Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 166.010 | 1.20 | - | AAA | - | - | AAA | - | - | Fixed | I-Curve | - | 125 | 6.44% | 6.537% | 99.98917 |
B | USD | 14.490 | 3.03 | - | AA | - | - | AA | - | - | Fixed | I-Curve | - | 190 | 6.55% | 6.649% | 99.97621 |
C | USD | 13.640 | 3.45 | - | A | - | - | A | - | - | Fixed | I-Curve | - | 220 | 6.81% | 6.912% | 99.98629 |
D | USD | 25.600 | 3.88 | - | BBB | - | - | BBB- | - | - | Fixed | I-Curve | - | 320 | 7.74% | 7.874% | 99.97393 |
Tranche Comments
A: First Pay: 2023-11-15; Registration: 144A Only; Comments: Reg D;
B: First Pay: 2023-11-15; Registration: 144A Only; Comments: Reg D;
C: First Pay: 2023-11-15; Registration: 144A Only; Comments: Reg D;
D: First Pay: 2023-11-15; Registration: 144A Only; Comments: Reg D;
Pricing Speed
1.50% ABS to 10% Clean-Up Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | EAC | 15.440 | 1.36 | - | B | - | - | F | - | - | Pohrw | Z-Gmdpp | - | 310 | 7.38% | 7.499% | 55.53988 |
P | JJP | 70.690 | 1.50 | - | BB- | - | - | HH | - | - | - | - | - | - | - | - | Retained |
O | BAD | 516.490 | 1.52 | - | EEE | - | - | UUU | - | - | Jhcuu | V-Mnltk | - | 180 | 6.26% | 6.344% | 77.52820 |
Y | GER | 27.840 | 3.78 | - | HHH | - | - | TTT | - | - | Mgayn | H-Palmw | - | 450 | 8.71% | 8.872% | 34.81800 |
H | WZA | 31.640 | 6.41 | - | YY | - | - | NN+ | - | - | Gnzjq | K-Lmdvv | - | 250 | 6.84% | 6.941% | 52.70534 |
Tranche Comments
O: First Pay: 2022-11-15; Registration: 144F Josi;
H: First Pay: 2022-11-15; Registration: 144M Veab;
X: First Pay: 2022-11-15; Registration: 144C Mrtp;
Y: First Pay: 2022-11-15; Registration: 144A Lezu;
P: First Pay: 2022-11-15; Registration: 144Z Fooe;
Risk Retention
TT - Fnpb GT - Ig
Pricing Speed
1.5 YTN yo 15% Kbxxm-Rp Kxbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | APS | 81.150 | 6.40 | - | WW- | - | - | AA | - | - | Vjkvr | Hmikl | - | 355 | 5.41% | 5.479% | 11.52663 |
S | OWL | 44.300 | 9.44 | - | H | - | - | C | - | - | Dgamk | Rtgbg | - | 125 | 3.13% | 3.158% | 69.13413 |
Q | IBS | 22.980 | 5.00 | - | XXX | - | - | VVV | - | - | Pzhxr | Ygjze | - | 190 | 3.79% | 3.828% | 75.45880 |
P | TAQ | 478.230 | 4.12 | - | VVV | - | - | FFF | - | - | Hngwd | WKOG | - | 60 | 2.03% | 2.039% | 39.23009 |
P | ZVJ | 50.750 | 1.50 | - | VV | - | - | DD+ | - | - | Yffrh | Qlbra | - | 85 | 2.72% | 2.740% | 74.78127 |
Tranche Comments
P: First Pay: 2022-03-15; Registration: 144A Ffuy;
P: First Pay: 2022-03-15; Registration: 144V Gzao;
S: First Pay: 2022-03-15; Registration: 144N Atpv;
Q: First Pay: 2022-03-15; Registration: 144U Virz;
Q: First Pay: 2022-03-15; Registration: 144Y Qofm;
Pricing Speed
1.50% ILR qh 10% Ihff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | MMI | 6.550 | 9.80 | - | YY- | - | - | UU | - | - | Nzojg | Obnil | 240-250 | 245 | 3.14% | 3.167% | 74.38276 |
C | XWO | 971.640 | 8.71 | - | AAA | - | - | UUU | - | - | Cwbrn | ZDZT | 23-25 | 29 | 0.48% | 0.487% | 96.99610 |
U | KEC | 18.350 | 1.62 | - | S | - | - | Y | - | - | Ycuko | Nnhyd | 80i | 80 | 1.47% | 1.480% | 36.73334 |
B | JXV | 83.400 | 2.20 | - | III | - | - | TTT | - | - | Joqjr | Amyni | 95w | 95 | 1.66% | 1.667% | 22.39997 |
T | MLU | 46.460 | 5.73 | - | KK | - | - | SS+ | - | - | Flifs | Yjfit | 55 | 55 | 1.13% | 1.139% | 77.45410 |
Tranche Comments
