| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | LVI | 242.120 | 1.50 | - | - | - | - | - | 31.00% | - | Bcpeq | MBL | 2.750% | - | 2.73% | 2.750% | 352.00000 |
| O-2 | OTJ | 17.347 | 7.30 | - | - | - | - | - | 3.16% | - | Wyfvd | JZO | 5.500% | - | 5.44% | 5.500% | 801.00000 |
Tranche Comments
U-1: First Pay: 2022-01-25; Registration: 144H/Nwx O;
O-2: First Pay: 2022-01-25; Registration: 144G/Mpl N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | RHE | 78.668 | 3.14 | - | - | - | - | - | 42.75% | - | Jfzmd | AWW | - | - | 2.49% | 2.500% | 547.00000 |
| E-2 | UYC | 95.861 | 8.30 | - | - | - | - | - | 54.63% | - | Xknso | EJI | - | - | 5.32% | 5.375% | 254.00000 |
Tranche Comments
V-1: Registration: 144N/Apt Z;
E-2: Registration: 144W/Cbt L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | BNZ | 57.940 | 7.39 | - | - | - | - | - | 64.60% | - | Enjgq | GAX | - | - | 1.99% | 2.000% | 343.00000 |
| Q-2 | ZCD | 4.444 | 8.00 | - | - | - | - | - | 76.16% | - | Onctg | PNR | - | - | 3.97% | 4.000% | 665.00000 |
Tranche Comments
I-1: Registration: 144O/Ava F;
Q-2: Registration: 144Y/Cqd T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | IMM | 39.000 | 5.40 | - | - | - | - | - | 55.89% | - | Hnqnd | WIM | 4.25-4.375% | - | 4.21% | 4.250% | 602.00000 |
| P-1 | HCN | 514.000 | 5.60 | - | - | - | - | - | 36.98% | - | Dpbyj | NSI | 2.00-2.125% | - | 1.87% | 1.875% | 622.00000 |
Tranche Comments
P-1: Registration: 144C/Hrh E;
J-2: Registration: 144B/Vpf C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | CHH | 275.000 | 7.77 | - | - | - | - | - | 12.35% | - | Krjbj | TBA | 2.000%s | - | 1.99% | 2.000% | 559.00000 |
| Z-2 | AYB | 94.000 | 1.66 | - | - | - | - | - | 63.70% | - | Floiv | RCK | 4.875%t | - | 4.83% | 4.875% | 105.00000 |
Tranche Comments
L-1: First Pay: 2021-05-25; Registration: 144F/Eck D;
Z-2: First Pay: 2021-05-25; Registration: 144W/Cqd Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | QUP | 48.000 | 3.10 | - | - | - | - | - | 65.56% | - | Mitcx | JOA | - | - | 4.83% | 4.875% | 377.00000 |
| J-1 | TSX | 594.000 | 1.38 | - | - | - | - | - | 96.36% | - | Glwsd | VBY | - | - | 1.99% | 2.000% | 743.00000 |
Tranche Comments
J-1: First Pay: 2021-05-25; Registration: 144B/Xjx P;
N-2: First Pay: 2021-05-25; Registration: 144T/Xbg G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | ZOF | 47.000 | 7.79 | - | - | - | - | - | 30.38% | - | Jsrbe | ZCG | 5.000%g | - | 4.95% | 5.000% | 377.00000 |
| J-1 | ZNH | 781.000 | 1.83 | - | - | - | - | - | 86.15% | - | Qmunf | IHZ | 2.125%i | - | 2.12% | 2.125% | 532.00000 |
Tranche Comments
J-1: First Pay: 2021-04-26; Registration: 144V/Ivt I;
U-2: First Pay: 2021-04-26; Registration: 144F/Oiv F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | CFF | 956.370 | 4.77 | - | - | - | - | - | 91.79% | - | Aqcmp | TWW | 2.250%a | - | 2.12% | 2.125% | 996.00000 |
| U-2 | JCY | 11.510 | 4.24 | - | - | - | - | - | 71.57% | - | Gtarn | SAD | 5.000%x | - | 4.95% | 5.000% | 690.00000 |
Tranche Comments
D-1: First Pay: 2021-04-26; Registration: 144P/Qyd A;
U-2: First Pay: 2021-04-26; Registration: 144Q/Vcq I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | APT | 394.000 | 4.65 | - | - | - | - | - | 58.50% | - | Xwcqb | QGE | - | - | 2.24% | 2.250% | 821.00000 |
Tranche Comments
V-1: First Pay: 2021-04-26; Registration: 144Y/Wtz Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | KVI | 77.000 | 1.78 | - | - | - | - | - | 25.13% | - | Ncqpx | FRF | - | - | 4.83% | 4.875% | 943.00000 |
| T-1 | HSG | 928.000 | 9.10 | - | - | - | - | - | 98.18% | - | Dgsov | GCP | - | - | 2.12% | 2.125% | 114.00000 |
Tranche Comments
T-1: First Pay: 2021-03-25; Registration: 144K/Vbx J;
X-2: First Pay: 2021-03-25; Registration: 144N/Vww O;