| 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 |
|---|
| H2 | BLM | 92.981 | 2.95 | - | - | GG- | LL | - | 76.00% | - | Cnjox | WJLC | 80m | 80 | 1.25% | 0.975% | 275.92816 |
| Q2 | KWO | 75.394 | 8.41 | - | - | HHH- | AAA (Q) | - | 48.80% | - | Baowk | Vtuos | 165-175 | 155 | 2.50% | 2.061% | 401.95047 |
| X1 | FCZ | 38.930 | 2.66 | - | - | C- | Z | - | 56.60% | - | Yhazc | HVDJ | 95l | 90 | 1.50% | 1.075% | 857.47355 |
| A1 | AIP | 397.123 | 4.82 | - | - | JJJ | OOO | - | 53.90% | - | Gblox | CPPG | 70o | 70 | 0.92% | 0.875% | 50.71237 |
Tranche Comments
A1: First Pay: 2021-03-25; Registration: 144D/Lbt A;
H2: First Pay: 2021-03-25; Registration: 144G/Lia U;
X1: First Pay: 2021-03-25; Registration: 144B/Cii Z;
Q2: First Pay: 2021-03-25; Registration: 144E/Djl P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | OIW | 903.963 | 5.99 | - | - | KKK | VVV | TTT | 84.20% | - | Vmmysjab | 1jP | 105-110 | 105 | 1mW+90 | - | 56.94495 |
Tranche Comments
O1: First Pay: 2019-07-25; Registration: 144L/Ila T;