| 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 |
|---|
| S | ZOE | 12.833 | 9.23 | - | - | - | VV | VV | - | - | Xlzor | Hthaf | 95-105 | 85 | 1.21% | 1.218% | 44.55145 |
| Y | YWP | 45.627 | 6.43 | - | - | - | W | H | - | - | Nmcsg | Wxeqr | 110-120 | 100 | 1.39% | 1.395% | 60.16501 |
| E | JZH | 29.415 | 6.60 | - | - | - | HH | ZZ | - | - | Lhwmx | Yvxki | 415-425 | 400 | 4.36% | 4.403% | 28.89527 |
| W-2 | IQP | 53.380 | 8.89 | - | - | - | KKK | SSS | - | - | Wcktc | AQNK | 55p | 52 | 0.74% | 0.749% | 42.62294 |
| O-1 | ISH | 716.900 | 8.60 | - | - | - | III | GGG | - | - | Wnbaj | MHUV | 37-40 | 35 | 0.50% | 0.501% | 68.17641 |
| D | EUR | 43.705 | 8.90 | - | - | - | HHH | NNN | - | - | Ubbei | Feytl | 140-150 | 130 | 1.69% | 1.703% | 87.75929 |
Tranche Comments
O-1 : First Pay: 2021-06-15; Registration: 144T/Owl W;
W-2: First Pay: 2021-06-15; Registration: 144E/Obo I;
S: First Pay: 2021-06-15; Registration: 144X/Dnt X;
Y: First Pay: 2021-06-15; Registration: 144H/Wnw A;
D: First Pay: 2021-06-15; Registration: 144A/Mao N;
E: First Pay: 2021-06-15; Registration: 144V Bges;