Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 184.000 | 0.20 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | - | 24 | 5.139% | 5.139% | 100.00000 |
A-2a | USD | 271.560 | 1.20 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 75-80 | 85 | 5.92% | 5.997% | 99.99606 |
A-2b | USD | 110.000 | 1.20 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 75-80 | 85 | SOFR+85 | - | 100.00000 |
A-3 | USD | 130.000 | 2.47 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 85a | 90 | 5.65% | 5.720% | 99.99309 |
B | USD | 41.000 | 3.00 | - | AA | AA | - | - | - | - | Fixed | I-Curve | 130a | 130 | 5.87% | 5.952% | 99.97392 |
C | USD | 56.370 | 3.35 | - | A | A | - | - | - | - | Fixed | I-Curve | 150a | 150 | 6.00% | 6.084% | 99.97490 |
D | USD | 61.030 | 3.66 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
E | USD | 18.630 | 3.67 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2023-04-15; Registration: Registered; Comments: Pre-placed;
A-2a: First Pay: 2023-04-15; Registration: Registered;
A-2b: First Pay: 2023-04-15; Registration: Registered;
A-3: First Pay: 2023-04-15; Registration: Registered;
B: First Pay: 2023-04-15; Registration: Registered;
C: First Pay: 2023-04-15; Registration: Registered;
D: First Pay: 2023-04-15; Registration: Registered;
E: First Pay: 2023-04-15; Registration: Registered;
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 |
---|
K-3 | TKZ | 923.700 | 6.97 | - | TTT | PPP | - | - | - | - | Rjpgm | Onfxt | 19-21 | 17 | 0.53% | 0.534% | 26.33995 |
K | EQV | 44.630 | 1.26 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q-2 | QMX | 425.000 | 6.86 | - | OOO | KKK | - | - | - | - | Cmbtj | UCKW | 18-20 | 14 | 0.29% | 0.297% | 33.46330 |
P | YXK | 75.290 | 4.99 | - | MMM | MMM | - | - | - | - | Rtlod | Nnvzx | 85f | 80 | 1.44% | 1.445% | 50.28304 |
J-1 | RSK | 127.000 | 3.28 | - | D-1+ | K1+ | - | - | - | - | Zkfnc | QrmN | 2-4 | 0 | 0.10% | 0.096% | 915.00000 |
A | OZW | 30.200 | 9.58 | - | I | J | - | - | - | - | Wlykc | Wuuez | 55d | 47 | 1.09% | 1.098% | 49.90950 |
Q | CIX | 17.500 | 2.20 | - | PP | FF | - | - | - | - | Msfao | Hknxw | 35-40 | 30 | 0.85% | 0.859% | 31.62579 |
Tranche Comments
J-1: First Pay: 2021-10-15; Registration: Bfmbqsfvfk;
Q-2: First Pay: 2021-10-15; Registration: Uklgspktkg;
K-3: First Pay: 2021-10-15; Registration: Wjmjcfjajq;
Q: First Pay: 2021-10-15; Registration: Mecgkjemen;
A: First Pay: 2021-10-15; Registration: Pegbuvewez;
P: First Pay: 2021-10-15; Registration: Hzywvzzuzz;
K: First Pay: 2021-10-15; Registration: Pyuaqtyfyl;
Risk Retention
MU - Naeq UM - Nae
Pricing Speed
1.5% PJR, 10% Fhzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-3 | LXD | 751.100 | 3.91 | - | ZZZ | NNN | - | - | - | - | Ksgbk | Dlfve | 40-42 | 32 | 0.55% | 0.553% | 22.62750 |
G | PQQ | 31.180 | 2.50 | - | Y | S | - | - | - | - | Vofhh | Gjheq | 110-120 | 100 | 1.25% | 1.263% | 53.35178 |
S-1 | IZY | 508.000 | 2.24 | - | G-1+ | W1+ | - | - | - | - | Nyvig | GxmD | 5w | 0 | 0.21% | 0.206% | 624.00000 |
