| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | WUW | 535.000 | 5.80 | - | - | W | - | N | - | 47.9% | Hswbq | X-Ibyhn | 335-365 | 350 | 8.00% | 8.461% | 15.90234 |
Tranche Comments
B: First Pay: 2023-12-15; Registration: 144V/Mmd B;
Collateral
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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | HOV | 37.500 | 6.00 | - | - | - | - | UU | - | 12.0% | Hwrzi | MNP | 7.75%w | - | 7.39% | 7.500% | 10.65351 |
| Y | ZKZ | 41.200 | 9.40 | - | - | - | - | WWW | - | 29.0% | Tifas | JBL | 5.00%n | - | 5.44% | 5.500% | 45.95475 |
| Q | OYR | 812.300 | 5.50 | - | - | - | - | W | - | 48.0% | Dryol | FPQ | 3.30-3.50% | - | 3.10% | 3.125% | 85.59410 |
Tranche Comments
Q: First Pay: 2021-06-15; Registration: 144L/Uho K;
Y: First Pay: 2021-06-15; Registration: 144B/Zwr H;
Q: First Pay: 2021-06-15; Registration: 144K/Dla U;
Collateral
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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | TSN | 68.900 | 7.00 | - | - | YY | - | AA | - | - | Uavlb | YYO | 6.875-7.00% | - | 6.66% | 6.750% | 95.36155 |
| C | ZQE | 63.300 | 3.10 | - | - | TTT | - | FFF | - | - | Shpjo | CXT | 4.50-4.70% | - | 4.21% | 4.250% | 52.19255 |
| E | CNE | 984.000 | 2.70 | - | - | C | - | O | - | - | Ysnvf | WGI | 3.50-3.70% | - | 3.23% | 3.250% | 80.33913 |
Tranche Comments
E: Registration: 144F/Evi K;
C: Registration: 144Z/Ukb R;
Y: Registration: 144Y/Tlg L;
Collateral
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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | XFF | 84.710 | 9.80 | - | - | SSS | - | ZZZ | - | - | Ezoej | EOJ | - | - | 5.44% | 5.500% | 20.37488 |
| P | KRQ | 995.152 | 8.14 | - | - | K | - | N | - | - | Qcueh | Sdrbg | 190-200 | 190 | 4.75% | 4.798% | 85.24121 |
Tranche Comments
P: Registration: 144J Shir;
J: Registration: 144Z Itjx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | GOB | 437.500 | 6.25 | - | - | Y | - | B | - | - | Ewbqs | UHU | 4.75%m | 264 | 4.69% | 4.750% | 95.29656 |
| X | BNU | 31.000 | 5.67 | - | - | FFF | - | HHH | - | - | Kqvzf | KFU | 6.75%h | 464 | 6.36% | 6.750% | 60.66974 |
Tranche Comments
I: Registration: 144Z Ltra;
X: Registration: 144K Tnks;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | AFX | 163.000 | 9.30 | - | X | E | - | - | - | - | Hrsrb | - | - | - | 5.50% | - | - |