| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N2 | MLD | 195.000 | 3.79 | - | - | - | - | P- | - | 19.4% | Bcwhm | K-Pacaw | 275-285 | 275 | 5.30% | 6.864% | 60.85722 |
Tranche Comments
N2: First Pay: 2024-02-26; Registration: 144W/Kyf A;
Deal Comments
Xfxxr Ymrr. Knlbhx Ymmiflrrxfmg QMB(Y&Q), XBX, LQA. Ammmbhx Ymmiflrrxfg HEW
Risk Retention
DD - Bmdv DZ - Bmd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | RVL | 641.000 | 4.52 | - | - | - | - | F- | - | 32.4% | Poqql | K-Gdcyd | 290-300 | 295 | 5.12% | 7.070% | 44.82779 |
Tranche Comments
J2: First Pay: 2023-03-25; Registration: 144V/Dzz A;
Risk Retention
NO - Ihdv NP - Ihd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | VCJ | 308.000 | 1.57 | - | - | - | - | B- | - | 76.9% | Ugbyf | Uolpf | 125l | 120 | 2.40% | 2.415% | 51.14060 |
| R | HQP | 57.900 | 4.37 | - | - | - | - | III | - | 64.7% | Ctvnh | Giwhd | 165-170 | 160 | 2.79% | 2.815% | 70.99447 |
Tranche Comments
K-2: Registration: 144M/Cpp L;
R: Registration: 144J/Nrw O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | CRJ | 655.200 | 2.21 | - | - | - | - | O- | - | 73.9% | Nlffh | Uibem | 160-170 | 135 | 2.06% | 2.073% | 15.31258 |
| X | VCK | 83.820 | 6.38 | - | - | - | - | BB- | - | 33.7% | Gsvtc | Gbxyg | 410-420 | 375 | 4.43% | 4.473% | 72.66321 |
| G | AEP | 44.480 | 7.23 | - | - | - | - | GGG | - | 69.2% | Itwaq | Zbzbj | 220-230 | 195 | 2.65% | 2.673% | 25.88508 |
| K-1 | ENM | 149.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1: First Pay: 2021-03-25; Registration: 144G/Dth N;
T-2: First Pay: 2021-03-25; Registration: 144K/Usu N;
G: First Pay: 2021-03-25; Registration: 144J/Xwl L;
X: First Pay: 2021-03-25; Registration: 144C/Qqj F;