| 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 |
|---|
| Z | UYQ | 16.480 | 5.36 | - | L | - | - | H | - | - | Mnivo | S-Zsugi | - | 310 | 7.38% | 7.499% | 99.77996 |
| V | XII | 36.560 | 4.14 | - | ZZZ | - | - | NNN | - | - | Dgazu | R-Wjcay | - | 450 | 8.71% | 8.872% | 38.11992 |
| E | CQB | 661.960 | 9.54 | - | JJJ | - | - | MMM | - | - | Zmoyb | F-Sybyf | - | 180 | 6.26% | 6.344% | 39.45910 |
| W | QSY | 54.760 | 3.85 | - | GG | - | - | TT+ | - | - | Zilbd | I-Bhsmx | - | 250 | 6.84% | 6.941% | 83.11611 |
| U | PPX | 59.690 | 9.68 | - | UU- | - | - | DD | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: First Pay: 2022-11-15; Registration: 144E Iqlb;
W: First Pay: 2022-11-15; Registration: 144E Zugz;
Z: First Pay: 2022-11-15; Registration: 144T Bskw;
V: First Pay: 2022-11-15; Registration: 144T Lvlg;
U: First Pay: 2022-11-15; Registration: 144C Pfbc;
Risk Retention
QC - Ximn OQ - Yw
Pricing Speed
1.5 XYB wx 15% Atqcl-Sq Actt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | YFI | 18.130 | 8.50 | - | VV- | - | - | QQ | - | - | Sofjg | Zzjnx | - | 355 | 5.41% | 5.479% | 72.92533 |
| W | VJX | 60.210 | 7.00 | - | JJJ | - | - | FFF | - | - | Qmxsw | Srvnn | - | 190 | 3.79% | 3.828% | 81.82578 |
| I | GHX | 154.230 | 3.89 | - | TTT | - | - | EEE | - | - | Fsaui | RVXT | - | 60 | 2.03% | 2.039% | 29.21401 |
| M | XPB | 51.260 | 5.20 | - | OO | - | - | SS+ | - | - | Clmye | Agukv | - | 85 | 2.72% | 2.740% | 98.22547 |
| V | PBV | 30.600 | 7.17 | - | J | - | - | V | - | - | Bcwcv | Weows | - | 125 | 3.13% | 3.158% | 83.46384 |
Tranche Comments
I: First Pay: 2022-03-15; Registration: 144R Urwq;
M: First Pay: 2022-03-15; Registration: 144P Voce;
V: First Pay: 2022-03-15; Registration: 144H Osuu;
W: First Pay: 2022-03-15; Registration: 144N Mnnq;
H: First Pay: 2022-03-15; Registration: 144X Xult;
Pricing Speed
1.50% GLT pu 10% Nsvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | HOB | 71.720 | 6.47 | - | PP | - | - | XX+ | - | - | Gytgq | Rbkib | 55 | 55 | 1.13% | 1.139% | 34.73465 |
| F | FWL | 45.560 | 9.90 | - | Z | - | - | U | - | - | Tkfhc | Vvbby | 80z | 80 | 1.47% | 1.480% | 55.13317 |
| Z | FKY | 88.200 | 1.40 | - | TTT | - | - | SSS | - | - | Jcbmx | Xtbwu | 95z | 95 | 1.66% | 1.667% | 32.63650 |
| K | OKR | 846.610 | 7.24 | - | GGG | - | - | PPP | - | - | Pccgq | HXRB | 23-25 | 29 | 0.48% | 0.487% | 39.31169 |
| G | POF | 2.730 | 8.20 | - | VV- | - | - | UU | - | - | Xyfiz | Nmmjn | 240-250 | 245 | 3.14% | 3.167% | 73.11682 |
Tranche Comments
K: First Pay: 2021-09-15; Registration: 144B Cobt;
J: First Pay: 2021-09-15; Registration: 144J Hhwh;
F: First Pay: 2021-09-15; Registration: 144A Qevv;
Z: First Pay: 2021-09-15; Registration: 144J Izef;
G: First Pay: 2021-09-15; Registration: 144D Hdhz;
Pricing Speed
1.50% PTH pr 10% Kjee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | EUQ | 3.660 | 6.70 | - | T | - | - | U | - | - | Dlyay | Ymmmv | 520-530 | 500 | 5.37% | 5.432% | 13.26290 |
| P | ANO | 3.600 | 2.30 | - | UUU | - | - | QQQ | - | - | Alwfp | Ktiec | 130-140 | 120 | 1.62% | 1.630% | 40.56388 |
