Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | YGW | 504.200 | 6.40 | - | VVV | - | - | BBB | - | - | Tpcsg | T-Vbqok | - | 125 | 6.44% | 6.537% | 61.56501 |
S | RTI | 62.710 | 1.68 | - | B | - | - | E | - | - | Sjskm | H-Xmplq | - | 220 | 6.81% | 6.912% | 41.43319 |
R | VWH | 27.460 | 2.30 | - | VV | - | - | NN | - | - | Qugba | L-Virne | - | 190 | 6.55% | 6.649% | 79.61076 |
X | NKE | 22.800 | 5.11 | - | NNN | - | - | JJJ- | - | - | Oifhy | L-Itihw | - | 320 | 7.74% | 7.874% | 36.60944 |
Tranche Comments
K: First Pay: 2023-11-15; Registration: 144C Qkhr; Comments: Itu O;
R: First Pay: 2023-11-15; Registration: 144A Cori; Comments: Tef M;
S: First Pay: 2023-11-15; Registration: 144M Rhhn; Comments: Esx O;
X: First Pay: 2023-11-15; Registration: 144J Vnwq; Comments: Muo J;
Pricing Speed
1.50% RMD fm 10% Lhsff-Hq Lfhh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | QRS | 707.640 | 9.60 | - | OOO | - | - | MMM | - | - | Lowqh | V-Tlrxc | - | 180 | 6.26% | 6.344% | 26.13890 |
K | KPU | 58.520 | 1.53 | - | CC- | - | - | KK | - | - | - | - | - | - | - | - | Retained |
O | XFA | 51.470 | 5.86 | - | TT | - | - | YY+ | - | - | Oknbg | J-Ozivk | - | 250 | 6.84% | 6.941% | 54.83148 |
I | BYC | 19.800 | 2.52 | - | P | - | - | C | - | - | Jlhqb | R-Bdcqm | - | 310 | 7.38% | 7.499% | 94.19973 |
P | GZA | 63.170 | 1.26 | - | UUU | - | - | BBB | - | - | Ilciu | J-Lkzfs | - | 450 | 8.71% | 8.872% | 60.13437 |
Tranche Comments
K: First Pay: 2022-11-15; Registration: 144B Prsg;
O: First Pay: 2022-11-15; Registration: 144G Hnik;
I: First Pay: 2022-11-15; Registration: 144U Qfjl;
P: First Pay: 2022-11-15; Registration: 144S Sxrd;
K: First Pay: 2022-11-15; Registration: 144H Pkig;
Risk Retention
AU - Vmwh QA - Bi
Pricing Speed
1.5 EFR xo 15% Ftrhi-Nw Fhtt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | AWF | 95.830 | 1.60 | - | PP | - | - | ZZ+ | - | - | Tyzqy | Lcbyr | - | 85 | 2.72% | 2.740% | 43.78579 |
Z | PNN | 317.410 | 7.42 | - | WWW | - | - | BBB | - | - | Hvpne | UHHU | - | 60 | 2.03% | 2.039% | 31.13123 |
C | NLD | 85.520 | 2.30 | - | MM- | - | - | RR | - | - | Ryzoq | Nridy | - | 355 | 5.41% | 5.479% | 97.85237 |
D | BGC | 17.400 | 5.13 | - | T | - | - | N | - | - | Foiai | Rgivo | - | 125 | 3.13% | 3.158% | 12.46254 |
U | NBA | 47.470 | 9.00 | - | HHH | - | - | CCC | - | - | Crpor | Vbfuj | - | 190 | 3.79% | 3.828% | 25.21600 |
Tranche Comments
Z: First Pay: 2022-03-15; Registration: 144E Kcqh;
Z: First Pay: 2022-03-15; Registration: 144U Npgc;
D: First Pay: 2022-03-15; Registration: 144I Gjem;
U: First Pay: 2022-03-15; Registration: 144E Yihu;
C: First Pay: 2022-03-15; Registration: 144U Viiv;
Pricing Speed
1.50% WMS yp 10% Ninn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | QCN | 22.900 | 8.10 | - | TTT | - | - | LLL | - | - | Ckwhl | Ldykp | 95h | 95 | 1.66% | 1.667% | 54.26995 |
J | FVM | 95.560 | 9.83 | - | WW | - | - | FF+ | - | - | Fhytz | Iexwe | 55 | 55 | 1.13% | 1.139% | 28.23673 |
A | QGN | 720.580 | 1.33 | - | RRR | - | - | CCC | - | - | Oljjh | UHZF | 23-25 | 29 | 0.48% | 0.487% | 36.36659 |
F | GXI | 80.450 | 3.65 | - | O | - | - | W | - | - | Yrjza | Vzjld | 80v | 80 | 1.47% | 1.480% | 87.47214 |
S | ILX | 1.760 | 5.50 | - | SS- | - | - | EE | - | - | Fxpsx | Xjccj | 240-250 | 245 | 3.14% | 3.167% | 59.74731 |
Tranche Comments
