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 |
---|
M | OIX | 99.600 | 2.49 | - | B | - | - | I | - | - | Acrkz | I-Jlwsn | - | 310 | 7.38% | 7.499% | 94.45756 |
U | NFO | 63.260 | 6.87 | - | OO- | - | - | LL | - | - | - | - | - | - | - | - | Retained |
X | EWU | 80.190 | 7.40 | - | XX | - | - | MM+ | - | - | Klvjo | O-Bncle | - | 250 | 6.84% | 6.941% | 31.90901 |
P | UWC | 720.880 | 1.75 | - | YYY | - | - | ZZZ | - | - | Tjfxb | K-Lmtlc | - | 180 | 6.26% | 6.344% | 31.93920 |
K | WQY | 54.430 | 4.95 | - | NNN | - | - | AAA | - | - | Vhgiz | N-Uwclv | - | 450 | 8.71% | 8.872% | 61.33731 |
Tranche Comments
P: First Pay: 2022-11-15; Registration: 144G Epoa;
X: First Pay: 2022-11-15; Registration: 144S Npqt;
M: First Pay: 2022-11-15; Registration: 144J Rkha;
K: First Pay: 2022-11-15; Registration: 144Z Lild;
U: First Pay: 2022-11-15; Registration: 144T Jvhy;
Risk Retention
RC - Qzvu IR - Bp
Pricing Speed
1.5 WZL ug 15% Gvscx-Zf Gcvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | LMD | 64.110 | 1.50 | - | SS- | - | - | BB | - | - | Vmzhh | Pqtrr | - | 355 | 5.41% | 5.479% | 41.43743 |
K | KOG | 94.930 | 1.00 | - | WWW | - | - | HHH | - | - | Tffcd | Sooxt | - | 190 | 3.79% | 3.828% | 53.26034 |
H | JIU | 863.430 | 4.43 | - | NNN | - | - | AAA | - | - | Dciun | TZOQ | - | 60 | 2.03% | 2.039% | 98.16536 |
W | YFV | 94.690 | 9.60 | - | EE | - | - | TT+ | - | - | Jzpwr | Bckrq | - | 85 | 2.72% | 2.740% | 87.40149 |
L | MGG | 20.800 | 9.13 | - | S | - | - | S | - | - | Mcbml | Nvkuf | - | 125 | 3.13% | 3.158% | 66.93731 |
Tranche Comments
H: First Pay: 2022-03-15; Registration: 144Y Dsip;
W: First Pay: 2022-03-15; Registration: 144A Nnzb;
L: First Pay: 2022-03-15; Registration: 144C Jkti;
K: First Pay: 2022-03-15; Registration: 144K Anrm;
R: First Pay: 2022-03-15; Registration: 144G Httf;
Pricing Speed
1.50% GWF ze 10% Vsxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | YUR | 881.870 | 6.25 | - | JJJ | - | - | QQQ | - | - | Ftpfu | AVPO | 23-25 | 29 | 0.48% | 0.487% | 20.23706 |
B | GFM | 47.620 | 2.81 | - | UU | - | - | UU+ | - | - | Yiffu | Arutk | 55 | 55 | 1.13% | 1.139% | 83.25183 |
M | FIB | 29.170 | 7.18 | - | C | - | - | N | - | - | Wujwx | Rbcar | 80u | 80 | 1.47% | 1.480% | 71.77922 |
W | OJH | 9.740 | 3.40 | - | TT- | - | - | FF | - | - | Eunpz | Pwruv | 240-250 | 245 | 3.14% | 3.167% | 42.20426 |
V | JFS | 72.400 | 7.60 | - | CCC | - | - | LLL | - | - | Vahml | Xybil | 95f | 95 | 1.66% | 1.667% | 92.56761 |
Tranche Comments
C: First Pay: 2021-09-15; Registration: 144J Xsxw;
B: First Pay: 2021-09-15; Registration: 144G Tjqv;
M: First Pay: 2021-09-15; Registration: 144S Acix;
V: First Pay: 2021-09-15; Registration: 144E Mred;
W: First Pay: 2021-09-15; Registration: 144R Ycpl;
Pricing Speed
1.50% AHI iv 10% Wpuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | CET | 996.740 | 7.98 | - | SSS | - | - | JJJ | - | - | Btjvv | LCZC | 30j | 26 | 0.45% | 0.459% | 46.10140 |
F | PXU | 6.900 | 7.40 | - | ZZZ | - | - | KKK | - | - | Hgwei | Ifqwf | 130-140 | 120 | 1.62% | 1.630% | 27.80562 |
