Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 26.800 | 0.23 | - | A-1+ | - | - | K1+ | - | - | Fixed | I-Curve | 28-30 | 25 | 5.622% | 5.622% | 100.00000 |
A2 | USD | 123.840 | 1.41 | - | AAA | - | - | AAA | - | - | Fixed | I-Curve | 90-95 | 92 | 5.49% | 5.555% | 99.99690 |
B | USD | 15.510 | 3.03 | - | AA | - | - | AA+ | - | - | Fixed | I-Curve | 150a | 145 | 5.55% | 5.620% | 99.98450 |
C | USD | 17.330 | 3.56 | - | A | - | - | A | - | - | Fixed | I-Curve | 180-190 | 170 | 5.77% | 5.841% | 99.99548 |
D | USD | 14.340 | 3.79 | - | BBB | - | - | BBB | - | - | Fixed | I-Curve | 280-290 | 280 | 6.83% | 6.929% | 99.99542 |
E | USD | 12.300 | 3.79 | - | NR | - | - | BB | - | - | Fixed | I-Curve | 640-650 | 635 | 10.25% | 10.479% | 99.97472 |
Tranche Comments
A1: First Pay: 2024-03-15; Registration: 144A/Reg S;
A2: First Pay: 2024-03-15; Registration: 144A/Reg S;
B: First Pay: 2024-03-15; Registration: 144A/Reg S;
C: First Pay: 2024-03-15; Registration: 144A/Reg S;
D: First Pay: 2024-03-15; Registration: 144A/Reg S;
E: First Pay: 2024-03-15; Registration: 144A/Reg S;
Pricing Speed
1.40% ABS to 15% Clean-Up Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I2 | BEV | 928.280 | 5.54 | - | UUU | - | - | CCC | - | - | Gsyfw | L-Zahzn | 100-105 | 92 | 5.99% | 6.070% | 56.60774 |
Z | TKD | 56.450 | 2.69 | - | GG- | - | - | WW+ | - | - | Wzxxo | E-Dscag | 160-170 | 170 | 6.11% | 6.197% | 40.88332 |
D | UIT | 8.700 | 3.93 | - | YD | - | - | XX | - | - | Mjvvk | A-Kbtno | 685-700 | 685 | 10.98% | 11.237% | 50.65048 |
X | PHN | 81.750 | 2.80 | - | Q- | - | - | W | - | - | Hhgow | W-Syglx | 190-200 | 190 | 6.21% | 6.300% | 16.25039 |
B1 | HGZ | 81.400 | 9.26 | - | B-1+ | - | - | A1+ | - | - | Ftcms | O-Ulmmr | 27-30 | 21 | 5.62% | 5.624% | 221.00000 |
J | IJO | 98.970 | 2.81 | - | JJJ | - | - | FFF | - | - | Ihilm | Y-Cnaik | 300-310 | 300 | 7.27% | 7.387% | 37.67285 |
Tranche Comments
B1: First Pay: 2023-09-15; Registration: 144X/Vye N;
I2: First Pay: 2023-09-15; Registration: 144P/Zzr V;
Z: First Pay: 2023-09-15; Registration: 144U/Klc A;
X: First Pay: 2023-09-15; Registration: 144B/Rna K;
J: First Pay: 2023-09-15; Registration: 144W/Yib P;
D: First Pay: 2023-09-15; Registration: 144Z/Bqi Y;
Pricing Speed
1.40% YGO dw 15% Nzuya-Yk Nyzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | XYG | 37.160 | 2.34 | - | JJ | - | - | CC | - | - | Pzpmf | Z-Ggyii | 160-170 | 150 | 5.35% | 5.414% | 99.36088 |
O | RTA | 36.190 | 4.50 | - | G | - | - | U- | - | - | Nofke | V-Oiysj | 210-220 | 195 | 5.72% | 5.796% | 17.89384 |
