Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | EXU | 74.780 | 8.80 | - | YY | - | - | JJ | - | - | Tgkhk | P-Ufjbm | - | 190 | 6.55% | 6.649% | 28.86052 |
F | UIA | 242.400 | 6.30 | - | RRR | - | - | EEE | - | - | Mtjki | Z-Btnfd | - | 125 | 6.44% | 6.537% | 40.90561 |
E | MEV | 19.100 | 7.23 | - | TTT | - | - | RRR- | - | - | Rloxa | Q-Yhogj | - | 320 | 7.74% | 7.874% | 91.13720 |
C | PUT | 17.570 | 3.47 | - | L | - | - | R | - | - | Bjtuq | E-Kxixx | - | 220 | 6.81% | 6.912% | 24.82753 |
Tranche Comments
F: First Pay: 2023-11-15; Registration: 144U Xvjt; Comments: Qww V;
I: First Pay: 2023-11-15; Registration: 144M Jkxn; Comments: Rhi Y;
C: First Pay: 2023-11-15; Registration: 144U Nutu; Comments: Ywv H;
E: First Pay: 2023-11-15; Registration: 144A Qiwd; Comments: Ujc K;
Pricing Speed
1.50% XAZ mj 10% Gvrsy-Kk Gsvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | MCF | 19.990 | 9.11 | - | UU | - | - | MM+ | - | - | Jtofa | R-Pszdc | - | 250 | 6.84% | 6.941% | 99.88426 |
I | LSO | 93.570 | 5.72 | - | PPP | - | - | NNN | - | - | Iogej | S-Cchde | - | 450 | 8.71% | 8.872% | 65.26271 |
J | KYS | 463.990 | 6.80 | - | LLL | - | - | MMM | - | - | Zjrkt | R-Vgika | - | 180 | 6.26% | 6.344% | 85.51070 |
H | JGT | 97.170 | 1.48 | - | T | - | - | R | - | - | Mhjzh | S-Rqxvo | - | 310 | 7.38% | 7.499% | 41.62442 |
I | MRV | 41.770 | 9.10 | - | UU- | - | - | QQ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: First Pay: 2022-11-15; Registration: 144T Ccqr;
T: First Pay: 2022-11-15; Registration: 144X Dmrz;
H: First Pay: 2022-11-15; Registration: 144X Rbbs;
I: First Pay: 2022-11-15; Registration: 144X Hhzw;
I: First Pay: 2022-11-15; Registration: 144Y Nskh;
Risk Retention
AB - Mmjx YA - Dw
Pricing Speed
1.5 VJL fg 15% Jtmfr-Un Jftt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | TPI | 17.300 | 6.55 | - | N | - | - | O | - | - | Sqhqy | Zzjws | - | 125 | 3.13% | 3.158% | 67.80581 |
F | GHD | 27.660 | 2.30 | - | II- | - | - | PP | - | - | Sabud | Driwg | - | 355 | 5.41% | 5.479% | 16.77918 |
A | CVA | 484.350 | 9.38 | - | LLL | - | - | OOO | - | - | Vjwsa | JBDX | - | 60 | 2.03% | 2.039% | 34.10579 |
B | FUH | 19.260 | 8.40 | - | UU | - | - | OO+ | - | - | Xowog | Whoiw | - | 85 | 2.72% | 2.740% | 33.81995 |
T | UAF | 36.930 | 5.00 | - | QQQ | - | - | EEE | - | - | Yuaxa | Wxzpa | - | 190 | 3.79% | 3.828% | 75.43139 |
Tranche Comments
A: First Pay: 2022-03-15; Registration: 144H Wrvu;
B: First Pay: 2022-03-15; Registration: 144Q Qgqv;
J: First Pay: 2022-03-15; Registration: 144J Golt;
T: First Pay: 2022-03-15; Registration: 144F Gnlw;
F: First Pay: 2022-03-15; Registration: 144X Jmjv;
Pricing Speed
1.50% GOG ju 10% Jzcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | KUL | 796.920 | 6.54 | - | UUU | - | - | III | - | - | Wrlzc | CLNE | 23-25 | 29 | 0.48% | 0.487% | 13.68856 |
J | YKH | 88.400 | 8.90 | - | XXX | - | - | AAA | - | - | Einiu | Curut | 95a | 95 | 1.66% | 1.667% | 14.86552 |
Q | CGW | 7.750 | 7.70 | - | OO- | - | - | OO | - | - | Sisrn | Nyucb | 240-250 | 245 | 3.14% | 3.167% | 13.93378 |
W | JXR | 55.670 | 5.33 | - | X | - | - | I | - | - | Fkxtw | Oqfmv | 80t | 80 | 1.47% | 1.480% | 57.71608 |
U | NAH | 60.810 | 9.36 | - | WW | - | - | KK+ | - | - | Dumtt | Nuwqf | 55 | 55 | 1.13% | 1.139% | 58.47728 |
Tranche Comments
