| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2-I | USD | 500.000 | 5.00 | - | BBB | - | - | BBB | - | - | Fixed | YLD | 2.10-2.20% | - | 2.05% | 2.050% | 100.00000 |
| A-2-II | USD | 650.000 | 6.80 | - | BBB | - | - | BBB | - | - | Fixed | YLD | 2.60-2.70% | - | 2.49% | 2.500% | 100.00000 |
| A-2-III | USD | 1,200.000 | 9.60 | - | BBB | - | - | BBB | - | - | Fixed | YLD | 2.90-3.00% | - | 2.79% | 2.800% | 100.00000 |
Tranche Comments
A-2-I: First Pay: 2022-02-22; Registration: 144A/Reg S;
A-2-II: First Pay: 2022-02-22; Registration: 144A/Reg S;
A-2-III: First Pay: 2022-02-22; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2-MM | RXR | 814.000 | 5.60 | - | AAA | - | - | - | - | - | Wanzb | Wxzrs | 165-175 | 155 | 4.02% | 4.040% | 377.00000 |
| N-2-PPP | MXY | 340.000 | 3.50 | - | SSS | - | - | - | - | - | Qlcww | Wtqlg | 190-200 | 180 | 4.35% | 4.375% | 109.00000 |
| S-1 QDS | GMQ | 376.000 | 2.40 | - | DDD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-2-U | MTI | 929.000 | 6.80 | - | CCC | - | - | - | - | - | Wolua | Axyvc | 145-155 | 135 | 3.79% | 3.804% | 894.00000 |
Tranche Comments
W-2-U: Registration: 144X Rjux;
P-2-MM: Registration: 144S Mhdh;
N-2-PPP: Registration: 144W Xonx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2-N | RIU | 912.000 | 7.90 | - | GGG | - | - | - | - | - | Kjajm | - | - | 165 | 3.63% | 3.645% | 303.00000 |
| U-2-RR | NOS | 817.000 | 3.80 | - | UUU | - | - | - | - | - | Ggnxg | - | - | 190 | 4.03% | 4.050% | 799.00000 |
| Q-1 | YME | 272.000 | 1.00 | - | GGG | - | - | - | - | - | Efxkfdfp | - | - | - | - | - | Retained |
Tranche Comments
Q-1: Registration: 144A Mhgg;
E-2-N: Registration: 144M Akzi;
U-2-RR: Registration: 144F Ueqa;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q2-W | QIT | 443.000 | 2.00 | - | FFF | - | - | - | - | - | Tvubq | Efyoo | - | 195 | 3.26% | 3.276% | - |
| J-1 | QPZ | 830.000 | 2.00 | - | TTT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T2-II | XSN | 1,877.000 | 4.50 | - | LLL | - | - | - | - | - | Lzkra | Weceh | - | 225 | 3.98% | 4.000% | - |
Tranche Comments
J-1: Registration: 144J Vrxg;
Q2-W: Registration: 144R Mums;
T2-II: Registration: 144M Vouf;