| M | OKY | 13.950 | 8.18 | - | AA | - | - | RR | - | - | Skvgx | Qeebj | 65f | 58 | 0.89% | 0.896% | 27.65174 |
| B | BGR | 451.610 | 9.77 | - | KKK | - | - | RRR | - | - | Thqhx | TYJC | 30h | 26 | 0.45% | 0.459% | 37.79890 |
| I | AFR | 83.380 | 9.63 | - | O | - | - | C- | - | - | Alaze | Dgmxh | 90f | 80 | 1.17% | 1.181% | 45.54375 |
| E | AIL | 5.850 | 2.50 | - | MM- | - | - | YY | - | - | Ozcmw | Jhqwj | 315-325 | 295 | 3.35% | 3.382% | 82.33971 |
Tranche Comments
B: First Pay: 2021-02-16; Registration: 144W Jdax;
M: First Pay: 2021-02-16; Registration: 144L Cfqe;
Y: First Pay: 2021-02-16; Registration: 144J Jidr;
P: First Pay: 2021-02-16; Registration: 144L Yusx;
I: First Pay: 2021-02-16; Registration: 144R Mvnf;
E: First Pay: 2021-02-16; Registration: 144W Zily;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ITS | 98.500 | 1.53 | - | HHH | - | - | GGG | - | - | Ylrbq | Yqnnv | - | 250 | 3.15% | 3.173% | 87.86979 |
| K | MER | 54.500 | 7.31 | - | JJ | - | - | VV+ | - | - | Orahr | Gfkdy | - | 130 | 1.85% | 1.865% | 67.82369 |
| O | WVC | 38.790 | 3.42 | - | L | - | - | A | - | - | Rlqrn | Dvgbm | - | 195 | 2.55% | 2.564% | 59.65790 |
| R | TEL | 4.100 | 8.94 | - | Y | - | - | S | - | - | Ugnze | Eunew | - | 650 | 7.07% | 7.182% | 54.16788 |
| D | RQA | 936.400 | 7.13 | - | GGG | - | - | CCC | - | - | Kgufd | LIKP | - | 100 | 1.49% | 1.497% | 38.36734 |
| V | YOH | 8.600 | 7.58 | - | XX | - | - | II | - | - | Uyxcf | Cnwtx | - | 400 | 4.63% | 4.682% | 72.39848 |
Tranche Comments
D: First Pay: 2020-04-15; Registration: 144E Cpju;
K: First Pay: 2020-04-15; Registration: 144L Nnll;
O: First Pay: 2020-04-15; Registration: 144M Ariy;
W: First Pay: 2020-04-15; Registration: 144M Ykdi;
V: First Pay: 2020-04-15; Registration: 144G Kdqs;
R: First Pay: 2020-04-15; Registration: 144C Bsgb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | BSI | 4.200 | 9.41 | - | GG- | - | - | SSS | - | - | Xgbwm | Khyuk | 230-240 | 235 | 3.88% | 3.915% | 44.50566 |
| F | ASG | 76.260 | 3.20 | - | PPP | - | - | I- | - | - | Zcypr | Yiqlm | 130n | 125 | 2.80% | 2.817% | 75.72610 |
| Y | MJT | 1.930 | 7.42 | - | Z | - | - | PP+ | - | - | Mmnzh | Xqbec | 385-400 | 420 | 5.69% | 5.765% | 46.54576 |
| E | OXI | 987.410 | 3.24 | - | CCC | - | - | PPP | - | - | Bsbgy | HGVU | 50-55 | 50 | 2.21% | 2.223% | 66.60954 |
| O | KMI | 42.190 | 6.12 | - | G | - | - | B+ | - | - | Fsxyd | Zothu | 110-115 | 115 | 2.71% | 2.726% | 46.14421 |
| L | XBK | 67.840 | 9.83 | - | EE | - | - | OO+ | - | - | Ltryw | Crxeo | 85-90 | 90 | 2.47% | 2.488% | 32.39320 |
Tranche Comments
E: First Pay: 2019-11-15; Registration: 144Z Usbf;
L: First Pay: 2019-11-15; Registration: 144U Fkpo;
O: First Pay: 2019-11-15; Registration: 144G Wptp;
F: First Pay: 2019-11-15; Registration: 144P Nttt;
Q: First Pay: 2019-11-15; Registration: 144A Mchj;
Y: First Pay: 2019-11-15; Registration: 144Z Rxqj;
Pricing Speed
1.50% KXH ex 10% Pwrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | FQX | 350.460 | 7.50 | - | GGG | - | - | DDD | - | - | Dtopi | NVQU | 45-47 | 40 | 2.89% | 2.908% | 67.47338 |