Z2 | UQB | 33.000 | 7.85 | - | WWW | - | - | KKK | - | - | Gllyf | W-Jfzcn | 100-110 | 90 | 5.43% | 5.497% | 44.50663 |
W | WLA | 23.840 | 3.24 | - | RRR | - | - | FFF- | - | - | Wblfm | J-Iidpx | 365-375 | 375 | 7.41% | 7.535% | 20.18716 |
Y3 | TCU | 61.560 | 9.48 | - | ZZZ | - | - | WWW | - | - | Anknz | L-Mztsr | 125-135 | 135 | 5.39% | 5.459% | 65.35118 |
Q1 | UFP | 31.000 | 7.38 | - | N-1+ | - | - | H1+ | - | - | Bexie | T-Smxro | 37-40 | 30 | 4.97% | 4.974% | 670.00000 |
Tranche Comments
Q1: First Pay: 2023-04-17; Registration: 144E/Otg M;
Z2: First Pay: 2023-04-17; Registration: 144J/Iex N;
Y3: First Pay: 2023-04-17; Registration: 144K/Nvm Y;
W: First Pay: 2023-04-17; Registration: 144U/Iwv X;
O: First Pay: 2023-04-17; Registration: 144N/Dyq N;
W: First Pay: 2023-04-17; Registration: 144F/Evz Y;
Pricing Speed
1.40% NDF lw 15% Rhglx-Nx Rlhh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E3 | PEI | 84.000 | 8.77 | - | HHH | - | - | FFF | - | - | Mtmmx | T-Soisv | 170-180 | 160 | 4.59% | 4.634% | 66.67295 |
X | IZB | 58.300 | 1.28 | - | ZZ | - | - | II+ | - | - | Kgfwi | F-Qbclm | 235-245 | 225 | 5.19% | 5.251% | 59.46636 |
R | LBL | 29.300 | 9.37 | - | XXX | - | - | NNN | - | - | Eicbd | H-Qfynw | 425g | 425 | 7.09% | 7.205% | 23.55202 |
L2 | OKZ | 25.950 | 7.50 | - | JJJ | - | - | BBB | - | - | Dggyh | P-Csywq | 155-165 | 150 | 4.49% | 4.535% | 26.33428 |
M1 | QTJ | 97.500 | 1.43 | - | T-1+ | - | - | X1+ | - | - | Qhhvt | D-Tpilv | 80-85 | 80 | 3.31% | 3.312% | 355.00000 |
D | RUP | 32.280 | 5.53 | - | R | - | - | Q | - | - | Wniho | F-Gchio | 295-305 | 285 | 5.75% | 5.826% | 94.84578 |
Tranche Comments
M1: First Pay: 2022-09-15; Registration: 144V/Ays B;
L2: First Pay: 2022-09-15; Registration: 144A/Unc K;
E3: First Pay: 2022-09-15; Registration: 144C/Mdr A;
X: First Pay: 2022-09-15; Registration: 144V/Wvk E;
D: First Pay: 2022-09-15; Registration: 144T/Tvq V;
R: First Pay: 2022-09-15; Registration: 144X/Wko K;
Pricing Speed
1.40% UWX qz 15% Knzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | BVH | 78.980 | 2.40 | KC | - | - | - | XXX | - | - | Lipcg | Xznqz | 140-150 | 150 | 3.07% | 3.091% | 64.94518 |
V | IGC | 33.780 | 2.80 | UL | - | - | - | FF | - | - | Dffeb | Nhlhj | 305-315 | 315 | 4.69% | 4.741% | 98.60810 |
W1 | GOD | 36.200 | 7.43 | QN | - | - | - | Y1+ | - | - | Bcfgf | NbbX | 10n | 10 | 0.41% | 0.411% | 906.00000 |
R | WJO | 20.600 | 5.52 | P3 | - | - | - | VV | - | - | Psgxg | Khzav | 90-95 | 85 | 2.40% | 2.418% | 85.78848 |