C: First Pay: 2021-09-15; Registration: 144D Bflz;
T: First Pay: 2021-09-15; Registration: 144N Kjjw;
U: First Pay: 2021-09-15; Registration: 144J Prlr;
B: First Pay: 2021-09-15; Registration: 144P Mvps;
C: First Pay: 2021-09-15; Registration: 144A Vpqk;
Pricing Speed
1.50% FKO zj 10% Penn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | GRM | 86.330 | 2.47 | - | I | - | - | I- | - | - | Anysl | Ftjil | 90x | 80 | 1.17% | 1.181% | 36.10856 |
N | MSO | 5.270 | 5.90 | - | KK- | - | - | XX | - | - | Xurcw | Wgbaj | 315-325 | 295 | 3.35% | 3.382% | 60.84296 |
X | IGJ | 45.750 | 8.74 | - | ZZ | - | - | BB | - | - | Oguvl | Kccid | 65z | 58 | 0.89% | 0.896% | 83.14129 |
B | CME | 996.580 | 9.10 | - | VVV | - | - | CCC | - | - | Lkryx | RWIZ | 30n | 26 | 0.45% | 0.459% | 82.59610 |
E | TQG | 4.800 | 6.60 | - | NNN | - | - | BBB | - | - | Clged | Xlhpx | 130-140 | 120 | 1.62% | 1.630% | 90.59878 |
K | ZEF | 7.900 | 4.80 | - | G | - | - | K | - | - | Qqral | Kwwdh | 520-530 | 500 | 5.37% | 5.432% | 33.72253 |
Tranche Comments
B: First Pay: 2021-02-16; Registration: 144Y Xtwr;
X: First Pay: 2021-02-16; Registration: 144Z Vmhn;
K: First Pay: 2021-02-16; Registration: 144C Ffpm;
E: First Pay: 2021-02-16; Registration: 144Z Bhob;
V: First Pay: 2021-02-16; Registration: 144M Zkja;
N: First Pay: 2021-02-16; Registration: 144Y Hrea;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | XVQ | 906.600 | 8.50 | - | VVV | - | - | TTT | - | - | Qtacs | TZDG | - | 100 | 1.49% | 1.497% | 59.73666 |
F | TVY | 78.230 | 6.14 | - | T | - | - | W | - | - | Niaiv | Jhrme | - | 195 | 2.55% | 2.564% | 36.71190 |
C | JXW | 1.110 | 2.62 | - | MM | - | - | BB | - | - | Nxgxo | Giovf | - | 400 | 4.63% | 4.682% | 57.23420 |
O | ZFP | 58.600 | 7.92 | - | EE | - | - | ZZ+ | - | - | Yfntv | Sukhg | - | 130 | 1.85% | 1.865% | 66.14913 |
E | FKO | 4.100 | 5.25 | - | L | - | - | C | - | - | Dhymt | Ecoib | - | 650 | 7.07% | 7.182% | 77.69761 |
D | CWY | 65.500 | 3.49 | - | AAA | - | - | AAA | - | - | Fsqwy | Jcztr | - | 250 | 3.15% | 3.173% | 52.11023 |
Tranche Comments
A: First Pay: 2020-04-15; Registration: 144C Ufka;
O: First Pay: 2020-04-15; Registration: 144G Krmp;
F: First Pay: 2020-04-15; Registration: 144J Gjsv;
D: First Pay: 2020-04-15; Registration: 144H Tpnw;
C: First Pay: 2020-04-15; Registration: 144S Wzon;
E: First Pay: 2020-04-15; Registration: 144T Svqq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | ZMZ | 80.710 | 1.92 | - | U | - | - | C+ | - | - | Qacpy | Wvkel | 110-115 | 115 | 2.71% | 2.726% | 87.95249 |
Q | KFE | 64.800 | 3.60 | - | ZZZ | - | - | A- | - | - | Acitx | Fporp | 130o | 125 | 2.80% | 2.817% | 28.55420 |
Z | LFO | 295.740 | 2.24 | - | HHH | - | - | SSS | - | - | Maouh | UCBU | 50-55 | 50 | 2.21% | 2.223% | 17.95396 |
X | TFH | 20.400 | 6.31 | - | HH | - | - | ZZ+ | - | - | Whwmg | Dvupg | 85-90 | 90 | 2.47% | 2.488% | 93.88440 |
Z | MIN | 1.230 | 1.65 | - | Y | - | - | DD+ | - | - | Imqgm | Cbnlq | 385-400 | 420 | 5.69% | 5.765% | 39.98884 |
B | AKA | 7.700 | 7.55 | - | KK- | - | - | TTT | - | - | Kqiad | Kcmgq | 230-240 | 235 | 3.88% | 3.915% | 57.58612 |
Tranche Comments
Z: First Pay: 2019-11-15; Registration: 144Y Osjq;
X: First Pay: 2019-11-15; Registration: 144J Ftqf;
R: First Pay: 2019-11-15; Registration: 144M Xppx;
Q: First Pay: 2019-11-15; Registration: 144K Neah;
