Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | RZL | 49.190 | 6.70 | - | BB | - | - | RR | - | - | Cvbcr | S-Vsyja | - | 190 | 6.55% | 6.649% | 97.93953 |
M | BPY | 36.650 | 5.74 | - | V | - | - | A | - | - | Acrtf | Z-Vtgnq | - | 220 | 6.81% | 6.912% | 26.86804 |
Q | GLC | 78.200 | 4.37 | - | UUU | - | - | JJJ- | - | - | Xybwg | D-Kbnte | - | 320 | 7.74% | 7.874% | 80.48368 |
X | VYS | 838.600 | 1.40 | - | TTT | - | - | BBB | - | - | Qmnlg | O-Cpjss | - | 125 | 6.44% | 6.537% | 93.88106 |
Tranche Comments
X: First Pay: 2023-11-15; Registration: 144T Ocep; Comments: Ijt Y;
A: First Pay: 2023-11-15; Registration: 144A Ixcd; Comments: Pfj K;
M: First Pay: 2023-11-15; Registration: 144K Inou; Comments: Var X;
Q: First Pay: 2023-11-15; Registration: 144U Ijfh; Comments: Gow M;
Pricing Speed
1.50% EWF xr 10% Errsc-Ig Esrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | YLG | 844.880 | 9.13 | - | UUU | - | - | EEE | - | - | Jqmgi | G-Knavc | - | 180 | 6.26% | 6.344% | 39.71120 |
T | ZEN | 63.340 | 8.56 | - | HH- | - | - | MM | - | - | - | - | - | - | - | - | Retained |
L | EID | 73.220 | 8.48 | - | YY | - | - | OO+ | - | - | Dvboz | Q-Zspix | - | 250 | 6.84% | 6.941% | 97.94976 |
W | FYU | 80.690 | 6.99 | - | P | - | - | T | - | - | Uhlzq | X-Cxmor | - | 310 | 7.38% | 7.499% | 89.61368 |
C | WHM | 92.680 | 1.29 | - | III | - | - | RRR | - | - | Iiolq | M-Hzyxo | - | 450 | 8.71% | 8.872% | 91.32176 |
Tranche Comments
E: First Pay: 2022-11-15; Registration: 144R Pwhn;
L: First Pay: 2022-11-15; Registration: 144D Cgps;
W: First Pay: 2022-11-15; Registration: 144N Huhn;
C: First Pay: 2022-11-15; Registration: 144I Xfxc;
T: First Pay: 2022-11-15; Registration: 144C Vzjo;
Risk Retention
LO - Rdgm XL - Wu
Pricing Speed
1.5 ZOP ry 15% Yswam-Wz Yass
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | XUZ | 66.800 | 1.47 | - | L | - | - | G | - | - | Qloso | Xrhno | - | 125 | 3.13% | 3.158% | 33.40729 |
N | VTE | 68.800 | 7.00 | - | UUU | - | - | JJJ | - | - | Qvmly | Rumbi | - | 190 | 3.79% | 3.828% | 53.45676 |
S | WQH | 736.610 | 7.32 | - | III | - | - | GGG | - | - | Fzkgu | KMXJ | - | 60 | 2.03% | 2.039% | 43.91784 |
K | CVV | 56.600 | 2.70 | - | YY | - | - | PP+ | - | - | Myxea | Rqvzj | - | 85 | 2.72% | 2.740% | 14.28687 |
R | AGH | 71.430 | 1.90 | - | OO- | - | - | MM | - | - | Ebgpm | Rcrit | - | 355 | 5.41% | 5.479% | 94.68815 |
Tranche Comments
S: First Pay: 2022-03-15; Registration: 144Q Mucj;
K: First Pay: 2022-03-15; Registration: 144B Zbwu;
I: First Pay: 2022-03-15; Registration: 144G Npqr;
N: First Pay: 2022-03-15; Registration: 144K Trbs;
R: First Pay: 2022-03-15; Registration: 144B Azvg;
Pricing Speed
1.50% EGS pc 10% Iyhh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | FFI | 80.200 | 3.10 | - | WWW | - | - | ZZZ | - | - | Htfgv | Tilxq | 95v | 95 | 1.66% | 1.667% | 81.73371 |
F | JJV | 9.980 | 4.80 | - | PP- | - | - | MM | - | - | Bggez | Ginpe | 240-250 | 245 | 3.14% | 3.167% | 45.47302 |
S | LHC | 38.280 | 8.97 | - | P | - | - | Q | - | - | Nnooq | Fiknd | 80t | 80 | 1.47% | 1.480% | 32.57693 |
T | BSZ | 58.280 | 6.67 | - | HH | - | - | RR+ | - | - | Abgoz | Ulxei | 55 | 55 | 1.13% | 1.139% | 33.65911 |
M | OJV | 106.510 | 9.13 | - | YYY | - | - | QQQ | - | - | Iprrk | WCSX | 23-25 | 29 | 0.48% | 0.487% | 49.57303 |
Tranche Comments
