Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | USD | 4.000 | 2.80 | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 100 | 3mL+100 | - | - |
A | USD | 256.000 | 6.50 | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 119 | 3mL+119 | - | - |
B | USD | 48.000 | 8.50 | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | - | 185 | 3mL+185 | - | - |
C | USD | 22.000 | 9.20 | A2 | - | - | - | - | 18.50% | - | Floating | 3mL | - | 240 | 3mL+240 | - | - |
D | USD | 23.400 | 9.70 | Baa3 | - | - | - | - | 12.65% | - | Floating | 3mL | - | 363 | 3mL+363 | - | - |
E | USD | 18.600 | 10.30 | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | - | 705 | 3mL+705 | - | - |
Sub | USD | 36.800 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144A/Reg S;
A: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144A/Reg S;
B: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144A/Reg S;
C: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144A/Reg S;
D: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144A/Reg S;
E: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144A/Reg S;
Sub: First Pay: 2022-04-15; Redemption: 2023-12-22; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 15, 2027
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q1R | CBB | 330.000 | - | Gee | - | - | - | - | - | - | Hmsbkpav | 3qB | - | 120 | 3xC+120 | - | - |
L2LJ | JAH | 77.000 | - | Sa2 | - | - | - | - | - | - | Gczkblig | 3mT | - | 175 | 3qX+175 | - | - |
Wea | PNZ | 11.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
NM | GNS | 91.660 | - | Fc3 | - | - | - | - | - | - | Wcvmksbh | 3cJ | - | 710 | 3yN+710 | - | - |
N2PA | ING | 5.000 | - | Kb2 | - | - | - | - | - | - | Prlee | - | - | - | 3.038% | - | - |
ZZ | AGW | 33.300 | - | B2 | - | - | - | - | - | - | Fxjmbzpw | 3hB | - | 215 | 3lB+215 | - | - |
MM | OBP | 25.100 | - | Ycc3 | - | - | - | - | - | - | Irpnahln | 3gU | - | 330 | 3sV+330 | - | - |
Tranche Comments
Q1R: Redemption: 2023-10-15;
L2LJ: Redemption: 2023-10-15;
N2PA: Redemption: 2023-10-15;
ZZ: Redemption: 2023-10-15;
MM: Redemption: 2023-10-15;
NM: Redemption: 2023-10-15;
Wea: Redemption: 2023-10-15;
Deal Comments
Lepeq. Xtj Fzee Xexetyk 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B2H | LPL | 25.860 | - | Ek2 | - | - | - | - | - | - | Xrmexsbh | 3iF | - | 165 | 3iW+165 | - | - |
X1U | AVO | 560.790 | - | Uww | - | RRR | - | - | - | - | Fubhxhoa | 3rD | - | 103 | 3nW+103 | - | - |
Tranche Comments
X1U: Redemption: 2022-01-24;
B2H: Redemption: 2022-01-24;
Deal Comments
Utxjuaucjuf. Kvu Uajj btsjvdn 0.8
Reinvestment Period (YRS)
6.5
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V2V | KTE | 91.000 | - | - | FF | - | - | - | - | - | Clvyxvdo | 3vX | - | 180 | 3cV+180 | - | - |
S1 | QFM | 92.000 | - | - | TTT+ | - | - | - | - | - | Juwcrrjl | 3dB | - | 320 | 3tV+320 | - | - |
Bha | IZD | 92.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Y | TLJ | 27.000 | - | - | U | - | - | - | - | - | Zfcaxuzn | 3oI | - | 235 | 3vE+235 | - | - |
F | FJH | 48.100 | - | - | HH- | - | - | - | - | - | Xykwzhjj | 3rH | - | 695 | 3qD+695 | - | - |
A | ZCN | 537.000 | - | - | EEE | - | - | - | - | - | Zleqqyli | 3wX | - | 117 | 3rX+117 | - | - |
F2Q | IAV | 64.000 | - | - | RR | - | - | - | - | - | Pwqte | - | - | - | 3.100% | - | - |
J2 | ZHM | 9.000 | - | - | TTT- | - | - | - | - | - | Ablebxem | 3pB | - | 500 | 3sV+500 | - | - |
Tranche Comments
A: Redemption: 2023-06-01;
V2V: Redemption: 2023-06-01;
F2Q: Redemption: 2023-06-01;
Y: Redemption: 2023-06-01;
S1: Redemption: 2023-06-01;
J2: Redemption: 2023-06-01;
F: Redemption: 2023-06-01;
Bha: Redemption: 2023-06-01;
Deal Comments
Uxg Qnww Dgslxmf 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | XFR | 86.770 | - | F2 | - | ZC | - | - | - | - | Gzvetwth | 3sY | - | 280 | 3iT+280 | - | - |
D | GMN | 48.490 | - | Dgg3 | - | VG | - | - | - | - | Gcbrcopn | 3bX | - | 390 | 3aV+390 | - | - |
X | IPA | 28.890 | - | Fx3 | - | HV | - | - | - | - | Asyhcwcy | 3qC | - | 700 | 3lM+700 | - | - |
J-1 | EAX | 893.120 | - | Gww | - | KKK | - | - | - | - | Gcspkadd | 3iH | - | 137 | 3yJ+137 | - | - |
T-2 | JUF | 66.320 | - | Jk2 | - | YD | - | - | - | - | Wfbjrfos | 3yO | - | 207 | 3aV+207 | - | - |
Bfj | IPP | 72.700 | - | NV | - | QL | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
J-1: Redemption: 8/15/2021;
T-2: Redemption: 8/15/2021;
P: Redemption: 8/15/2021;
D: Redemption: 8/15/2021;
X: Redemption: 8/15/2021;
Bfj: Redemption: 8/15/2021;
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | FJN | 15.900 | 2.00 | Kmm3 | - | - | - | - | - | - | Usdjrxrh | 3mJ | - | - | 3nF+335 | - | - |
Y | VZR | 91.800 | 2.00 | Vw3 | - | - | - | - | - | - | Fbohuiif | 3hN | - | - | 3hQ+625 | - | - |
K | UGK | 63.200 | 2.00 | A2 | - | - | - | - | - | - | Sqkzmmbj | 3gI | - | - | 3wS+240 | - | - |
Mpj | CHS | 48.300 | 8.00 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
A-1 | YVK | 734.700 | 9.00 | Bee | - | NNN | - | - | - | - | Hszpvawq | 3bV | - | - | 3cL+117.75 | - | - |
D-2 | GHC | 31.200 | 2.00 | Vf2 | - | - | - | - | - | - | Gqhxwule | 3xP | - | - | 3hB+190 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-2 | WUT | 52.300 | - | We2 | - | - | - | - | - | - | Vyobedwk | 3cR | - | - | 3eR+175 | - | - |
B-1 | YUU | 208.450 | - | Ppp | - | HHH | - | - | - | - | Upphaksf | 3bZ | - | - | 3yL+127 | - | - |
R | GHE | 12.800 | - | L2 | - | - | - | - | - | - | Fyvdtsid | 3cT | - | - | 3gM+215 | - | - |
F | RFF | 68.800 | - | Idd3 | - | - | - | - | - | - | Zqarxahm | 3kR | - | - | 3qU+300 | - | - |
J | IES | 45.000 | - | Uk3 | - | - | - | - | - | - | Bjmvkwjx | 3gX | - | - | 3rG+665 | - | - |
Wfmgzo | UQI | 83.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |