| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | HZL | 21.580 | 5.75 | - | PP+ | - | XX (Y) | - | - | - | Cqlue | F-Fkpsx | 150-160 | 160 | 5.53% | 5.602% | 92.75626 |
| I | ILN | 52.920 | 9.19 | - | FF- | - | I (S) | - | - | - | Gtrhc | D-Mdija | 170-180 | 180 | 5.73% | 5.809% | 44.57673 |
| J | ZQM | 89.600 | 1.34 | - | GGG+ | - | KKK (A) | - | - | - | Onbzy | V-Kxbyd | 265 | 265 | 6.58% | 6.677% | 47.47221 |
| L | NZA | 709.800 | 8.50 | - | AAA | - | RRR | - | - | - | Djine | W-Itdny | 100-105 | 105 | 4.99% | 5.052% | 44.97760 |
Tranche Comments
L: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144M/Zme Z;
S: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144P/Zqm R;
I: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144E/Oaa Y;
J: First Pay: 2025-04-15; Redemption: 2027-04-15; Registration: 144L/Pvn B;
Pricing Speed
35% IZR pb zxpartpj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | FMJ | 99.620 | 3.70 | - | DDD | - | WWW (V) | - | - | - | Slqfm | D-Qmzos | 230-240 | 215 | 6.33% | 6.416% | 16.85398 |
| H | VNE | 150.570 | 3.80 | - | GGG | - | UUU | - | - | - | Cbosy | R-Mlhck | 95-100 | 90 | 5.11% | 5.170% | 27.12332 |
| C | GNP | 40.890 | 8.95 | - | EE+ | - | OO (E) | - | - | - | Frfbj | B-Cizic | 135-140 | 130 | 5.49% | 5.558% | 67.95125 |
| U | GCH | 25.400 | 4.50 | - | S+ | - | B (C) | - | - | - | Naymc | F-Ixjck | 170-175 | 155 | 5.74% | 5.811% | 90.58898 |
Tranche Comments
H: First Pay: 2024-12-16; Registration: 144N/Gep C;
C: First Pay: 2024-12-16; Registration: 144N/Kyq U;
U: First Pay: 2024-12-16; Registration: 144P/Ihe S;
H: First Pay: 2024-12-16; Registration: 144Z/Ylz T;
Pricing Speed
35% CJF hb Uahacjhe
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | KCF | 272.794 | 3.18 | - | MMM | - | QQQ | - | - | - | Ihvtw | F-Oaxde | 140-150 | 130 | 5.83% | 5.908% | 11.62495 |
| P | IPU | 38.558 | 5.60 | - | TTT | - | MMM (F) | - | - | - | Pktet | W-Uiakn | 325r | 310 | 7.46% | 7.578% | 82.82721 |
| G | TMB | 99.560 | 3.20 | - | NN | - | GG (F) | - | - | - | Dmuey | L-Gnawf | 190-200 | 200 | 6.45% | 6.541% | 52.91915 |
| B | BWE | 50.302 | 2.44 | - | K+ | - | T (I) | - | - | - | Dtvfn | F-Swuwg | 240-250 | 235 | 6.77% | 6.867% | 53.45600 |
Tranche Comments
H: First Pay: 2024-07-15; Registration: 144T/Dfw U;
G: First Pay: 2024-07-15; Registration: 144O/Dwu H;
B: First Pay: 2024-07-15; Registration: 144J/Dlw V;
P: First Pay: 2024-07-15; Registration: 144H/Ctw J;
Originator(s)
Jxyjwevs Bjevelx Xwns wl Psvdvnv, Jxyjwevs Bjevelx Xw wl Pnjiwev LLX, Jxyjwevs Bjevelx Xw wl Xvsjlwnejv LLX, Jxyjwevs Bjevelx Xw wl Dxwnyjv LLX
Pricing Speed
35% FTN lb Zjlkgklh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | RQM | 434.150 | 9.54 | - | TTT | - | SSS | - | 15.86% | - | Lthne | Q-Fkzjl | 260-270 | 275 | 7.10% | 7.212% | 49.16022 |
| D | COZ | 97.590 | 3.99 | - | F- | - | H | - | 62.00% | - | Jynlp | H-Sxxml | 415-425 | 425 | 8.51% | 8.666% | 36.79155 |
| T | QZD | 28.340 | 7.84 | - | RRR- | - | GGG | - | 38.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
O: First Pay: 2022-11-15; Registration: 144P/Xnp X;
D: First Pay: 2022-11-15; Registration: 144K/Zpn P;
T: First Pay: 2022-11-15; Registration: 144I/Lqo N;
Pricing Speed
35% NBH wp tjwzfbwv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | CCW | 21.470 | 5.31 | - | YYY- | - | ZZZ | - | - | - | Clsoe | Jruin | 250w | 250 | 4.46% | 4.507% | 34.44930 |
| I | GIJ | 800.640 | 2.30 | - | BB | - | GGG | - | - | - | Djgfh | Qwbad | 115-130 | 115 | 3.07% | 3.095% | 68.92237 |
| N | ZMN | 19.800 | 7.80 | - | I- | - | V | - | - | - | Isonj | Qvekw | 175-190 | 175 | 3.71% | 3.741% | 91.33290 |
| C | OMG | 36.690 | 4.29 | - | HH | - | CC | - | - | - | Dlnnw | Traxp | 450n | 480 | 6.72% | 6.820% | 87.26820 |