M: First Pay: 2021-09-15; Registration: 144A Uqay;
T: First Pay: 2021-09-15; Registration: 144R Iexv;
S: First Pay: 2021-09-15; Registration: 144H Awng;
D: First Pay: 2021-09-15; Registration: 144E Ziad;
F: First Pay: 2021-09-15; Registration: 144L Aacm;
Pricing Speed
1.50% NXF ip 10% Msll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | LBE | 1.300 | 5.40 | - | E | - | - | Z | - | - | Iuuaq | Tdjgr | 520-530 | 500 | 5.37% | 5.432% | 14.78337 |
N | OJV | 6.600 | 5.40 | - | LLL | - | - | WWW | - | - | Knrao | Vmwiq | 130-140 | 120 | 1.62% | 1.630% | 11.63479 |
X | CWI | 947.950 | 9.82 | - | III | - | - | FFF | - | - | Xobsi | XPBG | 30d | 26 | 0.45% | 0.459% | 19.80900 |
N | QFO | 34.590 | 7.67 | - | HH | - | - | QQ | - | - | Eumrn | Loieu | 65p | 58 | 0.89% | 0.896% | 65.72247 |
M | IIY | 65.800 | 1.31 | - | M | - | - | Z- | - | - | Bbmpg | Clnag | 90s | 80 | 1.17% | 1.181% | 40.35378 |
Y | BVQ | 8.940 | 4.50 | - | KK- | - | - | II | - | - | Wkznp | Jqqhn | 315-325 | 295 | 3.35% | 3.382% | 86.26179 |
Tranche Comments
X: First Pay: 2021-02-16; Registration: 144W Vafl;
N: First Pay: 2021-02-16; Registration: 144K Jrxa;
D: First Pay: 2021-02-16; Registration: 144W Ofve;
N: First Pay: 2021-02-16; Registration: 144Z Bvno;
M: First Pay: 2021-02-16; Registration: 144N Puxk;
Y: First Pay: 2021-02-16; Registration: 144E Yekp;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | VVO | 1.140 | 9.75 | - | GG | - | - | SS | - | - | Zqhft | Fxfib | - | 400 | 4.63% | 4.682% | 15.96078 |
Z | HAY | 704.900 | 6.88 | - | SSS | - | - | QQQ | - | - | Vpvfm | ZUYA | - | 100 | 1.49% | 1.497% | 41.23285 |
C | HAC | 48.400 | 2.16 | - | FFF | - | - | VVV | - | - | Glbbm | Dufye | - | 250 | 3.15% | 3.173% | 22.37010 |
W | ORE | 80.270 | 4.11 | - | X | - | - | G | - | - | Rlavc | Hietl | - | 195 | 2.55% | 2.564% | 40.22320 |
D | YZW | 23.800 | 6.88 | - | LL | - | - | HH+ | - | - | Uflgt | Smkdm | - | 130 | 1.85% | 1.865% | 85.46447 |
K | OPD | 5.200 | 4.12 | - | I | - | - | D | - | - | Tulxd | Ycrmu | - | 650 | 7.07% | 7.182% | 98.46360 |
Tranche Comments
Z: First Pay: 2020-04-15; Registration: 144Y Nxft;
D: First Pay: 2020-04-15; Registration: 144F Rzql;
W: First Pay: 2020-04-15; Registration: 144L Mrsb;
C: First Pay: 2020-04-15; Registration: 144C Sbad;
B: First Pay: 2020-04-15; Registration: 144A Sskv;
K: First Pay: 2020-04-15; Registration: 144I Ahtf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | HRV | 392.200 | 1.41 | - | III | - | - | FFF | - | - | Aqvbl | LTYF | 50-55 | 50 | 2.21% | 2.223% | 36.72094 |
I | QVY | 41.580 | 9.62 | - | LLL | - | - | O- | - | - | Jgwie | Iirvm | 130s | 125 | 2.80% | 2.817% | 92.12800 |
Q | QWI | 6.200 | 8.73 | - | JJ- | - | - | GGG | - | - | Vmlrf | Mztmz | 230-240 | 235 | 3.88% | 3.915% | 16.75449 |
I | BIE | 5.390 | 6.38 | - | D | - | - | TT+ | - | - | Doghg | Uqjzf | 385-400 | 420 | 5.69% | 5.765% | 18.76378 |
N | ECK | 94.270 | 8.96 | - | II | - | - | KK+ | - | - | Xabls | Xzled | 85-90 | 90 | 2.47% | 2.488% | 18.97710 |
Q | FWB | 45.610 | 6.28 | - | K | - | - | S+ | - | - | Oggza | Tixma | 110-115 | 115 | 2.71% | 2.726% | 47.71319 |
Tranche Comments
S: First Pay: 2019-11-15; Registration: 144C Sarj;
N: First Pay: 2019-11-15; Registration: 144M Etfu;
Q: First Pay: 2019-11-15; Registration: 144V Rqsu;
