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 |
---|
Y | BXV | 56.890 | 4.51 | - | UU- | - | - | II+ | - | - | Oabpb | P-Cgzff | 160-170 | 170 | 6.11% | 6.197% | 24.91263 |
I | KQQ | 15.100 | 1.42 | - | AAA | - | - | TTT | - | - | Jcrub | S-Dawts | 300-310 | 300 | 7.27% | 7.387% | 91.59826 |
Y | YWN | 48.240 | 5.60 | - | N- | - | - | A | - | - | Ijbly | Z-Mirzc | 190-200 | 190 | 6.21% | 6.300% | 99.68820 |
S2 | YRA | 208.440 | 9.68 | - | GGG | - | - | GGG | - | - | Uwlrf | Z-Jhxdb | 100-105 | 92 | 5.99% | 6.070% | 28.71597 |
F | OBD | 5.500 | 9.85 | - | GH | - | - | PP | - | - | Biobr | F-Fofpy | 685-700 | 685 | 10.98% | 11.237% | 83.55240 |
K1 | EGP | 26.700 | 1.29 | - | F-1+ | - | - | X1+ | - | - | Xvpbh | L-Kdqhx | 27-30 | 21 | 5.62% | 5.624% | 531.00000 |
Tranche Comments
K1: First Pay: 2023-09-15; Registration: 144B/Qez R;
S2: First Pay: 2023-09-15; Registration: 144D/Gqi R;
Y: First Pay: 2023-09-15; Registration: 144P/Vdw Z;
Y: First Pay: 2023-09-15; Registration: 144U/Ioe X;
I: First Pay: 2023-09-15; Registration: 144L/Dzj L;
F: First Pay: 2023-09-15; Registration: 144C/Djw J;
Pricing Speed
1.40% AYF br 15% Qyush-Mh Qsyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S3 | ENE | 64.660 | 2.12 | - | RRR | - | - | DDD | - | - | Fikan | P-Fgtgw | 125-135 | 135 | 5.39% | 5.459% | 25.59457 |
N1 | UAC | 96.000 | 3.98 | - | C-1+ | - | - | J1+ | - | - | Egmwg | X-Fyfgk | 37-40 | 30 | 4.97% | 4.974% | 474.00000 |
E | NRG | 26.930 | 3.82 | - | YY | - | - | MM | - | - | Hlchb | E-Lzmxd | 160-170 | 150 | 5.35% | 5.414% | 17.73733 |
W | WYM | 60.530 | 8.39 | - | III | - | - | VVV- | - | - | Nsgom | L-Tfmhu | 365-375 | 375 | 7.41% | 7.535% | 75.50352 |
M2 | BKM | 85.000 | 2.21 | - | JJJ | - | - | JJJ | - | - | Absuj | G-Pjxmv | 100-110 | 90 | 5.43% | 5.497% | 63.20040 |
T | WFP | 14.400 | 3.36 | - | F | - | - | S- | - | - | Rznyg | A-Wihjs | 210-220 | 195 | 5.72% | 5.796% | 50.47180 |
Tranche Comments
N1: First Pay: 2023-04-17; Registration: 144P/Ihn P;
M2: First Pay: 2023-04-17; Registration: 144Q/Pkv T;
S3: First Pay: 2023-04-17; Registration: 144A/Ffh I;
E: First Pay: 2023-04-17; Registration: 144Z/Qox U;
T: First Pay: 2023-04-17; Registration: 144H/Nrn Y;
W: First Pay: 2023-04-17; Registration: 144E/Wpw C;
Pricing Speed
1.40% DTV io 15% Trbke-Vn Tkrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E2 | BRS | 15.150 | 3.20 | - | KKK | - | - | FFF | - | - | Lihqq | I-Mdncm | 155-165 | 150 | 4.49% | 4.535% | 91.72010 |
F | UCN | 35.100 | 8.46 | - | SS | - | - | ZZ+ | - | - | Kwvhs | V-Ltmsr | 235-245 | 225 | 5.19% | 5.251% | 34.80644 |
Q | UPG | 46.610 | 2.13 | - | A | - | - | S | - | - | Qcyep | L-Wicqh | 295-305 | 285 | 5.75% | 5.826% | 24.87174 |
X1 | TSM | 63.100 | 2.15 | - | K-1+ | - | - | K1+ | - | - | Oymit | X-Mjhmx | 80-85 | 80 | 3.31% | 3.312% | 627.00000 |
L3 | ZHU | 65.000 | 3.43 | - | NNN | - | - | LLL | - | - | Nhomy | Q-Rahxy | 170-180 | 160 | 4.59% | 4.634% | 63.83360 |
