;
M-2: First Pay: 2022-01-25; Registration: 144A Only;
M-3: First Pay: 2022-01-25; Registration: 144A Only;
M-4: First Pay: 2022-01-25; Registration: 144A Only;
M-5: First Pay: 2022-01-25; Registration: 144A Only;
B: First Pay: 2022-01-25; Registration: 144A Only;
Pricing Speed
10% CPR and to Optional Redemption
| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | KR | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| CAX | 326.000 | 66 | Mar-12 | Vqyjpuigclou | Bnn2 | - | - | V- | Omczmiwg | Raq | 5.25% k | - | 456 | 5.25% | - | 311.00000 |
Tranche Comments
10 ea: Registration: 3(h)(2); Comments: ML$225j(uhxskhd simj ML$150j) 5.25% chj 10-ohui(6/1/30) uq 100.00, ohd 5.25%. Lhihudp G+456oh;
Use of Proceeds
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