| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | AII | 126.380 | 2.70 | - | NN | - | - | - | - | - | Jhcck | F-Lmnus | 140-150 | 140 | 5.78% | 5.854% | 19.37620 |
Tranche Comments
J: First Pay: 2024-06-20; Registration: 144P/Nnr G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | LSW | 912.758 | 4.46 | - | K | - | - | - | - | - | Kqfne | P-Qjrff | 175-185 | 170 | 4.55% | 4.594% | 18.65860 |
Tranche Comments
M: First Pay: 2022-06-21; Registration: 144L/Axk M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | TCN | 497.300 | 7.90 | - | K | - | - | K | - | - | Njnki | Qtgzq | 130-140 | 120 | 2.26% | 2.272% | 19.72394 |
| G | MEX | 53.200 | 2.70 | - | ZZZ | - | - | BBB | - | - | Rmfcn | Cfaqd | 200-210 | 190 | 3.08% | 3.102% | 19.65350 |
Tranche Comments
M: First Pay: 2021-08-19; Registration: 144A/Cpo I;
G: First Pay: 2021-08-19; Registration: 144G/Bsv H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | VBG | 358.000 | 2.68 | - | Y | - | - | E | - | - | Vwnqr | Obtjh | 155-165 | 155 | 1.83% | 1.840% | 39.22804 |
| J-2 | MXN | 754.700 | 6.00 | - | L | - | - | O | - | - | Sqxcx | Gozgu | 195-200 | 195 | 2.56% | 2.578% | 87.86583 |
| N | RAA | 53.900 | 2.00 | - | III | - | - | QQQ | - | - | Vakcg | Nrnmv | 310-320 | 310 | 3.69% | 3.728% | 68.49896 |
Tranche Comments
P-1: First Pay: 2020-12-21; Registration: 144B/Tix O;
J-2: First Pay: 2020-12-21; Registration: 144Q/Par O;
N: First Pay: 2020-12-21; Registration: 144A/Hwo Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | JLC | 645.600 | 8.30 | - | W | - | - | M | - | - | Gihuz | Seine | 175a | 165 | 1.96% | 1.974% | 92.79167 |
Tranche Comments
Z: Registration: 144P/Bah L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1 | MTQ | 667.500 | 8.40 | - | C | - | - | S | - | - | Nhgye | Ckfqa | 110y | 105 | 2.39% | 2.409% | 84.62860 |
| F2 | WTR | 327.800 | 4.00 | - | K | - | - | G | - | - | Qlffs | Ovtat | 175-185 | 175 | 3.10% | 3.129% | 58.58840 |
Tranche Comments
F1: First Pay: 2019-11-18; Registration: 144E/Hio U;
F2: First Pay: 2019-11-18; Registration: 144D/Tyt K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | VSX | 436.500 | 1.70 | - | P | - | - | I | - | - | Kopop | Eoyhf | 150c | 150 | 3.82% | 3.860% | 34.81988 |
Tranche Comments
E: Registration: 144U Bisz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R2 | EEG | 182.500 | 8.49 | - | H | - | - | C | - | - | Yhlbm | Gnyjw | 165-175 | 165 | 4.62% | 4.673% | 97.91400 |
| F1 | CLI | 283.000 | 2.50 | - | R | - | - | M | - | - | Tcxhs | Ojibn | 90-100 | 90 | 3.82% | 3.859% | 94.50907 |
Tranche Comments
F1: Registration: 144N Vawx;
R2: Registration: 144L Viib;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1 | ZFG | 343.680 | 5.74 | - | M | - | - | - | - | - | Vjqlc | Rteqx | - | 160 | 3.90% | 3.929% | - |
Tranche Comments
U1: Registration: 144A Ajzg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | HNB | 779.880 | 7.72 | - | J | - | - | - | - | - | Rnzvq | Ivxbe | - | 155 | 2.27% | 2.280% | 214.00000 |
| I2 | QWR | 501.880 | 25.00 | - | S | - | - | - | - | - | Wqfec | Sgwrw | - | - | 3.53% | 3.550% | 970.00000 |
Tranche Comments
K1: Registration: 144M Imls;
I2: Registration: 144P Wtzn;