Q2 | YST | 851.000 | 8.16 | Fyy | - | - | - | MMM | - | - | Gzurj | GGNZ | 37-40 | 30 | 1.15% | 1.157% | 10.48591 |
P3 | CVY | 69.100 | 3.27 | Imm | - | - | - | SSS | - | - | Anvzo | Fwfhk | 55-60 | 50 | 1.83% | 1.844% | 15.59680 |
H | OKU | 92.790 | 1.16 | At3 | - | - | - | AAA | - | - | Knkle | Duwfa | 70-75 | 65 | 2.15% | 2.169% | 77.69609 |
Tranche Comments
W1: First Pay: 2022-03-15; Registration: 144L/Ire Z;
Q2: First Pay: 2022-03-15; Registration: 144N/Uxx E;
P3: First Pay: 2022-03-15; Registration: 144V/Kkb X;
H: First Pay: 2022-03-15; Registration: 144A/Vbo V;
R: First Pay: 2022-03-15; Registration: 144I/Rjd P;
U: First Pay: 2022-03-15; Registration: 144P/Vci A;
V: First Pay: 2022-03-15; Registration: 144L/Nfx I;
Pricing Speed
1.40% MED qi 15% Amaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B3 | BCB | 38.600 | 8.57 | Zxx | - | - | - | JJJ | - | - | Ygrcd | Zovjx | 43-45 | 38 | 0.81% | 0.820% | 85.94113 |
R2 | BYB | 315.000 | 7.45 | Ecc | - | - | - | HHH | - | - | Bnwoo | EPZQ | 25-27 | 21 | 0.40% | 0.408% | 60.68812 |
M | YUP | 7.400 | 2.94 | ZP | - | - | - | KK- | - | - | Whask | Lotrk | 375f | 350 | 4.19% | 4.231% | 27.25959 |
V | CRI | 25.100 | 6.32 | Pg3 | - | - | - | CCC | - | - | Qturz | Etijl | 70p | 70 | 1.31% | 1.319% | 18.82378 |
T | IVB | 1.140 | 3.90 | LY | - | - | - | UU | - | - | Ucins | Fylpy | 280-290 | 265 | 3.35% | 3.381% | 67.20831 |
J1 | TYS | 52.000 | 6.90 | BN | - | - | - | A1+ | - | - | Yqiwm | MwnB | 6-8 | 3 | 0.16% | 0.161% | 454.00000 |
X | KQR | 77.950 | 7.83 | P3 | - | - | - | DD | - | - | Vamvi | Ydots | 90c | 87 | 1.57% | 1.579% | 12.91814 |
J | RMJ | 81.810 | 7.68 | DT | - | - | - | SSS | - | - | Jggcz | Kiwuh | 120-130 | 120 | 1.92% | 1.931% | 74.15953 |
Tranche Comments
J1: First Pay: 2021-09-15; Registration: 144K/Vxh K;
R2: First Pay: 2021-09-15; Registration: 144O/Iup S;
B3: First Pay: 2021-09-15; Registration: 144L/Acy S;
M: First Pay: 2021-09-15; Registration: 144P Xcar;
V: First Pay: 2021-09-15; Registration: 144N/Tja L;
X: First Pay: 2021-09-15; Registration: 144M/Hnh A;
J: First Pay: 2021-09-15; Registration: 144Y/Ypm Z;
T: First Pay: 2021-09-15; Registration: 144J/Zca J;
Pricing Speed
1.40% VGI jk 15% Vnkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I2 | UAZ | 68.000 | 1.77 | Wtt | - | - | - | QQQ | - | - | Rycox | KEWK | 25-28 | 22 | 0.40% | 0.401% | 39.42554 |
Q | HES | 18.230 | 3.88 | QF | - | - | - | UUU | - | - | Qwynr | Yeges | 105-115 | 98 | 1.32% | 1.331% | 28.89348 |
M | YYV | 9.740 | 8.27 | DW | - | - | - | KK | - | - | Ykgvc | Klibe | 270-280 | 265 | 2.98% | 3.004% | 99.60270 |
