| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2 | NWQ | 815.000 | 6.20 | - | - | - | - | B- | - | 27.4% | Oclca | E-Niazw | 275-285 | 275 | 5.30% | 6.864% | 51.90248 |
Tranche Comments
L2: First Pay: 2024-02-26; Registration: 144B/Fis P;
Deal Comments
Orbbb Lhbm. Nxhxlb Lhhzrebbbrgw DWD(L&D), ODO, WDO. Yzggxlb Lhhzrebbbrw KVN
Risk Retention
RS - Engx RW - Eng
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2 | PPR | 454.000 | 4.62 | - | - | - | - | V- | - | 99.6% | Xwjnd | Z-Ckfff | 290-300 | 295 | 5.12% | 7.070% | 20.35776 |
Tranche Comments
L2: First Pay: 2023-03-25; Registration: 144A/Ycr X;
Risk Retention
ZU - Veer ZR - Vee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | AEI | 54.900 | 4.53 | - | - | - | - | QQQ | - | 89.6% | Iiuci | Qtafm | 165-170 | 160 | 2.79% | 2.815% | 89.29691 |
| B-2 | LQX | 213.000 | 6.85 | - | - | - | - | Y- | - | 94.8% | Ravjk | Ilbay | 125s | 120 | 2.40% | 2.415% | 83.40300 |
Tranche Comments
B-2: Registration: 144O/Kzt F;
L: Registration: 144W/Xpa J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | POD | 510.100 | 2.95 | - | - | - | - | X- | - | 66.9% | Mnkep | Jewjb | 160-170 | 135 | 2.06% | 2.073% | 98.27460 |
| T | LGJ | 86.860 | 2.49 | - | - | - | - | YYY | - | 28.7% | Pwovi | Crord | 220-230 | 195 | 2.65% | 2.673% | 10.21572 |
| J-1 | HCJ | 630.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | MJB | 60.590 | 3.59 | - | - | - | - | GG- | - | 36.2% | Pajvn | Rwbir | 410-420 | 375 | 4.43% | 4.473% | 77.49234 |
Tranche Comments
J-1: First Pay: 2021-03-25; Registration: 144D/Htr B;
F-2: First Pay: 2021-03-25; Registration: 144I/Lfy S;
T: First Pay: 2021-03-25; Registration: 144U/Edm A;
I: First Pay: 2021-03-25; Registration: 144X/Efi K;