| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | WGD | 554.500 | 3.40 | - | SS | - | - | - | - | - | Puuyp | U-Zdykr | 145-155 | 152 | 5.63% | 5.699% | 46.78958 |
| N | ZGO | 30.980 | 3.10 | - | TTT | - | - | - | - | - | Hyhfg | V-Pnnhg | 200-210 | 190 | 6.00% | 6.079% | 70.83560 |
| S | BTP | 13.270 | 9.10 | - | K | - | - | - | - | - | Wnyox | Y-Ixkaf | 160-170 | 155 | 5.66% | 5.729% | 47.72616 |
Tranche Comments
P: First Pay: 2024-09-20; Registration: 144A/Nzu D;
S: First Pay: 2024-09-20; Registration: 144D/Aaa R;
N: First Pay: 2024-09-20; Registration: 144Z/Fut X;
Deal Comments
Ccg hgav sal belspgh enjv BP$297v gj BP$413v
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | BRK | 10.000 | 3.32 | - | DDD | - | - | - | - | - | Ypybg | Y-Ofmtf | 375f | 380 | 7.48% | 7.712% | 21.34180 |
| T | OSM | 796.000 | 9.96 | - | O- | - | - | - | - | - | Lzgxg | T-Awcrd | 240-250 | 250 | 6.31% | 6.412% | 59.44143 |
Tranche Comments
T: First Pay: 2023-07-18; Registration: 144F/Fpz V;
T: First Pay: 2023-07-18; Registration: 144D/Kjk D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | PIO | 135.800 | 1.10 | - | F | - | - | - | - | - | Rigea | Fitte | 100-110 | 100 | 2.72% | 2.745% | 47.20839 |
| W | BUG | 37.300 | 4.64 | - | UUU | - | - | - | - | - | Mcici | Iqvho | 150-160 | 140 | 3.12% | 3.145% | 64.82728 |
Tranche Comments
C: First Pay: 2022-02-18; Registration: 144L/Cej Z;
W: First Pay: 2022-02-18; Registration: 144U/Uyd T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | UWQ | 39.900 | 5.26 | - | GGG | - | - | - | - | - | Ovtkf | Ikuoj | 185-190 | 175 | 2.38% | 2.396% | 69.71390 |
| W | YKI | 641.900 | 6.96 | - | D | - | - | - | - | - | Ioikw | Kifqg | 105-110 | 100 | 1.64% | 1.646% | 43.33380 |
Tranche Comments
W: First Pay: 2021-04-19; Registration: 144K/Xon G;
S: First Pay: 2021-04-19; Registration: 144J/Wcd F;
Risk Retention
PS - Yyz, AP - Rt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | RVR | 98.300 | 4.60 | - | KKK | - | - | PPP | - | - | Dzfpm | Ntxrd | 310-320 | 300 | 3.30% | 3.335% | 22.32953 |
| N | WBK | 869.500 | 8.30 | - | L | - | - | Z | - | - | Qqwil | Hyxpm | 180-190 | 175 | 2.07% | 2.085% | 86.93608 |
Tranche Comments
N: First Pay: 2020-11-18; Registration: 144W/Dyj B;
R: First Pay: 2020-11-18; Registration: 144B/Cqd D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | BAK | 865.700 | 8.00 | - | Z | - | - | S | - | - | Ymvao | Prhxz | 175-200 | 175 | 2.08% | 2.099% | 89.15192 |
| W | NXG | 61.100 | 6.00 | - | DDD | - | - | KKK | - | - | Hhisx | Kmuru | 340-360 | 330 | 3.62% | 3.649% | 86.31359 |
Tranche Comments
P: Registration: 144T/Jbk W;
W: Registration: 144K/Izg T;
Deal Comments
Ydqj yebyxdc eu CWY$581.2d zdud CWY$300d.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | UMU | 444.500 | 4.30 | - | W | - | - | R | - | - | Rtypm | Cncww | 150-155 | 145 | 3.71% | 3.739% | 81.86943 |
| J | KYY | 73.600 | 5.30 | - | OOO | - | - | EEE | - | - | Xiwjf | Amxlj | 245-250 | 240 | 4.64% | 4.689% | 90.66397 |
Tranche Comments
Y: First Pay: 2019-06-18; Registration: 144Y/Rpx B;
J: First Pay: 2019-06-18; Registration: 144O/Pix U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| WHKO | GFY | 85.000 | 4.20 | - | XXX | - | - | - | - | - | Biwbg | FJD | - | - | 6.02% | 6.100% | 99.10743 |
Tranche Comments
WHKO: Registration: 144X Viib;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | XLM | 14.200 | 8.00 | - | NNN | - | - | - | - | - | Dntvo | Cviqy | 210-220 | 210 | 4.93% | 5.022% | 99.90946 |
| W | JWH | 865.200 | 9.00 | - | J | - | - | - | - | - | Zbsrs | Rxfib | 120-130 | 120 | 4.03% | 4.122% | 18.30206 |
Tranche Comments
W: First Pay: 2018-05-18; Registration: 144D/Zsf R;
B: First Pay: 2018-05-18; Registration: 144W/Pjc M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | KLL | 22.400 | 5.60 | - | JJJ | - | - | - | - | - | Wkfkg | AXB | 4.75%i | - | 4.60% | 4.650% | 80.39004 |
| B | FRL | 704.000 | 5.00 | - | C | - | - | - | - | - | Hylfi | VPU | 3.75%y | - | 3.62% | 3.650% | 88.64976 |
Tranche Comments
B: Registration: 144M Hich;
T: Registration: 144L Juvx;