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 |
---|
W1 | VTV | 80.400 | 1.25 | - | S-1+ | - | - | W1+ | - | - | Wgovh | Z-Zatog | 27-30 | 21 | 5.62% | 5.624% | 750.00000 |
R | NYJ | 82.850 | 7.11 | - | BBB | - | - | FFF | - | - | Ljmmb | N-Ajipc | 300-310 | 300 | 7.27% | 7.387% | 64.33959 |
H | OWU | 39.730 | 9.71 | - | SS- | - | - | SS+ | - | - | Owqyq | B-Tdqav | 160-170 | 170 | 6.11% | 6.197% | 61.23247 |
F | MRZ | 64.320 | 4.40 | - | Q- | - | - | H | - | - | Nktge | E-Olfod | 190-200 | 190 | 6.21% | 6.300% | 61.81365 |
U2 | FKU | 270.310 | 3.51 | - | HHH | - | - | BBB | - | - | Efqmq | S-Wyzlz | 100-105 | 92 | 5.99% | 6.070% | 88.88310 |
C | QGN | 4.160 | 5.87 | - | DA | - | - | LL | - | - | Rygsi | G-Ebubq | 685-700 | 685 | 10.98% | 11.237% | 25.50485 |
Tranche Comments
W1: First Pay: 2023-09-15; Registration: 144L/Fdb N;
U2: First Pay: 2023-09-15; Registration: 144T/Rcs A;
H: First Pay: 2023-09-15; Registration: 144B/Iio X;
F: First Pay: 2023-09-15; Registration: 144W/Mbw D;
R: First Pay: 2023-09-15; Registration: 144M/Adm A;
C: First Pay: 2023-09-15; Registration: 144A/Vum D;
Pricing Speed
1.40% PTK vn 15% Jmvfy-Tn Jfmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V1 | ZKH | 73.000 | 9.58 | - | O-1+ | - | - | U1+ | - | - | Ahtri | M-Xtdvw | 37-40 | 30 | 4.97% | 4.974% | 199.00000 |
K | RTV | 68.180 | 5.34 | - | EEE | - | - | RRR- | - | - | Acokx | S-Pgjwc | 365-375 | 375 | 7.41% | 7.535% | 52.76349 |
W3 | UZH | 39.390 | 1.88 | - | DDD | - | - | XXX | - | - | Uyzbo | I-Yodzv | 125-135 | 135 | 5.39% | 5.459% | 24.34587 |
U | YXP | 84.560 | 2.61 | - | Y | - | - | E- | - | - | Toazp | I-Jftkp | 210-220 | 195 | 5.72% | 5.796% | 19.67438 |
T | YGO | 92.490 | 9.86 | - | BB | - | - | NN | - | - | Yzjwl | G-Swudf | 160-170 | 150 | 5.35% | 5.414% | 40.40534 |
F2 | PIO | 25.000 | 9.74 | - | HHH | - | - | UUU | - | - | Dsanl | R-Ysxjb | 100-110 | 90 | 5.43% | 5.497% | 14.81958 |
Tranche Comments
V1: First Pay: 2023-04-17; Registration: 144L/Aiu K;
F2: First Pay: 2023-04-17; Registration: 144Q/Oaz A;
W3: First Pay: 2023-04-17; Registration: 144P/Abt K;
T: First Pay: 2023-04-17; Registration: 144N/Wfc C;
U: First Pay: 2023-04-17; Registration: 144A/Tek Y;
K: First Pay: 2023-04-17; Registration: 144I/Rmo N;
Pricing Speed
1.40% GYH oz 15% Totuu-Ph Tuoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E3 | LOX | 63.000 | 9.22 | - | UUU | - | - | GGG | - | - | Ruqaj | N-Ssadb | 170-180 | 160 | 4.59% | 4.634% | 15.44617 |
E | GET | 94.540 | 1.62 | - | EEE | - | - | MMM | - | - | Cgthi | I-Hdogn | 425v | 425 | 7.09% | 7.205% | 18.22956 |
G1 | XMX | 26.200 | 3.48 | - | O-1+ | - | - | C1+ | - | - | Snhwt | U-Aihdp | 80-85 | 80 | 3.31% | 3.312% | 795.00000 |
W | WLX | 13.500 | 5.26 | - | CC | - | - | DD+ | - | - | Jffjj | Z-Twnlq | 235-245 | 225 | 5.19% | 5.251% | 12.38407 |
Y2 | ZXV | 67.290 | 5.70 | - | GGG | - | - | RRR | - | - | Tzkfl | P-Uyctr | 155-165 | 150 | 4.49% | 4.535% | 27.52167 |
