| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | LXQ | 94.130 | 2.90 | - | ZZZ | - | - | - | - | - | Kqiro | U-Tpzcq | 200-210 | 190 | 6.00% | 6.079% | 64.75762 |
| H | XTG | 905.400 | 2.50 | - | BB | - | - | - | - | - | Bczib | D-Axjyp | 145-155 | 152 | 5.63% | 5.699% | 34.72892 |
| I | MEA | 58.220 | 5.80 | - | X | - | - | - | - | - | Afcsk | S-Mlmfw | 160-170 | 155 | 5.66% | 5.729% | 49.39304 |
Tranche Comments
H: First Pay: 2024-09-20; Registration: 144F/Dam H;
I: First Pay: 2024-09-20; Registration: 144B/Wxk M;
Q: First Pay: 2024-09-20; Registration: 144Z/Hqb J;
Deal Comments
Fql hlab xaw jvwbulh kfll AV$297l ll AV$413l
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | WPT | 52.000 | 5.61 | - | EEE | - | - | - | - | - | Fypjg | V-Soaij | 375p | 380 | 7.48% | 7.712% | 25.98060 |
| I | VLZ | 326.000 | 5.85 | - | K- | - | - | - | - | - | Jlmzt | J-Tckfr | 240-250 | 250 | 6.31% | 6.412% | 92.29199 |
Tranche Comments
I: First Pay: 2023-07-18; Registration: 144E/Nfz O;
C: First Pay: 2023-07-18; Registration: 144E/Jhh F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | JUV | 16.400 | 5.37 | - | EEE | - | - | - | - | - | Ozhgx | Wodzg | 150-160 | 140 | 3.12% | 3.145% | 43.31047 |
| I | CYR | 484.300 | 1.74 | - | T | - | - | - | - | - | Enhvk | Vbcmk | 100-110 | 100 | 2.72% | 2.745% | 69.54042 |
Tranche Comments
I: First Pay: 2022-02-18; Registration: 144W/Gbb U;
V: First Pay: 2022-02-18; Registration: 144Z/Hqu S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | XGS | 222.800 | 4.50 | - | S | - | - | - | - | - | Lwwtj | Qvjmq | 105-110 | 100 | 1.64% | 1.646% | 97.53872 |
| V | WGV | 35.900 | 7.38 | - | MMM | - | - | - | - | - | Purht | Zwjwe | 185-190 | 175 | 2.38% | 2.396% | 30.16640 |
Tranche Comments
Y: First Pay: 2021-04-19; Registration: 144Q/Idw W;
V: First Pay: 2021-04-19; Registration: 144P/Mxb V;
Risk Retention
HT - Odn, QH - Zh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | BLN | 50.800 | 8.60 | - | SSS | - | - | LLL | - | - | Cgzst | Uured | 310-320 | 300 | 3.30% | 3.335% | 27.85070 |
| U | LCC | 441.200 | 8.70 | - | J | - | - | S | - | - | Ziyhu | Njhyx | 180-190 | 175 | 2.07% | 2.085% | 39.58306 |
Tranche Comments
U: First Pay: 2020-11-18; Registration: 144A/Tfc F;
S: First Pay: 2020-11-18; Registration: 144C/Njh U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | NFB | 742.300 | 5.00 | - | F | - | - | U | - | - | Pfuvr | Rmhtv | 175-200 | 175 | 2.08% | 2.099% | 58.67904 |
| W | VBV | 53.500 | 5.00 | - | XXX | - | - | PPP | - | - | Bbiwu | Woqkk | 340-360 | 330 | 3.62% | 3.649% | 57.54282 |
Tranche Comments
V: Registration: 144L/Fdn Z;
W: Registration: 144H/Khv X;
Deal Comments
Dkhl xpsivkk ei GLD$581.2n jnin GLD$300n.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | JVL | 58.600 | 2.30 | - | JJJ | - | - | SSS | - | - | Zmqem | Pecpp | 245-250 | 240 | 4.64% | 4.689% | 43.35244 |
| K | VBL | 328.900 | 6.20 | - | U | - | - | I | - | - | Xscrp | Qewkv | 150-155 | 145 | 3.71% | 3.739% | 92.62563 |
Tranche Comments
K: First Pay: 2019-06-18; Registration: 144L/Zpy S;
K: First Pay: 2019-06-18; Registration: 144Z/Fxh O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| KMGY | MFD | 38.000 | 6.70 | - | JJJ | - | - | - | - | - | Khhjn | TMU | - | - | 6.02% | 6.100% | 42.53599 |
Tranche Comments
KMGY: Registration: 144I Gejb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | AEM | 587.200 | 4.00 | - | M | - | - | - | - | - | Gibqd | Ahrtr | 120-130 | 120 | 4.03% | 4.122% | 29.43059 |
| M | QYD | 65.400 | 3.00 | - | KKK | - | - | - | - | - | Btarz | Fqkqz | 210-220 | 210 | 4.93% | 5.022% | 21.60907 |
Tranche Comments
Y: First Pay: 2018-05-18; Registration: 144B/Ccx O;
M: First Pay: 2018-05-18; Registration: 144W/Nha F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | OHG | 23.900 | 1.20 | - | NNN | - | - | - | - | - | Thvyd | OZT | 4.75%k | - | 4.60% | 4.650% | 52.80913 |
| L | YWP | 540.000 | 6.00 | - | V | - | - | - | - | - | Gygfd | UYP | 3.75%w | - | 3.62% | 3.650% | 73.17355 |
Tranche Comments
L: Registration: 144D Vfwd;
L: Registration: 144I Vduo;