| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R2 | IFQ | 191.000 | 7.67 | - | - | - | - | S- | - | 68.0% | Souky | B-Xzxqp | 275-285 | 275 | 5.30% | 6.864% | 32.99194 |
Tranche Comments
R2: First Pay: 2024-02-26; Registration: 144N/Ejj X;
Deal Comments
Jieer Gpry. Elywbe Gppriirreioh WME(G&W), JEJ, HWD. Odoowbe Gppriirreih BFO
Risk Retention
CU - Xcwx CU - Xcw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H2 | FKF | 242.000 | 4.28 | - | - | - | - | A- | - | 65.3% | Tvkoo | H-Bbhzn | 290-300 | 295 | 5.12% | 7.070% | 13.70596 |
Tranche Comments
H2: First Pay: 2023-03-25; Registration: 144L/Bmf K;
Risk Retention
PO - Imft PL - Imf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | HCI | 53.300 | 4.31 | - | - | - | - | EEE | - | 87.2% | Tozxf | Cvrkx | 165-170 | 160 | 2.79% | 2.815% | 53.38978 |
| X-2 | IIW | 872.000 | 1.30 | - | - | - | - | H- | - | 19.9% | Ivncm | Oyvmz | 125m | 120 | 2.40% | 2.415% | 33.75440 |
Tranche Comments
X-2: Registration: 144J/Jir K;
K: Registration: 144F/Lvn M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | CCE | 509.300 | 4.78 | - | - | - | - | M- | - | 70.1% | Rvkel | Xnbcw | 160-170 | 135 | 2.06% | 2.073% | 23.22704 |
| E | ZOB | 38.570 | 5.75 | - | - | - | - | KKK | - | 94.9% | Cyqbz | Ziigs | 220-230 | 195 | 2.65% | 2.673% | 93.30950 |
| D | YKP | 48.320 | 7.39 | - | - | - | - | AA- | - | 11.5% | Dasvh | Mfocx | 410-420 | 375 | 4.43% | 4.473% | 67.21317 |
| F-1 | VTS | 654.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: First Pay: 2021-03-25; Registration: 144Y/Dxz C;
O-2: First Pay: 2021-03-25; Registration: 144F/Xbi L;
E: First Pay: 2021-03-25; Registration: 144B/Xxu T;
D: First Pay: 2021-03-25; Registration: 144X/Lwv E;