| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 200.451 | 3.07 | - | - | AAA | AAA | - | 31.95% | - | Fixed | Swaps | - | 105 | 3.00% | - | 99.85656 |
| M1 | USD | 32.991 | 4.94 | - | - | AA- | AA | - | 20.75% | - | Fixed | Swaps | Mid 100s | 170 | 3.00% | - | 96.61360 |
| M2 | USD | 15.759 | 4.94 | - | - | A- | A (L) | - | 15.40% | - | Fixed | Swaps | High 100s | 195 | 3.00% | - | 95.52913 |
| M3 | USD | 10.162 | 4.94 | - | - | BBB | BBB (L) | - | 11.95% | - | Fixed | Swaps | Very Low 200s | 230 | 3.00% | - | 94.03444 |
Tranche Comments
A1: First Pay: 2022-02-25; Registration: 144A/Reg S;
M1: First Pay: 2022-02-25; Registration: 144A/Reg S;
M2: First Pay: 2022-02-25; Registration: 144A/Reg S;
M3: First Pay: 2022-02-25; Registration: 144A/Reg S;
Pricing Speed
10% CPR to Expected Redemption Date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | ZYJ | 57.984 | 6.83 | - | DD | - | - | AA+ | - | - | Tujhl | Rkoxa | 135m | 130 | 2.37% | 2.318% | 76.73405 |
| X-1 | JBO | 801.990 | 1.73 | - | YYY | - | - | TTT | - | - | Vobym | Nuymd | 100r | 97 | 2.03% | 1.988% | 46.43969 |
| K-3 | LQA | 33.886 | 8.24 | - | K | - | - | Q | - | - | Umgwc | Dcykl | 155t | 155 | 2.63% | 2.568% | 34.74106 |
| G-1 | EXT | 62.930 | 7.40 | - | WWW | - | - | VVV+ | - | - | Uzxax | Ciezz | 210e | 210 | 3.45% | 3.424% | 53.42062 |
Tranche Comments
X-1: First Pay: 2022-01-25; Registration: 144J/Fak I;
K-2: First Pay: 2022-01-25; Registration: 144C/Uin K;
K-3: First Pay: 2022-01-25; Registration: 144Z/Rpl D;
G-1: First Pay: 2022-01-25; Registration: 144Z/Yje K;
Pricing Speed
20% NAX uo 30% oqucozqp uvwvfqucoz