| 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 |
|---|
| K-1 ZSG | FPM | 562.000 | 6.50 | - | MMM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2-PPP | ILA | 340.000 | 7.10 | - | HHH | - | - | - | - | - | Jbtyy | Dvols | 190-200 | 180 | 4.35% | 4.375% | 225.00000 |
| L-2-U | WHK | 120.000 | 9.10 | - | BBB | - | - | - | - | - | Znuwx | Woixw | 145-155 | 135 | 3.79% | 3.804% | 431.00000 |
| C-2-LL | ZGN | 894.000 | 9.10 | - | HHH | - | - | - | - | - | Muzpn | Gyexl | 165-175 | 155 | 4.02% | 4.040% | 626.00000 |
Tranche Comments
L-2-U: Registration: 144N Bvvu;
C-2-LL: Registration: 144T Jefd;
D-2-PPP: Registration: 144Z Rplj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2-V | MNK | 837.000 | 2.20 | - | WWW | - | - | - | - | - | Conai | - | - | 165 | 3.63% | 3.645% | 845.00000 |
| X-2-QQ | GAD | 870.000 | 3.40 | - | QQQ | - | - | - | - | - | Igtnd | - | - | 190 | 4.03% | 4.050% | 356.00000 |
| C-1 | CQX | 636.000 | 1.00 | - | SSS | - | - | - | - | - | Cvgqvthx | - | - | - | - | - | Retained |
Tranche Comments
C-1: Registration: 144U Xghr;
S-2-V: Registration: 144V Kclk;
X-2-QQ: Registration: 144W Dpzd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2-I | FNX | 332.000 | 3.00 | - | YYY | - | - | - | - | - | Oastb | Mvtiz | - | 195 | 3.26% | 3.276% | - |
| E-1 | ISZ | 797.000 | 8.00 | - | AAA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O2-GG | CIP | 3,415.000 | 2.90 | - | SSS | - | - | - | - | - | Igywb | Bgvqm | - | 225 | 3.98% | 4.000% | - |
Tranche Comments
E-1: Registration: 144L Bitr;
Y2-I: Registration: 144Q Getr;
O2-GG: Registration: 144G Xqfx;