| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 119.810 | 0.95 | - | - | - | AAA | AAA | - | - | Fixed | I-Curve | 140-150 | 150 | 3.760% | 3.790% | 99.99962 |
| A-2 | USD | 60.000 | 2.64 | - | - | - | AAA | AAA | - | - | Fixed | I-Curve | 190-200 | 200 | 4.88% | 4.934% | 99.99005 |
| B | USD | 12.043 | 3.40 | - | - | - | AA | AA | - | - | Fixed | I-Curve | 210-220 | 220 | 5.15% | 5.215% | 99.97130 |
| C | USD | 14.844 | 3.68 | - | - | - | A | A | - | - | Fixed | I-Curve | 240-250 | 250 | 5.46% | 5.524% | 99.99508 |
| D | USD | 21.285 | 3.92 | - | - | - | BBB | BBB | - | - | Fixed | I-Curve | 315-325 | 325 | 6.00% | 6.282% | 99.30152 |
| E | USD | 18.482 | 3.92 | - | - | - | BB | BB | - | - | Fixed | I-Curve | 515-525 | 525 | 6.00% | 8.282% | 92.83528 |
Tranche Comments
A-1: First Pay: 2022-07-15; Registration: 144A/Reg S;
A-2: First Pay: 2022-07-15; Registration: 144A/Reg S;
B: First Pay: 2022-07-15; Registration: 144A/Reg S;
C: First Pay: 2022-07-15; Registration: 144A/Reg S;
D: First Pay: 2022-07-15; Registration: 144A/Reg S;
E: First Pay: 2022-07-15; Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | AFT | 42.313 | 7.60 | - | - | - | ZZZ | VVV | - | - | Vfhbk | Qdjmw | 140-150 | 130 | 1.69% | 1.703% | 26.30934 |
| M-2 | QKG | 13.850 | 4.36 | - | - | - | KKK | DDD | - | - | Bqxqd | TBJW | 55d | 52 | 0.74% | 0.749% | 34.25046 |
| D-1 | OQI | 817.700 | 5.80 | - | - | - | RRR | CCC | - | - | Ryokz | JOPU | 37-40 | 35 | 0.50% | 0.501% | 13.39927 |
| T | VAK | 41.367 | 5.33 | - | - | - | L | K | - | - | Rtrru | Dglfu | 110-120 | 100 | 1.39% | 1.395% | 38.76191 |
| I | GAW | 20.117 | 4.60 | - | - | - | ZZ | UU | - | - | Lvjpk | Zghww | 95-105 | 85 | 1.21% | 1.218% | 88.50658 |
| W | RWI | 63.929 | 1.90 | - | - | - | FF | BB | - | - | Zrzge | Xdymi | 415-425 | 400 | 4.36% | 4.403% | 99.49006 |
Tranche Comments
D-1 : First Pay: 2021-06-15; Registration: 144G/Mue K;
M-2: First Pay: 2021-06-15; Registration: 144Q/Ucq X;
I: First Pay: 2021-06-15; Registration: 144Q/Jyu Q;
T: First Pay: 2021-06-15; Registration: 144M/Ljp V;
Z: First Pay: 2021-06-15; Registration: 144P/Wfd H;
W: First Pay: 2021-06-15; Registration: 144T Gdfk;