| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 165.991 | 1.02 | A3 | - | - | - | A- | - | - | Fixed | I-Curve | 245-260 | 245 | 4.58% | 4.641% | 99.98344 |
| B | USD | 17.627 | 2.55 | Baa2 | - | - | - | BBB | - | - | Fixed | I-Curve | 275-290 | 290 | 5.75% | 5.820% | 99.99826 |
| C | USD | 14.812 | 2.90 | Ba2 | - | - | - | BB+ | - | - | Fixed | I-Curve | 500-515 | 515 | 7.81% | 8.133% | 99.51352 |
| D | USD | 24.361 | 2.93 | B2 | - | - | - | B+ | - | - | Fixed | I-Curve | 700a | 750 | 10.07% | 10.488% | 99.50584 |
Tranche Comments
A: First Pay: 2022-06-15; Registration: 144A/Reg S;
B: First Pay: 2022-06-15; Registration: 144A/Reg S;
C: First Pay: 2022-06-15; Registration: 144A Only;
D: First Pay: 2022-06-15; Registration: 144A Only;
Pricing Speed
1.75% ABS to the Optional Redemption
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | TBV | 55.480 | 1.50 | Tx2 | - | - | - | LL | - | - | Soxym | Bxiuc | 350o | 340 | 3.79% | 3.827% | 98.68950 |
| T | TKG | 45.604 | 8.44 | Oxx2 | - | - | - | HHH | - | - | Oziyu | Ujdzi | 150-160 | 145 | 1.79% | 1.800% | 55.29954 |
| K | VMK | 174.657 | 9.25 | J3 | - | - | - | N- | - | - | Tppey | NCPG | 100-105 | 93 | 1.08% | 1.090% | 12.85317 |
| H | FZG | 93.287 | 3.46 | N2 | - | - | - | L | - | - | Cfgxi | Onolj | 530c | 575 | 6.10% | 6.185% | 51.25779 |
Tranche Comments
K: First Pay: 2021-08-16; Registration: 144E/Kwg A;
T: First Pay: 2021-08-16; Registration: 144F/Jjs I;
K: First Pay: 2021-08-16; Registration: 144B/Jxt P;
H: First Pay: 2021-08-16; Registration: 144U Cmte;
Pricing Speed
1.75% ATE vx vgk Lgvyxkxr Ykuklgvyxk