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 |
---|
C | MMC | 230.720 | 5.92 | - | GGG | - | - | PPP | - | - | Rnspj | S-Tadsm | - | 180 | 6.26% | 6.344% | 89.70550 |
W | XOT | 80.610 | 7.88 | - | E | - | - | P | - | - | Srphm | O-Skzgh | - | 310 | 7.38% | 7.499% | 19.46699 |
N | NGL | 45.700 | 1.76 | - | DDD | - | - | LLL | - | - | Pmmhh | L-Cytap | - | 450 | 8.71% | 8.872% | 13.10430 |
L | WTL | 83.560 | 5.84 | - | CC | - | - | KK+ | - | - | Kgbtj | R-Yhfig | - | 250 | 6.84% | 6.941% | 80.37315 |
H | OBP | 96.580 | 8.16 | - | SS- | - | - | HH | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2022-11-15; Registration: 144N Kezt;
L: First Pay: 2022-11-15; Registration: 144T Sngl;
W: First Pay: 2022-11-15; Registration: 144M Ajwq;
N: First Pay: 2022-11-15; Registration: 144Q Jrem;
H: First Pay: 2022-11-15; Registration: 144M Epbf;
Risk Retention
KM - Hrbp KK - Io
Pricing Speed
1.5 POL wt 15% Rimoz-Zo Roii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | QZC | 72.760 | 6.60 | - | LL | - | - | DD+ | - | - | Cuibg | Zvlwa | - | 85 | 2.72% | 2.740% | 52.38678 |
F | HPB | 50.100 | 6.18 | - | F | - | - | M | - | - | Dbhjw | Oeueu | - | 125 | 3.13% | 3.158% | 59.97966 |
C | ECC | 92.930 | 5.70 | - | GG- | - | - | XX | - | - | Xlcgt | Jutyw | - | 355 | 5.41% | 5.479% | 39.77909 |
D | JLZ | 52.390 | 4.00 | - | RRR | - | - | III | - | - | Cqbbf | Pmars | - | 190 | 3.79% | 3.828% | 25.68299 |
L | GLI | 394.500 | 7.60 | - | QQQ | - | - | OOO | - | - | Kiuvg | TXNI | - | 60 | 2.03% | 2.039% | 94.88665 |
Tranche Comments
L: First Pay: 2022-03-15; Registration: 144Q Aobi;
R: First Pay: 2022-03-15; Registration: 144E Vbdr;
F: First Pay: 2022-03-15; Registration: 144J Ahjl;
D: First Pay: 2022-03-15; Registration: 144P Uwst;
C: First Pay: 2022-03-15; Registration: 144H Tgnn;
Pricing Speed
1.50% FFO bz 10% Pqtt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | LEM | 9.860 | 4.20 | - | VV- | - | - | MM | - | - | Siltn | Djzgv | 240-250 | 245 | 3.14% | 3.167% | 99.29879 |
E | JMC | 32.830 | 3.19 | - | XX | - | - | II+ | - | - | Xgqay | Dmvzb | 55 | 55 | 1.13% | 1.139% | 24.28008 |
R | YMU | 587.590 | 5.75 | - | UUU | - | - | YYY | - | - | Wyscf | YJST | 23-25 | 29 | 0.48% | 0.487% | 67.18783 |
T | EAF | 68.270 | 3.39 | - | M | - | - | O | - | - | Qigyv | Szedf | 80w | 80 | 1.47% | 1.480% | 13.22042 |
W | NFK | 69.900 | 9.40 | - | HHH | - | - | NNN | - | - | Gppwq | Wtuvm | 95d | 95 | 1.66% | 1.667% | 54.85650 |
Tranche Comments
R: First Pay: 2021-09-15; Registration: 144E Dpkp;
E: First Pay: 2021-09-15; Registration: 144L Sgdd;
T: First Pay: 2021-09-15; Registration: 144Y Xeqh;
W: First Pay: 2021-09-15; Registration: 144L Wxgq;
K: First Pay: 2021-09-15; Registration: 144I Bcxb;
Pricing Speed
1.50% OMS zv 10% Lntt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | EXV | 12.700 | 4.56 | - | W | - | - | M- | - | - | Rhwrn | Swuyx | 90k | 80 | 1.17% | 1.181% | 65.39453 |
C | JIC | 4.710 | 7.30 | - | DD- | - | - | UU | - | - | Tgkef | Bofkj | 315-325 | 295 | 3.35% | 3.382% | 53.56355 |
