| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-R | LEX | 45.700 | 2.70 | - | V | C | - | - | Hpnfwwzn | 3dXa | - | 265 | 3mOy+265 | - | 968.00000 |
| G-G | PDA | 95.100 | 2.80 | - | EE- | DD- | - | - | Qzlkvhpa | 3wLd | - | 700 | 3sQt+682 | - | 66.00000 |
| V-N | LZY | 927.860 | 3.70 | - | KKK | OOO | - | - | Gsofyjuj | 3sJl | - | 150 | 3lZq+150 | - | 374.00000 |
| M-C | QNO | 54.100 | 1.70 | - | ZZZ- | YYY- | - | - | Uxyswsyd | 3tRk | - | 400 | 3qDm+400 | - | 761.00000 |
| Wec | WYI | 96.000 | - | - | WT | GR | - | - | - | - | - | - | - | - | Retained |
| S-O1 | EKY | 60.200 | 1.40 | - | ZZ | AA | - | - | Xcbuqqjz | 3sSo | - | 220 | 3tId+220 | - | 485.00000 |
| V-L2 | IFB | 68.000 | 5.50 | - | TT | RR | - | - | Jcnjw | TPM | - | - | 5.50% | 5.500% | 369.00000 |
| G-L | CBW | 32.100 | 7.10 | - | U- | E- | - | - | Vzpeesvo | 3hAg | - | 942 | 3qTp+818 | - | 74.60000 |
| M-K Jjty | MKW | 769.000 | 6.50 | - | PPP | XXX | - | - | Mwfiobvi | 3iQq | - | 150 | 3fQh+150 | - | 956.00000 |
Tranche Comments
V-N: First Pay: 2024-05-21; Registration: 144Z/Mkb V;
M-K Jjty: First Pay: 2024-05-21; Registration: 144E/Ctu V;
S-O1: First Pay: 2024-05-21; Registration: 144A/Gsf X;
V-L2: First Pay: 2024-05-21; Registration: 144V/Lua S;
O-R: First Pay: 2024-05-21; Registration: 144O/Nnz P;
M-C: First Pay: 2024-05-21; Registration: 144U/Urn S;
G-G: First Pay: 2024-05-21; Registration: 144C/Udw T;
G-L: First Pay: 2024-05-21; Registration: 144J/Tbe P;
Wec: First Pay: 2024-05-21; Registration: 144H/Qoa F;
Deal Comments
Qhefeyesfet. Dze Wypp Ehcfzdi 1.5
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 20, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | WQK | 31.950 | 6.50 | - | YYY | KKK | 31.80% | - | Ghujjkyr | 3gXm | - | 708 | 3jCl+609 | - | 23.00000 |
| B-2 | DAX | 8.783 | 1.50 | - | CCC- | AAA- | 45.54% | - | Fhmeaxcy | 3yVo | - | 736 | 3rFz+638 | - | 84.00000 |
| K Kjpo | QDP | 635.500 | 6.30 | - | RRR | BBB | 19.40% | - | Tpkbxqrr | 3pLn | - | 170 | 3lHd+170 | - | 868.00000 |
| P-1 | YSG | 31.800 | 6.50 | - | I+ | E+ | 14.25% | - | Gdhxvzor | 3jVy | - | 493 | 3kTz+429 | - | 69.00000 |
| V | EIZ | 61.000 | 4.70 | - | YYY | MMM | 33.90% | - | Flxearlb | 3hKq | - | 170 | 3hRk+170 | - | 805.00000 |
| V-2 | CSY | 5.600 | 8.40 | - | A | L | 72.00% | - | Xyfczdeh | 3pKf | - | 518 | 3hFi+455 | - | 20.00000 |
| R | GXZ | 19.000 | 9.60 | - | Z- | L- | 3.44% | - | Mvjcyozb | 3sIh | - | 1500 | 3tPt+1102 | - | 17.85000 |
| O-1 | OUO | 63.323 | 2.30 | - | TT | ZZ | 88.00% | - | Ukpfsxji | 3kPw | - | 400 | 3lPi+368 | - | 93.00000 |
| G | IQQ | 59.600 | 6.50 | - | II- | JJ- | 79.38% | - | Lkykxyed | 3nVo | - | 1125 | 3aPy+862 | - | 40.99000 |
| N-2 | HTI | 95.901 | 9.90 | - | YY | DD | 70.00% | - | Whkgc | ZMU | - | - | 4.25% | 4.250% | 377.00000 |
| Dzl | JJE | 98.000 | - | - | WA | KF | - | - | - | - | - | - | - | - | Retained |