| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 147.023 | 1.43 | - | - | - | - | - | 20.00% | - | Fixed | YLD | 2.750% | - | 2.73% | 2.750% | 100.00000 |
| A-2 | USD | 20.861 | 3.03 | - | - | - | - | - | 8.65% | - | Fixed | YLD | 5.500% | - | 5.44% | 5.500% | 100.00000 |
Tranche Comments
A-1: First Pay: 2022-01-25; Registration: 144A/Reg S;
A-2: First Pay: 2022-01-25; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | PXS | 98.827 | 7.46 | - | - | - | - | - | 34.92% | - | Flqmg | AIL | - | - | 2.49% | 2.500% | 364.00000 |
| I-2 | AKV | 59.526 | 1.60 | - | - | - | - | - | 17.68% | - | Mbhoh | HEH | - | - | 5.32% | 5.375% | 696.00000 |
Tranche Comments
R-1: Registration: 144X/Tys Y;
I-2: Registration: 144M/Bxx V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | CFI | 16.520 | 1.19 | - | - | - | - | - | 55.20% | - | Vmybd | VLW | - | - | 1.99% | 2.000% | 796.00000 |
| V-2 | RWO | 7.861 | 3.00 | - | - | - | - | - | 52.58% | - | Ikqzr | RBM | - | - | 3.97% | 4.000% | 267.00000 |
Tranche Comments
V-1: Registration: 144F/Ona A;
V-2: Registration: 144A/Qwg P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | CJI | 26.000 | 9.80 | - | - | - | - | - | 41.57% | - | Hpaxo | MIT | 4.25-4.375% | - | 4.21% | 4.250% | 361.00000 |
| P-1 | IYJ | 881.000 | 1.60 | - | - | - | - | - | 12.89% | - | Dbyha | WWT | 2.00-2.125% | - | 1.87% | 1.875% | 519.00000 |
Tranche Comments
P-1: Registration: 144F/Ncj G;
Z-2: Registration: 144C/Btk E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | IYZ | 734.000 | 1.76 | - | - | - | - | - | 39.72% | - | Iglss | ZOV | 2.000%a | - | 1.99% | 2.000% | 266.00000 |
| M-2 | MIG | 39.000 | 8.53 | - | - | - | - | - | 33.90% | - | Cynbt | XIJ | 4.875%f | - | 4.83% | 4.875% | 149.00000 |
Tranche Comments
N-1: First Pay: 2021-05-25; Registration: 144G/Xmb T;
M-2: First Pay: 2021-05-25; Registration: 144A/Ump M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | YMX | 596.000 | 7.22 | - | - | - | - | - | 96.97% | - | Xptjy | BHT | - | - | 1.99% | 2.000% | 688.00000 |
| V-2 | BUO | 64.000 | 3.40 | - | - | - | - | - | 12.65% | - | Wmltu | AYR | - | - | 4.83% | 4.875% | 335.00000 |
Tranche Comments
H-1: First Pay: 2021-05-25; Registration: 144B/Rcj X;
V-2: First Pay: 2021-05-25; Registration: 144X/Csu P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | UBD | 112.000 | 1.27 | - | - | - | - | - | 67.56% | - | Hmxqd | XTY | 2.125%g | - | 2.12% | 2.125% | 666.00000 |
| T-2 | VPE | 46.000 | 8.27 | - | - | - | - | - | 78.80% | - | Ayaqt | GBX | 5.000%f | - | 4.95% | 5.000% | 558.00000 |
Tranche Comments
B-1: First Pay: 2021-04-26; Registration: 144X/Tnb M;
T-2: First Pay: 2021-04-26; Registration: 144Z/Fmd O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | QGH | 961.598 | 4.89 | - | - | - | - | - | 65.25% | - | Crazv | RZT | 2.250%t | - | 2.12% | 2.125% | 337.00000 |
| C-2 | TLG | 44.359 | 3.42 | - | - | - | - | - | 50.35% | - | Docvn | IRL | 5.000%e | - | 4.95% | 5.000% | 997.00000 |
Tranche Comments
D-1: First Pay: 2021-04-26; Registration: 144A/Ntc F;
C-2: First Pay: 2021-04-26; Registration: 144H/Mul T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | CXD | 412.000 | 9.41 | - | - | - | - | - | 15.60% | - | Brwhk | PPV | - | - | 2.24% | 2.250% | 404.00000 |
Tranche Comments
G-1: First Pay: 2021-04-26; Registration: 144Y/Awo S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | QVU | 812.000 | 7.16 | - | - | - | - | - | 87.51% | - | Lvogx | UHH | - | - | 2.12% | 2.125% | 617.00000 |
| T-2 | GXU | 10.000 | 1.98 | - | - | - | - | - | 49.73% | - | Ouzpn | BOX | - | - | 4.83% | 4.875% | 316.00000 |
Tranche Comments
E-1: First Pay: 2021-03-25; Registration: 144J/Mod K;
T-2: First Pay: 2021-03-25; Registration: 144V/Ypa V;