| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | OBJ | 552.000 | 1.19 | - | - | X | - | D | - | 70.1% | Uzwch | L-Tlbsv | 335-365 | 350 | 8.00% | 8.461% | 97.77009 |
Tranche Comments
J: First Pay: 2023-12-15; Registration: 144Q/Gmh H;
Collateral
51 tcqnctl, 4 xnwwwxutl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | GEW | 270.800 | 9.70 | - | - | - | - | A | - | 40.0% | Sgcpf | NFH | 3.30-3.50% | - | 3.10% | 3.125% | 35.62914 |
| L | NIB | 77.400 | 5.80 | - | - | - | - | JJJ | - | 60.0% | Ypvma | ZYM | 5.00%u | - | 5.44% | 5.500% | 58.32652 |
| K | YUK | 51.500 | 7.00 | - | - | - | - | RR | - | 94.0% | Iqoua | VBB | 7.75%k | - | 7.39% | 7.500% | 76.75951 |
Tranche Comments
S: First Pay: 2021-06-15; Registration: 144Z/Hsz O;
L: First Pay: 2021-06-15; Registration: 144T/Nqr K;
K: First Pay: 2021-06-15; Registration: 144Y/Fqf B;
Collateral
29 pvppyxpekx kexpxkhx ybnebyyw 1 kexhxkpy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | TAN | 294.000 | 2.90 | - | - | V | - | B | - | - | Vbfky | SSW | 3.50-3.70% | - | 3.23% | 3.250% | 57.77302 |
| J | BAS | 75.400 | 6.90 | - | - | VVV | - | OOO | - | - | Gnqfw | VIO | 4.50-4.70% | - | 4.21% | 4.250% | 84.59612 |
| R | IOT | 53.600 | 2.00 | - | - | QQ | - | RR | - | - | Tkpmw | RVQ | 6.875-7.00% | - | 6.66% | 6.750% | 85.12115 |
Tranche Comments
X: Registration: 144Y/Tqg V;
J: Registration: 144F/Iqq E;
R: Registration: 144X/Jpy D;
Collateral
54 ztyyeozmqi qmozoqda excmxetw 3 qmodoqyet
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | VGX | 30.200 | 4.23 | - | - | KKK | - | FFF | - | - | Fwxkj | RXL | - | - | 5.44% | 5.500% | 19.14980 |
| H | JXK | 771.688 | 8.27 | - | - | P | - | R | - | - | Wnnwm | Jgnmq | 190-200 | 190 | 4.75% | 4.798% | 61.63626 |
Tranche Comments
H: Registration: 144A Tbpt;
L: Registration: 144M Dhor;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | HQL | 92.000 | 4.91 | - | - | JJJ | - | XXX | - | - | Azpmr | FYT | 6.75%m | 464 | 6.36% | 6.750% | 72.60568 |
| A | IGC | 897.800 | 5.29 | - | - | G | - | J | - | - | Tjhyp | JCA | 4.75%x | 264 | 4.69% | 4.750% | 15.63759 |
Tranche Comments
A: Registration: 144W Urkl;
W: Registration: 144Z Aril;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | BXU | 819.000 | 7.40 | - | Q | D | - | - | - | - | Htukz | - | - | - | 5.50% | - | - |