| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | AOX | 127.500 | 5.10 | - | ZZ | - | - | - | - | - | Tfsis | F-Vjuyi | 150-160 | 155 | 5.25% | 5.308% | 27.45930 |
| X | VTE | 71.800 | 2.20 | - | XXX | - | - | - | - | - | Xthlm | B-Vnusk | 195-200 | 195 | 5.64% | 5.708% | 58.80240 |
| L | PBE | 16.000 | 8.70 | - | Q | - | - | - | - | - | Imqbf | B-Xfgdi | 165-170 | 165 | 5.34% | 5.408% | 85.21356 |
Tranche Comments
S: First Pay: 2024-09-20; Registration: 144P/Ckl W;
L: First Pay: 2024-09-20; Registration: 144M/Eex M;
X: First Pay: 2024-09-20; Registration: 144X/Nxe V;
Deal Comments
Myq wqde xdw gqwfaqw baqj MB$298.91j uq MB$452.1j. Vmufqq Hqqfaguuqawi OBB(H&K), HVD, SHQ. Hdwwfqq Hqqfaguuqawi HQQ, MSM, AQM
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | PIQ | 849.100 | 7.74 | - | W | - | - | - | - | - | Xfcuh | Dmfev | 115-120 | 110 | 1.94% | 1.951% | 78.85208 |
| P | WWH | 84.500 | 5.52 | - | AAA | - | - | - | - | - | Onrgt | Sikiy | 165-170 | 160 | 2.43% | 2.451% | 50.69825 |
Tranche Comments
X: First Pay: 2021-09-20; Registration: 144I/Plz I;
P: First Pay: 2021-09-20; Registration: 144P/Ezf V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | FLV | 506.300 | 8.40 | - | W | - | - | - | - | - | Qofxu | Xlonj | 125s | 125 | 2.23% | 2.244% | 28.79411 |
| Y | XGV | 96.000 | 9.66 | - | XXX | - | - | - | - | - | Nmnxu | Bxkdt | 190-195 | 185 | 2.82% | 2.844% | 96.58689 |
Tranche Comments
O: Registration: 144M/Erc R;
Y: Registration: 144B/Yvy R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | FHL | 190.100 | 5.80 | - | A | - | - | - | - | - | Ocfus | Mqgrj | 115-120 | 110 | 1.68% | 1.692% | 26.42195 |
| Q | FEP | 76.400 | 5.90 | - | AAA | - | - | - | - | - | Brbct | Dfxbu | 205-210 | 195 | 2.52% | 2.542% | 30.13806 |
Tranche Comments
W: First Pay: 2021-03-22; Registration: 144K/Kwy H;
Q: First Pay: 2021-03-22; Registration: 144C/Iag A;
Risk Retention
QB-Fefv KQ-Np
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | CFX | 7.000 | 7.69 | - | OOO | - | - | - | - | - | Ttbmc | Uriix | - | - | - | - | - |
| A | LZJ | 733.000 | 5.76 | - | T | - | - | - | - | - | Ihxuj | Lpkxp | - | - | - | - | - |
Tranche Comments
A: Registration: 144X/Oom L;
Q: Registration: 144E/Zcs B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | YLB | 15.900 | 5.96 | - | RRR | - | - | - | - | - | Pbwhv | Ywjba | 320d | 305 | 3.34% | 3.366% | 65.69316 |
| Z | KTN | 359.500 | 5.45 | - | L | - | - | - | - | - | Chbxz | Pcykf | 185d | 180 | 2.10% | 2.116% | 41.37010 |
Tranche Comments
Z: Registration: 144Z/Vxu W;
R: Registration: 144A/Zny J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | YWK | 14.400 | 7.53 | - | XXX | - | - | - | - | - | Cjciz | SPB | 5.25-5.50% | - | 4.94% | 5.000% | 66.17138 |
| N | ORQ | 124.400 | 5.80 | - | C | - | - | - | - | - | Kqzgb | JCP | 3.00-3.25% | - | 2.73% | 2.750% | 24.71595 |
Tranche Comments
N: First Pay: 2020-09-21; Registration: 144P/Dez I; Comments: Uyn U Mudxvg I8767HYQ2;
X: First Pay: 2020-09-21; Registration: 144U/Ryi J; Comments: Vtx W Shrsnb M8767VAB9;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | AKI | 100.200 | 2.57 | - | Q | - | - | - | - | - | Nyrpv | Zytlq | 160-170 | 155 | 3.96% | 4.000% | 84.80457 |
| X | NLF | 77.200 | 9.87 | - | RRR | - | - | - | - | - | Ejked | Kntzm | 260s | 255 | 4.94% | 5.000% | 18.78600 |
Tranche Comments
O: Registration: 144J Cpgt;
X: Registration: 144U Wvph;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | YSA | 2.700 | 3.68 | - | NNN | - | - | - | - | - | Ovryo | Aonda | 240i | 240 | 4.93% | 5.409% | 67.22393 |
| W | TUW | 951.000 | 9.32 | - | S | - | - | - | - | - | Bmfak | Qbfxu | 140x | 140 | 4.11% | 4.409% | 38.84596 |
Tranche Comments
W: Registration: 144K Vexi;
L: Registration: 144Y Sddo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | OCR | 95.000 | 4.12 | - | LLL | - | - | - | - | - | Yoaxg | Dnioc | - | - | 4.75% | 4.800% | 63.96540 |
| K | VBP | 510.000 | 1.66 | - | S | - | - | - | - | - | Gvpst | Khtbx | - | - | 3.52% | 3.550% | 89.27110 |
Tranche Comments
K: Registration: 144G/Rjq G;
L: Registration: 144H/Ivq H;