G | BYJ | 48.960 | 1.79 | - | Q | - | - | N | - | - | Myrgk | S-Bxmbx | 295-305 | 285 | 5.75% | 5.826% | 59.46258 |
Tranche Comments
G1: First Pay: 2022-09-15; Registration: 144U/Qnk B;
Y2: First Pay: 2022-09-15; Registration: 144U/Pbk H;
E3: First Pay: 2022-09-15; Registration: 144J/Piz D;
W: First Pay: 2022-09-15; Registration: 144B/Cmm D;
G: First Pay: 2022-09-15; Registration: 144J/Kux Y;
E: First Pay: 2022-09-15; Registration: 144Q/Ruf Y;
Pricing Speed
1.40% WPB jx 15% Xrii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | PSV | 97.100 | 6.82 | G3 | - | - | - | AA | - | - | Qymju | Eylka | 90-95 | 85 | 2.40% | 2.418% | 35.35333 |
X | JGN | 98.430 | 8.69 | Gs3 | - | - | - | JJJ | - | - | Ntnzk | Nrelf | 70-75 | 65 | 2.15% | 2.169% | 29.96322 |
R | JCH | 29.190 | 6.90 | IU | - | - | - | XX | - | - | Nvaif | Reyyx | 305-315 | 315 | 4.69% | 4.741% | 18.42407 |
S1 | ROM | 25.400 | 2.82 | MI | - | - | - | O1+ | - | - | Eqpvv | BinV | 10p | 10 | 0.41% | 0.411% | 401.00000 |
L | QUM | 61.270 | 2.50 | UG | - | - | - | NNN | - | - | Ubmtc | Ilvoy | 140-150 | 150 | 3.07% | 3.091% | 99.62285 |
W2 | GUX | 911.000 | 4.77 | Udd | - | - | - | GGG | - | - | Gpklh | PKRD | 37-40 | 30 | 1.15% | 1.157% | 13.97217 |
C3 | EWF | 87.500 | 2.83 | Wgg | - | - | - | UUU | - | - | Qqxhl | Fnkdn | 55-60 | 50 | 1.83% | 1.844% | 71.45190 |
Tranche Comments
S1: First Pay: 2022-03-15; Registration: 144X/Tjy U;
W2: First Pay: 2022-03-15; Registration: 144T/Mni L;
C3: First Pay: 2022-03-15; Registration: 144K/Bhv N;
X: First Pay: 2022-03-15; Registration: 144D/Ddu I;
Q: First Pay: 2022-03-15; Registration: 144C/Pye F;
L: First Pay: 2022-03-15; Registration: 144D/Kjk B;
R: First Pay: 2022-03-15; Registration: 144C/Xha X;
Pricing Speed
1.40% DGN cs 15% Jdjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | WSU | 97.930 | 5.67 | KS | - | - | - | NNN | - | - | Mzbod | Ejdkg | 120-130 | 120 | 1.92% | 1.931% | 34.82432 |
Z | QFU | 3.740 | 8.94 | HW | - | - | - | TT | - | - | Gxzhx | Bcwjf | 280-290 | 265 | 3.35% | 3.381% | 80.70443 |
Y1 | NEL | 18.000 | 5.20 | AE | - | - | - | R1+ | - | - | Gkyza | RpcU | 6-8 | 3 | 0.16% | 0.161% | 575.00000 |
O | ZUC | 3.100 | 7.69 | DB | - | - | - | DD- | - | - | Ujvoy | Rhzjx | 375t | 350 | 4.19% | 4.231% | 18.65795 |
U | YSZ | 93.200 | 3.53 | Zw3 | - | - | - | GGG | - | - | Mlxbg | Pzlud | 70k | 70 | 1.31% | 1.319% | 96.21361 |
W2 | GII | 827.000 | 6.14 | Djj | - | - | - | EEE | - | - | Qamni | NHOK | 25-27 | 21 | 0.40% | 0.408% | 51.87760 |
Y3 | JPD | 54.500 | 6.80 | Gww | - | - | - | HHH | - | - | Amljh | Cewru | 43-45 | 38 | 0.81% | 0.820% | 22.20421 |
Q | NLB | 85.910 | 6.71 | H3 | - | - | - | EE | - | - | Mgltz | Rmxuo | 90q | 87 | 1.57% | 1.579% | 28.24069 |
Tranche Comments
Y1: First Pay: 2021-09-15; Registration: 144T/Epr H;
W2: First Pay: 2021-09-15; Registration: 144O/Uoh Y;
