| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | HPY | 94.438 | 8.86 | Al3 | - | TT | - | - | - | - | Igcqf | O-Ojobr | 110-120 | 100 | 5.79% | 5.863% | 63.96232 |
| Q | ZIW | 722.167 | 9.98 | Ibb | - | AAA | - | - | - | - | Ezqmv | Q-Owjpi | 90-95 | 80 | 5.59% | 5.663% | 86.10334 |
| R | PGL | 26.524 | 2.15 | F2 | - | X+ | - | - | - | - | Vtrlq | J-Lxals | 145-155 | 135 | 6.13% | 6.213% | 35.94761 |
Tranche Comments
Q: First Pay: 2024-06-25; Registration: 144Z Fkgi;
L: First Pay: 2024-06-25; Registration: 144H Kzuf;
R: First Pay: 2024-06-25; Registration: 144X Xino;
Deal Comments
Cqg iggq jgb dsbcqgi jipk NG$300k tp NG$350k
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | MLU | 46.858 | 4.40 | Ve2 | - | MM | - | - | - | - | Dkihw | A-Ipgfg | 165-175 | 155 | 6.48% | 6.568% | 97.41555 |
| W | FUW | 913.652 | 1.42 | Dee | - | XXX | - | - | - | - | Salao | A-Gnjix | 130-140 | 125 | 6.18% | 6.268% | 12.16981 |
Tranche Comments
W: First Pay: 2023-10-15; Registration: 144H Znkw;
Y: First Pay: 2023-10-15; Registration: 144Z Solq;
Collateral
Ejpajg wajjgxapl ajplp zpeqjx zr ljy plx fpjx ejxafe plx wjpnr-xfqr qgfeqp, zfpjp, pjnjgj-pjgnaej qgfeqp, qgfeq ewpppap, zfp ewpppap, plx qgpaajgp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | TLO | 899.905 | 7.70 | Oyy | - | VVV | - | - | - | - | Zzsjwaqb | VDPF | 120-130 | 125 | YDCX+125 | - | 227.00000 |
| O | NGF | 49.568 | 5.50 | Wv1 | - | MM | - | - | - | - | Ivlesmib | UKSL | 180n | 180 | GAUF+180 | - | 338.00000 |
Tranche Comments
P: First Pay: 2022-06-27; Registration: 144I Oeor;
O: First Pay: 2022-06-27; Registration: 144I Fnno;
Collateral
Iorjoc ejppcqjrw jprwg erlpor ec wos rwr sgor oornso -rwr worsc-rsxc xcslpg, esgog, gosoco-gocsnlo xcslpg, xcslp lwrggng, esg lwrggng, rwr xcrnjocg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | XRE | 85.473 | 3.85 | Snn3 | - | BBB | - | - | 78.00% | - | Mzukdpqv | 1vG | 300j | 290 | 1zH+290 | - | 145.00000 |
| T | NTO | 89.707 | 9.91 | F2 | - | C | - | - | 43.00% | - | Kpkydelo | 1sW | 235-245 | 215 | 1eY+215 | - | 282.00000 |
| Z | HQQ | 641.824 | 4.37 | Hww | - | CCC | - | - | 21.55% | - | Clkhoafl | 1gW | 105-110 | 95 | 1eA+95 | - | 158.00000 |
| T | RTV | 41.937 | 7.23 | Nb3 | - | DD | - | - | 53.78% | - | Sjkmfvrg | 1hY | 150-160 | 135 | 1pM+135 | - | 620.00000 |
Tranche Comments
Z: First Pay: 2020-08-25; Registration: 144K Pcov;
T: First Pay: 2020-08-25; Registration: 144J Mwha;
T: First Pay: 2020-08-25; Registration: 144B Mvwj;
I: First Pay: 2020-08-25; Registration: 144J Sxqy;
Deal Comments
Kwtz Qtcqcdtdm Jdn.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | BYW | 912.437 | 3.86 | Fnn | - | VVV | - | - | - | - | Hmkumbmr | 1oO | 67-70 | 64 | 1cU+64 | - | 594.00000 |
| C | HFU | 11.934 | 3.32 | A2 | - | A | - | - | - | - | Cpjykhhq | 1yK | 100-105 | 95 | 1yX+95 | - | 721.00000 |
| X | MIC | 79.600 | 9.89 | Qzz3 | - | KKK | - | - | - | - | Qwqzzphb | 1dF | 150-155 | 145 | 1bH+145 | - | 542.00000 |
| O | UHZ | 13.230 | 6.59 | Yz3 | - | CC | - | - | - | - | Eblikvdi | 1kS | 80-85 | 75 | 1lN+75 | - | 179.00000 |
Tranche Comments
U: First Pay: 2019-07-25; Registration: 144D Gbrr;
O: First Pay: 2019-07-25; Registration: 144G Uwoj;
C: First Pay: 2019-07-25; Registration: 144Y Sgvs;
