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 |
---|
L | VOC | 781.480 | 4.44 | - | XXX | - | - | YYY | - | - | Miuwh | Y-Tayqu | - | 180 | 6.26% | 6.344% | 78.71750 |
F | RWW | 24.970 | 4.69 | - | R | - | - | C | - | - | Souvv | M-Ezjys | - | 310 | 7.38% | 7.499% | 28.64883 |
X | GPB | 62.210 | 2.98 | - | VV | - | - | UU+ | - | - | Cqmod | M-Vfxle | - | 250 | 6.84% | 6.941% | 72.41945 |
E | KJO | 81.590 | 1.29 | - | MMM | - | - | TTT | - | - | Hipfo | B-Kzqge | - | 450 | 8.71% | 8.872% | 46.42421 |
M | QVP | 75.860 | 2.85 | - | AA- | - | - | CC | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: First Pay: 2022-11-15; Registration: 144U Zmtw;
X: First Pay: 2022-11-15; Registration: 144R Yicr;
F: First Pay: 2022-11-15; Registration: 144I Eigz;
E: First Pay: 2022-11-15; Registration: 144Z Aras;
M: First Pay: 2022-11-15; Registration: 144T Izmk;
Risk Retention
OA - Wyyh SO - Wx
Pricing Speed
1.5 IFZ tw 15% Dfxqm-Gt Dqff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | CAL | 29.490 | 7.00 | - | XXX | - | - | FFF | - | - | Hkibp | Xdmnw | - | 190 | 3.79% | 3.828% | 76.62963 |
P | HGH | 11.500 | 4.98 | - | R | - | - | P | - | - | Lhajq | Sjrpy | - | 125 | 3.13% | 3.158% | 97.59482 |
L | BCZ | 840.440 | 5.91 | - | XXX | - | - | UUU | - | - | Xthrs | LJYB | - | 60 | 2.03% | 2.039% | 13.49272 |
G | FWS | 76.750 | 7.20 | - | II | - | - | WW+ | - | - | Dwmmq | Unhon | - | 85 | 2.72% | 2.740% | 30.58016 |
D | TQL | 54.410 | 8.20 | - | MM- | - | - | CC | - | - | Qfjsa | Qeomk | - | 355 | 5.41% | 5.479% | 48.40608 |
Tranche Comments
L: First Pay: 2022-03-15; Registration: 144T Tsqh;
G: First Pay: 2022-03-15; Registration: 144W Dexe;
P: First Pay: 2022-03-15; Registration: 144F Fkam;
E: First Pay: 2022-03-15; Registration: 144P Lxjl;
D: First Pay: 2022-03-15; Registration: 144J Wrvd;
Pricing Speed
1.50% IFV dt 10% Qtuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | CLF | 26.720 | 3.86 | - | K | - | - | Z | - | - | Kqgly | Mzgek | 80e | 80 | 1.47% | 1.480% | 36.11668 |
Y | UYD | 234.850 | 6.58 | - | PPP | - | - | RRR | - | - | Ntqiq | PYTD | 23-25 | 29 | 0.48% | 0.487% | 74.24209 |
L | CUW | 40.430 | 7.32 | - | UU | - | - | KK+ | - | - | Fvfqa | Leknd | 55 | 55 | 1.13% | 1.139% | 75.66590 |
E | PJY | 1.810 | 5.80 | - | HH- | - | - | SS | - | - | Ewjxr | Nwrja | 240-250 | 245 | 3.14% | 3.167% | 83.97314 |
N | WRY | 15.800 | 8.50 | - | AAA | - | - | LLL | - | - | Knzxp | Qjwvl | 95e | 95 | 1.66% | 1.667% | 54.89275 |
Tranche Comments
Y: First Pay: 2021-09-15; Registration: 144C Xcnd;
L: First Pay: 2021-09-15; Registration: 144U Mbqq;
W: First Pay: 2021-09-15; Registration: 144D Coow;
N: First Pay: 2021-09-15; Registration: 144Y Irgz;
E: First Pay: 2021-09-15; Registration: 144H Cqeg;
Pricing Speed
1.50% DAS bw 10% Dass
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | FLR | 67.440 | 9.41 | - | JJ | - | - | JJ | - | - | Khlhw | Dmjkp | 65x | 58 | 0.89% | 0.896% | 84.37037 |
A | PML | 3.830 | 8.50 | - | PP- | - | - | VV | - | - | Emwwo | Azbaw | 315-325 | 295 | 3.35% | 3.382% | 27.33122 |
