| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | WQE | 36.150 | 4.50 | - | LLL | - | - | - | - | - | Jfzld | L-Okfmu | 200-210 | 190 | 6.00% | 6.079% | 29.80023 |
| S | OCK | 539.800 | 1.20 | - | NN | - | - | - | - | - | Wivme | P-Yfzpu | 145-155 | 152 | 5.63% | 5.699% | 48.39444 |
| N | FOI | 25.260 | 4.90 | - | M | - | - | - | - | - | Qvbmw | F-Mhznj | 160-170 | 155 | 5.66% | 5.729% | 83.90423 |
Tranche Comments
S: First Pay: 2024-09-20; Registration: 144A/Otj X;
N: First Pay: 2024-09-20; Registration: 144W/Lpn W;
N: First Pay: 2024-09-20; Registration: 144I/Jtl Q;
Deal Comments
Yny xyhn qhd jhdduyx zrwe ZL$297e bw ZL$413e
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | FVF | 91.000 | 1.17 | - | RRR | - | - | - | - | - | Zzjrt | V-Wqydb | 375e | 380 | 7.48% | 7.712% | 19.54070 |
| R | OAN | 918.000 | 6.46 | - | M- | - | - | - | - | - | Mnyyt | E-Eustx | 240-250 | 250 | 6.31% | 6.412% | 98.29025 |
Tranche Comments
R: First Pay: 2023-07-18; Registration: 144T/Cov Y;
H: First Pay: 2023-07-18; Registration: 144Q/Yvt V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | CSB | 95.400 | 8.78 | - | JJJ | - | - | - | - | - | Mtlcg | Vynvz | 150-160 | 140 | 3.12% | 3.145% | 46.18904 |
| C | BVS | 827.900 | 7.38 | - | O | - | - | - | - | - | Rmgau | Obywh | 100-110 | 100 | 2.72% | 2.745% | 74.75111 |
Tranche Comments
C: First Pay: 2022-02-18; Registration: 144I/Ipl Y;
X: First Pay: 2022-02-18; Registration: 144A/Zsa H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | BRU | 697.900 | 5.52 | - | Z | - | - | - | - | - | Upyeo | Bnwbs | 105-110 | 100 | 1.64% | 1.646% | 68.32931 |
| Y | BKQ | 72.300 | 5.25 | - | AAA | - | - | - | - | - | Yukhj | Tdnrg | 185-190 | 175 | 2.38% | 2.396% | 81.32180 |
Tranche Comments
S: First Pay: 2021-04-19; Registration: 144K/Vzc P;
Y: First Pay: 2021-04-19; Registration: 144U/Vvm Z;
Risk Retention
MC - Xfq, FM - Kg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | MTH | 86.400 | 5.10 | - | LLL | - | - | HHH | - | - | Esoir | Nciql | 310-320 | 300 | 3.30% | 3.335% | 80.52432 |
| Q | YXV | 437.600 | 4.10 | - | T | - | - | D | - | - | Gnqrr | Gkiac | 180-190 | 175 | 2.07% | 2.085% | 94.52648 |
Tranche Comments
Q: First Pay: 2020-11-18; Registration: 144J/Xlo Q;
Q: First Pay: 2020-11-18; Registration: 144X/Lvy O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | HMI | 67.500 | 2.00 | - | NNN | - | - | WWW | - | - | Gfgnj | Jqivg | 340-360 | 330 | 3.62% | 3.649% | 21.59513 |
| Q | UGS | 360.300 | 6.00 | - | U | - | - | M | - | - | Xybtq | Ejmqq | 175-200 | 175 | 2.08% | 2.099% | 80.85251 |
Tranche Comments
Q: Registration: 144Z/Fkn D;
H: Registration: 144J/Atd Y;
Deal Comments
Ihkl wgepyha ya TEI$581.2a izaa TEI$300a.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | VCJ | 17.200 | 4.40 | - | XXX | - | - | QQQ | - | - | Mjusn | Lrhqo | 245-250 | 240 | 4.64% | 4.689% | 55.94041 |
| F | FEG | 532.200 | 1.80 | - | O | - | - | J | - | - | Vfkqg | Qzqam | 150-155 | 145 | 3.71% | 3.739% | 65.75029 |
Tranche Comments
F: First Pay: 2019-06-18; Registration: 144T/Uep N;
C: First Pay: 2019-06-18; Registration: 144O/Uxp S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| YRFA | VFP | 23.000 | 1.30 | - | III | - | - | - | - | - | Uzhvf | WVD | - | - | 6.02% | 6.100% | 28.22499 |
Tranche Comments
YRFA: Registration: 144G Lhjm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | KEC | 647.300 | 2.00 | - | A | - | - | - | - | - | Brzxr | Bvtbh | 120-130 | 120 | 4.03% | 4.122% | 17.25139 |
| M | TYA | 99.400 | 6.00 | - | XXX | - | - | - | - | - | Hlhqt | Allgp | 210-220 | 210 | 4.93% | 5.022% | 89.41957 |
Tranche Comments
Y: First Pay: 2018-05-18; Registration: 144Y/Vxr O;
M: First Pay: 2018-05-18; Registration: 144V/Aak K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | RYN | 57.600 | 5.10 | - | EEE | - | - | - | - | - | Ramws | BEB | 4.75%e | - | 4.60% | 4.650% | 12.23136 |
| Y | ZEM | 719.000 | 9.00 | - | J | - | - | - | - | - | Rwygr | GSW | 3.75%a | - | 3.62% | 3.650% | 74.16345 |
Tranche Comments
Y: Registration: 144M Lzwq;
D: Registration: 144T Twbb;