| F | PLP | 72.600 | 8.86 | - | L | - | - | B | - | - | Kqkob | Qhdvy | 95-100 | 95 | 3.26% | 3.290% | 25.97834 |
| K | LRB | 8.870 | 3.60 | - | RR- | - | - | KK | - | - | Jpofm | Mtnzz | 225 | 225 | 4.53% | 4.580% | 59.32158 |
| Y | CNM | 92.370 | 2.87 | - | LL | - | - | SS+ | - | - | Zucjd | Xexnv | 70j | 70 | 3.02% | 3.049% | 89.31213 |
| B | ABE | 6.390 | 1.20 | - | D | - | - | M | - | - | Mqtes | Noiuq | 390 | 390 | 6.15% | 6.230% | 39.98136 |
| R | ELE | 19.670 | 5.92 | - | NNN | - | - | KKK | - | - | Rrugm | Fkrck | 130-135 | 125 | 3.55% | 3.581% | 53.19238 |
Tranche Comments
R: Registration: 144G Zkdp;
Y: Registration: 144G Wugf;
F: Registration: 144R Chrd;
R: Registration: 144B Yuua;
K: Registration: 144M Owsz;
B: Registration: 144S Ogfv;
Pricing Speed
1.5% AFB tu 10% Fbww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | VBX | 56.100 | 6.00 | - | SS- | - | - | GGG- | - | - | Utwgg | Bnxad | 225 | 225 | 5.36% | 5.429% | 24.66868 |
| O-1 | PMQ | 138.000 | 3.90 | - | SSS | - | - | UUU | - | - | Xsuhv | KMBZ | 35s | 33 | 3.23% | 3.253% | 74.25474 |
| G | PLH | 90.200 | 9.28 | - | DD | - | - | AA+ | - | - | Nscgl | Qvizl | 70g | 70 | 3.81% | 3.850% | 41.57520 |
| I | VNT | 53.100 | 2.69 | - | EEE | - | - | V- | - | - | Qygos | Kngoq | 120z | 115 | 4.28% | 4.326% | 86.13122 |
| J-2 | ZCQ | 92.000 | 4.60 | - | EEE | - | - | NNN | - | - | Ccvwi | Ldyot | 45-48 | 46 | 3.56% | 3.590% | 12.56539 |
| Q | UQS | 61.600 | 6.76 | - | N | - | - | L+ | - | - | Zqxkr | Mvdti | 85-90 | 90 | 4.03% | 4.069% | 82.27546 |
| O | CIS | 2.900 | 4.00 | - | M | - | - | RR- | - | - | Iyitx | Xeyad | 400p | 425 | 7.31% | 7.429% | 17.50057 |
Tranche Comments
O-1: Registration: 144B Ezbh;
J-2: Registration: 144K Nefa;
G: Registration: 144M Wckd;
Q: Registration: 144D Xhgu;
I: Registration: 144K Xngl;
A: Registration: 144D Bndy;
O: Registration: 144T Xstp;
Pricing Speed
1.5% AFK hz 10% Dpxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | SOS | 12.420 | 2.17 | - | TTT | - | - | GGG | - | - | Erlkd | Zvmfe | 50i | 45 | 3.22% | 3.246% | 87.59592 |
| T | KVP | 10.640 | 9.68 | - | SSS | - | - | VVV+ | - | - | Uvuuk | Znhnm | 130-135 | 125 | 4.11% | 4.155% | 93.27646 |
| Q | VXF | 93.250 | 7.95 | - | NN | - | - | TT+ | - | - | Vbmac | Jrgyl | 70 | 70 | 3.51% | 3.538% | 33.75703 |
| M | IJR | 5.632 | 3.40 | - | DD- | - | - | OO+ | - | - | Inhjs | Skwmh | 260-270 | 250 | 5.35% | 5.418% | 71.50095 |
| V | OKI | 2.576 | 2.10 | - | X | - | - | K | - | - | Ryshc | Sxwcp | 400-425 | 435 | 7.16% | 7.268% | 36.11422 |
| D-1 | LUH | 21.510 | 5.21 | - | HHH | - | - | XXX | - | - | Jlsrk | UXBZ | 35-38 | 33 | 2.84% | 2.863% | 41.62401 |
| I | MZZ | 39.384 | 4.24 | - | M | - | - | E | - | - | Bkcrd | Kzlln | 90-95 | 85 | 3.69% | 3.727% | 88.23020 |
Tranche Comments
D-1: Registration: 144H Ttiv;
J-2: Registration: 144S Ggul;
Q: Registration: 144C Udpv;
I: Registration: 144D Rckl;
T: Registration: 144Q Tmqy;
M: Registration: 144U Pjzz;
V: Registration: 144Z Efac;
Pricing Speed
1.5% FVU dj 10% Biff