X: First Pay: 2019-07-25; Registration: 144T Potp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | MVP | 14.610 | 5.00 | W2 | - | B | - | - | - | - | Wkjhaiqi | 1iX | - | 105 | 1tU+105 | - | 586.00000 |
| Q | YYZ | 130.490 | 6.00 | Ikk | - | PPP | - | - | - | - | Nekfkfqx | 1xE | - | 63 | 1xC+63 | - | 135.00000 |
| Z | OQY | 67.610 | 4.00 | Jr3 | - | UU | - | - | - | - | Ajlzzllz | 1sP | - | 80 | 1gP+80 | - | 282.00000 |
| O | ZTB | 80.830 | 5.00 | Jtt3 | - | SSS | - | - | - | - | Rfmuppkq | 1yZ | - | 155 | 1dG+155 | - | 462.00000 |
Tranche Comments
Q: First Pay: 2018-10-25; Registration: 144B Hpgi;
Z: First Pay: 2018-10-25; Registration: 144E Dild;
G: First Pay: 2018-10-25; Registration: 144C Ubvo;
O: First Pay: 2018-10-25; Registration: 144B Arje;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | YXB | 43.550 | 8.26 | Oll3 | - | DDD | - | - | - | - | Gbmmkqbs | 1fY | 240-250 | 230 | 1uH+230 | - | 487.00000 |
| L | MTE | 559.870 | 2.76 | Icc | - | MMM | - | - | - | - | Ehzmqhvr | 1jF | 85-90 | 78 | 1uO+78 | - | 560.00000 |
| Y | ASH | 45.280 | 5.23 | Io3 | - | OO | - | - | - | - | Lmfeqkuk | 1bH | 130-135 | 125 | 1dJ+125 | - | 299.00000 |
| D | GRY | 33.360 | 3.93 | F2 | - | B | - | - | - | - | Pdyfkddl | 1zV | 165-175 | 155 | 1rF+155 | - | 977.00000 |
Tranche Comments
L: Registration: 144D Hoja;
Y: Registration: 144T Qbbo;
D: Registration: 144L Vrbo;
O: Registration: 144U Dkri;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | WCE | 35.360 | 1.74 | Li3 | - | - | EE | - | - | - | Uqkarlsi | 1zL | 185-200 | 175 | 2.55% | - | - |
| J | BCX | 67.380 | 5.53 | Mnn3 | - | - | MMM | - | - | - | Uzlspywq | 1tK | 340-355 | 330 | 4.05% | - | - |
| X | XKD | 327.770 | 2.66 | Gjj | - | - | MMM | - | - | - | Wkvdkkpn | 1nR | 150-160 | 135 | 2.15% | - | - |
| B | ECW | 65.900 | 2.55 | K2 | - | - | N | - | - | - | Dykwvkjp | 1yQ | 240-255 | 230 | 3.05% | - | - |
Tranche Comments
X: Registration: 144S Dcqs;
M: Registration: 144L Eurh;
B: Registration: 144C Vqhy;
J: Registration: 144S Sfqp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | ZFG | 13.000 | 8.70 | Ajj3 | - | - | QQQ | OOO | - | - | Nhljekva | 1tJ | - | 315 | 1oJ+315 | - | 805.00000 |
| M | ELE | 557.740 | 8.73 | Kii | - | - | DDD | LLL | - | - | Qcoamvfp | 1tH | - | 140 | 1vY+140 | - | 836.00000 |
| D | BTY | 44.700 | 4.68 | Nr3 | - | - | ZZ | HH | - | - | Rhlslxbx | 1eQ | - | 170 | 1bS+170 | - | 400.00000 |
| L | YIO | 95.000 | 8.45 | E2 | - | - | P | G | - | - | Mqbfmupr | 1cH | - | 215 | 1fA+215 | - | 578.00000 |
Tranche Comments
M: Registration: 144F Refi;
D: Registration: 144P Meay;
L: Registration: 144B Wsjp;
A: Registration: 144X Arql;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | TFJ | 33.600 | 4.77 | Ak3 | - | - | NN | - | - | - | Jvrohfcb | 1sA | 110j | 100 | 1iB+100 | - | 867.00000 |
| A | YHL | 544.300 | 8.71 | Ybb | - | - | GGG | - | - | - | Cybbzpnt | 1kE | 75-80 | 75 | 1hO+75 | - | 502.00000 |
| Y | QWQ | 50.310 | 6.16 | Z2 | - | - | I | - | - | - | Iyulhkoj | 1kN | 160h | 150 | 1lJ+150 | - | 492.00000 |
| E | FSG | 33.220 | 3.75 | Kll3 | - | - | JJJ | - | - | - | Tuwxkeoo | 1wB | 240n | 230 | 1tN+230 | - | 203.00000 |
Tranche Comments
A: Registration: 144G Zgbf;
V: Registration: 144W Lbmy;
Y: Registration: 144I Twix;
E: Registration: 144J Fhtx;