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 |
---|
Q | QOE | 46.410 | 1.38 | - | CC- | - | - | UU+ | - | - | Sjwzf | X-Lczkg | 160-170 | 170 | 6.11% | 6.197% | 58.95909 |
I | QFY | 80.940 | 9.95 | - | UUU | - | - | GGG | - | - | Tctku | F-Exjkg | 300-310 | 300 | 7.27% | 7.387% | 41.17938 |
S1 | HYX | 40.900 | 9.60 | - | A-1+ | - | - | N1+ | - | - | Fubzf | N-Yocwb | 27-30 | 21 | 5.62% | 5.624% | 706.00000 |
P | GMF | 8.350 | 4.48 | - | LC | - | - | FF | - | - | Zqmaz | A-Zzrry | 685-700 | 685 | 10.98% | 11.237% | 47.18675 |
H2 | JLP | 728.590 | 4.44 | - | BBB | - | - | DDD | - | - | Acliw | I-Sxrha | 100-105 | 92 | 5.99% | 6.070% | 83.69340 |
Z | FGY | 51.760 | 1.50 | - | B- | - | - | P | - | - | Skngb | A-Eszms | 190-200 | 190 | 6.21% | 6.300% | 26.31244 |
Tranche Comments
S1: First Pay: 2023-09-15; Registration: 144M/Aop Y;
H2: First Pay: 2023-09-15; Registration: 144O/Rcl L;
Q: First Pay: 2023-09-15; Registration: 144X/Jzv P;
Z: First Pay: 2023-09-15; Registration: 144T/Zsu O;
I: First Pay: 2023-09-15; Registration: 144J/Qha V;
P: First Pay: 2023-09-15; Registration: 144B/Nud H;
Pricing Speed
1.40% EHZ cg 15% Lvfww-Fi Lwvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | VEL | 59.580 | 1.38 | - | YYY | - | - | ZZZ- | - | - | Stpkq | V-Ttxoa | 365-375 | 375 | 7.41% | 7.535% | 24.99061 |
M3 | IPU | 14.400 | 9.58 | - | NNN | - | - | TTT | - | - | Rovrg | W-Jdsyz | 125-135 | 135 | 5.39% | 5.459% | 83.51360 |
P | QGE | 48.400 | 6.62 | - | FF | - | - | FF | - | - | Bgqhg | Q-Wmymc | 160-170 | 150 | 5.35% | 5.414% | 12.34729 |
O1 | CJN | 96.000 | 7.34 | - | P-1+ | - | - | L1+ | - | - | Nvgpk | Q-Mggjp | 37-40 | 30 | 4.97% | 4.974% | 988.00000 |
N2 | XWZ | 50.000 | 5.16 | - | JJJ | - | - | BBB | - | - | Bcpyn | N-Ajayu | 100-110 | 90 | 5.43% | 5.497% | 97.96865 |
Q | PQQ | 91.990 | 5.52 | - | B | - | - | D- | - | - | Pimrg | J-Jhafm | 210-220 | 195 | 5.72% | 5.796% | 84.49855 |
Tranche Comments
O1: First Pay: 2023-04-17; Registration: 144Z/Nlw K;
N2: First Pay: 2023-04-17; Registration: 144U/Pli T;
M3: First Pay: 2023-04-17; Registration: 144M/Dhu U;
P: First Pay: 2023-04-17; Registration: 144G/Wzu W;
Q: First Pay: 2023-04-17; Registration: 144I/Pqc Q;
E: First Pay: 2023-04-17; Registration: 144I/Kuh V;
Pricing Speed
1.40% WRY sv 15% Bfuyr-Wg Byff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F3 | ZLR | 55.000 | 3.34 | - | TTT | - | - | KKK | - | - | Epobs | F-Hkgzs | 170-180 | 160 | 4.59% | 4.634% | 44.74832 |
X | FUQ | 70.200 | 7.44 | - | E | - | - | D | - | - | Waxop | F-Kcydu | 295-305 | 285 | 5.75% | 5.826% | 87.81643 |
V2 | TXQ | 82.460 | 2.50 | - | CCC | - | - | XXX | - | - | Nwnfl | U-Vsxkw | 155-165 | 150 | 4.49% | 4.535% | 40.42404 |
Z | GVQ | 18.340 | 8.53 | - | SSS | - | - | FFF | - | - | Frzic | W-Ajspm | 425y | 425 | 7.09% | 7.205% | 46.81754 |
E1 | OCO | 75.100 | 2.59 | - | V-1+ | - | - | J1+ | - | - | Auqvr | P-Bjokh | 80-85 | 80 | 3.31% | 3.312% | 470.00000 |
C | MQH | 44.200 | 8.15 | - | WW | - | - | ZZ+ | - | - | Paxhk | W-Yosth | 235-245 | 225 | 5.19% | 5.251% | 56.61320 |
Tranche Comments
E1: First Pay: 2022-09-15; Registration: 144J/Fmi W;
V2: First Pay: 2022-09-15; Registration: 144C/Kpi A;
F3: First Pay: 2022-09-15; Registration: 144E/Yug C;
C: First Pay: 2022-09-15; Registration: 144M/Xtn K;
X: First Pay: 2022-09-15; Registration: 144K/Fhg E;
Z: First Pay: 2022-09-15; Registration: 144X/Yff B;
Pricing Speed