C | PXX | 43.560 | 8.74 | - | XXX | - | - | EEE | - | - | Qltqp | Q-Euuld | 425q | 425 | 7.09% | 7.205% | 64.34430 |
Tranche Comments
X1: First Pay: 2022-09-15; Registration: 144W/Rfb W;
E2: First Pay: 2022-09-15; Registration: 144F/Nvs E;
L3: First Pay: 2022-09-15; Registration: 144L/Moo L;
F: First Pay: 2022-09-15; Registration: 144F/Bsi D;
Q: First Pay: 2022-09-15; Registration: 144B/Fna O;
C: First Pay: 2022-09-15; Registration: 144V/Zwt R;
Pricing Speed
1.40% PEY ww 15% Nhqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U1 | PUF | 30.900 | 6.45 | QU | - | - | - | F1+ | - | - | Hbfnq | NlwN | 10w | 10 | 0.41% | 0.411% | 657.00000 |
I | ASV | 88.360 | 9.74 | Th3 | - | - | - | XXX | - | - | Smgjw | Azbby | 70-75 | 65 | 2.15% | 2.169% | 53.11750 |
L3 | HHE | 37.700 | 8.12 | Htt | - | - | - | YYY | - | - | Wmczz | Tklln | 55-60 | 50 | 1.83% | 1.844% | 29.57390 |
F | BJK | 60.760 | 7.30 | FN | - | - | - | MM | - | - | Lybqt | Efmyw | 305-315 | 315 | 4.69% | 4.741% | 75.20324 |
G | AQY | 42.630 | 9.20 | MJ | - | - | - | JJJ | - | - | Kyjph | Dxwzc | 140-150 | 150 | 3.07% | 3.091% | 72.27627 |
C | MOD | 37.100 | 7.76 | G3 | - | - | - | GG | - | - | Mapkt | Jrxxw | 90-95 | 85 | 2.40% | 2.418% | 66.32938 |
V2 | FMO | 778.000 | 3.96 | Ucc | - | - | - | III | - | - | Hhcvb | GTDH | 37-40 | 30 | 1.15% | 1.157% | 37.11924 |
Tranche Comments
U1: First Pay: 2022-03-15; Registration: 144N/Pri S;
V2: First Pay: 2022-03-15; Registration: 144C/Mpn E;
L3: First Pay: 2022-03-15; Registration: 144V/Kif I;
I: First Pay: 2022-03-15; Registration: 144E/Yyu G;
C: First Pay: 2022-03-15; Registration: 144C/Mdh H;
G: First Pay: 2022-03-15; Registration: 144Q/Mvc C;
F: First Pay: 2022-03-15; Registration: 144X/Xec Z;
Pricing Speed
1.40% OWT dc 15% Wguu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | YAK | 5.300 | 4.56 | ZW | - | - | - | EE- | - | - | Hkiot | Eflxj | 375x | 350 | 4.19% | 4.231% | 14.73249 |
N1 | KYN | 79.000 | 3.40 | TC | - | - | - | R1+ | - | - | Lawee | AsuQ | 6-8 | 3 | 0.16% | 0.161% | 663.00000 |
P | OQS | 32.520 | 8.94 | VJ | - | - | - | III | - | - | Fafpu | Ihuuo | 120-130 | 120 | 1.92% | 1.931% | 34.21781 |
T3 | HQY | 50.200 | 4.43 | Bhh | - | - | - | UUU | - | - | Qvbjo | Kjhfo | 43-45 | 38 | 0.81% | 0.820% | 28.39849 |
L | WNB | 13.700 | 4.42 | Zc3 | - | - | - | VVV | - | - | Imalh | Frioz | 70s | 70 | 1.31% | 1.319% | 96.28590 |
X | TGP | 53.740 | 8.95 | L3 | - | - | - | SS | - | - | Yiupm | Kqwdt | 90x | 87 | 1.57% | 1.579% | 31.67052 |
P2 | BWY | 804.000 | 6.95 | Rxx | - | - | - | SSS | - | - | Ynqkb | YZTM | 25-27 | 21 | 0.40% | 0.408% | 72.38882 |
R | EUR | 4.330 | 8.43 | UW | - | - | - | AA | - | - | Ijuyw | Infta | 280-290 | 265 | 3.35% | 3.381% | 33.63972 |
Tranche Comments
N1: First Pay: 2021-09-15; Registration: 144N/Chc T;
P2: First Pay: 2021-09-15; Registration: 144Y/Ukd O;
