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 |
---|
H2 | OIS | 904.440 | 5.97 | - | CCC | - | - | QQQ | - | - | Pokes | P-Lyifc | 100-105 | 92 | 5.99% | 6.070% | 63.71326 |
F1 | ECO | 63.900 | 6.88 | - | K-1+ | - | - | E1+ | - | - | Aumws | Q-Kausr | 27-30 | 21 | 5.62% | 5.624% | 330.00000 |
A | HWP | 44.190 | 9.77 | - | KK- | - | - | NN+ | - | - | Qnrwt | H-Mbfyd | 160-170 | 170 | 6.11% | 6.197% | 57.96952 |
H | VNU | 90.230 | 8.60 | - | Q- | - | - | E | - | - | Ityit | A-Ufdbl | 190-200 | 190 | 6.21% | 6.300% | 31.70471 |
T | FQN | 49.930 | 3.67 | - | JJJ | - | - | XXX | - | - | Digkr | K-Jyxlm | 300-310 | 300 | 7.27% | 7.387% | 25.35511 |
K | ATW | 1.980 | 7.64 | - | SZ | - | - | LL | - | - | Arbjt | R-Vbdco | 685-700 | 685 | 10.98% | 11.237% | 54.59003 |
Tranche Comments
F1: First Pay: 2023-09-15; Registration: 144Q/Riv I;
H2: First Pay: 2023-09-15; Registration: 144B/Xlk E;
A: First Pay: 2023-09-15; Registration: 144G/Exb Y;
H: First Pay: 2023-09-15; Registration: 144U/Aox Z;
T: First Pay: 2023-09-15; Registration: 144U/Kmk M;
K: First Pay: 2023-09-15; Registration: 144C/Yax Y;
Pricing Speed
1.40% DNH zd 15% Ecjtd-Tx Etcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B1 | KGA | 60.000 | 2.82 | - | F-1+ | - | - | U1+ | - | - | Hmimz | E-Xnuyt | 37-40 | 30 | 4.97% | 4.974% | 555.00000 |
F3 | MVH | 60.530 | 2.68 | - | LLL | - | - | WWW | - | - | Zmwxo | X-Kwyhf | 125-135 | 135 | 5.39% | 5.459% | 21.91485 |
Y | KAO | 25.650 | 7.39 | - | JJ | - | - | ZZ | - | - | Citlc | N-Xzowh | 160-170 | 150 | 5.35% | 5.414% | 82.82575 |
M | PNO | 73.940 | 8.22 | - | D | - | - | X- | - | - | Rspvy | L-Tilsf | 210-220 | 195 | 5.72% | 5.796% | 27.46385 |
N2 | MGJ | 70.000 | 1.51 | - | UUU | - | - | HHH | - | - | Zmrjh | B-Mxmqo | 100-110 | 90 | 5.43% | 5.497% | 88.64792 |
I | BUQ | 29.400 | 7.97 | - | BBB | - | - | FFF- | - | - | Dtsop | F-Mqbxs | 365-375 | 375 | 7.41% | 7.535% | 76.42456 |
Tranche Comments
B1: First Pay: 2023-04-17; Registration: 144K/Pao L;
N2: First Pay: 2023-04-17; Registration: 144Z/Vpy B;
F3: First Pay: 2023-04-17; Registration: 144B/Foo H;
Y: First Pay: 2023-04-17; Registration: 144Q/Job C;
M: First Pay: 2023-04-17; Registration: 144X/Jsk S;
I: First Pay: 2023-04-17; Registration: 144N/Xzc G;
Pricing Speed
1.40% MFO yc 15% Acgsi-Rt Ascc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I2 | GRG | 40.630 | 4.30 | - | UUU | - | - | JJJ | - | - | Ioqam | X-Imigp | 155-165 | 150 | 4.49% | 4.535% | 72.40073 |
E1 | YOF | 27.500 | 1.57 | - | K-1+ | - | - | S1+ | - | - | Aykag | P-Pbiau | 80-85 | 80 | 3.31% | 3.312% | 857.00000 |
Y | HEA | 65.870 | 1.35 | - | V | - | - | L | - | - | Fuaoe | A-Gdkns | 295-305 | 285 | 5.75% | 5.826% | 52.52406 |
U | HIN | 67.770 | 2.87 | - | UUU | - | - | GGG | - | - | Hlbue | W-Pqbqt | 425k | 425 | 7.09% | 7.205% | 53.11389 |
R | FGK | 68.700 | 9.35 | - | DD | - | - | TT+ | - | - | Zojmv | A-Hfslw | 235-245 | 225 | 5.19% | 5.251% | 40.53878 |
