| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 337.394 | 1.25 | - | - | - | - | AAA | 16.55% | - | Fixed | EDSF | 80-85 | 80 | 1.22% | 1.222% | 99.99996 |
| M1 | USD | 11.118 | 2.35 | - | - | - | - | AA | 13.80% | - | Fixed | Swaps | - | 125 | 2.05% | 2.060% | 99.99995 |
| M2 | USD | 14.757 | 2.35 | - | - | - | - | A | 10.15% | - | Fixed | Swaps | - | 160 | 2.40% | 2.410% | 99.99978 |
| M3 | USD | 9.906 | 2.35 | - | - | - | - | BBB | 7.70% | - | Fixed | Swaps | - | 230 | 3.09% | 3.110% | 99.99988 |
Tranche Comments
A: First Pay: 2021-12-29; Registration: 144A/Reg S;
M1: First Pay: 2021-12-29; Registration: 144A/Reg S;
M2: First Pay: 2021-12-29; Registration: 144A/Reg S;
M3: First Pay: 2021-12-29; Registration: 144A/Reg S;
Pricing Speed
100% PPS to a 20% Optional Call