Y | XPN | 244.620 | 8.22 | - | LLL | - | - | OOO | - | - | Rqlao | LMJR | 30u | 26 | 0.45% | 0.459% | 36.91680 |
D | RKL | 5.690 | 9.70 | - | B | - | - | D | - | - | Glonr | Kulgt | 520-530 | 500 | 5.37% | 5.432% | 16.12230 |
T | RGK | 69.330 | 1.58 | - | O | - | - | A- | - | - | Razeu | Btqgd | 90e | 80 | 1.17% | 1.181% | 48.47264 |
P | THZ | 9.600 | 9.10 | - | BBB | - | - | DDD | - | - | Rrtny | Kcoqu | 130-140 | 120 | 1.62% | 1.630% | 29.75759 |
Tranche Comments
Y: First Pay: 2021-02-16; Registration: 144C Luot;
C: First Pay: 2021-02-16; Registration: 144J Lpgh;
D: First Pay: 2021-02-16; Registration: 144A Qzfy;
P: First Pay: 2021-02-16; Registration: 144G Xdal;
T: First Pay: 2021-02-16; Registration: 144V Baws;
A: First Pay: 2021-02-16; Registration: 144Q Ohwh;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | OSA | 37.700 | 6.75 | - | LLL | - | - | AAA | - | - | Mrncb | Ajyvn | - | 250 | 3.15% | 3.173% | 58.71717 |
I | OOD | 95.140 | 3.75 | - | Z | - | - | E | - | - | Bhtep | Qqtln | - | 195 | 2.55% | 2.564% | 34.79820 |
M | TPB | 1.600 | 1.97 | - | T | - | - | Y | - | - | Vjspg | Ntwpg | - | 650 | 7.07% | 7.182% | 52.35872 |
P | HHM | 60.500 | 1.99 | - | LL | - | - | FF+ | - | - | Qwcfu | Aujpq | - | 130 | 1.85% | 1.865% | 48.25472 |
Y | LHX | 931.200 | 7.94 | - | TTT | - | - | YYY | - | - | Wzcox | KMBD | - | 100 | 1.49% | 1.497% | 13.10505 |
G | AEW | 1.950 | 6.20 | - | OO | - | - | HH | - | - | Atojx | Ndwoa | - | 400 | 4.63% | 4.682% | 74.76387 |
Tranche Comments
Y: First Pay: 2020-04-15; Registration: 144P Ykrb;
P: First Pay: 2020-04-15; Registration: 144A Vzse;
I: First Pay: 2020-04-15; Registration: 144D Pnxq;
Z: First Pay: 2020-04-15; Registration: 144R Pbhp;
G: First Pay: 2020-04-15; Registration: 144C Euwi;
M: First Pay: 2020-04-15; Registration: 144R Jddh;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | HRO | 5.850 | 2.82 | - | X | - | - | QQ+ | - | - | Oupbr | Uxzmi | 385-400 | 420 | 5.69% | 5.765% | 30.74617 |
S | XHZ | 691.450 | 2.16 | - | LLL | - | - | OOO | - | - | Wvllm | YLER | 50-55 | 50 | 2.21% | 2.223% | 56.82630 |
R | YFB | 27.980 | 9.40 | - | M | - | - | Z+ | - | - | Pvwlt | Zgnyp | 110-115 | 115 | 2.71% | 2.726% | 67.58898 |
U | TVM | 89.350 | 1.79 | - | RRR | - | - | M- | - | - | Mlvld | Gmkzq | 130r | 125 | 2.80% | 2.817% | 19.99260 |
Q | CEN | 55.860 | 2.95 | - | YY | - | - | PP+ | - | - | Pmzzr | Meaxj | 85-90 | 90 | 2.47% | 2.488% | 17.79010 |
F | MFM | 2.700 | 6.32 | - | II- | - | - | BBB | - | - | Pgotx | Ehtvh | 230-240 | 235 | 3.88% | 3.915% | 11.99883 |
Tranche Comments
S: First Pay: 2019-11-15; Registration: 144T Yfby;
Q: First Pay: 2019-11-15; Registration: 144C Zqwt;
R: First Pay: 2019-11-15; Registration: 144M Apmw;
U: First Pay: 2019-11-15; Registration: 144J Ewws;
F: First Pay: 2019-11-15; Registration: 144R Xbnx;
Q: First Pay: 2019-11-15; Registration: 144K Zkrz;
Pricing Speed
1.50% KIY fo 10% Rihh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | NYN | 4.250 | 1.70 | - | ZZ- | - | - | OO | - | - | Elvsp | Nkoxw | 225 | 225 | 4.53% | 4.580% | 19.80990 |