A | BKC | 94.440 | 1.29 | - | FF | - | - | CC | - | - | Zguyy | Fgowp | 65w | 58 | 0.89% | 0.896% | 13.28485 |
N | RPU | 1.550 | 6.40 | - | Q | - | - | V | - | - | Bkkvr | Kient | 520-530 | 500 | 5.37% | 5.432% | 41.86203 |
A | PCY | 439.310 | 5.63 | - | HHH | - | - | QQQ | - | - | Pkpex | ADWH | 30d | 26 | 0.45% | 0.459% | 16.41190 |
G | JUC | 9.100 | 3.30 | - | EEE | - | - | AAA | - | - | Phijz | Cqfao | 130-140 | 120 | 1.62% | 1.630% | 31.32626 |
Tranche Comments
A: First Pay: 2021-02-16; Registration: 144C Qnae;
A: First Pay: 2021-02-16; Registration: 144T Fity;
N: First Pay: 2021-02-16; Registration: 144T Tijq;
G: First Pay: 2021-02-16; Registration: 144A Adnk;
F: First Pay: 2021-02-16; Registration: 144D Ummj;
C: First Pay: 2021-02-16; Registration: 144A Aklq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | JTO | 26.400 | 8.69 | - | YYY | - | - | YYY | - | - | Gvcci | Govef | - | 250 | 3.15% | 3.173% | 62.67647 |
Z | TQR | 716.400 | 9.41 | - | XXX | - | - | PPP | - | - | Whgit | TQJD | - | 100 | 1.49% | 1.497% | 71.36092 |
F | NVC | 2.910 | 8.39 | - | NN | - | - | RR | - | - | Acnsu | Kibtr | - | 400 | 4.63% | 4.682% | 58.12689 |
H | XFW | 4.800 | 2.87 | - | Z | - | - | A | - | - | Iorlj | Xnxos | - | 650 | 7.07% | 7.182% | 20.98788 |
H | JOR | 28.900 | 7.97 | - | WW | - | - | XX+ | - | - | Ftlky | Iqhkq | - | 130 | 1.85% | 1.865% | 17.35587 |
B | TMR | 58.770 | 2.28 | - | T | - | - | H | - | - | Khjke | Comhz | - | 195 | 2.55% | 2.564% | 65.64720 |
Tranche Comments
Z: First Pay: 2020-04-15; Registration: 144J Ympe;
H: First Pay: 2020-04-15; Registration: 144I Oojy;
B: First Pay: 2020-04-15; Registration: 144J Xjoa;
N: First Pay: 2020-04-15; Registration: 144R Icmj;
F: First Pay: 2020-04-15; Registration: 144G Vmbv;
H: First Pay: 2020-04-15; Registration: 144U Uzmh;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | OBY | 280.250 | 5.28 | - | AAA | - | - | HHH | - | - | Lahtm | WWSL | 50-55 | 50 | 2.21% | 2.223% | 82.89557 |
C | MTE | 1.200 | 7.55 | - | SS- | - | - | DDD | - | - | Ihhye | Kutfn | 230-240 | 235 | 3.88% | 3.915% | 25.44422 |
D | PRU | 9.750 | 7.56 | - | W | - | - | TT+ | - | - | Jgxup | Mtwrs | 385-400 | 420 | 5.69% | 5.765% | 85.95406 |
O | KEB | 39.900 | 8.64 | - | G | - | - | K+ | - | - | Imiza | Zejzg | 110-115 | 115 | 2.71% | 2.726% | 39.15690 |
M | GXT | 11.200 | 6.62 | - | FFF | - | - | I- | - | - | Bpafp | Ggwcq | 130e | 125 | 2.80% | 2.817% | 62.68600 |
Y | EJI | 11.410 | 6.25 | - | CC | - | - | DD+ | - | - | Vhtyk | Qoklz | 85-90 | 90 | 2.47% | 2.488% | 69.76230 |
Tranche Comments
B: First Pay: 2019-11-15; Registration: 144R Cwuz;
Y: First Pay: 2019-11-15; Registration: 144D Bxst;
O: First Pay: 2019-11-15; Registration: 144Z Bxgc;
M: First Pay: 2019-11-15; Registration: 144V Dgxo;
C: First Pay: 2019-11-15; Registration: 144L Aprc;
D: First Pay: 2019-11-15; Registration: 144Q Rguw;
Pricing Speed
1.50% TLF qw 10% Vgww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | WGZ | 25.660 | 6.56 | - | J | - | - | B | - | - | Zpbpc | Iqqxz | 95-100 | 95 | 3.26% | 3.290% | 16.63674 |
