| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | NBP | 689.000 | 3.67 | - | - | G | - | N | - | 44.6% | Cfkjv | E-Afhmi | 335-365 | 350 | 8.00% | 8.461% | 51.49275 |
Tranche Comments
D: First Pay: 2023-12-15; Registration: 144O/Cpg A;
Collateral
51 enudnei, 4 sdswssuei
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | JKJ | 133.200 | 2.70 | - | - | - | - | B | - | 21.0% | Kmvev | NVV | 3.30-3.50% | - | 3.10% | 3.125% | 35.24505 |
| J | ROF | 48.300 | 7.50 | - | - | - | - | CCC | - | 68.0% | Qkzem | WOO | 5.00%x | - | 5.44% | 5.500% | 82.47355 |
| G | LLZ | 63.900 | 8.00 | - | - | - | - | SS | - | 22.0% | Vqieg | YVN | 7.75%y | - | 7.39% | 7.500% | 31.28049 |
Tranche Comments
P: First Pay: 2021-06-15; Registration: 144O/Rts L;
J: First Pay: 2021-06-15; Registration: 144U/Bkp V;
G: First Pay: 2021-06-15; Registration: 144N/Dot N;
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 |
|---|
| L | TZA | 798.000 | 9.90 | - | - | Z | - | M | - | - | Elqir | HTL | 3.50-3.70% | - | 3.23% | 3.250% | 62.11397 |
| C | GGL | 12.800 | 4.20 | - | - | DDD | - | YYY | - | - | Ylhix | MOO | 4.50-4.70% | - | 4.21% | 4.250% | 35.49535 |
| H | OPP | 68.400 | 8.00 | - | - | KK | - | EE | - | - | Uzgve | IJY | 6.875-7.00% | - | 6.66% | 6.750% | 81.52056 |
Tranche Comments
L: Registration: 144I/Dht P;
C: Registration: 144J/Bpk Z;
H: Registration: 144M/Fmv Z;
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 |
|---|
| T | CGV | 85.110 | 9.66 | - | - | OOO | - | VVV | - | - | Jysto | GWR | - | - | 5.44% | 5.500% | 90.81297 |
| D | MOQ | 420.984 | 5.69 | - | - | O | - | Y | - | - | Yzqpz | Rquuv | 190-200 | 190 | 4.75% | 4.798% | 56.26421 |
Tranche Comments
D: Registration: 144D Cxka;
T: Registration: 144M Zasj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | VFV | 88.000 | 4.13 | - | - | III | - | HHH | - | - | Zgkpi | OEK | 6.75%m | 464 | 6.36% | 6.750% | 40.60231 |
| L | OPG | 959.200 | 5.94 | - | - | N | - | W | - | - | Pcatn | MOH | 4.75%p | 264 | 4.69% | 4.750% | 23.69746 |
Tranche Comments
L: Registration: 144J Nmms;
S: Registration: 144J Jprv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | SRS | 349.000 | 1.80 | - | I | Q | - | - | - | - | Hbazw | - | - | - | 5.50% | - | - |