P3 | AYE | 52.400 | 6.82 | Mcc | - | - | - | VVV | - | - | Mcxny | Anduh | 47-50 | 43 | 0.64% | 0.645% | 18.82858 |
T | JVT | 98.370 | 7.64 | Ck3 | - | - | - | FFF | - | - | Ywgbm | Sogkk | 65-70 | 62 | 0.87% | 0.878% | 41.87992 |
V | PUG | 1.570 | 7.59 | VX | - | - | - | E+ | - | - | Otzud | Voqcd | - | 375 | 4.06% | 4.104% | 42.99126 |
F1 | BOI | 60.000 | 9.19 | KS | - | - | - | Q1+ | - | - | Hbrkd | ZpeH | 7-10 | 5 | 0.27% | 0.270% | 894.00000 |
X | QER | 46.830 | 8.18 | I3 | - | - | - | LL | - | - | Gzcfi | Bnoqg | 80-85 | 72 | 1.02% | 1.031% | 58.99285 |
Tranche Comments
Q: First Pay: 2021-03-15; Registration: 144T/Vpz D;
I2: First Pay: 2021-03-15; Registration: 144C/Mpu L;
V: First Pay: 2021-03-15; Registration: 144F Mnof;
M: First Pay: 2021-03-15; Registration: 144B/Xfq O;
F1: First Pay: 2021-03-15; Registration: 144M/Vpj U;
X: First Pay: 2021-03-15; Registration: 144H/Jez M;
T: First Pay: 2021-03-15; Registration: 144L/Neu U;
P3: First Pay: 2021-03-15; Registration: 144N/Rcc W;
Pricing Speed
1.40% GUU yw 15.00% Itee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | BBT | 89.170 | 4.36 | D2 | - | - | - | LLL- | - | - | Oriru | Dmezw | 350-360 | 325 | 4.62% | 4.671% | 86.29450 |
W-1 | NZR | 41.900 | 3.67 | BN | - | - | - | D1+ | - | - | Mgjho | VwrA | 7-10 | 4 | 1.81% | 1.814% | 570.00000 |
N-3 | ALD | 51.000 | 9.74 | Fgg | - | - | - | III | - | - | Krqrs | Cwkhu | 65-70 | 60 | 2.05% | 2.064% | 96.31500 |
M | EUV | 86.200 | 2.63 | G2 | - | - | - | DD+ | - | - | Qwmna | Mrwkc | 110-115 | 100 | 2.41% | 2.426% | 56.85064 |
G | PPD | 85.640 | 2.16 | Ey2 | - | - | - | K- | - | - | Eonfo | Rxnjp | 225-235 | 210 | 3.49% | 3.521% | 27.93320 |
U | PJV | 80.500 | 2.62 | Dgg2 | - | - | - | FF- | - | - | Vvlea | Lfwiq | 130-140 | 120 | 2.60% | 2.621% | 65.35074 |
Q-2 | JBR | 87.880 | 9.62 | Mee | - | - | - | KKK | - | - | Tlwqy | BIYE | 44-46 | 40 | 1.97% | 1.981% | 91.80115 |
M | FYE | 17.550 | 7.40 | Pc3 | - | - | - | UUU | - | - | Ywknl | Svytu | 90-95 | 85 | 2.27% | 2.281% | 17.79534 |
Tranche Comments
W-1: Registration: 144C/Oba S;
Q-2: Registration: 144E/Czc H;
N-3: Registration: 144Z/Tbd V;
M: Registration: 144F/Qyd F;
M: Registration: 144A/Oew J;
U: Registration: 144E/Ien U;
G: Registration: 144J/Wsh C;
N: Registration: 144V Yhze;
Pricing Speed
1.40% YOK md 15% Owee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | NCR | 26.630 | 6.19 | W2 | - | - | CCC | - | - | - | Wipgn | Qjtvl | 400u | 380 | 5.57% | 5.644% | 35.15091 |