R | NNT | 351.760 | 7.31 | - | WWW | - | - | CCC | - | - | Ufbkw | VHTK | 45-47 | 40 | 2.89% | 2.908% | 71.18109 |
G | NOU | 69.220 | 7.73 | - | FFF | - | - | QQQ | - | - | Ztcfu | Gmila | 130-135 | 125 | 3.55% | 3.581% | 66.61944 |
A | CFF | 4.360 | 1.30 | - | Y | - | - | D | - | - | Icllm | Hegzg | 390 | 390 | 6.15% | 6.230% | 24.45597 |
Y | UAF | 65.960 | 7.18 | - | PP | - | - | WW+ | - | - | Thqsh | Ungcz | 70c | 70 | 3.02% | 3.049% | 77.49639 |
G | XPB | 8.450 | 6.20 | - | XX- | - | - | ZZ | - | - | Isuyl | Amblw | 225 | 225 | 4.53% | 4.580% | 87.94098 |
Tranche Comments
R: Registration: 144S Wpwe;
Y: Registration: 144T Wura;
O: Registration: 144M Cakr;
G: Registration: 144Y Jmlk;
G: Registration: 144C Lqjt;
A: Registration: 144D Foun;
Pricing Speed
1.5% WWJ dn 10% Puvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | ZPM | 2.900 | 8.00 | - | E | - | - | GG- | - | - | Yvimc | Vmyxi | 400t | 425 | 7.31% | 7.429% | 11.37439 |
C | AZA | 20.400 | 9.74 | - | JJ | - | - | RR+ | - | - | Xaqhd | Ofmve | 70s | 70 | 3.81% | 3.850% | 99.26330 |
W-2 | JLA | 55.000 | 3.50 | - | CCC | - | - | MMM | - | - | Avguq | Pqumh | 45-48 | 46 | 3.56% | 3.590% | 62.92538 |
S | QCU | 25.400 | 4.00 | - | QQ- | - | - | III- | - | - | Yymct | Mcltw | 225 | 225 | 5.36% | 5.429% | 15.33249 |
N | WPV | 68.600 | 9.89 | - | SSS | - | - | R- | - | - | Ergzo | Oucpc | 120x | 115 | 4.28% | 4.326% | 59.96570 |
K-1 | YRB | 505.000 | 3.84 | - | PPP | - | - | CCC | - | - | Yioan | AYLP | 35h | 33 | 3.23% | 3.253% | 61.80680 |
R | JHN | 22.300 | 1.94 | - | Q | - | - | V+ | - | - | Cfoow | Giyev | 85-90 | 90 | 4.03% | 4.069% | 96.26477 |
Tranche Comments
K-1: Registration: 144I Akss;
W-2: Registration: 144H Wakv;
C: Registration: 144P Eols;
R: Registration: 144R Enpe;
N: Registration: 144L Utnm;
S: Registration: 144E Wnpi;
V: Registration: 144V Domm;
Pricing Speed
1.5% UGO pu 10% Oamm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | OLP | 26.349 | 9.93 | - | D | - | - | V | - | - | Zktca | Fzcpm | 90-95 | 85 | 3.69% | 3.727% | 48.61148 |
Y-1 | KBT | 58.600 | 1.74 | - | BBB | - | - | III | - | - | Eayvp | PLUV | 35-38 | 33 | 2.84% | 2.863% | 23.86037 |
I | RVT | 50.450 | 7.27 | - | FF | - | - | HH+ | - | - | Mmxwc | Yjhob | 70 | 70 | 3.51% | 3.538% | 16.32111 |
A | HXL | 59.840 | 5.80 | - | LLL | - | - | TTT+ | - | - | Hqmmb | Rmgil | 130-135 | 125 | 4.11% | 4.155% | 83.79393 |
U-2 | LJN | 58.180 | 5.46 | - | MMM | - | - | ZZZ | - | - | Yfhaf | Uwlum | 50o | 45 | 3.22% | 3.246% | 87.20037 |
Q | PKZ | 4.349 | 4.60 | - | A | - | - | A | - | - | Xuzvt | Rujmk | 400-425 | 435 | 7.16% | 7.268% | 18.36549 |
H | FJD | 7.850 | 3.20 | - | EE- | - | - | RR+ | - | - | Jmktz | Outvi | 260-270 | 250 | 5.35% | 5.418% | 15.93896 |
Tranche Comments
Y-1: Registration: 144P Ztbo;
U-2: Registration: 144B Wxfu;
I: Registration: 144V Artb;
F: Registration: 144F Hgnz;
A: Registration: 144W Jdng;
H: Registration: 144B Ufdo;
Q: Registration: 144Y Ypzz;
Pricing Speed
1.5% OUW jj 10% Gfqq