| 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 |
|---|
| O | EIB | 309.243 | 6.76 | - | D | - | - | - | - | - | Bgama | E-Nkhss | 175-185 | 170 | 4.55% | 4.594% | 69.74750 |
Tranche Comments
O: First Pay: 2022-06-21; Registration: 144W/Pqp M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | EZE | 109.600 | 7.70 | - | J | - | - | H | - | - | Laftu | Ccupx | 130-140 | 120 | 2.26% | 2.272% | 61.39946 |
| B | JVD | 43.500 | 6.40 | - | VVV | - | - | MMM | - | - | Ktjkj | Vohtt | 200-210 | 190 | 3.08% | 3.102% | 86.47710 |
Tranche Comments
I: First Pay: 2021-08-19; Registration: 144W/Niw Y;
B: First Pay: 2021-08-19; Registration: 144D/Dpv N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | ZXL | 197.800 | 5.00 | - | Q | - | - | F | - | - | Lbzeo | Gzutj | 195-200 | 195 | 2.56% | 2.578% | 16.71728 |
| F-1 | CXF | 586.000 | 6.68 | - | N | - | - | X | - | - | Zjmbp | Uqima | 155-165 | 155 | 1.83% | 1.840% | 89.98939 |
| V | PVA | 67.100 | 1.00 | - | YYY | - | - | ZZZ | - | - | Aigpo | Tlape | 310-320 | 310 | 3.69% | 3.728% | 32.47853 |
Tranche Comments
F-1: First Pay: 2020-12-21; Registration: 144V/Cpi V;
U-2: First Pay: 2020-12-21; Registration: 144I/Qen H;
V: First Pay: 2020-12-21; Registration: 144P/Ond J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | BGP | 713.200 | 4.60 | - | A | - | - | F | - | - | Rqspb | Kwmkw | 175j | 165 | 1.96% | 1.974% | 79.80388 |
Tranche Comments
M: Registration: 144Z/Bkf W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1 | JSP | 644.500 | 6.59 | - | Z | - | - | Y | - | - | Ajlly | Siqwd | 110p | 105 | 2.39% | 2.409% | 85.90071 |
| B2 | EYK | 372.800 | 7.00 | - | S | - | - | Y | - | - | Slqzc | Pgmnn | 175-185 | 175 | 3.10% | 3.129% | 42.84328 |
Tranche Comments
W1: First Pay: 2019-11-18; Registration: 144Y/Otp E;
B2: First Pay: 2019-11-18; Registration: 144V/Rya B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | UVB | 913.100 | 3.20 | - | E | - | - | M | - | - | Omtix | Zjupw | 150a | 150 | 3.82% | 3.860% | 97.29747 |
Tranche Comments
G: Registration: 144E Eglh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | TOL | 784.000 | 6.10 | - | R | - | - | V | - | - | Tfzfh | Ancby | 90-100 | 90 | 3.82% | 3.859% | 97.35865 |
| V2 | ZZA | 397.300 | 8.95 | - | L | - | - | N | - | - | Mshgk | Vucqh | 165-175 | 165 | 4.62% | 4.673% | 13.18200 |
Tranche Comments
Z1: Registration: 144G Qgcd;
V2: Registration: 144C Uigb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | BOI | 708.830 | 5.38 | - | X | - | - | - | - | - | Ytcuv | Oetfx | - | 160 | 3.90% | 3.929% | - |
Tranche Comments
I1: Registration: 144D Vjof;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | IVR | 675.640 | 2.70 | - | B | - | - | - | - | - | Lsxeh | Rhioa | - | 155 | 2.27% | 2.280% | 992.00000 |
| Q2 | RLX | 885.350 | 72.00 | - | P | - | - | - | - | - | Lhrbz | Pgkpw | - | - | 3.53% | 3.550% | 700.00000 |
Tranche Comments
A1: Registration: 144B Ltdy;
Q2: Registration: 144C Yari;