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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | IME | 41.818 | 3.33 | - | OO- | - | - | - | 69.00% | - | Xcrkqyka | EJNM | 260-270 | 290 | JIVJ+290 | - | 863.00000 |
Tranche Comments
W: First Pay: 2023-03-20; Registration: 144H Gugm;
Originator(s)
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| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | MXA | 46.900 | 1.10 | 8.50 | - | SS- | - | BB | - | 32.80% | - | Zsomqlle | 1rZ | 190q | 190 | 1vA+190 | - | 976.00000 |
| M | OCO | 53.000 | 6.40 | 5.60 | - | III- | - | III | - | 30.30% | - | Uyxvlmja | 1cI | 305b | 305 | 1vF+305 | - | 163.00000 |
| G | TJP | 69.000 | 4.80 | 6.20 | - | SN | - | UU | - | 2.40% | - | Nvobmihb | 1zY | - | 485 | 1mE+485 | - | 688.00000 |
| W-1 | JEU | 76.000 | 5.40 | 7.50 | - | WWW | - | RRR | - | 52.00% | - | Ohhbsufs | 1xM | - | 140 | 1fY+140 | - | 148.00000 |
| X | MHP | 323.400 | 2.40 | 5.50 | - | KKK | - | III | - | 24.00% | - | Wvzehwnx | 1lO | 140v | 140 | 1hH+140 | - | 764.00000 |
| K | PNW | 44.700 | 4.10 | 2.50 | - | JB | - | HHH (R) | - | 7.70% | - | Hujltdui | 1hA | 375c | 375 | 1mV+375 | - | 558.00000 |
| FVV | XOD | 34.000 | 5.20 | 5.20 | - | PG | - | EE (F) | - | 8.00% | - | Njhwhyrv | 1dT | - | 900 | 1oD+900 | - | 801.00000 |
| Y | PZM | 70.600 | 2.50 | 1.60 | - | Q- | - | S | - | 16.40% | - | Vajymawb | 1eK | 230o | 230 | 1rA+230 | - | 527.00000 |
Tranche Comments
W-1: Registration: 144M/Pbv U; Comments: Kni H;
X: Registration: 144X/Klh D; Comments: Bhi B;
C: Registration: 144Q/Puw F; Comments: Him W;
Y: Registration: 144D/Onr C; Comments: Kba Y;
M: Registration: 144T/Rxv A; Comments: Jts W;
K: Registration: 144M/Zdw K; Comments: Gsl X;
G: Registration: 144E/Eof I; Comments: Ucy G;
FVV: Registration: 144L/Rcv W; Comments: Lyo D;
Collateral
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Risk Retention
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Use of Proceeds
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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-3 | CXV | 67.500 | 6.18 | - | II | - | - | - | - | - | Ogopd | Btrlv | 175-185 | 150 | 2.51% | 2.529% | 98.80268 |
| S-2 | JTU | 550.800 | 5.30 | - | UUU | - | - | - | - | - | Usqmw | Gckeg | 150-160 | 135 | 2.57% | 2.589% | 36.74927 |
| R-1 | QFI | 121.700 | 2.58 | - | LLL | - | - | - | - | - | Gjsey | Evrnw | 125-135 | 110 | 2.09% | 2.101% | 78.35039 |
| D-4 | ZFJ | 14.800 | 3.70 | - | WW | - | - | - | - | - | Trxhy | Azgqw | 205-215 | 180 | 3.04% | 3.065% | 91.44481 |
| C-5 | IUU | 534.000 | 4.57 | - | M | - | - | - | - | - | Njoov | Tydza | 215-225 | 190 | 2.91% | 2.929% | 16.60123 |
| R-6 | OIQ | 117.000 | 7.86 | - | F | - | - | - | - | - | Bqkqy | Ijwxt | 245-255 | 220 | 3.44% | 3.465% | 68.17844 |
Tranche Comments
R-1: First Pay: 2021-08-20; Registration: 144E/Ivk H;
S-2: First Pay: 2021-08-20; Registration: 144N/Lvg P;
D-3: First Pay: 2021-08-20; Registration: 144P/Don B;
D-4: First Pay: 2021-08-20; Registration: 144J/Ntx V;
C-5: First Pay: 2021-08-20; Registration: 144U/Mht M;
R-6: First Pay: 2021-08-20; Registration: 144I/Qje T;