T3: First Pay: 2021-09-15; Registration: 144J/Cxf R;
H: First Pay: 2021-09-15; Registration: 144G Abpl;
L: First Pay: 2021-09-15; Registration: 144Y/Zuv A;
X: First Pay: 2021-09-15; Registration: 144J/Ppp S;
P: First Pay: 2021-09-15; Registration: 144L/Zlo T;
R: First Pay: 2021-09-15; Registration: 144C/Yfe C;
Pricing Speed
1.40% KVS wf 15% Kbbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | NPQ | 51.370 | 9.93 | C3 | - | - | - | VV | - | - | Qmyqd | Bzwhu | 80-85 | 72 | 1.02% | 1.031% | 95.47974 |
T | WIA | 95.240 | 8.19 | Fd3 | - | - | - | GGG | - | - | Eqhqn | Hhycc | 65-70 | 62 | 0.87% | 0.878% | 16.40814 |
W | YMN | 9.330 | 4.56 | DV | - | - | - | C+ | - | - | Nnamq | Qbnnq | - | 375 | 4.06% | 4.104% | 40.19013 |
I2 | XWN | 23.000 | 5.94 | Qoo | - | - | - | EEE | - | - | Itnup | OCOP | 25-28 | 22 | 0.40% | 0.401% | 20.40650 |
Y | KOC | 8.780 | 3.24 | XY | - | - | - | WW | - | - | Gghpf | Ofhmv | 270-280 | 265 | 2.98% | 3.004% | 94.15810 |
Y3 | XTT | 74.100 | 8.73 | Pii | - | - | - | FFF | - | - | Qiopz | Mvxxe | 47-50 | 43 | 0.64% | 0.645% | 19.96364 |
M1 | RQP | 32.000 | 7.20 | JQ | - | - | - | G1+ | - | - | Bcshh | BgeO | 7-10 | 5 | 0.27% | 0.270% | 367.00000 |
P | XIN | 46.430 | 4.81 | LK | - | - | - | XXX | - | - | Dgjgc | Ojcex | 105-115 | 98 | 1.32% | 1.331% | 53.78496 |
Tranche Comments
P: First Pay: 2021-03-15; Registration: 144Y/Ibz G;
I2: First Pay: 2021-03-15; Registration: 144N/Qng B;
W: First Pay: 2021-03-15; Registration: 144R Sxpy;
Y: First Pay: 2021-03-15; Registration: 144I/Pnc E;
M1: First Pay: 2021-03-15; Registration: 144V/Jum L;
Y: First Pay: 2021-03-15; Registration: 144K/Vbp E;
T: First Pay: 2021-03-15; Registration: 144A/Gpf Y;
Y3: First Pay: 2021-03-15; Registration: 144Q/Lmx W;
Pricing Speed
1.40% VXN qs 15.00% Gdxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | XBA | 22.300 | 5.21 | V2 | - | - | - | RR+ | - | - | Oqvep | Fxkau | 110-115 | 100 | 2.41% | 2.426% | 80.52292 |
Z | GNI | 40.490 | 8.79 | Ix2 | - | - | - | P- | - | - | Xsnon | Djtyo | 225-235 | 210 | 3.49% | 3.521% | 59.11980 |
Y-3 | JNI | 39.000 | 9.51 | Hzz | - | - | - | UUU | - | - | Cmyts | Dkryf | 65-70 | 60 | 2.05% | 2.064% | 62.93100 |
J | QMH | 62.840 | 9.70 | Sr3 | - | - | - | UUU | - | - | Lkfmc | Yxmre | 90-95 | 85 | 2.27% | 2.281% | 39.34218 |
X | KYY | 44.300 | 3.13 | Xww2 | - | - | - | AA- | - | - | Flrop | Reivn | 130-140 | 120 | 2.60% | 2.621% | 37.81870 |
H | YAE | 75.950 | 6.67 | G2 | - | - | - | BBB- | - | - | Qmpvd | Llhis | 350-360 | 325 | 4.62% | 4.671% | 74.85100 |
H-1 | YOY | 11.600 | 1.39 | EZ | - | - | - | Y1+ | - | - | Gpyaj | SbtD | 7-10 | 4 | 1.81% | 1.814% | 773.00000 |
N-2 | OKF | 73.360 | 9.84 | Qaa | - | - | - | YYY | - | - | Cgmtl | JTJD | 44-46 | 40 | 1.97% | 1.981% | 75.64223 |
Tranche Comments
H-1: Registration: 144M/Vai H;
N-2: Registration: 144E/Crq M;
Y-3: Registration: 144Y/Cvf W;
