| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | IYJ | 244.000 | 2.10 | - | ZZZ- | - | - | CCC | - | - | Bqqwn | P-Kgyap | 235-250 | 215 | 6.17% | 6.221% | 138.00000 |
| T-1 | XCI | 78.000 | - | - | XXX- | - | - | QQQ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1: First Pay: 2024-04-25; Registration: 144P/Dsn C;
I-2: First Pay: 2024-04-25; Registration: 144D/Qww B;
Deal Comments
Jxd ndne cnd bxdwvdn lldm OS$495m zd OS$595m
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | VMM | 601.000 | 2.90 | - | III- | - | - | PPP | - | - | Ktoik | Gngay | - | 135 | 3.13% | 3.139% | 587.00000 |
Tranche Comments
S-2: Registration: 144L/Ycz E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | WYG | 519.000 | 3.60 | - | MMM- | - | - | HHH | - | - | Naalb | FHH | 2.75%v | - | 2.39% | 2.400% | 560.00000 |
Tranche Comments
N-2: Registration: 144Q/Frw M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | BVN | 19.000 | 6.70 | - | YYY- | - | - | JJJ | - | - | - | - | - | - | - | - | Retained |
| I-2 | LKV | 198.000 | 5.20 | - | NNN- | - | - | JJJ | - | - | Czmne | ZJY | 4.00-4.25% | 228 | 3.88% | 3.900% | 705.00000 |
Tranche Comments
S-1: First Pay: 2020-01-27; Registration: 144E/Oji P;
I-2: First Pay: 2020-01-27; Registration: 144W/Foq I;