| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 237.512 | 1.71 | - | - | AAA | AAA | - | 28.35% | - | Fixed | EDSF | 185 | 185 | 4.00% | 4.356% | 99.20878 |
| A2 | USD | 22.542 | 3.99 | - | - | AA | AA (H) | - | 21.55% | - | WAC | Swaps | 225 | 225 | - | 4.899% | 96.82662 |
| A3 | USD | 17.734 | 3.99 | - | - | A | A (H) | - | 16.20% | - | WAC | Swaps | 250a | 300 | - | 5.649% | 94.25056 |
| M1 | USD | 18.895 | 3.99 | - | - | BBB- | BBB | - | 10.50% | - | Fixed | Swaps | 350a | - | - | - | - |
| B1 | USD | 10.111 | 3.99 | - | - | BB- | BB (H) | - | 7.45% | - | WAC | Swaps | 475a | 525 | - | 7.899% | 86.99665 |
Tranche Comments
A1: First Pay: 2022-04-25; Registration: 144A/Reg S;
A2: First Pay: 2022-04-25; Registration: 144A/Reg S;
A3: First Pay: 2022-04-25; Registration: 144A/Reg S;
M1: First Pay: 2022-04-25; Registration: 144A/Reg S;
B1: First Pay: 2022-04-25; Registration: 144A/Reg S;
Pricing Speed
25% CPR to 4-year call (coupon step-up date)