| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2-I | USD | 150.000 | 5.00 | - | BBB | - | - | BBB | - | - | Fixed | Swaps | - | 215 | 4.08% | 4.098% | 100.00000 |
| A-2-II | USD | 450.000 | 6.90 | - | BBB | - | - | BBB | - | - | Fixed | YLD | - | - | 4.10% | 4.125% | 100.00000 |
| A-2-III | USD | 175.000 | 9.60 | - | BBB | - | - | BBB | - | - | Fixed | YLD | - | - | 4.35% | 4.375% | 100.00000 |
Tranche Comments
A-2-I: First Pay: 2022-04-30; Registration: 144A/Reg S;
A-2-II: First Pay: 2022-04-30; Registration: 144A/Reg S;
A-2-III: First Pay: 2022-04-30; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2-YY | GLI | 166.000 | 7.60 | - | EEE | - | - | ZZZ | - | - | Wczee | ECV | 5.00%g | - | 4.85% | 4.875% | 497.00000 |
| A-2-L | NLS | 528.000 | 8.00 | - | VVV | - | - | PPP | - | - | Hoqzw | WXL | 3.75%h | - | 3.61% | 3.625% | 934.00000 |
Tranche Comments
A-2-L: Registration: 144W Nrhy;
N-2-YY: Registration: 144F Drzl;