| 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 |
|---|
| C | OKE | 718.778 | 8.84 | - | E | - | - | - | - | - | Ogbna | I-Sshce | 175-185 | 170 | 4.55% | 4.594% | 36.99200 |
Tranche Comments
C: First Pay: 2022-06-21; Registration: 144E/Fxu F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | ISZ | 659.500 | 1.20 | - | G | - | - | S | - | - | Zuhwp | Jlcwz | 130-140 | 120 | 2.26% | 2.272% | 98.77870 |
| G | CJT | 96.400 | 9.80 | - | WWW | - | - | ZZZ | - | - | Xqiza | Hvddq | 200-210 | 190 | 3.08% | 3.102% | 57.73150 |
Tranche Comments
N: First Pay: 2021-08-19; Registration: 144W/Gei Z;
G: First Pay: 2021-08-19; Registration: 144H/Lrn E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | CZR | 109.000 | 5.50 | - | H | - | - | M | - | - | Usggt | Jltyq | 155-165 | 155 | 1.83% | 1.840% | 30.27939 |
| N | MEG | 11.800 | 8.00 | - | NNN | - | - | QQQ | - | - | Tujrl | Yuhff | 310-320 | 310 | 3.69% | 3.728% | 27.26527 |
| M-2 | GUL | 488.100 | 2.00 | - | N | - | - | M | - | - | Iijkk | Fqaid | 195-200 | 195 | 2.56% | 2.578% | 70.61578 |
Tranche Comments
B-1: First Pay: 2020-12-21; Registration: 144G/Bin G;
M-2: First Pay: 2020-12-21; Registration: 144X/Zeu H;
N: First Pay: 2020-12-21; Registration: 144J/Wul G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | FQZ | 777.800 | 1.80 | - | Q | - | - | B | - | - | Obaxk | Lldll | 175r | 165 | 1.96% | 1.974% | 32.64507 |
Tranche Comments
X: Registration: 144C/Ave W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | INF | 603.100 | 1.11 | - | Z | - | - | T | - | - | Qzlcc | Zcoyz | 110t | 105 | 2.39% | 2.409% | 30.14131 |
| R2 | EKZ | 394.900 | 4.00 | - | C | - | - | O | - | - | Awjca | Wnzpo | 175-185 | 175 | 3.10% | 3.129% | 89.65072 |
Tranche Comments
J1: First Pay: 2019-11-18; Registration: 144A/Ghe A;
R2: First Pay: 2019-11-18; Registration: 144L/Ton C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | VIL | 553.800 | 3.20 | - | N | - | - | P | - | - | Iqsgs | Aurtb | 150d | 150 | 3.82% | 3.860% | 39.43322 |
Tranche Comments
O: Registration: 144Q Njee;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2 | EGB | 708.800 | 1.54 | - | Z | - | - | S | - | - | Yuaxw | Ohcar | 165-175 | 165 | 4.62% | 4.673% | 39.55500 |
| X1 | PPI | 365.000 | 5.50 | - | Y | - | - | F | - | - | Maaoc | Amwkk | 90-100 | 90 | 3.82% | 3.859% | 99.34990 |
Tranche Comments
X1: Registration: 144I Awms;
L2: Registration: 144N Qjdb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1 | NLR | 927.710 | 1.25 | - | U | - | - | - | - | - | Jfujq | Mfirt | - | 160 | 3.90% | 3.929% | - |
Tranche Comments
U1: Registration: 144N Tgxv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2 | OKA | 786.460 | 83.00 | - | S | - | - | - | - | - | Ntjhc | Utgdq | - | - | 3.53% | 3.550% | 207.00000 |
| T1 | AGE | 610.820 | 8.52 | - | P | - | - | - | - | - | Bvjye | Bxvjy | - | 155 | 2.27% | 2.280% | 468.00000 |
Tranche Comments
T1: Registration: 144W Gkqd;
C2: Registration: 144K Pjim;