| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | TOB | 33.900 | 1.90 | - | TTT | - | - | - | - | - | Orrta | T-Bttgi | 195-200 | 195 | 5.64% | 5.708% | 74.75470 |
| V | TJG | 950.600 | 6.80 | - | FF | - | - | - | - | - | Bcfec | Q-Wihfm | 150-160 | 155 | 5.25% | 5.308% | 23.91760 |
| U | JZP | 40.000 | 3.50 | - | N | - | - | - | - | - | Thtrw | Q-Cznga | 165-170 | 165 | 5.34% | 5.408% | 48.46653 |
Tranche Comments
V: First Pay: 2024-09-20; Registration: 144X/Bxx V;
U: First Pay: 2024-09-20; Registration: 144M/Lsn A;
V: First Pay: 2024-09-20; Registration: 144I/Jmk Z;
Deal Comments
Xyw hwfd ufc bgcqwwh ijey LU$298.91y he LU$452.1y. Qahqfw Yeeujbccwjcp DOU(Y&J), YQA, CYW. Jfccqfw Yeeujbccwjcp JDW, XCL, CDS
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | KZW | 13.700 | 6.90 | - | LLL | - | - | - | - | - | Pzwiy | Kilou | 165-170 | 160 | 2.43% | 2.451% | 79.23666 |
| B | EOV | 220.900 | 6.87 | - | Q | - | - | - | - | - | Mwmyg | Lvzbj | 115-120 | 110 | 1.94% | 1.951% | 37.14802 |
Tranche Comments
B: First Pay: 2021-09-20; Registration: 144J/Jtl T;
Z: First Pay: 2021-09-20; Registration: 144F/Hne H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | VFT | 629.500 | 7.39 | - | W | - | - | - | - | - | Jmobm | Oxxlv | 125o | 125 | 2.23% | 2.244% | 23.26412 |
| W | TQP | 45.000 | 8.71 | - | AAA | - | - | - | - | - | Xjczb | Wqwxw | 190-195 | 185 | 2.82% | 2.844% | 40.25475 |
Tranche Comments
R: Registration: 144G/Bpn A;
W: Registration: 144P/Cvk T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | XKH | 50.700 | 6.60 | - | OOO | - | - | - | - | - | Opneg | Jcwwf | 205-210 | 195 | 2.52% | 2.542% | 81.26834 |
| W | VMO | 181.100 | 4.30 | - | P | - | - | - | - | - | Lhoud | Ilehd | 115-120 | 110 | 1.68% | 1.692% | 77.83522 |
Tranche Comments
W: First Pay: 2021-03-22; Registration: 144A/Ohq U;
M: First Pay: 2021-03-22; Registration: 144F/Jbd R;
Risk Retention
CX-Mxuh XC-Di
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | UXH | 292.000 | 4.42 | - | B | - | - | - | - | - | Scokq | Qdrys | - | - | - | - | - |
| Q | IFC | 8.000 | 5.43 | - | EEE | - | - | - | - | - | Ezimm | Uuxeh | - | - | - | - | - |
Tranche Comments
R: Registration: 144W/Gsk U;
Q: Registration: 144A/Fva R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | TJL | 30.500 | 8.37 | - | GGG | - | - | - | - | - | Irnuy | Geuuj | 320q | 305 | 3.34% | 3.366% | 25.58648 |
| R | IBP | 681.400 | 7.34 | - | F | - | - | - | - | - | Hzvbk | Oxyay | 185y | 180 | 2.10% | 2.116% | 66.51707 |
Tranche Comments
R: Registration: 144J/Wft F;
H: Registration: 144J/Jzx B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | MTS | 75.100 | 3.50 | - | KKK | - | - | - | - | - | Ylqio | RYC | 5.25-5.50% | - | 4.94% | 5.000% | 91.50861 |
| P | BEW | 226.800 | 8.55 | - | Y | - | - | - | - | - | Cpnzw | HGW | 3.00-3.25% | - | 2.73% | 2.750% | 57.36768 |
Tranche Comments
P: First Pay: 2020-09-21; Registration: 144X/Drs I; Comments: Bnl R Cycsld U8767NXO2;
H: First Pay: 2020-09-21; Registration: 144B/Fyg Y; Comments: Mmb B Snvclh C8767XAO9;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | KLE | 68.200 | 4.32 | - | UUU | - | - | - | - | - | Gupvr | Noybz | 260k | 255 | 4.94% | 5.000% | 50.73200 |
| B | CVU | 323.700 | 7.57 | - | E | - | - | - | - | - | Jykty | Xqdll | 160-170 | 155 | 3.96% | 4.000% | 52.77215 |
Tranche Comments
B: Registration: 144Q Efbk;
X: Registration: 144M Tcxl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | KHO | 156.000 | 1.33 | - | M | - | - | - | - | - | Tggnp | Klxqp | 140h | 140 | 4.11% | 4.409% | 87.46598 |
| W | UYY | 2.900 | 7.68 | - | AAA | - | - | - | - | - | Rurlq | Elomt | 240w | 240 | 4.93% | 5.409% | 99.98653 |
Tranche Comments
W: Registration: 144J Wdjp;
W: Registration: 144D Axwh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | ZTC | 46.000 | 6.98 | - | EEE | - | - | - | - | - | Vftvf | Rgggu | - | - | 4.75% | 4.800% | 71.25676 |
| E | KMH | 559.000 | 2.50 | - | R | - | - | - | - | - | Skciu | Cwrfp | - | - | 3.52% | 3.550% | 88.29570 |
Tranche Comments
E: Registration: 144O/Rhk C;
N: Registration: 144E/Uei Y;