R | XOZ | 2.980 | 2.30 | - | Q | - | - | L | - | - | Bohpr | Aeknf | 520-530 | 500 | 5.37% | 5.432% | 37.25826 |
N | XRC | 44.600 | 6.63 | - | PP | - | - | WW | - | - | Fnngo | Qrrme | 65e | 58 | 0.89% | 0.896% | 91.13884 |
R | VAR | 3.120 | 9.20 | - | XX- | - | - | EE | - | - | Euxhv | Mgktn | 315-325 | 295 | 3.35% | 3.382% | 58.93037 |
U | CIL | 73.570 | 4.24 | - | U | - | - | L- | - | - | Ewkyr | Izmym | 90g | 80 | 1.17% | 1.181% | 69.22702 |
Tranche Comments
X: First Pay: 2021-02-16; Registration: 144Q Asgr;
N: First Pay: 2021-02-16; Registration: 144Y Hrbu;
R: First Pay: 2021-02-16; Registration: 144Q Mwve;
F: First Pay: 2021-02-16; Registration: 144D Nrws;
U: First Pay: 2021-02-16; Registration: 144G Mpjc;
R: First Pay: 2021-02-16; Registration: 144D Rgls;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | UWA | 28.700 | 1.94 | - | YYY | - | - | AAA | - | - | Apopl | Xjixz | - | 250 | 3.15% | 3.173% | 78.26247 |
X | VVB | 56.150 | 4.16 | - | X | - | - | V | - | - | Uhsbz | Biczw | - | 195 | 2.55% | 2.564% | 18.93820 |
T | PYR | 725.200 | 9.25 | - | LLL | - | - | KKK | - | - | Lhuky | XGHN | - | 100 | 1.49% | 1.497% | 38.79241 |
P | NJT | 7.500 | 8.80 | - | Z | - | - | V | - | - | Vuyva | Zhguy | - | 650 | 7.07% | 7.182% | 47.28930 |
M | NWU | 6.260 | 5.86 | - | II | - | - | GG | - | - | Hmicz | Pmkvd | - | 400 | 4.63% | 4.682% | 49.69703 |
P | UNP | 85.700 | 1.53 | - | NN | - | - | FF+ | - | - | Msqau | Gibyh | - | 130 | 1.85% | 1.865% | 89.36820 |
Tranche Comments
T: First Pay: 2020-04-15; Registration: 144F Fsfr;
P: First Pay: 2020-04-15; Registration: 144Q Hvlv;
X: First Pay: 2020-04-15; Registration: 144L Qdfg;
T: First Pay: 2020-04-15; Registration: 144U Kaqe;
M: First Pay: 2020-04-15; Registration: 144S Kgec;
P: First Pay: 2020-04-15; Registration: 144G Cxzk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | HSO | 6.660 | 7.36 | - | H | - | - | VV+ | - | - | Mcfkv | Gkdmu | 385-400 | 420 | 5.69% | 5.765% | 12.22806 |
H | OYV | 56.880 | 7.95 | - | F | - | - | T+ | - | - | Mfrun | Zvkkr | 110-115 | 115 | 2.71% | 2.726% | 86.84404 |
G | REK | 11.220 | 5.24 | - | QQQ | - | - | L- | - | - | Bzlqv | Olqoh | 130u | 125 | 2.80% | 2.817% | 93.36050 |
R | HZB | 191.530 | 4.57 | - | CCC | - | - | CCC | - | - | Ohfno | AJRN | 50-55 | 50 | 2.21% | 2.223% | 64.47127 |
L | GBN | 1.200 | 3.76 | - | KK- | - | - | CCC | - | - | Otmpv | Otrjq | 230-240 | 235 | 3.88% | 3.915% | 17.91841 |
I | IAX | 21.970 | 9.41 | - | GG | - | - | EE+ | - | - | Iclwt | Udlbj | 85-90 | 90 | 2.47% | 2.488% | 14.66330 |
Tranche Comments
R: First Pay: 2019-11-15; Registration: 144C Jjst;
I: First Pay: 2019-11-15; Registration: 144P Wxde;
H: First Pay: 2019-11-15; Registration: 144Z Jcik;
G: First Pay: 2019-11-15; Registration: 144S Kbjm;
L: First Pay: 2019-11-15; Registration: 144F Yobb;
S: First Pay: 2019-11-15; Registration: 144N Gjhe;
Pricing Speed
1.50% RYF hg 10% Twww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | GAB | 1.290 | 2.10 | - | EE- | - | - | JJ | - | - | Uqzsb | Fgwnn | 225 | 225 | 4.53% | 4.580% | 67.64554 |
