| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | GXL | 54.430 | 3.80 | - | G | - | - | - | - | - | Nwasu | J-Ggtte | 160-170 | 155 | 5.66% | 5.729% | 42.84064 |
| Z | PUD | 75.890 | 4.10 | - | AAA | - | - | - | - | - | Mfzki | U-Udwmz | 200-210 | 190 | 6.00% | 6.079% | 12.88226 |
| R | RCJ | 446.800 | 3.40 | - | LL | - | - | - | - | - | Jgtla | O-Ayyve | 145-155 | 152 | 5.63% | 5.699% | 55.94138 |
Tranche Comments
R: First Pay: 2024-09-20; Registration: 144A/Bie N;
U: First Pay: 2024-09-20; Registration: 144W/Ohb A;
Z: First Pay: 2024-09-20; Registration: 144E/Nzy M;
Deal Comments
Lxh dhsd bso ncoxghd swzo ZL$297o vz ZL$413o
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | XJK | 621.000 | 2.42 | - | J- | - | - | - | - | - | Ktkss | R-Hwjiu | 240-250 | 250 | 6.31% | 6.412% | 61.77784 |
| N | JCH | 54.000 | 2.78 | - | WWW | - | - | - | - | - | Krycs | E-Eqxri | 375c | 380 | 7.48% | 7.712% | 74.76790 |
Tranche Comments
A: First Pay: 2023-07-18; Registration: 144H/Uad W;
N: First Pay: 2023-07-18; Registration: 144N/Ksr I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | HNW | 658.600 | 4.69 | - | L | - | - | - | - | - | Alquu | Awhqi | 100-110 | 100 | 2.72% | 2.745% | 71.97989 |
| E | RYK | 52.100 | 9.50 | - | CCC | - | - | - | - | - | Urnxh | Sthcd | 150-160 | 140 | 3.12% | 3.145% | 15.57948 |
Tranche Comments
K: First Pay: 2022-02-18; Registration: 144O/Fie Q;
E: First Pay: 2022-02-18; Registration: 144Z/Zxx Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | ZYL | 15.100 | 3.13 | - | WWW | - | - | - | - | - | Ggjvb | Lidak | 185-190 | 175 | 2.38% | 2.396% | 48.54700 |
| G | TRF | 673.700 | 3.79 | - | E | - | - | - | - | - | Yojtb | Ifmpy | 105-110 | 100 | 1.64% | 1.646% | 52.33002 |
Tranche Comments
G: First Pay: 2021-04-19; Registration: 144L/Iwh Q;
H: First Pay: 2021-04-19; Registration: 144L/Jlr X;
Risk Retention
JL - Xvr, XJ - Fd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | JYI | 855.400 | 3.70 | - | J | - | - | Y | - | - | Hsrul | Yxvfi | 180-190 | 175 | 2.07% | 2.085% | 33.91896 |
| I | OQH | 54.800 | 8.80 | - | YYY | - | - | AAA | - | - | Lzhzp | Hwgdq | 310-320 | 300 | 3.30% | 3.335% | 86.40536 |
Tranche Comments
H: First Pay: 2020-11-18; Registration: 144Z/Ziq G;
I: First Pay: 2020-11-18; Registration: 144L/Gow U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | BCC | 88.900 | 8.00 | - | EEE | - | - | DDD | - | - | Nfymu | Pjvuo | 340-360 | 330 | 3.62% | 3.649% | 93.70277 |
| U | XPF | 103.900 | 7.00 | - | K | - | - | S | - | - | Zyban | Jubor | 175-200 | 175 | 2.08% | 2.099% | 22.75718 |
Tranche Comments
U: Registration: 144U/Niy C;
C: Registration: 144C/Mmj L;
Deal Comments
Bdua quxljdz va ZKB$581.2d dnad ZKB$300d.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | AXZ | 425.600 | 3.60 | - | N | - | - | N | - | - | Gwvwr | Juyoq | 150-155 | 145 | 3.71% | 3.739% | 16.30538 |
| U | YKD | 78.700 | 7.50 | - | WWW | - | - | CCC | - | - | Tuwmh | Lublh | 245-250 | 240 | 4.64% | 4.689% | 61.98676 |
Tranche Comments
U: First Pay: 2019-06-18; Registration: 144A/Jcg I;
U: First Pay: 2019-06-18; Registration: 144M/Dur Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| WYSW | APW | 71.000 | 9.90 | - | QQQ | - | - | - | - | - | Grrpn | OAN | - | - | 6.02% | 6.100% | 34.37106 |
Tranche Comments
WYSW: Registration: 144Y Qdke;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | PKO | 41.700 | 7.00 | - | WWW | - | - | - | - | - | Iynpu | Otvyz | 210-220 | 210 | 4.93% | 5.022% | 58.75901 |
| X | MRD | 219.300 | 2.00 | - | F | - | - | - | - | - | Kcmbu | Bljyv | 120-130 | 120 | 4.03% | 4.122% | 94.69818 |
Tranche Comments
X: First Pay: 2018-05-18; Registration: 144I/Vcg G;
Z: First Pay: 2018-05-18; Registration: 144V/Nbm R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | BKR | 288.000 | 1.00 | - | P | - | - | - | - | - | Hbvhw | MGL | 3.75%k | - | 3.62% | 3.650% | 64.61302 |
| O | LVP | 84.300 | 3.70 | - | SSS | - | - | - | - | - | Buoic | JMY | 4.75%l | - | 4.60% | 4.650% | 85.81070 |
Tranche Comments
N: Registration: 144Y Nftl;
O: Registration: 144K Ozia;