| 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 |
|---|
| G-1 | YNN | 138.450 | 4.69 | - | JJJ | - | - | KKK | - | - | Cpgco | Guwbs | 100q | 97 | 2.03% | 1.988% | 69.67342 |
| W-2 | OLO | 17.937 | 3.62 | - | RR | - | - | BB+ | - | - | Tyitq | Pxjxo | 135q | 130 | 2.37% | 2.318% | 18.44214 |
| N-3 | HCW | 48.240 | 7.43 | - | V | - | - | X | - | - | Nzonj | Yieaj | 155u | 155 | 2.63% | 2.568% | 72.31907 |
| J-1 | QHF | 79.750 | 2.60 | - | WWW | - | - | XXX+ | - | - | Cptpl | Wlbhs | 210a | 210 | 3.45% | 3.424% | 94.65697 |
Tranche Comments
G-1: First Pay: 2022-01-25; Registration: 144Y/Lfw B;
W-2: First Pay: 2022-01-25; Registration: 144I/Uul Q;
N-3: First Pay: 2022-01-25; Registration: 144H/Ybn I;
J-1: First Pay: 2022-01-25; Registration: 144C/Vku O;
Pricing Speed
20% XJN uh 30% houzhfyp wzgzoouzhf