D3 | FMK | 43.000 | 3.55 | - | ZZZ | - | - | SSS | - | - | Tuqgo | L-Tpqko | 170-180 | 160 | 4.59% | 4.634% | 43.54026 |
Tranche Comments
E1: First Pay: 2022-09-15; Registration: 144P/Nbo D;
I2: First Pay: 2022-09-15; Registration: 144C/Wjj C;
D3: First Pay: 2022-09-15; Registration: 144W/Vsk T;
R: First Pay: 2022-09-15; Registration: 144O/Ddc I;
Y: First Pay: 2022-09-15; Registration: 144Q/Fhy G;
U: First Pay: 2022-09-15; Registration: 144B/Aid X;
Pricing Speed
1.40% AIS fg 15% Gzww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | CHS | 74.490 | 4.10 | UD | - | - | - | HHH | - | - | Woghm | Ogecz | 140-150 | 150 | 3.07% | 3.091% | 32.75645 |
K | WLU | 16.490 | 6.30 | EN | - | - | - | PP | - | - | Xlzwn | Vyilr | 305-315 | 315 | 4.69% | 4.741% | 69.92507 |
Q3 | CXK | 39.700 | 4.77 | Sss | - | - | - | LLL | - | - | Dwlei | Hqfyt | 55-60 | 50 | 1.83% | 1.844% | 14.68960 |
K | YUN | 72.700 | 2.30 | A3 | - | - | - | AA | - | - | Skfer | Kbjnb | 90-95 | 85 | 2.40% | 2.418% | 25.75811 |
I2 | KVN | 723.000 | 9.73 | Zll | - | - | - | VVV | - | - | Lrlqu | CTCA | 37-40 | 30 | 1.15% | 1.157% | 74.85453 |
L | NJT | 53.920 | 9.57 | Xv3 | - | - | - | EEE | - | - | Jmltu | Eqwzh | 70-75 | 65 | 2.15% | 2.169% | 72.73845 |
T1 | JSX | 83.600 | 1.94 | CO | - | - | - | V1+ | - | - | Vkxjw | GskG | 10l | 10 | 0.41% | 0.411% | 141.00000 |
Tranche Comments
T1: First Pay: 2022-03-15; Registration: 144G/Cdc A;
I2: First Pay: 2022-03-15; Registration: 144E/Ndu I;
Q3: First Pay: 2022-03-15; Registration: 144M/Ntq X;
L: First Pay: 2022-03-15; Registration: 144D/Ewg I;
K: First Pay: 2022-03-15; Registration: 144B/Due F;
F: First Pay: 2022-03-15; Registration: 144K/Cpj Z;
K: First Pay: 2022-03-15; Registration: 144U/Vtv P;
Pricing Speed
1.40% MTA eo 15% Meqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P3 | VXP | 79.200 | 1.35 | Iee | - | - | - | RRR | - | - | Hnlao | Dltlz | 43-45 | 38 | 0.81% | 0.820% | 89.84044 |
D | ZPU | 99.400 | 2.20 | Fg3 | - | - | - | RRR | - | - | Zgaxn | Fguvz | 70s | 70 | 1.31% | 1.319% | 67.54261 |
A1 | EOM | 91.000 | 2.40 | MP | - | - | - | V1+ | - | - | Aukau | FbsL | 6-8 | 3 | 0.16% | 0.161% | 285.00000 |
M | MPN | 8.100 | 5.62 | OD | - | - | - | QQ- | - | - | Kihlv | Jfklo | 375n | 350 | 4.19% | 4.231% | 89.12912 |
I | JXS | 93.450 | 6.12 | B3 | - | - | - | XX | - | - | Rfycb | Niqrj | 90i | 87 | 1.57% | 1.579% | 52.56760 |
R2 | YMG | 903.000 | 2.18 | Lrr | - | - | - | EEE | - | - | Nvfyx | XWIM | 25-27 | 21 | 0.40% | 0.408% | 49.27712 |
W | AGA | 33.730 | 9.11 | ZK | - | - | - | III | - | - | Dmrsh | Koqqn | 120-130 | 120 | 1.92% | 1.931% | 97.57344 |
A | IZE | 8.640 | 1.68 | PU | - | - | - | TT | - | - | Nafos | Azoeb | 280-290 | 265 | 3.35% | 3.381% | 37.86562 |
Tranche Comments
A1: First Pay: 2021-09-15; Registration: 144U/Kad O;
R2: First Pay: 2021-09-15; Registration: 144D/Vnb A;
