| 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 |
|---|
| A | XGY | 333.638 | 6.83 | - | E | - | - | - | - | - | Tqhxb | S-Pkscz | 175-185 | 170 | 4.55% | 4.594% | 25.46970 |
Tranche Comments
A: First Pay: 2022-06-21; Registration: 144T/Cuk P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | BKT | 824.700 | 2.10 | - | C | - | - | I | - | - | Isual | Tkyvp | 130-140 | 120 | 2.26% | 2.272% | 54.41285 |
| W | AVL | 14.500 | 7.30 | - | RRR | - | - | JJJ | - | - | Jyfup | Ihlki | 200-210 | 190 | 3.08% | 3.102% | 77.63460 |
Tranche Comments
R: First Pay: 2021-08-19; Registration: 144U/Kqx G;
W: First Pay: 2021-08-19; Registration: 144F/Tqm J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | JOI | 397.200 | 6.00 | - | T | - | - | J | - | - | Qnnep | Mhtyn | 195-200 | 195 | 2.56% | 2.578% | 22.39936 |
| C-1 | NTA | 553.000 | 9.42 | - | K | - | - | E | - | - | Rggfk | Zjzzb | 155-165 | 155 | 1.83% | 1.840% | 82.16938 |
| E | PNB | 78.500 | 9.00 | - | AAA | - | - | EEE | - | - | Wjkpn | Ovbbd | 310-320 | 310 | 3.69% | 3.728% | 45.48891 |
Tranche Comments
C-1: First Pay: 2020-12-21; Registration: 144B/Kcc M;
Q-2: First Pay: 2020-12-21; Registration: 144K/Ihq L;
E: First Pay: 2020-12-21; Registration: 144X/Nxu A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | ITH | 937.900 | 6.80 | - | N | - | - | G | - | - | Gwhxt | Rdacl | 175p | 165 | 1.96% | 1.974% | 36.91219 |
Tranche Comments
E: Registration: 144C/Acq O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | EVF | 695.700 | 2.86 | - | U | - | - | C | - | - | Lkzxb | Drhix | 110n | 105 | 2.39% | 2.409% | 27.23085 |
| Q2 | IWA | 155.800 | 7.00 | - | U | - | - | I | - | - | Vogad | Mnuvk | 175-185 | 175 | 3.10% | 3.129% | 84.49221 |
Tranche Comments
T1: First Pay: 2019-11-18; Registration: 144G/Jsi P;
Q2: First Pay: 2019-11-18; Registration: 144H/Eic D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | VWM | 901.700 | 5.70 | - | C | - | - | H | - | - | Mravq | Tcuec | 150h | 150 | 3.82% | 3.860% | 55.67851 |
Tranche Comments
S: Registration: 144W Crfr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1 | ZNO | 986.000 | 5.60 | - | X | - | - | N | - | - | Faxxh | Fxgpv | 90-100 | 90 | 3.82% | 3.859% | 16.69010 |
| Z2 | WAH | 482.500 | 5.90 | - | Y | - | - | E | - | - | Rwtwz | Qkjtr | 165-175 | 165 | 4.62% | 4.673% | 37.61900 |
Tranche Comments
X1: Registration: 144Q Cjth;
Z2: Registration: 144N Nwwo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | GCP | 489.380 | 9.89 | - | V | - | - | - | - | - | Mmvgv | Tooij | - | 160 | 3.90% | 3.929% | - |
Tranche Comments
O1: Registration: 144J Avtr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S2 | KIM | 872.450 | 84.00 | - | I | - | - | - | - | - | Enleb | Pbnkq | - | - | 3.53% | 3.550% | 465.00000 |
| K1 | AUX | 509.830 | 7.95 | - | V | - | - | - | - | - | Sbcog | Gryrk | - | 155 | 2.27% | 2.280% | 884.00000 |
Tranche Comments
K1: Registration: 144Y Yvjx;
S2: Registration: 144E Xous;