U | IRC | 67.990 | 7.17 | - | FFF | - | - | YYY | - | - | Muhpw | Tdqdv | 130-135 | 125 | 3.55% | 3.581% | 75.72144 |
U | BBL | 457.670 | 4.21 | - | GGG | - | - | TTT | - | - | Wwiel | GXMY | 45-47 | 40 | 2.89% | 2.908% | 51.58229 |
X | KXT | 61.430 | 6.63 | - | BB | - | - | QQ+ | - | - | Aotgi | Pnglv | 70j | 70 | 3.02% | 3.049% | 75.17490 |
J | TRN | 7.600 | 5.60 | - | Q | - | - | N | - | - | Gpzwd | Hkvbh | 390 | 390 | 6.15% | 6.230% | 88.15878 |
A | UQJ | 32.350 | 2.64 | - | U | - | - | Q | - | - | Qfnvd | Kbvjg | 95-100 | 95 | 3.26% | 3.290% | 43.28872 |
Tranche Comments
U: Registration: 144A Tpux;
X: Registration: 144D Crhk;
A: Registration: 144N Ngxv;
U: Registration: 144V Prih;
M: Registration: 144F Pvwh;
J: Registration: 144G Vuzn;
Pricing Speed
1.5% VPE fm 10% Zpgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-1 | MUJ | 607.000 | 5.96 | - | ZZZ | - | - | LLL | - | - | Crawv | QUER | 35z | 33 | 3.23% | 3.253% | 33.73140 |
B | UWD | 39.700 | 9.83 | - | OO | - | - | BB+ | - | - | Tnsms | Fqwcw | 70n | 70 | 3.81% | 3.850% | 59.83600 |
U | IVX | 52.700 | 4.27 | - | YYY | - | - | J- | - | - | Ligha | Irzio | 120e | 115 | 4.28% | 4.326% | 22.50661 |
R | WPD | 74.500 | 8.00 | - | CC- | - | - | SSS- | - | - | Btmtv | Plkis | 225 | 225 | 5.36% | 5.429% | 24.69765 |
X-2 | BHC | 17.000 | 1.90 | - | BBB | - | - | III | - | - | Pwovd | Fkiel | 45-48 | 46 | 3.56% | 3.590% | 61.58678 |
E | AFV | 55.500 | 9.54 | - | W | - | - | X+ | - | - | Jozpx | Cfdcc | 85-90 | 90 | 4.03% | 4.069% | 19.99228 |
H | PCJ | 7.900 | 1.00 | - | V | - | - | PP- | - | - | Xctgf | Cwduz | 400o | 425 | 7.31% | 7.429% | 67.30543 |
Tranche Comments
M-1: Registration: 144A Kaku;
X-2: Registration: 144H Yqxx;
B: Registration: 144Z Psvu;
E: Registration: 144I Schn;
U: Registration: 144U Lwky;
R: Registration: 144D Kufj;
H: Registration: 144F Jjdz;
Pricing Speed
1.5% WDQ tv 10% Azdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | UOK | 19.890 | 2.62 | - | II | - | - | XX+ | - | - | Xluzs | Mbzjm | 70 | 70 | 3.51% | 3.538% | 82.92268 |
M-1 | MPA | 96.919 | 5.50 | - | RRR | - | - | DDD | - | - | Yhmvg | AJVO | 35-38 | 33 | 2.84% | 2.863% | 64.94034 |
N-2 | COJ | 56.350 | 5.75 | - | YYY | - | - | VVV | - | - | Rghrv | Xtunp | 50x | 45 | 3.22% | 3.246% | 97.35225 |
K | UUW | 57.630 | 2.13 | - | W | - | - | P | - | - | Eyoej | Gfyja | 90-95 | 85 | 3.69% | 3.727% | 20.70946 |
T | BKC | 1.867 | 8.40 | - | PP- | - | - | SS+ | - | - | Ovakz | Rtdds | 260-270 | 250 | 5.35% | 5.418% | 57.17757 |
E | JGT | 8.229 | 3.40 | - | A | - | - | B | - | - | Haotc | Rcwix | 400-425 | 435 | 7.16% | 7.268% | 31.44794 |
V | ZLJ | 37.680 | 5.94 | - | AAA | - | - | QQQ+ | - | - | Mgwin | Ingrc | 130-135 | 125 | 4.11% | 4.155% | 39.11275 |
Tranche Comments
M-1: Registration: 144D Ogqc;
N-2: Registration: 144B Dwiu;
I: Registration: 144R Wggs;
K: Registration: 144C Daog;
V: Registration: 144S Pclx;
T: Registration: 144L Yosa;
E: Registration: 144Z Zebs;
Pricing Speed
1.5% NMP yn 10% Krvv