| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 200.000 | 2.38 | - | - | - | - | - | 20.00% | - | Fixed | I-Curve | - | 340 | 7.55% | 7.673% | 99.99922 |
| A2 | USD | 25.000 | 2.52 | - | - | - | - | - | 10.00% | - | Fixed | I-Curve | - | 525 | 9.30% | 9.482% | 99.99942 |
| M | USD | 12.500 | 2.52 | - | - | - | - | - | 5.00% | - | Fixed | YLD | - | - | 13.42% | 13.800% | 99.99809 |
Tranche Comments
A1: First Pay: 2024-01-31; Registration: 144A/Reg S;
A2: First Pay: 2024-01-31; Registration: 144A/Reg S;
M: First Pay: 2024-01-31; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | CBL | 98.000 | 4.30 | - | - | - | - | - | 93.00% | - | Egzan | GFR | - | - | 5.25% | 7.500% | 59.97575 |
| Z-1 | KGC | 969.000 | 6.82 | - | - | - | - | - | 90.00% | - | Pgbtn | JAW | - | - | 4.25% | 5.500% | 35.76606 |
Tranche Comments
Z-1: First Pay: 2022-06-30; Registration: 144P/Zfu N;
C-2: First Pay: 2022-06-30; Registration: 144L/Gus L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | VYG | 67.000 | 3.50 | - | - | - | - | - | 61.00% | - | Yglzk | UGS | 3.125% | - | 3.10% | 3.125% | 50.17158 |
| Z-1 | ZMT | 593.000 | 5.70 | - | - | - | - | - | 76.00% | - | Ctspf | NBG | 2.250% | - | 2.24% | 2.250% | 72.89531 |
| U-1 | JHW | 86.000 | 6.10 | - | - | - | - | - | 2.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1: First Pay: 2021-10-29; Registration: 144H/Wla J;
S-2: First Pay: 2021-10-29; Registration: 144E/Isg P;
U-1: First Pay: 2021-10-29; Registration: 144F/Beg C;