A: First Pay: 2021-09-15; Registration: 144D Lrpz;
J: First Pay: 2021-09-15; Registration: 144G Wnea;
F: First Pay: 2021-09-15; Registration: 144P Ysxb;
W: First Pay: 2021-09-15; Registration: 144Z Wbnd;
S: First Pay: 2021-09-15; Registration: 144L Cwfm;
Pricing Speed
1.50% HHW ku 10% Xjii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | GKP | 9.610 | 2.10 | - | K | - | - | G | - | - | Pjvzj | Rumcs | 520-530 | 500 | 5.37% | 5.432% | 93.34652 |
R | MCO | 94.480 | 1.18 | - | VV | - | - | GG | - | - | Gqwsk | Plkkz | 65u | 58 | 0.89% | 0.896% | 18.41370 |
O | OLR | 484.380 | 7.19 | - | HHH | - | - | UUU | - | - | Qkoms | GDNB | 30p | 26 | 0.45% | 0.459% | 51.75940 |
D | YBJ | 75.580 | 8.93 | - | E | - | - | K- | - | - | Mamhr | Gweou | 90g | 80 | 1.17% | 1.181% | 85.36477 |
T | WAS | 3.900 | 6.30 | - | TTT | - | - | MMM | - | - | Fzffw | Gmdqq | 130-140 | 120 | 1.62% | 1.630% | 91.46301 |
S | RVO | 4.370 | 5.30 | - | ZZ- | - | - | BB | - | - | Btqjz | Vwmtp | 315-325 | 295 | 3.35% | 3.382% | 44.18515 |
Tranche Comments
O: First Pay: 2021-02-16; Registration: 144W Ioql;
R: First Pay: 2021-02-16; Registration: 144N Ajes;
H: First Pay: 2021-02-16; Registration: 144P Qrpm;
T: First Pay: 2021-02-16; Registration: 144U Upmu;
D: First Pay: 2021-02-16; Registration: 144E Bfst;
S: First Pay: 2021-02-16; Registration: 144Q Fcib;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | YVG | 848.900 | 7.49 | - | YYY | - | - | KKK | - | - | Zarlj | WVDP | - | 100 | 1.49% | 1.497% | 17.20211 |
O | URT | 88.160 | 1.85 | - | H | - | - | K | - | - | Rrlkw | Fybib | - | 195 | 2.55% | 2.564% | 38.96430 |
O | VNW | 81.900 | 4.70 | - | VVV | - | - | YYY | - | - | Yufqh | Hqrve | - | 250 | 3.15% | 3.173% | 10.94835 |
O | YOS | 7.700 | 7.60 | - | B | - | - | V | - | - | Dmjrf | Qcetb | - | 650 | 7.07% | 7.182% | 50.91043 |
Q | KPB | 2.870 | 8.42 | - | RR | - | - | MM | - | - | Owobo | Ffquc | - | 400 | 4.63% | 4.682% | 41.25670 |
H | YHQ | 74.800 | 1.12 | - | PP | - | - | AA+ | - | - | Usxjn | Nrkkz | - | 130 | 1.85% | 1.865% | 42.82933 |
Tranche Comments
O: First Pay: 2020-04-15; Registration: 144V Xvcm;
H: First Pay: 2020-04-15; Registration: 144S Hbxb;
O: First Pay: 2020-04-15; Registration: 144K Eupt;
O: First Pay: 2020-04-15; Registration: 144K Jhfq;
Q: First Pay: 2020-04-15; Registration: 144Y Gpua;
O: First Pay: 2020-04-15; Registration: 144Z Dexa;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | ZEF | 3.900 | 2.19 | - | XX- | - | - | NNN | - | - | Pygyf | Dqxqn | 230-240 | 235 | 3.88% | 3.915% | 70.11720 |
Y | KUK | 7.860 | 1.57 | - | K | - | - | DD+ | - | - | Cmumg | Ebyva | 385-400 | 420 | 5.69% | 5.765% | 61.77856 |
D | RYZ | 427.730 | 4.57 | - | YYY | - | - | HHH | - | - | Jokey | ROAI | 50-55 | 50 | 2.21% | 2.223% | 87.97246 |
L | EVQ | 57.440 | 9.74 | - | M | - | - | X+ | - | - | Yztbn | Ufuxy | 110-115 | 115 | 2.71% | 2.726% | 11.66238 |
I | XRM | 80.390 | 3.54 | - | CCC | - | - | D- | - | - | Eqqnb | Yuvha | 130u | 125 | 2.80% | 2.817% | 28.45900 |
V | NEI | 72.780 | 7.55 | - | LL | - | - | GG+ | - | - | Mltoc | Xbffk | 85-90 | 90 | 2.47% | 2.488% | 82.98070 |
Tranche Comments
D: First Pay: 2019-11-15; Registration: 144G Fbcf;
V: First Pay: 2019-11-15; Registration: 144V Nfqi;
L: First Pay: 2019-11-15; Registration: 144W Dmrz;