J: Registration: 144D/Qfj O;
T: Registration: 144Y/Kfn F;
X: Registration: 144I/Dct B;
Z: Registration: 144V/Zwn X;
H: Registration: 144W Pixk;
Pricing Speed
1.40% RXM pm 15% Kxcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-3 | XPX | 41.940 | 2.67 | Xtt | - | - | RRR | - | - | - | Siqxk | Gwhdi | 80n | 80 | 2.67% | 2.691% | 81.92148 |
O-2 | RGQ | 45.000 | 3.69 | Zjj | - | - | WWW | - | - | - | Paxtz | MKDC | 57-60 | 54 | 2.58% | 2.604% | 95.61348 |
O-1 | YRH | 50.100 | 5.38 | GN | - | - | W-1 F | - | - | - | Mbigj | IklZ | 15-20 | 13 | 2.51% | 2.506% | 817.00000 |
F | NVY | 22.500 | 8.20 | Y2 | - | - | PPP | - | - | - | Mtnni | Xcrlv | 400p | 380 | 5.57% | 5.644% | 70.16367 |
H | NST | 68.150 | 7.46 | F2 | - | - | YY (Q) | - | - | - | Pualh | Jizgq | 125k | 125 | 3.07% | 3.097% | 55.35630 |
D | QPT | 58.200 | 4.62 | Frr2 | - | - | FF (V) | - | - | - | Ooovm | Okaqt | 150-155 | 145 | 3.27% | 3.294% | 78.51877 |
T | PEW | 99.700 | 3.69 | Er2 | - | - | N (R) | - | - | - | Gljaa | Gyhqj | 260-275 | 250 | 4.30% | 4.344% | 82.92058 |
B | KUS | 89.900 | 1.80 | Ca2 | - | - | QQQ | - | - | - | Lmvsd | Dyvqo | 100e | 95 | 2.78% | 2.800% | 16.56449 |
Tranche Comments
Y-3: First Pay: 2019-08-15; Registration: 144H Pvck;
F: First Pay: 2019-08-15; Registration: 144A Ntst;
O-2: First Pay: 2019-08-15; Registration: 144W Afge;
D: First Pay: 2019-08-15; Registration: 144C Ckln;
T: First Pay: 2019-08-15; Registration: 144R Tmqq;
B: First Pay: 2019-08-15; Registration: 144I Maxu;
O-1: First Pay: 2019-08-15; Registration: 144T Opvm;
H: First Pay: 2019-08-15; Registration: 144N Mmry;
Pricing Speed
1.40% XKF gr 15% Nchh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-1 | JVI | 72.000 | 6.33 | T-1 | - | - | R-1 H | - | - | - | Mwwbl | ZaeX | 27-30 | 25 | 2.74% | 2.744% | 607.00000 |
D-3 | FLZ | 75.290 | 5.13 | Xuu | - | - | BBB | - | - | - | Irqnd | Idnqx | 67-70 | 64 | 3.64% | 3.677% | 12.74159 |
Y | GZX | 56.200 | 1.64 | D2 | - | - | VVV | - | - | - | Jtbrn | Hvtzh | 360-375 | 350 | 6.48% | 6.571% | 30.83516 |
V-2 | PIB | 51.000 | 5.20 | Djj | - | - | OOO | - | - | - | Rfyxd | GQAG | 47-50 | 44 | 3.32% | 3.345% | 79.22010 |
F | YFB | 38.420 | 6.76 | A2 | - | - | BB (B) | - | - | - | Bsjgc | Nudlf | 100-105 | 95 | 3.98% | 4.017% | 39.69885 |
T | BAZ | 69.850 | 9.25 | Nn3 | - | - | T | - | - | - | Jpxtr | Gfflk | 260-275 | 250 | 5.50% | 5.571% | 92.73997 |
D | KHO | 68.610 | 4.80 | Zr2 | - | - | LLL | - | - | - | Kbina | Hzkjp | 80-85 | 77 | 3.80% | 3.832% | 84.99095 |
X | HQH | 48.460 | 7.52 | Kyy2 | - | - | LL | - | - | - | Ilzjy | Txydp | 140-150 | 130 | 4.33% | 4.370% | 93.50961 |
Tranche Comments
H-1: Registration: 144S Hznn;
V-2: Registration: 144X Qfbi;
D-3: Registration: 144V Vwbr;
D: Registration: 144K Dkgy;
F: Registration: 144L Kger;
X: Registration: 144C Vbmh;
T: Registration: 144K Caex;
Y: Registration: 144T Axpz;
Pricing Speed
1.40% FHP ef 15% Ykaa