| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2 | XON | 870.000 | 4.45 | - | - | - | - | N- | - | 68.8% | Dfqkj | D-Lpdlz | 275-285 | 275 | 5.30% | 6.864% | 30.92856 |
Tranche Comments
T2: First Pay: 2024-02-26; Registration: 144B/Vik Y;
Deal Comments
Mhmmb Jfby. Kfrzim Jffzhybbmhws MKX(J&M), MXM, NMY. Ljwwzim Jffzhybbmhs JUM
Risk Retention
DS - Bunp DQ - Bun
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2 | MVO | 945.000 | 7.71 | - | - | - | - | K- | - | 25.0% | Icisv | S-Blkap | 290-300 | 295 | 5.12% | 7.070% | 84.10759 |
Tranche Comments
C2: First Pay: 2023-03-25; Registration: 144U/Rze H;
Risk Retention
ZM - Zbeu ZK - Zbe
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | BXL | 81.300 | 4.63 | - | - | - | - | BBB | - | 25.2% | Earyf | Oguwn | 165-170 | 160 | 2.79% | 2.815% | 48.97905 |
| T-2 | XWK | 649.000 | 8.56 | - | - | - | - | Z- | - | 59.8% | Ggvej | Aivfe | 125n | 120 | 2.40% | 2.415% | 45.79020 |
Tranche Comments
T-2: Registration: 144T/Akv S;
A: Registration: 144M/Vmc H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | CKV | 10.390 | 4.96 | - | - | - | - | EEE | - | 26.2% | Tisfu | Rdxui | 220-230 | 195 | 2.65% | 2.673% | 99.19024 |
| Z | PKH | 47.690 | 7.67 | - | - | - | - | HH- | - | 71.9% | Eubvh | Hymph | 410-420 | 375 | 4.43% | 4.473% | 56.58273 |
| X-1 | KPR | 986.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-2 | LNW | 343.800 | 3.37 | - | - | - | - | W- | - | 37.1% | Jkgcl | Pxzjz | 160-170 | 135 | 2.06% | 2.073% | 14.78956 |
Tranche Comments
X-1: First Pay: 2021-03-25; Registration: 144A/Yaa N;
J-2: First Pay: 2021-03-25; Registration: 144M/Fjh X;
E: First Pay: 2021-03-25; Registration: 144Q/Ajq A;
Z: First Pay: 2021-03-25; Registration: 144V/Uuq O;