I: First Pay: 2019-11-15; Registration: 144Q Hron;
O: First Pay: 2019-11-15; Registration: 144D Zqoo;
Y: First Pay: 2019-11-15; Registration: 144X Tjgc;
Pricing Speed
1.50% TZD xh 10% Ygcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | REZ | 171.360 | 5.40 | - | EEE | - | - | WWW | - | - | Pnnyk | HCMX | 45-47 | 40 | 2.89% | 2.908% | 85.62707 |
G | TSG | 50.260 | 1.33 | - | I | - | - | K | - | - | Dllia | Svtkk | 95-100 | 95 | 3.26% | 3.290% | 61.94351 |
P | WNR | 80.770 | 2.33 | - | AAA | - | - | DDD | - | - | Esnbs | Nxfou | 130-135 | 125 | 3.55% | 3.581% | 26.43903 |
V | EZC | 4.400 | 7.10 | - | TT- | - | - | BB | - | - | Sfpyw | Qnhih | 225 | 225 | 4.53% | 4.580% | 59.23910 |
K | BIJ | 30.240 | 1.17 | - | JJ | - | - | HH+ | - | - | Bqmzp | Atmpj | 70f | 70 | 3.02% | 3.049% | 68.94732 |
K | RSN | 9.480 | 4.40 | - | E | - | - | L | - | - | Oaxlt | Bvums | 390 | 390 | 6.15% | 6.230% | 97.98048 |
Tranche Comments
T: Registration: 144D Bhrb;
K: Registration: 144P Ttty;
G: Registration: 144U Lmar;
P: Registration: 144K Deti;
V: Registration: 144Y Mvru;
K: Registration: 144T Ezbn;
Pricing Speed
1.5% JLS wn 10% Loll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1 | ZRP | 309.000 | 3.18 | - | III | - | - | KKK | - | - | Hybyc | UTBW | 35g | 33 | 3.23% | 3.253% | 31.28044 |
L-2 | IZU | 67.000 | 4.30 | - | MMM | - | - | HHH | - | - | Fbqac | Soiyk | 45-48 | 46 | 3.56% | 3.590% | 23.18904 |
K | HHG | 95.600 | 9.00 | - | HH- | - | - | LLL- | - | - | Gznia | Iychm | 225 | 225 | 5.36% | 5.429% | 21.74496 |
O | XRI | 18.500 | 9.54 | - | C | - | - | W+ | - | - | Vacmt | Uikgv | 85-90 | 90 | 4.03% | 4.069% | 99.30249 |
X | WAI | 3.400 | 4.00 | - | Y | - | - | NN- | - | - | Wsvbt | Chvpo | 400t | 425 | 7.31% | 7.429% | 69.75352 |
O | PKU | 10.200 | 8.25 | - | LLL | - | - | O- | - | - | Lksvu | Hrauk | 120k | 115 | 4.28% | 4.326% | 86.81642 |
D | XWM | 12.600 | 1.10 | - | ZZ | - | - | VV+ | - | - | Nwbtm | Qhtwj | 70s | 70 | 3.81% | 3.850% | 66.80300 |
Tranche Comments
X-1: Registration: 144Q Lwlj;
L-2: Registration: 144G Bcfx;
D: Registration: 144Q Djrv;
O: Registration: 144T Gokx;
O: Registration: 144M Hrew;
K: Registration: 144F Zofl;
X: Registration: 144A Ieab;
Pricing Speed
1.5% MKB rz 10% Ofww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | VIF | 63.250 | 9.86 | - | QQQ | - | - | PPP+ | - | - | Zjyyo | Qrtjx | 130-135 | 125 | 4.11% | 4.155% | 98.64260 |
M | MQL | 45.550 | 9.12 | - | GG | - | - | II+ | - | - | Vripi | Covih | 70 | 70 | 3.51% | 3.538% | 79.15352 |
G | YRT | 7.232 | 4.20 | - | D | - | - | N | - | - | Zqblb | Rknkk | 400-425 | 435 | 7.16% | 7.268% | 22.97922 |
Z-2 | XFS | 81.630 | 6.71 | - | WWW | - | - | EEE | - | - | Wjovt | Kiwed | 50j | 45 | 3.22% | 3.246% | 60.69555 |
P | ATE | 5.732 | 5.50 | - | SS- | - | - | ZZ+ | - | - | Fuplm | Gcipn | 260-270 | 250 | 5.35% | 5.418% | 13.98892 |
E-1 | FMP | 55.890 | 3.77 | - | JJJ | - | - | VVV | - | - | Bvfam | QXBS | 35-38 | 33 | 2.84% | 2.863% | 82.46240 |
Z | ISK | 32.132 | 3.48 | - | G | - | - | G | - | - | Bntvi | Yoboz | 90-95 | 85 | 3.69% | 3.727% | 80.51253 |
Tranche Comments
E-1: Registration: 144H Sito;
Z-2: Registration: 144Z Uoht;
M: Registration: 144R Unpe;
Z: Registration: 144D Arzf;
W: Registration: 144R Ptas;
P: Registration: 144D Rudd;
G: Registration: 144D Ueqh;
Pricing Speed
1.5% JRN fq 10% Dxss