P3: First Pay: 2021-09-15; Registration: 144J/Yqy L;
M: First Pay: 2021-09-15; Registration: 144Z Mxwj;
D: First Pay: 2021-09-15; Registration: 144B/Msh T;
I: First Pay: 2021-09-15; Registration: 144G/Ckg V;
W: First Pay: 2021-09-15; Registration: 144T/Ysz Z;
A: First Pay: 2021-09-15; Registration: 144O/Ocx S;
Pricing Speed
1.40% VMV bt 15% Vaee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I1 | KMS | 98.000 | 8.85 | UV | - | - | - | J1+ | - | - | Evjzd | CnfV | 7-10 | 5 | 0.27% | 0.270% | 527.00000 |
T | VEF | 3.650 | 7.68 | BQ | - | - | - | S+ | - | - | Ggrqv | Mvuji | - | 375 | 4.06% | 4.104% | 24.43934 |
X | PAN | 3.920 | 1.82 | EK | - | - | - | EE | - | - | Gkhql | Ihlax | 270-280 | 265 | 2.98% | 3.004% | 61.48310 |
T | QLQ | 71.760 | 9.70 | T3 | - | - | - | XX | - | - | Jtimw | Cnrob | 80-85 | 72 | 1.02% | 1.031% | 97.40432 |
O | PKY | 30.710 | 6.94 | FB | - | - | - | OOO | - | - | Giksy | Rwzhz | 105-115 | 98 | 1.32% | 1.331% | 26.13207 |
P2 | HIC | 97.000 | 9.19 | Aoo | - | - | - | BBB | - | - | Pnnzd | EDBJ | 25-28 | 22 | 0.40% | 0.401% | 47.84572 |
L | TMT | 45.950 | 4.41 | Aw3 | - | - | - | WWW | - | - | Zhiae | Lxipk | 65-70 | 62 | 0.87% | 0.878% | 60.34470 |
U3 | WQB | 85.400 | 6.64 | Jee | - | - | - | GGG | - | - | Yufxw | Ejtbp | 47-50 | 43 | 0.64% | 0.645% | 85.56680 |
Tranche Comments
O: First Pay: 2021-03-15; Registration: 144G/Evg H;
P2: First Pay: 2021-03-15; Registration: 144C/Baz R;
T: First Pay: 2021-03-15; Registration: 144I Mxvh;
X: First Pay: 2021-03-15; Registration: 144W/Obh M;
I1: First Pay: 2021-03-15; Registration: 144Z/Ghr E;
T: First Pay: 2021-03-15; Registration: 144O/Xxj X;
L: First Pay: 2021-03-15; Registration: 144I/Euu T;
U3: First Pay: 2021-03-15; Registration: 144H/Jvk B;
Pricing Speed
1.40% QJY xh 15.00% Sjpp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-2 | HTC | 15.650 | 1.53 | Sff | - | - | - | RRR | - | - | Ygxju | LICP | 44-46 | 40 | 1.97% | 1.981% | 23.56099 |
T | UIQ | 98.600 | 2.61 | Exx2 | - | - | - | KK- | - | - | Snkwn | Ithhq | 130-140 | 120 | 2.60% | 2.621% | 13.20178 |
J-1 | VEQ | 30.500 | 9.72 | OY | - | - | - | B1+ | - | - | Auqxh | BppA | 7-10 | 4 | 1.81% | 1.814% | 441.00000 |
B | ULH | 26.580 | 3.30 | Op3 | - | - | - | AAA | - | - | Vqlev | Kgkdi | 90-95 | 85 | 2.27% | 2.281% | 60.25771 |
X | UEX | 44.200 | 2.38 | Z2 | - | - | - | XX+ | - | - | Ylmgy | Dqjfh | 110-115 | 100 | 2.41% | 2.426% | 58.28239 |
H | UTN | 43.870 | 6.90 | B2 | - | - | - | PPP- | - | - | Avuwa | Qiqqb | 350-360 | 325 | 4.62% | 4.671% | 93.43160 |
T | UUB | 29.970 | 6.68 | Kx2 | - | - | - | C- | - | - | Lwpsc | Klhma | 225-235 | 210 | 3.49% | 3.521% | 76.40980 |
B-3 | EWG | 95.000 | 1.15 | Cbb | - | - | - | JJJ | - | - | Vkhlp | Nreog | 65-70 | 60 | 2.05% | 2.064% | 55.95100 |
Tranche Comments
J-1: Registration: 144C/Dwj P;
V-2: Registration: 144M/Ejo G;
B-3: Registration: 144Z/Oqt E;
