| 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 |
|---|
| G-2-KKK | AOA | 902.000 | 2.10 | - | RRR | - | - | - | - | - | Fopui | Yjttv | 190-200 | 180 | 4.35% | 4.375% | 976.00000 |
| L-1 EIP | WMR | 105.000 | 1.50 | - | RRR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2-M | HTU | 759.000 | 7.30 | - | YYY | - | - | - | - | - | Omtvd | Defci | 145-155 | 135 | 3.79% | 3.804% | 887.00000 |
| D-2-ZZ | IMG | 133.000 | 7.20 | - | GGG | - | - | - | - | - | Eurwm | Pznmz | 165-175 | 155 | 4.02% | 4.040% | 248.00000 |
Tranche Comments
A-2-M: Registration: 144B Qtpp;
D-2-ZZ: Registration: 144X Cpaj;
G-2-KKK: Registration: 144T Vknx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | MJX | 540.000 | 9.00 | - | FFF | - | - | - | - | - | Usngstjp | - | - | - | - | - | Retained |
| R-2-D | OYF | 842.000 | 7.40 | - | TTT | - | - | - | - | - | Dfumq | - | - | 165 | 3.63% | 3.645% | 559.00000 |
| C-2-HH | MKR | 455.000 | 1.70 | - | LLL | - | - | - | - | - | Yaxrj | - | - | 190 | 4.03% | 4.050% | 696.00000 |
Tranche Comments
T-1: Registration: 144C Ibhz;
R-2-D: Registration: 144P Bacd;
C-2-HH: Registration: 144M Nvth;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2-M | BWE | 924.000 | 4.00 | - | JJJ | - | - | - | - | - | Cnjwc | Qyevm | - | 195 | 3.26% | 3.276% | - |
| F2-CC | ZLX | 8,995.000 | 8.10 | - | UUU | - | - | - | - | - | Lillz | Aguxf | - | 225 | 3.98% | 4.000% | - |
| C-1 | HRW | 180.000 | 9.00 | - | JJJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1: Registration: 144X Urde;
X2-M: Registration: 144N Ozdg;
F2-CC: Registration: 144V Gziw;