P: First Pay: 2021-09-15; Registration: 144T Wemb;
U: First Pay: 2021-09-15; Registration: 144Q Rrgq;
W: First Pay: 2021-09-15; Registration: 144U Ztgu;
J: First Pay: 2021-09-15; Registration: 144F Ctna;
Q: First Pay: 2021-09-15; Registration: 144X Mrut;
Pricing Speed
1.50% LTI ns 10% Lozz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | MBS | 76.910 | 5.91 | - | O | - | - | V- | - | - | Nblsf | Dmkbx | 90u | 80 | 1.17% | 1.181% | 48.46814 |
N | YRI | 2.470 | 7.40 | - | X | - | - | Q | - | - | Pzvhn | Pyaey | 520-530 | 500 | 5.37% | 5.432% | 60.16591 |
A | RFQ | 73.960 | 5.93 | - | TT | - | - | OO | - | - | Cvpqc | Qtmnv | 65r | 58 | 0.89% | 0.896% | 97.94861 |
M | QHS | 6.800 | 3.70 | - | JJJ | - | - | BBB | - | - | Icjav | Pwoqx | 130-140 | 120 | 1.62% | 1.630% | 81.92788 |
Y | GMK | 4.530 | 9.40 | - | KK- | - | - | EE | - | - | Hwxoy | Hqryn | 315-325 | 295 | 3.35% | 3.382% | 29.60592 |
A | XCS | 331.580 | 5.80 | - | EEE | - | - | SSS | - | - | Jzhiy | CJXO | 30x | 26 | 0.45% | 0.459% | 59.98790 |
Tranche Comments
A: First Pay: 2021-02-16; Registration: 144E Dtpw;
A: First Pay: 2021-02-16; Registration: 144I Fnzv;
N: First Pay: 2021-02-16; Registration: 144S Pesd;
M: First Pay: 2021-02-16; Registration: 144F Eafg;
A: First Pay: 2021-02-16; Registration: 144Y Djxz;
Y: First Pay: 2021-02-16; Registration: 144R Grip;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | OUC | 474.300 | 4.87 | - | TTT | - | - | MMM | - | - | Erfuy | IEJB | - | 100 | 1.49% | 1.497% | 58.50206 |
G | RXT | 94.400 | 5.82 | - | MMM | - | - | WWW | - | - | Xwbet | Iggxn | - | 250 | 3.15% | 3.173% | 22.42321 |
V | GYI | 6.300 | 5.86 | - | EE | - | - | AA | - | - | Sscac | Mxtgt | - | 400 | 4.63% | 4.682% | 46.50486 |
U | WFG | 12.640 | 9.16 | - | S | - | - | H | - | - | Tplaz | Wzjpi | - | 195 | 2.55% | 2.564% | 84.38580 |
L | NRI | 79.200 | 9.65 | - | JJ | - | - | FF+ | - | - | Wuisc | Gtgoh | - | 130 | 1.85% | 1.865% | 67.97426 |
S | YRA | 2.200 | 6.44 | - | L | - | - | C | - | - | Zmtxd | Eujhv | - | 650 | 7.07% | 7.182% | 49.57529 |
Tranche Comments
N: First Pay: 2020-04-15; Registration: 144D Grny;
L: First Pay: 2020-04-15; Registration: 144E Gewu;
U: First Pay: 2020-04-15; Registration: 144H Mdwa;
G: First Pay: 2020-04-15; Registration: 144B Godo;
V: First Pay: 2020-04-15; Registration: 144U Heix;
S: First Pay: 2020-04-15; Registration: 144K Luse;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | TUK | 788.320 | 9.75 | - | EEE | - | - | CCC | - | - | Uwrvl | RTRO | 50-55 | 50 | 2.21% | 2.223% | 11.83677 |
T | XZQ | 2.600 | 6.15 | - | JJ- | - | - | XXX | - | - | Elysb | Irdjz | 230-240 | 235 | 3.88% | 3.915% | 73.10071 |
N | BRN | 90.220 | 8.51 | - | GG | - | - | BB+ | - | - | Pabhm | Iwbcz | 85-90 | 90 | 2.47% | 2.488% | 11.88850 |
R | PGO | 7.190 | 9.90 | - | S | - | - | ZZ+ | - | - | Qobht | Sigel | 385-400 | 420 | 5.69% | 5.765% | 11.57162 |
A | PYE | 16.640 | 9.56 | - | HHH | - | - | Q- | - | - | Bplsg | Toutj | 130w | 125 | 2.80% | 2.817% | 94.99460 |
J | AFG | 53.390 | 1.71 | - | P | - | - | W+ | - | - | Rpaal | Owkpa | 110-115 | 115 | 2.71% | 2.726% | 98.69601 |
Tranche Comments
L: First Pay: 2019-11-15; Registration: 144I Kjeo;
N: First Pay: 2019-11-15; Registration: 144F Qrbb;
J: First Pay: 2019-11-15; Registration: 144U Tewt;
A: First Pay: 2019-11-15; Registration: 144Y Yhkt;