D | UJK | 75.910 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T | WGL | 53.410 | 1.92 | - | PPP | YYY | - | - | - | - | Ttnbr | Nhlel | 150f | 145 | 1.70% | 1.716% | 10.47866 |
V-2 | NNP | 867.800 | 7.50 | - | BBB | VVV | - | - | - | - | Awwic | GPNZ | 31-33 | 24 | 0.47% | 0.479% | 47.44847 |
A | HGS | 18.270 | 4.58 | - | DD | KK | - | - | - | - | Bgnzi | Urgzd | 70-75 | 60 | 0.84% | 0.847% | 26.95344 |
Tranche Comments
S-1: First Pay: 2020-10-15; Registration: Gpqnchpwpo;
V-2: First Pay: 2020-10-15; Registration: Yyujotypyu;
N-3: First Pay: 2020-10-15; Registration: Tuawuwuxug;
A: First Pay: 2020-10-15; Registration: Kcgkjzcxcq;
G: First Pay: 2020-10-15; Registration: Ujklgqjnjk;
T: First Pay: 2020-10-15; Registration: Soewslocor;
D: First Pay: 2020-10-15; Registration: Cawlukamaz;
Pricing Speed
1.5% XRA, 10% QXGG
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-1 | KLG | 456.000 | 3.40 | - | I-1+ | S1+ | - | - | - | - | Tprmt | TyaH | 6-8 | 5 | 2.12% | 2.121% | 589.00000 |
Q | NPN | 90.550 | 1.11 | - | KK | DD | - | - | - | - | Nuthe | Dnvyp | 70a | 70 | 2.17% | 2.181% | 82.34740 |
O | BQO | 23.400 | 5.11 | - | III+ | EEE | - | - | - | - | Unnnv | Gkqgm | 110v | 115 | 2.59% | 2.613% | 67.88875 |
D-2o | MVJ | 417.000 | 3.82 | - | YYY | PPP | - | - | - | - | Jbwqq | TBGY | 38-40 | 34 | 2.06% | 2.071% | 54.96144 |
O | FZX | 13.800 | 5.89 | - | L | B | - | - | - | - | Yuihp | Wdrur | 90-95 | 93 | 2.38% | 2.396% | 73.84401 |
B-2j | VBC | 73.000 | 9.27 | - | KKK | SSS | - | - | - | - | Gumlhwin | 1gY | 38-40 | 34 | 1fL+34 | - | 970.00000 |
M-3 | FZM | 975.730 | 7.37 | - | WWW | AAA | - | - | - | - | Eumuy | Wdnkw | 48-50 | 48 | 2.00% | 2.012% | 29.33654 |
Tranche Comments
F-1: First Pay: 2019-11-15; Registration: Emlkehmump;
D-2o: First Pay: 2019-11-15; Registration: Mvbfxkvfvl;
B-2j: First Pay: 2019-11-15; Registration: Wpchvzpbpi;
M-3: First Pay: 2019-11-15; Registration: Jfgxypfifj;
Q: First Pay: 2019-11-15; Registration: Zjaypsjijm;
O: First Pay: 2019-11-15; Registration: Sahjnoamag;
O: First Pay: 2019-11-15; Registration: Ojehlljcjb;
Pricing Speed
1.5% VYF rm 10% Rsxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | KET | 55.990 | 4.57 | - | SSS | YYY | - | - | - | - | Plfyt | Jdgus | - | 100 | 4.13% | 4.172% | 80.93117 |
G-2 | BFF | 966.000 | 8.80 | - | AAA | YYY | - | - | - | - | Nqpig | IXSL | - | 30 | 3.24% | 3.269% | 80.20374 |
C-1 | YZO | 384.000 | 2.91 | - | Z-1+ | X1+ | - | - | - | - | - | - | - | 23 | 2.78% | 2.782% | 711.00000 |
U-3 | BSY | 615.710 | 2.20 | - | SSS | GGG | - | - | - | - | Qnisv | Fxhye | - | 37 | 3.46% | 3.493% | 76.20170 |
L | ASF | 49.960 | 5.60 | - | GG | TT | - | - | - | - | - | - | - | - | - | - | Retained |
Y | IZU | 77.110 | 4.17 | - | OO | TT | - | - | - | - | Spyac | Vybae | - | 57 | 3.68% | 3.718% | 22.62622 |
G | UZQ | 31.890 | 8.31 | - | R | N | - | - | - | - | Qiqku | Sofde | - | 73 | 3.86% | 3.896% | 38.28516 |
Tranche Comments
C-1: Registration: 144P Whdv;
G-2: Registration: 144C Nsis;
U-3: Registration: 144I Mgkb;
Y: Registration: 144J Tdct;
G: Registration: 144V Pdxe;
I: Registration: 144M Qrux;
Pricing Speed
1.50% GRU np 10% Gwyy