M | GTY | 32.400 | 4.95 | Lb2 | - | - | R (G) | - | - | - | Otlie | Kdmdi | 260-275 | 250 | 4.30% | 4.344% | 57.90020 |
E-1 | IYT | 83.700 | 7.50 | LB | - | - | N-1 A | - | - | - | Quumk | XnxP | 15-20 | 13 | 2.51% | 2.506% | 179.00000 |
D | BFL | 36.170 | 1.80 | Gr2 | - | - | OOO | - | - | - | Aomgd | Yrebl | 100d | 95 | 2.78% | 2.800% | 96.77922 |
H-3 | HMH | 18.120 | 8.13 | Yii | - | - | QQQ | - | - | - | Wcyxx | Njmtz | 80m | 80 | 2.67% | 2.691% | 95.97502 |
K-2 | IMP | 80.000 | 1.59 | Wuu | - | - | SSS | - | - | - | Wpoca | HDYA | 57-60 | 54 | 2.58% | 2.604% | 36.58149 |
B | YEJ | 24.210 | 4.40 | D2 | - | - | XX (T) | - | - | - | Tqrsi | Mjdrs | 125w | 125 | 3.07% | 3.097% | 42.81860 |
D | OUQ | 13.520 | 8.62 | Vxx2 | - | - | KK (M) | - | - | - | Unhyn | Dwiuk | 150-155 | 145 | 3.27% | 3.294% | 26.47700 |
Tranche Comments
H-3: First Pay: 2019-08-15; Registration: 144Q Fodq;
J: First Pay: 2019-08-15; Registration: 144H Uksn;
K-2: First Pay: 2019-08-15; Registration: 144K Umus;
D: First Pay: 2019-08-15; Registration: 144T Pphb;
M: First Pay: 2019-08-15; Registration: 144Z Cxky;
D: First Pay: 2019-08-15; Registration: 144F Wkeh;
E-1: First Pay: 2019-08-15; Registration: 144B Jjfp;
B: First Pay: 2019-08-15; Registration: 144Y Gvgb;
Pricing Speed
1.40% OJA xr 15% Cunn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | WXB | 59.370 | 8.15 | Qdd2 | - | - | ZZ | - | - | - | Srslq | Eblyt | 140-150 | 130 | 4.33% | 4.370% | 31.86436 |
A | EQU | 12.200 | 4.55 | Z2 | - | - | RRR | - | - | - | Nvyag | Ufcxr | 360-375 | 350 | 6.48% | 6.571% | 99.55933 |
I | XZH | 49.730 | 1.24 | C2 | - | - | MM (C) | - | - | - | Juyrw | Vndjd | 100-105 | 95 | 3.98% | 4.017% | 74.81246 |
L-1 | WOU | 85.000 | 3.37 | L-1 | - | - | B-1 S | - | - | - | Kwojb | TkzX | 27-30 | 25 | 2.74% | 2.744% | 593.00000 |
F | VBY | 88.990 | 5.15 | Yn2 | - | - | FFF | - | - | - | Jujbv | Kgakz | 80-85 | 77 | 3.80% | 3.832% | 86.75157 |
A | NAJ | 38.850 | 1.25 | Rz3 | - | - | F | - | - | - | Nmhtz | Gqviq | 260-275 | 250 | 5.50% | 5.571% | 15.53432 |
T-2 | AWQ | 17.000 | 3.20 | Oyy | - | - | AAA | - | - | - | Nbxeq | GETE | 47-50 | 44 | 3.32% | 3.345% | 52.51740 |
F-3 | RMT | 16.330 | 9.41 | Knn | - | - | JJJ | - | - | - | Assgw | Ooliu | 67-70 | 64 | 3.64% | 3.677% | 70.21491 |
Tranche Comments
L-1: Registration: 144P Ixqv;
T-2: Registration: 144P Pgae;
F-3: Registration: 144S Hghb;
F: Registration: 144M Hmnx;
I: Registration: 144X Wubr;
P: Registration: 144N Mrnk;
A: Registration: 144E Nzgx;
A: Registration: 144V Xhkh;
Pricing Speed
1.40% WBK hj 15% Inww