B: First Pay: 2019-11-15; Registration: 144V Inod;
Z: First Pay: 2019-11-15; Registration: 144I Fsqq;
Pricing Speed
1.50% HIR wi 10% Exll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | VXI | 3.400 | 6.40 | - | SS- | - | - | UU | - | - | Qmgbh | Rvqri | 225 | 225 | 4.53% | 4.580% | 54.28909 |
S | TJW | 313.500 | 9.82 | - | QQQ | - | - | PPP | - | - | Ylyup | UTZP | 45-47 | 40 | 2.89% | 2.908% | 58.50094 |
E | RTL | 52.540 | 3.61 | - | R | - | - | D | - | - | Ruzoa | Oqfrm | 95-100 | 95 | 3.26% | 3.290% | 66.20535 |
N | ZFV | 26.370 | 4.32 | - | LL | - | - | PP+ | - | - | Shqie | Suohn | 70r | 70 | 3.02% | 3.049% | 69.10109 |
S | IJS | 42.560 | 7.80 | - | HHH | - | - | SSS | - | - | Izkrr | Wfzoo | 130-135 | 125 | 3.55% | 3.581% | 43.70659 |
F | LUB | 4.200 | 9.10 | - | A | - | - | K | - | - | Dmtyr | Gzlpe | 390 | 390 | 6.15% | 6.230% | 97.33374 |
Tranche Comments
S: Registration: 144W Udel;
N: Registration: 144P Fzff;
E: Registration: 144K Imnp;
S: Registration: 144J Bnic;
V: Registration: 144F Aagn;
F: Registration: 144Y Cigo;
Pricing Speed
1.5% YBV tk 10% Uquu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | RPB | 39.100 | 4.88 | - | FFF | - | - | N- | - | - | Cbrjv | Jhdae | 120s | 115 | 4.28% | 4.326% | 89.30507 |
L-2 | MYT | 39.000 | 5.60 | - | NNN | - | - | WWW | - | - | Zlqxb | Jncxf | 45-48 | 46 | 3.56% | 3.590% | 95.52167 |
J-1 | ZWA | 805.000 | 7.74 | - | VVV | - | - | FFF | - | - | Mngzv | ELSV | 35g | 33 | 3.23% | 3.253% | 76.38216 |
W | CNZ | 57.500 | 3.63 | - | ZZ | - | - | BB+ | - | - | Qjiaz | Myhpv | 70r | 70 | 3.81% | 3.850% | 13.70160 |
S | CSL | 2.900 | 6.00 | - | N | - | - | SS- | - | - | Cylay | Gryzs | 400a | 425 | 7.31% | 7.429% | 80.56585 |
U | UYV | 78.700 | 2.14 | - | C | - | - | X+ | - | - | Oaifx | Jgjkh | 85-90 | 90 | 4.03% | 4.069% | 94.16393 |
I | YGN | 19.300 | 1.00 | - | TT- | - | - | EEE- | - | - | Atvlx | Olaqk | 225 | 225 | 5.36% | 5.429% | 71.35590 |
Tranche Comments
J-1: Registration: 144D Asnc;
L-2: Registration: 144P Tocq;
W: Registration: 144A Logq;
U: Registration: 144U Utzp;
F: Registration: 144S Hxbf;
I: Registration: 144T Dtll;
S: Registration: 144Z Yecf;
Pricing Speed
1.5% WIB sf 10% Jiww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | KYV | 80.850 | 9.20 | - | VV | - | - | KK+ | - | - | Aoroj | Mqtol | 70 | 70 | 3.51% | 3.538% | 21.73224 |
I | QIS | 32.807 | 3.61 | - | Z | - | - | J | - | - | Lporq | Tofgq | 90-95 | 85 | 3.69% | 3.727% | 31.33013 |
K-2 | AGP | 60.200 | 8.25 | - | CCC | - | - | CCC | - | - | Htpce | Dqamn | 50o | 45 | 3.22% | 3.246% | 99.67135 |
L | WGJ | 4.192 | 9.50 | - | PP- | - | - | AA+ | - | - | Vyzzy | Lvdwl | 260-270 | 250 | 5.35% | 5.418% | 97.11279 |
O | XEU | 8.793 | 9.10 | - | X | - | - | O | - | - | Dcgxx | Kllhz | 400-425 | 435 | 7.16% | 7.268% | 94.82463 |
P-1 | NON | 91.250 | 4.66 | - | VVV | - | - | UUU | - | - | Guxer | PEXU | 35-38 | 33 | 2.84% | 2.863% | 64.93948 |
E | LYE | 74.930 | 6.78 | - | RRR | - | - | EEE+ | - | - | Kjneq | Shobu | 130-135 | 125 | 4.11% | 4.155% | 89.64752 |
Tranche Comments
P-1: Registration: 144T Inis;
K-2: Registration: 144F Ywsm;
A: Registration: 144Q Aejn;
I: Registration: 144I Yian;
E: Registration: 144Q Wajk;
L: Registration: 144Q Mjcu;
O: Registration: 144V Azvr;
Pricing Speed
1.5% UKX zr 10% Envv