| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 432.430 | 6.05 | - | AA | - | - | - | - | - | Fixed | I-Curve | 140-150 | 140 | 5.78% | 5.854% | 99.98090 |
Tranche Comments
A: First Pay: 2024-06-20; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | QKZ | 965.331 | 1.71 | - | P | - | - | - | - | - | Lrpup | D-Sfnpv | 175-185 | 170 | 4.55% | 4.594% | 30.82450 |
Tranche Comments
H: First Pay: 2022-06-21; Registration: 144A/Wsv U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | RQW | 647.600 | 9.40 | - | E | - | - | S | - | - | Smlcm | Sxuuw | 130-140 | 120 | 2.26% | 2.272% | 51.35702 |
| P | UMX | 77.700 | 8.30 | - | HHH | - | - | DDD | - | - | Cqgbj | Tucui | 200-210 | 190 | 3.08% | 3.102% | 70.92080 |
Tranche Comments
V: First Pay: 2021-08-19; Registration: 144Z/Idp U;
P: First Pay: 2021-08-19; Registration: 144P/Zhu U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | AIX | 902.000 | 4.74 | - | L | - | - | U | - | - | Eachd | Xtflm | 155-165 | 155 | 1.83% | 1.840% | 64.41085 |
| Q | IYT | 50.100 | 9.00 | - | KKK | - | - | ZZZ | - | - | Lthwa | Vhcaq | 310-320 | 310 | 3.69% | 3.728% | 62.21576 |
| H-2 | NUS | 405.600 | 6.00 | - | W | - | - | F | - | - | Emkmu | Vequc | 195-200 | 195 | 2.56% | 2.578% | 45.70024 |
Tranche Comments
Q-1: First Pay: 2020-12-21; Registration: 144J/Avq Y;
H-2: First Pay: 2020-12-21; Registration: 144M/Nvv N;
Q: First Pay: 2020-12-21; Registration: 144A/Ein Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | UQD | 509.200 | 5.10 | - | J | - | - | X | - | - | Fasoh | Cvnqb | 175b | 165 | 1.96% | 1.974% | 18.51189 |
Tranche Comments
L: Registration: 144H/Wyv X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1 | RLD | 240.500 | 9.25 | - | H | - | - | U | - | - | Jisab | Flveh | 110o | 105 | 2.39% | 2.409% | 66.12814 |
| F2 | RAP | 131.800 | 1.00 | - | H | - | - | U | - | - | Dcvkt | Rgzxh | 175-185 | 175 | 3.10% | 3.129% | 42.13946 |
Tranche Comments
F1: First Pay: 2019-11-18; Registration: 144H/Kqg S;
F2: First Pay: 2019-11-18; Registration: 144X/Oqz C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | MWP | 810.300 | 3.70 | - | E | - | - | S | - | - | Eraac | Jvjnp | 150r | 150 | 3.82% | 3.860% | 74.61224 |
Tranche Comments
F: Registration: 144N Btgp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | QRY | 713.000 | 3.10 | - | F | - | - | B | - | - | Whusk | Rrirl | 90-100 | 90 | 3.82% | 3.859% | 17.34337 |
| F2 | OSW | 557.800 | 9.75 | - | H | - | - | K | - | - | Mwzlp | Aqkvm | 165-175 | 165 | 4.62% | 4.673% | 72.13600 |
Tranche Comments
O1: Registration: 144X Yalq;
F2: Registration: 144L Ykgu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1 | RCG | 140.640 | 4.43 | - | Q | - | - | - | - | - | Fpiwj | Vmwxk | - | 160 | 3.90% | 3.929% | - |
Tranche Comments
S1: Registration: 144L Zrim;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | UYF | 841.140 | 2.86 | - | Y | - | - | - | - | - | Suiva | Nnqik | - | 155 | 2.27% | 2.280% | 767.00000 |
| S2 | ZCT | 979.550 | 76.00 | - | X | - | - | - | - | - | Gatzk | Qugfh | - | - | 3.53% | 3.550% | 712.00000 |
Tranche Comments
Z1: Registration: 144X Qagr;
S2: Registration: 144F Wubz;