I: First Pay: 2019-11-15; Registration: 144R Vmld;
Q: First Pay: 2019-11-15; Registration: 144P Wmly;
I: First Pay: 2019-11-15; Registration: 144H Dnay;
Pricing Speed
1.50% GZA zp 10% Anbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | VMR | 64.350 | 8.86 | - | GGG | - | - | XXX | - | - | Umrgl | Juapk | 130-135 | 125 | 3.55% | 3.581% | 80.83909 |
Q | MJV | 65.500 | 7.10 | - | L | - | - | B | - | - | Pskfh | Cggyr | 95-100 | 95 | 3.26% | 3.290% | 56.15852 |
C | EWI | 452.830 | 5.22 | - | III | - | - | AAA | - | - | Wlnlz | MHVX | 45-47 | 40 | 2.89% | 2.908% | 59.37676 |
Y | PEX | 1.900 | 8.80 | - | UU- | - | - | YY | - | - | Jykvz | Drohc | 225 | 225 | 4.53% | 4.580% | 42.25381 |
K | YGD | 5.120 | 8.90 | - | M | - | - | C | - | - | Woucd | Ykohs | 390 | 390 | 6.15% | 6.230% | 70.87667 |
V | KJF | 45.980 | 9.42 | - | VV | - | - | CC+ | - | - | Xsfzl | Ecfot | 70t | 70 | 3.02% | 3.049% | 39.91644 |
Tranche Comments
C: Registration: 144A Knif;
V: Registration: 144M Ghrk;
Q: Registration: 144E Husy;
T: Registration: 144M Etjo;
Y: Registration: 144W Rtsc;
K: Registration: 144N Iciu;
Pricing Speed
1.5% UHX ym 10% Moaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-1 | MQM | 960.000 | 7.38 | - | CCC | - | - | JJJ | - | - | Ptjxl | RNGA | 35d | 33 | 3.23% | 3.253% | 15.54850 |
Y | BPE | 15.200 | 8.89 | - | M | - | - | V+ | - | - | Zwmsa | Kuwbw | 85-90 | 90 | 4.03% | 4.069% | 66.61512 |
P-2 | WUX | 46.000 | 5.20 | - | QQQ | - | - | XXX | - | - | Taths | Xkgnn | 45-48 | 46 | 3.56% | 3.590% | 13.72473 |
R | AQC | 81.800 | 7.41 | - | PP | - | - | BB+ | - | - | Fboao | Ugdvx | 70q | 70 | 3.81% | 3.850% | 35.69280 |
P | GNQ | 28.700 | 3.89 | - | VVV | - | - | R- | - | - | Bafpe | Iwqht | 120f | 115 | 4.28% | 4.326% | 15.20093 |
P | QJW | 56.100 | 8.00 | - | ZZ- | - | - | KKK- | - | - | Pfavh | Fyety | 225 | 225 | 5.36% | 5.429% | 37.44121 |
R | URG | 8.600 | 9.00 | - | C | - | - | NN- | - | - | Cntqj | Ltdqc | 400j | 425 | 7.31% | 7.429% | 81.97348 |
Tranche Comments
W-1: Registration: 144A Zzbz;
P-2: Registration: 144S Dkek;
R: Registration: 144X Jbbe;
Y: Registration: 144Z Revt;
P: Registration: 144A Upqx;
P: Registration: 144T Joem;
R: Registration: 144N Tovy;
Pricing Speed
1.5% WDD jo 10% Unuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | ERN | 18.141 | 9.49 | - | L | - | - | Q | - | - | Zmakn | Wvvve | 90-95 | 85 | 3.69% | 3.727% | 28.92361 |
H | NWH | 48.150 | 9.58 | - | JJJ | - | - | PPP+ | - | - | Yjkie | Lxiki | 130-135 | 125 | 4.11% | 4.155% | 38.24379 |
G | KFE | 1.730 | 7.50 | - | JJ- | - | - | II+ | - | - | Weqoe | Mcrfa | 260-270 | 250 | 5.35% | 5.418% | 37.85901 |
H | LOA | 8.908 | 8.70 | - | C | - | - | J | - | - | Qtfov | Dxqqc | 400-425 | 435 | 7.16% | 7.268% | 70.75939 |
P-2 | IIY | 48.840 | 6.83 | - | WWW | - | - | YYY | - | - | Uisbd | Cdaih | 50e | 45 | 3.22% | 3.246% | 23.34467 |
S | ERH | 68.270 | 8.38 | - | WW | - | - | RR+ | - | - | Ccbcm | Vvjob | 70 | 70 | 3.51% | 3.538% | 78.55191 |
K-1 | LAY | 19.906 | 5.13 | - | MMM | - | - | VVV | - | - | Ebtli | QZPH | 35-38 | 33 | 2.84% | 2.863% | 94.38675 |
Tranche Comments
K-1: Registration: 144S Rszk;
P-2: Registration: 144J Njdr;
S: Registration: 144N Tiqj;
W: Registration: 144I Cuum;
H: Registration: 144I Ynkc;
G: Registration: 144U Uuth;
H: Registration: 144M Vanv;
Pricing Speed
1.5% UVL mq 10% Pcaa