T: First Pay: 2019-11-15; Registration: 144T Vfbo;
R: First Pay: 2019-11-15; Registration: 144T Vuqt;
Pricing Speed
1.50% XRN dp 10% Kzee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | FVB | 573.710 | 6.52 | - | DDD | - | - | QQQ | - | - | Kziiz | IVCJ | 45-47 | 40 | 2.89% | 2.908% | 54.51380 |
G | TKW | 1.980 | 6.30 | - | EE- | - | - | RR | - | - | Csboa | Exzqw | 225 | 225 | 4.53% | 4.580% | 20.87862 |
N | RUH | 31.570 | 2.68 | - | FF | - | - | EE+ | - | - | Kwkix | Pgmof | 70z | 70 | 3.02% | 3.049% | 23.55207 |
T | FCD | 31.100 | 1.39 | - | BBB | - | - | GGG | - | - | Gctjm | Kdojc | 130-135 | 125 | 3.55% | 3.581% | 29.51240 |
V | LRD | 3.590 | 9.70 | - | I | - | - | K | - | - | Prabd | Lgtqh | 390 | 390 | 6.15% | 6.230% | 77.88884 |
S | GXK | 68.630 | 1.73 | - | N | - | - | P | - | - | Nufpo | Fkfqd | 95-100 | 95 | 3.26% | 3.290% | 91.58345 |
Tranche Comments
A: Registration: 144X Euac;
N: Registration: 144J Qmix;
S: Registration: 144I Dssv;
T: Registration: 144T Pfmz;
G: Registration: 144H Pbkx;
V: Registration: 144Y Kfiq;
Pricing Speed
1.5% NDV jm 10% Aqrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | VMH | 23.400 | 9.47 | - | D | - | - | T+ | - | - | Hfhsz | Vtejr | 85-90 | 90 | 4.03% | 4.069% | 91.39003 |
J | GPR | 20.300 | 7.00 | - | FF- | - | - | DDD- | - | - | Mfwku | Htneg | 225 | 225 | 5.36% | 5.429% | 14.21312 |
D-2 | QEL | 44.000 | 8.80 | - | BBB | - | - | OOO | - | - | Gizix | Bciex | 45-48 | 46 | 3.56% | 3.590% | 38.62756 |
L | WQU | 67.300 | 6.95 | - | PP | - | - | KK+ | - | - | Ctbkc | Ulrwd | 70j | 70 | 3.81% | 3.850% | 69.17170 |
C | ANG | 25.400 | 6.75 | - | XXX | - | - | G- | - | - | Lobac | Ohmyy | 120b | 115 | 4.28% | 4.326% | 71.16028 |
K-1 | KXG | 985.000 | 6.66 | - | DDD | - | - | XXX | - | - | Rkvot | QJQC | 35e | 33 | 3.23% | 3.253% | 59.81585 |
B | TQB | 8.600 | 8.00 | - | I | - | - | WW- | - | - | Cgmva | Jurmv | 400d | 425 | 7.31% | 7.429% | 36.91801 |
Tranche Comments
K-1: Registration: 144X Yivg;
D-2: Registration: 144Q Teww;
L: Registration: 144L Zhpp;
V: Registration: 144Q Yiai;
C: Registration: 144Q Rtdr;
J: Registration: 144Q Awib;
B: Registration: 144G Hwjl;
Pricing Speed
1.5% KLQ fw 10% Majj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | HHK | 76.200 | 7.77 | - | SS | - | - | FF+ | - | - | Ciiaa | Uhbyk | 70 | 70 | 3.51% | 3.538% | 99.24127 |
O-1 | RYA | 53.590 | 4.26 | - | YYY | - | - | RRR | - | - | Thslt | VGUA | 35-38 | 33 | 2.84% | 2.863% | 92.32654 |
V | ZLS | 32.839 | 5.92 | - | Z | - | - | L | - | - | Yalen | Pmvnb | 90-95 | 85 | 3.69% | 3.727% | 27.32047 |
H | JWV | 1.574 | 3.40 | - | LL- | - | - | VV+ | - | - | Vgtsm | Lwavs | 260-270 | 250 | 5.35% | 5.418% | 39.84088 |
M-2 | VCP | 20.630 | 2.23 | - | LLL | - | - | SSS | - | - | Nscxr | Pifgc | 50j | 45 | 3.22% | 3.246% | 21.12848 |
R | OVK | 51.820 | 9.51 | - | SSS | - | - | HHH+ | - | - | Ynczf | Jmnci | 130-135 | 125 | 4.11% | 4.155% | 36.87351 |
D | PCJ | 7.981 | 5.50 | - | D | - | - | I | - | - | Tcqfx | Gfkim | 400-425 | 435 | 7.16% | 7.268% | 61.64358 |
Tranche Comments
O-1: Registration: 144E Fmkv;
M-2: Registration: 144Q Dzvd;
X: Registration: 144E Smtl;
V: Registration: 144Z Gtic;
R: Registration: 144B Adwo;
H: Registration: 144U Mgkc;
D: Registration: 144J Uqhh;
Pricing Speed
1.5% FKP zi 10% Vevv