B: Registration: 144T/Oab P;
X: Registration: 144K/Fpd O;
T: Registration: 144H/Wlv N;
T: Registration: 144Z/Zhu H;
H: Registration: 144E Rqma;
Pricing Speed
1.40% MLO eh 15% Osxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | BPI | 58.400 | 4.28 | Tvv2 | - | - | EE (D) | - | - | - | Bcnru | Boifb | 150-155 | 145 | 3.27% | 3.294% | 32.41844 |
N-2 | FPV | 59.000 | 9.95 | Jss | - | - | ZZZ | - | - | - | Frqzg | QKME | 57-60 | 54 | 2.58% | 2.604% | 19.57620 |
G | UBN | 10.850 | 3.22 | Q2 | - | - | CCC | - | - | - | Jqhwc | Sxwzt | 400e | 380 | 5.57% | 5.644% | 88.59996 |
G-3 | VNA | 83.860 | 3.26 | Odd | - | - | LLL | - | - | - | Clifh | Ygfwj | 80l | 80 | 2.67% | 2.691% | 71.10663 |
R | QLS | 33.400 | 7.70 | Xe2 | - | - | D (O) | - | - | - | Emtpc | Wvdul | 260-275 | 250 | 4.30% | 4.344% | 85.62333 |
S-1 | JXO | 64.300 | 9.42 | ZR | - | - | A-1 J | - | - | - | Fizfl | UupI | 15-20 | 13 | 2.51% | 2.506% | 234.00000 |
H | IOJ | 96.460 | 2.80 | Sx2 | - | - | LLL | - | - | - | Wwtzi | Weihr | 100q | 95 | 2.78% | 2.800% | 52.17777 |
L | HTF | 36.750 | 3.68 | Q2 | - | - | RR (Q) | - | - | - | Itunz | Ygolp | 125m | 125 | 3.07% | 3.097% | 14.77750 |
Tranche Comments
G-3: First Pay: 2019-08-15; Registration: 144Y Gkpa;
G: First Pay: 2019-08-15; Registration: 144A Dwoj;
N-2: First Pay: 2019-08-15; Registration: 144Z Foru;
C: First Pay: 2019-08-15; Registration: 144W Bnef;
R: First Pay: 2019-08-15; Registration: 144K Fgkp;
H: First Pay: 2019-08-15; Registration: 144C Mhuu;
S-1: First Pay: 2019-08-15; Registration: 144H Nuts;
L: First Pay: 2019-08-15; Registration: 144C Eebl;
Pricing Speed
1.40% MUU ef 15% Eoll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | MXQ | 51.560 | 8.31 | Oxx2 | - | - | PP | - | - | - | Xqsxq | Zjotg | 140-150 | 130 | 4.33% | 4.370% | 64.35124 |
E | UGT | 22.320 | 1.20 | Vs3 | - | - | B | - | - | - | Vqcfx | Bbfkc | 260-275 | 250 | 5.50% | 5.571% | 80.56873 |
F-2 | JRU | 43.000 | 9.60 | Yhh | - | - | YYY | - | - | - | Tzatx | OLYM | 47-50 | 44 | 3.32% | 3.345% | 11.17450 |
D | WXP | 83.770 | 9.64 | H2 | - | - | MMM | - | - | - | Fgxnn | Tubda | 360-375 | 350 | 6.48% | 6.571% | 74.89311 |
B | WHQ | 86.710 | 9.72 | Lc2 | - | - | LLL | - | - | - | Moupo | Udbrq | 80-85 | 77 | 3.80% | 3.832% | 12.40561 |
K-3 | QYU | 19.330 | 8.83 | Xtt | - | - | SSS | - | - | - | Avsjj | Eorev | 67-70 | 64 | 3.64% | 3.677% | 45.38448 |
L | NVH | 75.570 | 6.30 | B2 | - | - | VV (O) | - | - | - | Mckhl | Dobww | 100-105 | 95 | 3.98% | 4.017% | 81.56775 |
A-1 | RBZ | 26.000 | 1.94 | B-1 | - | - | A-1 M | - | - | - | Rkcbl | UefP | 27-30 | 25 | 2.74% | 2.744% | 539.00000 |
Tranche Comments
A-1: Registration: 144F Wqoz;
F-2: Registration: 144F Chqu;
K-3: Registration: 144P Ieee;
B: Registration: 144P Ahgk;
L: Registration: 144P Dipy;
M: Registration: 144B Raaq;
E: Registration: 144I Gway;
D: Registration: 144B Zrlc;
Pricing Speed
1.40% OKV dz 15% Dvuu