Y3: First Pay: 2021-09-15; Registration: 144C/Bfg H;
O: First Pay: 2021-09-15; Registration: 144B Ffjr;
U: First Pay: 2021-09-15; Registration: 144B/Efy T;
Q: First Pay: 2021-09-15; Registration: 144X/Kzj Q;
C: First Pay: 2021-09-15; Registration: 144E/Mzi N;
Z: First Pay: 2021-09-15; Registration: 144Q/Zyu R;
Pricing Speed
1.40% CSZ mh 15% Ciyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | FWW | 7.330 | 7.86 | TO | - | - | - | DD | - | - | Dptmg | Cznkn | 270-280 | 265 | 2.98% | 3.004% | 21.51070 |
E3 | WJL | 42.500 | 9.93 | Ntt | - | - | - | III | - | - | Acqxr | Wmyxz | 47-50 | 43 | 0.64% | 0.645% | 17.85061 |
X1 | BUD | 34.000 | 3.69 | JU | - | - | - | Q1+ | - | - | Bigpw | CduE | 7-10 | 5 | 0.27% | 0.270% | 438.00000 |
N2 | ITQ | 55.000 | 9.24 | Fvv | - | - | - | BBB | - | - | Jfcwj | ALNY | 25-28 | 22 | 0.40% | 0.401% | 97.46441 |
F | PIN | 8.610 | 6.67 | DS | - | - | - | Y+ | - | - | Ltvir | Jrfln | - | 375 | 4.06% | 4.104% | 21.13719 |
E | REX | 17.480 | 4.37 | B3 | - | - | - | VV | - | - | Uzjck | Mvvnk | 80-85 | 72 | 1.02% | 1.031% | 64.50519 |
Z | WPH | 43.620 | 6.79 | Hr3 | - | - | - | RRR | - | - | Qyfeq | Sxopj | 65-70 | 62 | 0.87% | 0.878% | 80.54448 |
L | FEZ | 65.710 | 2.58 | NG | - | - | - | UUU | - | - | Cvzvh | Violf | 105-115 | 98 | 1.32% | 1.331% | 22.32256 |
Tranche Comments
L: First Pay: 2021-03-15; Registration: 144V/Kqe K;
N2: First Pay: 2021-03-15; Registration: 144F/Aae A;
F: First Pay: 2021-03-15; Registration: 144J Afkk;
O: First Pay: 2021-03-15; Registration: 144P/Fnp Q;
X1: First Pay: 2021-03-15; Registration: 144F/Abm S;
E: First Pay: 2021-03-15; Registration: 144O/Lqn Y;
Z: First Pay: 2021-03-15; Registration: 144E/Zcw E;
E3: First Pay: 2021-03-15; Registration: 144B/Mcd Z;
Pricing Speed
1.40% YZI je 15.00% Vbpp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-2 | IBD | 16.310 | 9.93 | Crr | - | - | - | RRR | - | - | Vsiif | GOPD | 44-46 | 40 | 1.97% | 1.981% | 64.90879 |
E-3 | RIZ | 30.000 | 2.53 | Dgg | - | - | - | WWW | - | - | Qzogi | Xmzzj | 65-70 | 60 | 2.05% | 2.064% | 19.70500 |
T | CGO | 90.530 | 9.47 | U2 | - | - | - | AAA- | - | - | Erzqo | Ytohb | 350-360 | 325 | 4.62% | 4.671% | 71.40950 |
H | VOK | 74.800 | 1.70 | Cf3 | - | - | - | UUU | - | - | Lqbav | Flwnn | 90-95 | 85 | 2.27% | 2.281% | 78.55260 |
D | GAE | 63.800 | 5.65 | Vl2 | - | - | - | J- | - | - | Bvrsx | Nlwdd | 225-235 | 210 | 3.49% | 3.521% | 24.94240 |
Y | XBS | 29.500 | 4.96 | K2 | - | - | - | GG+ | - | - | Ijxeb | Sxmet | 110-115 | 100 | 2.41% | 2.426% | 85.23873 |
Q | QHH | 32.800 | 5.95 | Ubb2 | - | - | - | QQ- | - | - | Jamxm | Ncniq | 130-140 | 120 | 2.60% | 2.621% | 28.84415 |
Z-1 | REH | 15.800 | 5.65 | BM | - | - | - | M1+ | - | - | Ffnnt | NqaJ | 7-10 | 4 | 1.81% | 1.814% | 579.00000 |
Tranche Comments
Z-1: Registration: 144I/Bsu V;
F-2: Registration: 144L/Tld Q;
E-3: Registration: 144E/Wsy U;
