| 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 |
|---|
| H-2-I | JIV | 266.000 | 5.90 | - | NNN | - | - | - | - | - | Csaxd | Kykyf | 145-155 | 135 | 3.79% | 3.804% | 372.00000 |
| E-2-FF | KUY | 796.000 | 3.20 | - | GGG | - | - | - | - | - | Bakgg | Vhkoz | 165-175 | 155 | 4.02% | 4.040% | 392.00000 |
| Y-2-NNN | LED | 375.000 | 2.90 | - | EEE | - | - | - | - | - | Zvcem | Oexio | 190-200 | 180 | 4.35% | 4.375% | 440.00000 |
| M-1 RJO | WSP | 309.000 | 2.80 | - | YYY | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-2-I: Registration: 144Y Hwmm;
E-2-FF: Registration: 144Z Ugkk;
Y-2-NNN: Registration: 144D Uvdl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | GKN | 337.000 | 7.00 | - | VVV | - | - | - | - | - | Xzqozpbl | - | - | - | - | - | Retained |
| Z-2-YY | EGY | 251.000 | 8.90 | - | YYY | - | - | - | - | - | Gjqpr | - | - | 190 | 4.03% | 4.050% | 333.00000 |
| J-2-E | RJG | 294.000 | 2.30 | - | TTT | - | - | - | - | - | Kogtj | - | - | 165 | 3.63% | 3.645% | 421.00000 |
Tranche Comments
V-1: Registration: 144F Tgrh;
J-2-E: Registration: 144K Xufv;
Z-2-YY: Registration: 144P Zers;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G2-JJ | QLI | 3,827.000 | 8.40 | - | LLL | - | - | - | - | - | Wftzb | Pfjrf | - | 225 | 3.98% | 4.000% | - |
| H2-J | TOI | 257.000 | 7.00 | - | VVV | - | - | - | - | - | Azyll | Sntlv | - | 195 | 3.26% | 3.276% | - |
| G-1 | AUK | 854.000 | 3.00 | - | YYY | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: Registration: 144D Bztf;
H2-J: Registration: 144R Yfit;
G2-JJ: Registration: 144S Bpto;