| 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 |
|---|
| P | CJR | 38.723 | 5.36 | - | - | - | C | H | - | - | Rtueq | Smjkv | 110-120 | 100 | 1.39% | 1.395% | 71.43145 |
| A-1 | ZQC | 893.400 | 7.50 | - | - | - | CCC | KKK | - | - | Jhqqa | PUTE | 37-40 | 35 | 0.50% | 0.501% | 32.89753 |
| K | KEW | 76.977 | 6.60 | - | - | - | YYY | VVV | - | - | Isxjm | Cemfz | 140-150 | 130 | 1.69% | 1.703% | 34.36741 |
| M | HHA | 76.942 | 2.20 | - | - | - | VV | JJ | - | - | Pkgqu | Abdao | 415-425 | 400 | 4.36% | 4.403% | 23.69464 |
| O | ZSY | 62.480 | 2.10 | - | - | - | GG | GG | - | - | Ulckd | Bermh | 95-105 | 85 | 1.21% | 1.218% | 11.78701 |
| B-2 | LRQ | 73.950 | 2.89 | - | - | - | MMM | LLL | - | - | Hmvjd | BDJI | 55w | 52 | 0.74% | 0.749% | 33.77765 |
Tranche Comments
A-1 : First Pay: 2021-06-15; Registration: 144B/Yuz N;
B-2: First Pay: 2021-06-15; Registration: 144D/Pxr U;
O: First Pay: 2021-06-15; Registration: 144B/Bnw P;
P: First Pay: 2021-06-15; Registration: 144M/Brz B;
K: First Pay: 2021-06-15; Registration: 144X/Zhl G;
M: First Pay: 2021-06-15; Registration: 144D Qgjn;