| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | SXT | 11.000 | - | - | CC | WW | - | - | Ployqeit | 3nXc | - | 275 | 3pJh+275 | - | 410.00000 |
| A | BTR | 68.500 | - | - | H- | B- | - | - | Umoueahu | 3tWf | - | 1124 | 3zOi+958 | - | 99.10000 |
| Z | ZHQ | 5.800 | - | - | SSS | AAA | - | - | Ordazeuw | 3mGs | - | 65 | 3aSd+65 | - | 121.00000 |
| S | DJB | 46.800 | - | - | SSS- | YYY- | - | - | Xfqzqjvm | 3jFy | - | 520 | 3eVm+520 | - | 739.00000 |
| A | EEH | 51.500 | - | - | DD- | ZZ- | - | - | Ktmtspvt | 3qGe | - | 825 | 3fZp+764 | - | 99.70000 |
| B-1 | SDA | 126.000 | - | - | ZZZ | AAA | - | - | Xlfxfunx | 3aTe | - | 173 | 3oCq+173 | - | 181.00000 |
| S-2 | QWB | 8.000 | - | - | NN | TT | - | - | Iuiok | - | - | - | 6.200% | 6.200% | 568.00000 |
| Z | VSV | 8.000 | - | - | TD | LI | - | - | - | - | - | - | - | - | 8.70000 |
| G-2 | VHF | 6.000 | - | - | SSS | QQQ | - | - | Lezemzvw | 3qLq | - | 198 | 3mNn+198 | - | 203.00000 |
| L | OSV | 29.500 | - | - | Z | X | - | - | Cjuyuqil | 3bJt | - | 370 | 3iOz+370 | - | 214.00000 |
| Yjl | PDP | 23.000 | - | - | DG | AS | - | - | - | - | - | - | - | - | 768.00000 |
Tranche Comments
Z: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144H/Yat K;
B-1: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144Y/Tsq P;
G-2: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144J/Vur X;
C-1: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144V/Efg V;
S-2: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144T/Bkc C;
L: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144I/Dhl E;
S: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144J/Vfu E;
A: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144V/Txh K;
A: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144L/Ddi T;
Z: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144Y/Bsr N;
Yjl: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144Y/Poi J;
Deal Comments
Nck Kszz Lzmkcxn 2.00
Risk Retention
QO - Wpsc OO - Wps
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 6, 2023
WAL Test Period End Date
Sep 25, 2021