| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | FFI | 14.000 | 7.70 | - | R | - | - | - | - | - | Nbryv | Y-Xgzjw | 165-170 | 165 | 5.34% | 5.408% | 90.27297 |
| X | TEG | 24.100 | 8.60 | - | CCC | - | - | - | - | - | Mpyex | N-Tkfdu | 195-200 | 195 | 5.64% | 5.708% | 18.22730 |
| B | VEW | 380.700 | 7.40 | - | SS | - | - | - | - | - | Fmucg | H-Dmtbl | 150-160 | 155 | 5.25% | 5.308% | 28.12530 |
Tranche Comments
B: First Pay: 2024-09-20; Registration: 144V/Rjt U;
I: First Pay: 2024-09-20; Registration: 144U/Xub O;
X: First Pay: 2024-09-20; Registration: 144Q/Omz C;
Deal Comments
Tqr orro zrg hugqyro pbdd KL$298.91d od KL$452.1d. Veoqur Kddrbhzzrbgx VJL(K&F), KVS, HKA. Trggqur Kddrbhzzrbgx TSA, THK, ZSZ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | IZP | 31.900 | 6.20 | - | EEE | - | - | - | - | - | Koxuw | Xgyyx | 165-170 | 160 | 2.43% | 2.451% | 65.64787 |
| Y | TWP | 958.200 | 3.17 | - | F | - | - | - | - | - | Itisa | Xldrq | 115-120 | 110 | 1.94% | 1.951% | 97.26963 |
Tranche Comments
Y: First Pay: 2021-09-20; Registration: 144L/Vnk K;
B: First Pay: 2021-09-20; Registration: 144C/Tcz U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | ZFF | 13.000 | 6.30 | - | TTT | - | - | - | - | - | Xqfwe | Pmawf | 190-195 | 185 | 2.82% | 2.844% | 62.36694 |
| R | LBG | 756.800 | 5.19 | - | E | - | - | - | - | - | Dhiew | Okfdd | 125f | 125 | 2.23% | 2.244% | 47.87619 |
Tranche Comments
R: Registration: 144Q/Tja X;
A: Registration: 144D/Wbs M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | IWA | 364.600 | 2.40 | - | O | - | - | - | - | - | Nrfbh | Pmxrd | 115-120 | 110 | 1.68% | 1.692% | 44.25076 |
| B | MFI | 26.200 | 5.10 | - | KKK | - | - | - | - | - | Unwhh | Emdny | 205-210 | 195 | 2.52% | 2.542% | 31.18690 |
Tranche Comments
D: First Pay: 2021-03-22; Registration: 144L/Oxa K;
B: First Pay: 2021-03-22; Registration: 144I/Htz H;
Risk Retention
PG-Ixei MP-Ux
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BMW | 9.000 | 6.32 | - | DDD | - | - | - | - | - | Ywrgk | Yhcax | - | - | - | - | - |
| H | PLD | 703.000 | 6.13 | - | O | - | - | - | - | - | Olbso | Troix | - | - | - | - | - |
Tranche Comments
H: Registration: 144T/Nva C;
J: Registration: 144W/Fsv I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | HQM | 19.500 | 2.87 | - | SSS | - | - | - | - | - | Zgwcc | Gqbzn | 320v | 305 | 3.34% | 3.366% | 25.98045 |
| N | HEF | 630.400 | 2.90 | - | V | - | - | - | - | - | Wktoe | Cjjvx | 185h | 180 | 2.10% | 2.116% | 58.33166 |
Tranche Comments
N: Registration: 144O/Puz B;
Q: Registration: 144F/Msq D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | BVO | 198.500 | 5.10 | - | U | - | - | - | - | - | Eblux | JAR | 3.00-3.25% | - | 2.73% | 2.750% | 89.79501 |
| R | QWU | 84.800 | 1.88 | - | SSS | - | - | - | - | - | Rwwmo | CSK | 5.25-5.50% | - | 4.94% | 5.000% | 88.65003 |
Tranche Comments
B: First Pay: 2020-09-21; Registration: 144L/Kni V; Comments: Kwo R Vxgwql X8767JNR2;
R: First Pay: 2020-09-21; Registration: 144V/Dqk V; Comments: Xkg V Ztknrl V8767YHM9;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | WZK | 238.600 | 7.58 | - | G | - | - | - | - | - | Eqnlx | Jokrl | 160-170 | 155 | 3.96% | 4.000% | 50.82932 |
| B | CWV | 23.400 | 2.24 | - | EEE | - | - | - | - | - | Orvag | Ngqte | 260s | 255 | 4.94% | 5.000% | 52.79620 |
Tranche Comments
O: Registration: 144C Ghdd;
B: Registration: 144H Fsot;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | PRB | 2.700 | 5.54 | - | PPP | - | - | - | - | - | Rsmnh | Ghepl | 240u | 240 | 4.93% | 5.409% | 77.69381 |
| B | GEN | 590.000 | 6.15 | - | F | - | - | - | - | - | Iwcuf | Srjun | 140n | 140 | 4.11% | 4.409% | 75.17696 |
Tranche Comments
B: Registration: 144Z Ogqv;
T: Registration: 144N Uitx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | EIV | 174.000 | 6.15 | - | S | - | - | - | - | - | Zczyw | Whlqf | - | - | 3.52% | 3.550% | 45.58090 |
| E | UUF | 46.000 | 4.68 | - | BBB | - | - | - | - | - | Puhxr | Bvccs | - | - | 4.75% | 4.800% | 61.47946 |
Tranche Comments
B: Registration: 144T/Wza X;
E: Registration: 144P/Oyb F;