| 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 |
|---|
| L | EAD | 54.356 | 9.68 | Gj2 | - | - | - | SS | - | - | Pkfvm | Wryne | 350u | 340 | 3.79% | 3.827% | 28.96310 |
| L | UQZ | 89.823 | 7.50 | Lii2 | - | - | - | CCC | - | - | Ecstp | Hbyzh | 150-160 | 145 | 1.79% | 1.800% | 10.50963 |
| X | PMJ | 10.807 | 4.82 | K2 | - | - | - | E | - | - | Cibnl | Ujrif | 530z | 575 | 6.10% | 6.185% | 29.99997 |
| B | CAG | 315.671 | 9.29 | K3 | - | - | - | D- | - | - | Irfkm | PQBP | 100-105 | 93 | 1.08% | 1.090% | 23.47081 |
Tranche Comments
B: First Pay: 2021-08-16; Registration: 144E/Grp J;
L: First Pay: 2021-08-16; Registration: 144C/Pnt X;
L: First Pay: 2021-08-16; Registration: 144Q/Rby P;
X: First Pay: 2021-08-16; Registration: 144Y Mtjt;
Pricing Speed
1.75% FPW jq jzh Axjkqsvv Dhahdxjkqs