| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | VYX | 474.000 | 9.56 | - | - | X | - | Q | - | 44.3% | Hswoe | O-Fftmc | 335-365 | 350 | 8.00% | 8.461% | 72.21318 |
Tranche Comments
Z: First Pay: 2023-12-15; Registration: 144J/Lhr C;
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 |
|---|
| B | YFL | 15.800 | 5.00 | - | - | - | - | ZZ | - | 26.0% | Tfbzu | PWM | 7.75%c | - | 7.39% | 7.500% | 75.60771 |
| P | BTK | 53.400 | 9.80 | - | - | - | - | FFF | - | 88.0% | Ujhzf | GZL | 5.00%d | - | 5.44% | 5.500% | 63.82295 |
| B | AHI | 348.400 | 7.40 | - | - | - | - | B | - | 81.0% | Ukafm | BRE | 3.30-3.50% | - | 3.10% | 3.125% | 34.21704 |
Tranche Comments
B: First Pay: 2021-06-15; Registration: 144B/Pyg O;
P: First Pay: 2021-06-15; Registration: 144E/Kko S;
B: First Pay: 2021-06-15; Registration: 144M/Wzk V;
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 |
|---|
| H | TPJ | 729.000 | 1.30 | - | - | O | - | I | - | - | Ecrns | SCG | 3.50-3.70% | - | 3.23% | 3.250% | 85.75370 |
| M | ZSZ | 78.700 | 7.70 | - | - | PPP | - | HHH | - | - | Nwszq | GKI | 4.50-4.70% | - | 4.21% | 4.250% | 62.28818 |
| J | OXV | 48.700 | 5.00 | - | - | LL | - | BB | - | - | Dshjk | OCQ | 6.875-7.00% | - | 6.66% | 6.750% | 37.15497 |
Tranche Comments
H: Registration: 144K/Rtr A;
M: Registration: 144B/Xms A;
J: Registration: 144J/Mkw I;
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 |
|---|
| U | LGI | 490.839 | 9.95 | - | - | N | - | E | - | - | Yrpgg | Mxeru | 190-200 | 190 | 4.75% | 4.798% | 32.47326 |
| F | XJK | 28.650 | 8.34 | - | - | KKK | - | JJJ | - | - | Zcxff | GHX | - | - | 5.44% | 5.500% | 51.94487 |
Tranche Comments
U: Registration: 144G Rgkx;
F: Registration: 144L Yctc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | BWN | 82.000 | 7.86 | - | - | XXX | - | CCC | - | - | Vsqax | XKS | 6.75%b | 464 | 6.36% | 6.750% | 62.92906 |
| O | RGV | 767.300 | 8.92 | - | - | Y | - | V | - | - | Rumkf | HRP | 4.75%c | 264 | 4.69% | 4.750% | 87.74627 |
Tranche Comments
O: Registration: 144S Pzwj;
U: Registration: 144B Rxre;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | AKO | 811.000 | 4.60 | - | W | U | - | - | - | - | Rzvku | - | - | - | 5.50% | - | - |