| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E2 | TFS | 759.000 | 1.88 | - | - | - | - | M- | - | 76.3% | Ckhus | O-Bdkuj | 275-285 | 275 | 5.30% | 6.864% | 98.34246 |
Tranche Comments
E2: First Pay: 2024-02-26; Registration: 144P/Wsa B;
Deal Comments
Hpeej Spjd. Qrbcxe Sppbpmjjephl FNY(S&F), HYH, QFU. Qdhhcxe Sppbpmjjepl SWL
Risk Retention
JO - Cump JW - Cum
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O2 | KWM | 453.000 | 6.28 | - | - | - | - | Z- | - | 44.4% | Kkzmi | J-Igzgs | 290-300 | 295 | 5.12% | 7.070% | 55.48485 |
Tranche Comments
O2: First Pay: 2023-03-25; Registration: 144O/Cqb R;
Risk Retention
AN - Nbsc AB - Nbs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | WWN | 86.600 | 9.76 | - | - | - | - | YYY | - | 28.1% | Vccid | Ouuoh | 165-170 | 160 | 2.79% | 2.815% | 75.54444 |
| T-2 | TKV | 669.000 | 9.88 | - | - | - | - | I- | - | 51.1% | Aghru | Yhglq | 125b | 120 | 2.40% | 2.415% | 84.57420 |
Tranche Comments
T-2: Registration: 144T/Nbj E;
I: Registration: 144J/Kjw X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | JPX | 62.770 | 4.75 | - | - | - | - | KKK | - | 76.5% | Hbofj | Edxlg | 220-230 | 195 | 2.65% | 2.673% | 57.22605 |
| X-1 | BMB | 776.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | PRZ | 26.550 | 1.34 | - | - | - | - | II- | - | 95.5% | Igtgi | Vcdal | 410-420 | 375 | 4.43% | 4.473% | 93.51677 |
| J-2 | FJU | 582.700 | 9.34 | - | - | - | - | O- | - | 78.1% | Thsnp | Hzend | 160-170 | 135 | 2.06% | 2.073% | 91.62094 |
Tranche Comments
X-1: First Pay: 2021-03-25; Registration: 144B/Tfg W;
J-2: First Pay: 2021-03-25; Registration: 144Q/Wvm G;
H: First Pay: 2021-03-25; Registration: 144A/Wza A;
Y: First Pay: 2021-03-25; Registration: 144K/Zdq R;