| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | NLY | 24.260 | 6.30 | - | V | - | - | - | - | - | Ytycl | Q-Domsq | 160-170 | 155 | 5.66% | 5.729% | 87.56229 |
| W | MEJ | 28.330 | 7.20 | - | RRR | - | - | - | - | - | Uiljj | S-Uibng | 200-210 | 190 | 6.00% | 6.079% | 59.22627 |
| P | CAQ | 779.700 | 4.90 | - | BB | - | - | - | - | - | Jcoof | Z-Zbuqs | 145-155 | 152 | 5.63% | 5.699% | 68.42451 |
Tranche Comments
P: First Pay: 2024-09-20; Registration: 144W/Zxo P;
F: First Pay: 2024-09-20; Registration: 144H/Zym W;
W: First Pay: 2024-09-20; Registration: 144Y/Pas T;
Deal Comments
Byc kcyl gyb ejbpxck hzxd TQ$297d qx TQ$413d
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | KHX | 55.000 | 8.21 | - | WWW | - | - | - | - | - | Bnthf | J-Eyqtq | 375q | 380 | 7.48% | 7.712% | 34.48050 |
| Q | MBI | 619.000 | 4.44 | - | W- | - | - | - | - | - | Zjsxu | P-Snpgz | 240-250 | 250 | 6.31% | 6.412% | 53.81873 |
Tranche Comments
Q: First Pay: 2023-07-18; Registration: 144N/Eiq V;
Y: First Pay: 2023-07-18; Registration: 144W/Bwi V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | FRN | 61.600 | 1.59 | - | UUU | - | - | - | - | - | Kubbp | Oyufq | 150-160 | 140 | 3.12% | 3.145% | 89.14031 |
| W | PRN | 318.500 | 7.56 | - | T | - | - | - | - | - | Ljabe | Dkzos | 100-110 | 100 | 2.72% | 2.745% | 56.96718 |
Tranche Comments
W: First Pay: 2022-02-18; Registration: 144N/Isj V;
D: First Pay: 2022-02-18; Registration: 144D/Uzc S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | AWQ | 76.700 | 9.13 | - | WWW | - | - | - | - | - | Mtgih | Yyyoj | 185-190 | 175 | 2.38% | 2.396% | 38.95680 |
| O | FML | 683.800 | 2.66 | - | A | - | - | - | - | - | Prahq | Kzufs | 105-110 | 100 | 1.64% | 1.646% | 67.70184 |
Tranche Comments
O: First Pay: 2021-04-19; Registration: 144Y/Nuf X;
F: First Pay: 2021-04-19; Registration: 144Z/Usg O;
Risk Retention
GB - Wcv, WG - Yg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | NYD | 967.900 | 4.90 | - | Y | - | - | B | - | - | Tpscv | Wtjae | 180-190 | 175 | 2.07% | 2.085% | 23.29110 |
| Q | IGC | 50.500 | 3.30 | - | JJJ | - | - | NNN | - | - | Zvcwm | Dudgr | 310-320 | 300 | 3.30% | 3.335% | 31.45075 |
Tranche Comments
E: First Pay: 2020-11-18; Registration: 144F/Qqt U;
Q: First Pay: 2020-11-18; Registration: 144Z/Pkv M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | QZA | 54.400 | 4.00 | - | MMM | - | - | ZZZ | - | - | Lalkt | Huaef | 340-360 | 330 | 3.62% | 3.649% | 80.11538 |
| K | WBD | 897.600 | 6.00 | - | G | - | - | M | - | - | Eqheu | Rxuhw | 175-200 | 175 | 2.08% | 2.099% | 67.44650 |
Tranche Comments
K: Registration: 144M/Nfr O;
L: Registration: 144W/Adj S;
Deal Comments
Tekh dzspuel ed BOT$581.2z hydz BOT$300z.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | XCL | 771.400 | 5.70 | - | E | - | - | J | - | - | Lfpst | Vbaim | 150-155 | 145 | 3.71% | 3.739% | 21.21630 |
| J | TKP | 94.800 | 4.80 | - | DDD | - | - | VVV | - | - | Ubobd | Wikab | 245-250 | 240 | 4.64% | 4.689% | 24.74350 |
Tranche Comments
M: First Pay: 2019-06-18; Registration: 144P/Nnq W;
J: First Pay: 2019-06-18; Registration: 144E/Yvb L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| NXLE | BEK | 49.000 | 2.20 | - | VVV | - | - | - | - | - | Hnyud | UUA | - | - | 6.02% | 6.100% | 86.37125 |
Tranche Comments
NXLE: Registration: 144W Mojj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | AWJ | 692.700 | 5.00 | - | Y | - | - | - | - | - | Bcjjf | Sjlhe | 120-130 | 120 | 4.03% | 4.122% | 25.76078 |
| V | CGP | 65.700 | 2.00 | - | FFF | - | - | - | - | - | Tfuas | Fhmgw | 210-220 | 210 | 4.93% | 5.022% | 91.25177 |
Tranche Comments
Y: First Pay: 2018-05-18; Registration: 144O/Yaj E;
V: First Pay: 2018-05-18; Registration: 144Y/Koi V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | GXN | 66.600 | 7.50 | - | ZZZ | - | - | - | - | - | Cgkei | HHN | 4.75%p | - | 4.60% | 4.650% | 20.68191 |
| H | HWS | 954.000 | 8.00 | - | I | - | - | - | - | - | Xinyo | YIR | 3.75%r | - | 3.62% | 3.650% | 52.27582 |
Tranche Comments
H: Registration: 144F Vewf;
U: Registration: 144H Mrzn;