| 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 |
|---|
| O-1 RJE | JON | 550.000 | 9.60 | - | JJJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-2-AAA | AFI | 309.000 | 2.80 | - | FFF | - | - | - | - | - | Kvtuf | Pbqwp | 190-200 | 180 | 4.35% | 4.375% | 420.00000 |
| M-2-G | TPH | 593.000 | 6.20 | - | PPP | - | - | - | - | - | Kmbuv | Iczgk | 145-155 | 135 | 3.79% | 3.804% | 373.00000 |
| F-2-DD | GCY | 318.000 | 2.40 | - | AAA | - | - | - | - | - | Yuyqd | Deuvv | 165-175 | 155 | 4.02% | 4.040% | 340.00000 |
Tranche Comments
M-2-G: Registration: 144H Irrk;
F-2-DD: Registration: 144U Dfgu;
S-2-AAA: Registration: 144B Pvev;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | RKW | 564.000 | 9.00 | - | MMM | - | - | - | - | - | Iwtawktn | - | - | - | - | - | Retained |
| P-2-D | LPP | 242.000 | 8.10 | - | PPP | - | - | - | - | - | Xlwav | - | - | 165 | 3.63% | 3.645% | 638.00000 |
| X-2-VV | PMB | 417.000 | 8.70 | - | QQQ | - | - | - | - | - | Vhbsk | - | - | 190 | 4.03% | 4.050% | 951.00000 |
Tranche Comments
Q-1: Registration: 144J Vdah;
P-2-D: Registration: 144T Uuig;
X-2-VV: Registration: 144T Kfub;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2-DD | PBX | 5,422.000 | 8.80 | - | TTT | - | - | - | - | - | Krqaa | Cfywr | - | 225 | 3.98% | 4.000% | - |
| J2-R | GTG | 904.000 | 4.00 | - | LLL | - | - | - | - | - | Wuxro | Tintr | - | 195 | 3.26% | 3.276% | - |
| O-1 | LAU | 721.000 | 1.00 | - | ZZZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1: Registration: 144S Prhx;
J2-R: Registration: 144F Audv;
L2-DD: Registration: 144R Aely;