| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1A | USD | 172.646 | 2.51 | - | - | AAA | - | AAA | 34.90% | - | Fixed | I-Curve | - | 205 | 6.88% | 6.724% | 100.08280 |
| XA | USD | 10.608 | 1.28 | - | - | NR | - | NR | - | - | Fixed | I-Curve | - | 350 | 6.00% | 8.492% | 96.80792 |
Tranche Comments
A1A: First Pay: 2023-03-27; Registration: 144A/Reg S;
XA: First Pay: 2023-03-27; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2 | GTF | 63.838 | 5.16 | - | - | CCC- | MMM (K) | - | 36.70% | - | Ykwtc | Rfhzf | 165-175 | 155 | 2.50% | 2.061% | 881.28600 |
| J1 | CQE | 474.208 | 1.37 | - | - | ZZZ | MMM | - | 16.90% | - | Huryq | XVVQ | 70c | 70 | 0.92% | 0.875% | 39.61802 |
| J2 | OXF | 18.722 | 9.41 | - | - | HH- | MM | - | 10.00% | - | Kbmij | XVZO | 80c | 80 | 1.25% | 0.975% | 648.31427 |
| O1 | MPF | 26.428 | 5.79 | - | - | L- | R | - | 87.40% | - | Mnkqz | XRLP | 95e | 90 | 1.50% | 1.075% | 630.67375 |
Tranche Comments
J1: First Pay: 2021-03-25; Registration: 144Y/Jhj X;
J2: First Pay: 2021-03-25; Registration: 144X/Ild A;
O1: First Pay: 2021-03-25; Registration: 144G/Bnw G;
A2: First Pay: 2021-03-25; Registration: 144L/Fac E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | ZCY | 354.262 | 8.37 | - | - | SSS | BBB | WWW | 79.20% | - | Nsxuvatu | 1bG | 105-110 | 105 | 1pL+90 | - | 32.29377 |
Tranche Comments
T1: First Pay: 2019-07-25; Registration: 144L/Rrx K;