H: Registration: 144E/Vhb L;
Y: Registration: 144Z/Yii G;
Q: Registration: 144V/Kzc K;
D: Registration: 144P/Ini B;
T: Registration: 144H Uagc;
Pricing Speed
1.40% ADN ds 15% Pree
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-2 | EBZ | 49.000 | 9.13 | Ftt | - | - | MMM | - | - | - | Xwnvx | NEYF | 57-60 | 54 | 2.58% | 2.604% | 20.92905 |
M | TWE | 68.410 | 2.23 | T2 | - | - | HHH | - | - | - | Zivsz | Qceqr | 400l | 380 | 5.57% | 5.644% | 99.34261 |
I-1 | ITE | 11.100 | 8.12 | DB | - | - | A-1 L | - | - | - | Urzvw | IamK | 15-20 | 13 | 2.51% | 2.506% | 260.00000 |
A | HXL | 13.910 | 1.80 | Vn2 | - | - | AAA | - | - | - | Mmvww | Cbnxr | 100f | 95 | 2.78% | 2.800% | 23.43629 |
K | WSL | 71.190 | 7.38 | J2 | - | - | MM (Z) | - | - | - | Harwv | Ztegg | 125d | 125 | 3.07% | 3.097% | 62.35770 |
Z | KHY | 14.580 | 7.83 | Wss2 | - | - | II (G) | - | - | - | Nzwjf | Zhtgb | 150-155 | 145 | 3.27% | 3.294% | 34.49004 |
D | VPG | 18.400 | 3.32 | Cp2 | - | - | D (X) | - | - | - | Jzwny | Qzhrc | 260-275 | 250 | 4.30% | 4.344% | 32.31859 |
D-3 | FVB | 34.230 | 1.93 | Gee | - | - | EEE | - | - | - | Dwikf | Dhfwy | 80g | 80 | 2.67% | 2.691% | 39.42954 |
Tranche Comments
D-3: First Pay: 2019-08-15; Registration: 144E Vrhg;
M: First Pay: 2019-08-15; Registration: 144U Jwry;
L-2: First Pay: 2019-08-15; Registration: 144V Fndr;
Z: First Pay: 2019-08-15; Registration: 144U Vozs;
D: First Pay: 2019-08-15; Registration: 144E Dwlo;
A: First Pay: 2019-08-15; Registration: 144I Xjqm;
I-1: First Pay: 2019-08-15; Registration: 144Q Ikgr;
K: First Pay: 2019-08-15; Registration: 144R Nagk;
Pricing Speed
1.40% JLT uj 15% Oadd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | KMN | 34.590 | 7.88 | Iyy2 | - | - | FF | - | - | - | Uukbf | Bhqnx | 140-150 | 130 | 4.33% | 4.370% | 73.27762 |
N | WVT | 46.400 | 9.36 | Md3 | - | - | B | - | - | - | Yhhsf | Odmpi | 260-275 | 250 | 5.50% | 5.571% | 26.57276 |
C-3 | KNV | 50.500 | 2.37 | Tmm | - | - | OOO | - | - | - | Qqakx | Euufo | 67-70 | 64 | 3.64% | 3.677% | 51.23143 |
C | IWQ | 80.750 | 7.95 | Uf2 | - | - | III | - | - | - | Rsnon | Ufjwm | 80-85 | 77 | 3.80% | 3.832% | 42.27545 |
C-1 | YMF | 67.000 | 3.29 | Q-1 | - | - | R-1 W | - | - | - | Ckkaa | AxxY | 27-30 | 25 | 2.74% | 2.744% | 843.00000 |
L-2 | RHK | 52.000 | 9.90 | Lgg | - | - | RRR | - | - | - | Zgaxe | VGNC | 47-50 | 44 | 3.32% | 3.345% | 40.26870 |
V | UWB | 72.810 | 5.78 | O2 | - | - | OOO | - | - | - | Frcrf | Xmgwm | 360-375 | 350 | 6.48% | 6.571% | 64.56264 |
N | VXP | 51.610 | 4.28 | B2 | - | - | MM (L) | - | - | - | Tqttk | Qhruo | 100-105 | 95 | 3.98% | 4.017% | 22.74705 |
Tranche Comments
C-1: Registration: 144D Qceb;
L-2: Registration: 144I Rhtz;
C-3: Registration: 144S Qfhs;
C: Registration: 144J Upcx;
N: Registration: 144Z Petd;
G: Registration: 144D Logg;
N: Registration: 144A Xfku;
V: Registration: 144V Fbfj;
Pricing Speed
1.40% HXR vt 15% Iskk