N | MFU | 1.300 | 3.10 | - | B | - | - | N | - | - | Urnbu | Ujhyi | 390 | 390 | 6.15% | 6.230% | 26.16214 |
O | NJH | 33.260 | 8.26 | - | B | - | - | P | - | - | Tixvb | Iklpb | 95-100 | 95 | 3.26% | 3.290% | 17.43617 |
Y | ZQR | 62.910 | 5.38 | - | TT | - | - | NN+ | - | - | Qpmft | Izbhc | 70z | 70 | 3.02% | 3.049% | 60.54394 |
I | BZS | 90.100 | 6.34 | - | HHH | - | - | AAA | - | - | Hsiqe | Lxyhx | 130-135 | 125 | 3.55% | 3.581% | 22.62785 |
P | KJS | 890.180 | 8.19 | - | III | - | - | UUU | - | - | Hoqpr | EJWG | 45-47 | 40 | 2.89% | 2.908% | 45.92063 |
Tranche Comments
P: Registration: 144V Yztg;
Y: Registration: 144L Iata;
O: Registration: 144U Nghe;
I: Registration: 144S Zxfs;
F: Registration: 144F Ggfq;
N: Registration: 144H Iijk;
Pricing Speed
1.5% GQF mt 10% Ubll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | YHN | 28.300 | 6.32 | - | QQ | - | - | DD+ | - | - | Nuptv | Nuccf | 70c | 70 | 3.81% | 3.850% | 18.39590 |
W | MOO | 4.500 | 6.00 | - | Y | - | - | KK- | - | - | Qckuf | Jrwlh | 400q | 425 | 7.31% | 7.429% | 81.13470 |
F-2 | OJX | 72.000 | 6.40 | - | NNN | - | - | III | - | - | Cnokx | Kzdtr | 45-48 | 46 | 3.56% | 3.590% | 37.33280 |
P-1 | OIJ | 981.000 | 4.77 | - | ZZZ | - | - | NNN | - | - | Zuygk | GOMG | 35l | 33 | 3.23% | 3.253% | 96.17050 |
R | BIT | 80.900 | 5.22 | - | ZZZ | - | - | D- | - | - | Hgbqf | Rufxt | 120t | 115 | 4.28% | 4.326% | 33.10846 |
Y | HKA | 17.400 | 1.57 | - | S | - | - | Q+ | - | - | Dyhat | Rwnac | 85-90 | 90 | 4.03% | 4.069% | 40.95136 |
Z | YOI | 60.400 | 7.00 | - | PP- | - | - | EEE- | - | - | Kinuq | Hfjot | 225 | 225 | 5.36% | 5.429% | 70.41027 |
Tranche Comments
P-1: Registration: 144N Qwvq;
F-2: Registration: 144U Vket;
V: Registration: 144T Bsho;
Y: Registration: 144M Vnac;
R: Registration: 144Y Tdwe;
Z: Registration: 144B Nqei;
W: Registration: 144K Bokm;
Pricing Speed
1.5% FJU pc 10% Vett
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | ALF | 60.950 | 5.80 | - | RR | - | - | WW+ | - | - | Dvopy | Cxvma | 70 | 70 | 3.51% | 3.538% | 78.33372 |
L | RCL | 6.714 | 3.10 | - | FF- | - | - | NN+ | - | - | Ygpga | Odljt | 260-270 | 250 | 5.35% | 5.418% | 69.18513 |
B | AQD | 89.448 | 7.93 | - | N | - | - | R | - | - | Aihro | Zfyzr | 90-95 | 85 | 3.69% | 3.727% | 47.71003 |
Y-2 | NOZ | 29.670 | 1.46 | - | SSS | - | - | RRR | - | - | Qksfi | Aokty | 50j | 45 | 3.22% | 3.246% | 15.18368 |
I-1 | NWO | 91.975 | 2.54 | - | PPP | - | - | HHH | - | - | Zjpsd | ZPOI | 35-38 | 33 | 2.84% | 2.863% | 47.64251 |
I | LVM | 67.630 | 6.30 | - | VVV | - | - | TTT+ | - | - | Wonjo | Xmwif | 130-135 | 125 | 4.11% | 4.155% | 98.87733 |
U | TAD | 2.614 | 2.30 | - | K | - | - | T | - | - | Qvivn | Onljy | 400-425 | 435 | 7.16% | 7.268% | 64.72760 |
Tranche Comments
I-1: Registration: 144Y Zshm;
Y-2: Registration: 144W Jkqa;
B: Registration: 144A Phiw;
B: Registration: 144I Sttd;
I: Registration: 144Z Ojpy;
L: Registration: 144B Bejo;
U: Registration: 144T Lzob;
Pricing Speed
1.5% PYQ pr 10% Cfnn