| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U2 | GLM | 811.000 | 2.99 | - | - | - | - | K- | - | 33.3% | Oqojv | G-Qgprv | 275-285 | 275 | 5.30% | 6.864% | 43.15709 |
Tranche Comments
U2: First Pay: 2024-02-26; Registration: 144O/Uej S;
Deal Comments
Nzoow Jewo. Rbnylo Jeekzgwwozfu RFM(J&R), NMN, VRO. Sxffylo Jeekzgwwozu JFA
Risk Retention
QW - Elju QU - Elj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2 | JPL | 798.000 | 4.81 | - | - | - | - | O- | - | 80.8% | Mbfsg | M-Gbpfe | 290-300 | 295 | 5.12% | 7.070% | 92.22464 |
Tranche Comments
Z2: First Pay: 2023-03-25; Registration: 144C/Yse S;
Risk Retention
ZC - Rtif ZN - Rti
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | NNO | 53.400 | 1.52 | - | - | - | - | VVV | - | 15.4% | Ybajd | Zhgps | 165-170 | 160 | 2.79% | 2.815% | 35.18058 |
| A-2 | GGE | 466.000 | 3.99 | - | - | - | - | B- | - | 83.9% | Dzcbb | Vgflm | 125z | 120 | 2.40% | 2.415% | 69.99520 |
Tranche Comments
A-2: Registration: 144E/Drk Z;
S: Registration: 144B/Ynq N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | TZZ | 975.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | HNL | 39.670 | 8.23 | - | - | - | - | JJJ | - | 10.8% | Wbvck | Bzdui | 220-230 | 195 | 2.65% | 2.673% | 62.66318 |
| J-2 | EVD | 447.100 | 9.65 | - | - | - | - | Y- | - | 59.8% | Cmqgw | Flmyd | 160-170 | 135 | 2.06% | 2.073% | 18.46074 |
| X | PRQ | 49.720 | 7.19 | - | - | - | - | YY- | - | 72.8% | Ojuki | Jhqmq | 410-420 | 375 | 4.43% | 4.473% | 95.36130 |
Tranche Comments
K-1: First Pay: 2021-03-25; Registration: 144Q/Jcs J;
J-2: First Pay: 2021-03-25; Registration: 144J/Fap K;
R: First Pay: 2021-03-25; Registration: 144B/Yov I;
X: First Pay: 2021-03-25; Registration: 144Y/Rpl Y;