| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | CRI | 63.326 | 6.40 | - | - | - | - | - | 3.16% | - | Ligez | PLR | 5.500% | - | 5.44% | 5.500% | 606.00000 |
| T-1 | UOK | 932.680 | 3.30 | - | - | - | - | - | 37.00% | - | Ejiuh | ZJB | 2.750% | - | 2.73% | 2.750% | 535.00000 |
Tranche Comments
T-1: First Pay: 2022-01-25; Registration: 144M/Qpb R;
T-2: First Pay: 2022-01-25; Registration: 144U/Pcc S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | LPP | 14.133 | 1.60 | - | - | - | - | - | 46.76% | - | Afsqf | SST | - | - | 5.32% | 5.375% | 692.00000 |
| R-1 | RKI | 85.189 | 3.51 | - | - | - | - | - | 34.64% | - | Abbuj | VHX | - | - | 2.49% | 2.500% | 291.00000 |
Tranche Comments
R-1: Registration: 144D/Nth T;
E-2: Registration: 144P/Apj H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | MNA | 40.312 | 2.77 | - | - | - | - | - | 41.20% | - | Cnrxa | EIF | - | - | 1.99% | 2.000% | 600.00000 |
| Q-2 | ZWZ | 8.535 | 1.00 | - | - | - | - | - | 35.96% | - | Foujz | GCA | - | - | 3.97% | 4.000% | 271.00000 |
Tranche Comments
Q-1: Registration: 144T/Bdr J;
Q-2: Registration: 144C/Lze E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | FRC | 43.000 | 2.90 | - | - | - | - | - | 38.82% | - | Ghjrv | IWI | 4.25-4.375% | - | 4.21% | 4.250% | 459.00000 |
| S-1 | YIM | 189.000 | 1.30 | - | - | - | - | - | 63.54% | - | Kjplz | CBO | 2.00-2.125% | - | 1.87% | 1.875% | 926.00000 |
Tranche Comments
S-1: Registration: 144G/Iun L;
B-2: Registration: 144P/Qex U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | RWP | 220.000 | 7.13 | - | - | - | - | - | 97.13% | - | Vwnij | JXC | 2.000%s | - | 1.99% | 2.000% | 538.00000 |
| I-2 | HEA | 75.000 | 8.94 | - | - | - | - | - | 54.40% | - | Psmve | IVN | 4.875%j | - | 4.83% | 4.875% | 249.00000 |
Tranche Comments
W-1: First Pay: 2021-05-25; Registration: 144P/Wky B;
I-2: First Pay: 2021-05-25; Registration: 144F/Kvo V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | XZU | 773.000 | 1.53 | - | - | - | - | - | 27.71% | - | Dfifl | YHR | - | - | 1.99% | 2.000% | 500.00000 |
| H-2 | WCQ | 15.000 | 7.70 | - | - | - | - | - | 15.37% | - | Nbssh | XQC | - | - | 4.83% | 4.875% | 722.00000 |
Tranche Comments
J-1: First Pay: 2021-05-25; Registration: 144N/Zqv G;
H-2: First Pay: 2021-05-25; Registration: 144H/Rld O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | ZFD | 46.000 | 9.32 | - | - | - | - | - | 69.89% | - | Slgsk | BCX | 5.000%a | - | 4.95% | 5.000% | 884.00000 |
| R-1 | GHF | 403.000 | 7.80 | - | - | - | - | - | 63.59% | - | Dxlmx | NNQ | 2.125%u | - | 2.12% | 2.125% | 854.00000 |
Tranche Comments
R-1: First Pay: 2021-04-26; Registration: 144V/Aro G;
W-2: First Pay: 2021-04-26; Registration: 144A/Eor W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | ITG | 40.179 | 8.78 | - | - | - | - | - | 81.38% | - | Dlusl | UKW | 5.000%k | - | 4.95% | 5.000% | 677.00000 |
| L-1 | YTJ | 571.736 | 9.24 | - | - | - | - | - | 24.15% | - | Bgtze | EAL | 2.250%y | - | 2.12% | 2.125% | 365.00000 |
Tranche Comments
L-1: First Pay: 2021-04-26; Registration: 144D/Cua H;
G-2: First Pay: 2021-04-26; Registration: 144Y/Gad M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | QMT | 885.000 | 5.61 | - | - | - | - | - | 97.60% | - | Qojle | PQH | - | - | 2.24% | 2.250% | 533.00000 |
Tranche Comments
F-1: First Pay: 2021-04-26; Registration: 144W/Cbw O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | RXU | 27.000 | 5.18 | - | - | - | - | - | 32.50% | - | Ocnge | NIG | - | - | 4.83% | 4.875% | 969.00000 |
| O-1 | UMM | 129.000 | 4.23 | - | - | - | - | - | 94.56% | - | Jshkd | JUE | - | - | 2.12% | 2.125% | 198.00000 |
Tranche Comments
O-1: First Pay: 2021-03-25; Registration: 144Y/Tvd F;
A-2: First Pay: 2021-03-25; Registration: 144A/Wva J;