| 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 |
|---|
| N-2 | OYW | 10.000 | 2.90 | - | - | - | - | - | 83.00% | - | Twyqd | GCT | - | - | 5.25% | 7.500% | 70.81332 |
| X-1 | PQZ | 402.000 | 3.22 | - | - | - | - | - | 77.00% | - | Jyhxc | KHS | - | - | 4.25% | 5.500% | 48.83308 |
Tranche Comments
X-1: First Pay: 2022-06-30; Registration: 144Y/Pbl K;
N-2: First Pay: 2022-06-30; Registration: 144U/Onm W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | AZO | 52.000 | 1.20 | - | - | - | - | - | 49.00% | - | Honta | SUR | 3.125% | - | 3.10% | 3.125% | 87.70670 |
| G-1 | KUX | 73.000 | 2.90 | - | - | - | - | - | 5.00% | - | - | - | - | - | - | - | Retained |
| F-1 | TYQ | 727.000 | 8.10 | - | - | - | - | - | 53.00% | - | Aggmt | HJF | 2.250% | - | 2.24% | 2.250% | 28.31806 |
Tranche Comments
F-1: First Pay: 2021-10-29; Registration: 144H/Nrg D;
G-2: First Pay: 2021-10-29; Registration: 144Y/Yoc C;
G-1: First Pay: 2021-10-29; Registration: 144M/Npp F;