Tranche Comments
I: First Pay: 2022-03-15; Registration: 144E/Ozx F;
N: First Pay: 2022-03-15; Registration: 144B/Enn S;
U: First Pay: 2022-03-15; Registration: 144N/Tfj U;
C: First Pay: 2022-03-15; Registration: 144Y Orsg;
Pricing Speed
35% CKJ gc wsgsangl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | XJJ | 12.400 | 8.43 | - | GG | - | MM | - | - | - | Lmqsi | Fghio | 400-410 | 385 | 4.94% | 4.995% | 62.46950 |
| R | FTQ | 16.700 | 7.56 | - | N- | - | C | - | - | - | Sjokg | Vghza | 140-150 | 130 | 2.35% | 2.370% | 94.72287 |
| W | OJT | 79.790 | 2.20 | - | III- | - | FFF | - | - | - | Wujgs | Llfhv | 225-235 | 215 | 3.23% | 3.252% | 35.51958 |
| V | WVK | 848.950 | 9.96 | - | RR- | - | HH | - | - | - | Sguum | Dufif | 105-115 | 95 | 1.90% | 1.909% | 50.93589 |
Tranche Comments
V: First Pay: 2021-08-16; Registration: 144V/Tcf X;
R: First Pay: 2021-08-16; Registration: 144Y/Bkr Q;
W: First Pay: 2021-08-16; Registration: 144B/Ijp S;
L: First Pay: 2021-08-16; Registration: 144Q Dqdl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | KAU | 37.600 | 1.52 | - | YY- | - | HH | - | - | - | Ehatj | Nleca | 475-500 | 450 | 5.07% | 5.129% | 47.24034 |
| D | GLN | 2.670 | 6.80 | - | Z- | - | T | - | - | - | Zvhhd | Jrdil | 210-225 | 190 | 2.42% | 2.435% | 33.23214 |
| C | JJN | 115.870 | 7.49 | - | V | - | BB | - | - | - | Azyon | Nqwyp | 135-150 | 130 | 1.68% | 1.686% | 11.38289 |
| C | CJO | 97.850 | 6.20 | - | LLL- | - | CCC | - | - | - | Buzeg | Lkovo | 275z | 250 | 3.04% | 3.064% | 88.91929 |
Tranche Comments
C: Registration: 144J/Cno B;
D: Registration: 144W/Rub E;
C: Registration: 144U/Oao H;
Q: Registration: 144W Reud;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | WHA | 85.610 | 4.40 | - | XXX | - | DDD (V) | - | 59.92% | - | Cftow | Eumls | 375-390 | 350 | 3.80% | 3.832% | 16.77974 |
| W | VAR | 34.100 | 5.45 | - | K- | - | P (B) | - | 53.92% | - | Shgaa | Xcafw | 310-325 | 295 | 3.23% | 3.256% | 91.19849 |
| W | OAI | 78.610 | 2.80 | - | TT+ | - | XX (B) | - | 2.00% | - | Ufuft | Nehtx | 675-700 | 650 | 6.77% | 6.867% | 65.56747 |
| J | WVX | 114.500 | 2.33 | - | T | - | WW | - | 84.80% | - | Youuq | Mbaul | 220-230 | 210 | 2.34% | 2.353% | 25.70224 |
Tranche Comments
J: First Pay: 2020-10-15; Registration: 144D/Cqq U;
W: First Pay: 2020-10-15; Registration: 144D/Eon R;
D: First Pay: 2020-10-15; Registration: 144Q/Tau X;
W: First Pay: 2020-10-15; Registration: 144U Kfea;
Pricing Speed
35% IMX bg svbnpdbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | JZL | 26.190 | 5.64 | - | - | - | C | - | - | - | Xubgr | Cvagl | 190 | 190 | 3.43% | 3.455% | 92.37020 |
| B | UVP | 261.440 | 1.13 | - | - | - | CC | - | - | - | Wsfvp | Buglr | 150 | 150 | 3.05% | 3.076% | 68.15119 |
| K | QFP | 71.320 | 6.60 | - | - | - | LLL | - | - | - | Zvjgu | Drwpe | 260 | 260 | 4.11% | 4.152% | 89.99730 |
Tranche Comments
B: First Pay: 2019-11-15; Registration: 144A/Rrk C; Comments: Yyirr Z-Y $100t j $1t;
L: First Pay: 2019-11-15; Registration: 144U/Edw J; Comments: Mvnww X-M $100e m $1e;
K: First Pay: 2019-11-15; Registration: 144P/Gfl U; Comments: Lctqq D-L $100m e $1m;
Pricing Speed
35% GZP qf Zxqkbuqg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | KLM | 9.985 | 2.78 | - | - | - | YY | - | - | - | Xtnsg | Kgulq | - | 615 | 7.45% | 8.984% | 61.84186 |
| F | INN | 405.450 | 5.89 | - | - | - | MM | - | - | - | Jkimb | Zeroj | - | 175 | 4.56% | 4.611% | 46.55232 |
| Q | ORK | 69.470 | 3.19 | - | - | - | D | - | - | - | Esmft | Vuoga | - | 215 | 4.94% | 4.996% | 60.28380 |
| C | YIF | 4.590 | 5.36 | - | - | - | LLL | - | - | - | Vmomc | Frzgx | - | 315 | 5.91% | 5.990% | 17.70173 |