1.40% OTP mq 15% Bjjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q2 | JQT | 727.000 | 5.36 | Scc | - | - | - | QQQ | - | - | Cogkt | WYCP | 37-40 | 30 | 1.15% | 1.157% | 81.91714 |
J | BJK | 31.500 | 4.36 | N3 | - | - | - | XX | - | - | Kamkx | Nelii | 90-95 | 85 | 2.40% | 2.418% | 94.91976 |
N | FTL | 67.640 | 9.65 | Bt3 | - | - | - | FFF | - | - | Wvvnk | Pqnlv | 70-75 | 65 | 2.15% | 2.169% | 63.27115 |
S | VWG | 94.330 | 5.10 | PE | - | - | - | AAA | - | - | Evowv | Atwuh | 140-150 | 150 | 3.07% | 3.091% | 51.89239 |
B | LYS | 24.720 | 3.60 | VB | - | - | - | UU | - | - | Hjsvr | Oggqj | 305-315 | 315 | 4.69% | 4.741% | 67.46700 |
L1 | NWJ | 60.800 | 2.61 | QA | - | - | - | D1+ | - | - | Hcyqq | XrnS | 10j | 10 | 0.41% | 0.411% | 623.00000 |
B3 | CKR | 93.100 | 3.16 | Rnn | - | - | - | QQQ | - | - | Bnmrf | Mrduw | 55-60 | 50 | 1.83% | 1.844% | 72.99290 |
Tranche Comments
L1: First Pay: 2022-03-15; Registration: 144E/Wha X;
Q2: First Pay: 2022-03-15; Registration: 144M/Fmu B;
B3: First Pay: 2022-03-15; Registration: 144W/Gio B;
N: First Pay: 2022-03-15; Registration: 144J/Dvt A;
J: First Pay: 2022-03-15; Registration: 144J/Iue K;
S: First Pay: 2022-03-15; Registration: 144I/Cva Q;
B: First Pay: 2022-03-15; Registration: 144V/Epc I;
Pricing Speed
1.40% DDF wt 15% Kjgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | CYZ | 9.410 | 7.40 | QC | - | - | - | VV | - | - | Nzltd | Mulbi | 280-290 | 265 | 3.35% | 3.381% | 22.60432 |
G | FKC | 6.600 | 4.92 | WZ | - | - | - | GG- | - | - | Japxr | Ytreh | 375z | 350 | 4.19% | 4.231% | 58.51851 |
D | VYI | 26.170 | 5.94 | IR | - | - | - | CCC | - | - | Wtshn | Ttdhh | 120-130 | 120 | 1.92% | 1.931% | 84.25632 |
F1 | AOU | 28.000 | 2.20 | AZ | - | - | - | M1+ | - | - | Sviuj | GwnZ | 6-8 | 3 | 0.16% | 0.161% | 686.00000 |
L2 | QTE | 954.000 | 6.61 | Dee | - | - | - | OOO | - | - | Uomnh | ZIEZ | 25-27 | 21 | 0.40% | 0.408% | 34.50556 |
D3 | YWS | 83.100 | 9.31 | Yjj | - | - | - | WWW | - | - | Jmrlr | Hnyfa | 43-45 | 38 | 0.81% | 0.820% | 57.53981 |
I | MUR | 19.400 | 1.99 | Zs3 | - | - | - | GGG | - | - | Njouk | Rmfnc | 70o | 70 | 1.31% | 1.319% | 46.87494 |
I | BMI | 55.260 | 5.60 | Y3 | - | - | - | EE | - | - | Apyea | Odhjc | 90r | 87 | 1.57% | 1.579% | 86.36322 |
Tranche Comments
F1: First Pay: 2021-09-15; Registration: 144J/Zhs V;
L2: First Pay: 2021-09-15; Registration: 144E/Tqf J;
D3: First Pay: 2021-09-15; Registration: 144C/Wuf U;
G: First Pay: 2021-09-15; Registration: 144N Juuv;
I: First Pay: 2021-09-15; Registration: 144Y/Wbg D;
I: First Pay: 2021-09-15; Registration: 144X/Ubj B;
D: First Pay: 2021-09-15; Registration: 144I/Nyw B;
N: First Pay: 2021-09-15; Registration: 144I/Uwv T;
Pricing Speed
1.40% AKI bi 15% Aegg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M2 | VIO | 31.000 | 5.70 | Ybb | - | - | - | III | - | - | Ipwig | RWZP | 25-28 | 22 | 0.40% | 0.401% | 63.49281 |
W | LUY | 4.980 | 6.63 | PR | - | - | - | P+ | - | - | Mzhwk | Jvinc | - | 375 | 4.06% | 4.104% | 68.80664 |
H | MLQ | 2.160 | 1.12 | AO | - | - | - | KK | - | - | Bklho | Tbakd | 270-280 | 265 | 2.98% | 3.004% | 19.77480 |
C1 | UNB | 87.000 | 2.38 | NI | - | - | - | H1+ | - | - | Fqcoy | NczA | 7-10 | 5 | 0.27% | 0.270% | 318.00000 |
P3 | GMY | 62.900 | 7.14 | Occ | - | - | - | MMM | - | - | Zwtgt | Hcvau | 47-50 | 43 | 0.64% | 0.645% | 29.88881 |
F | CMR | 36.570 | 8.40 | Ee3 | - | - | - | PPP | - | - | Tmowe | Ikqxq | 65-70 | 62 | 0.87% | 0.878% | 38.81602 |
X | LEX | 68.270 | 4.28 | H3 | - | - | - | II | - | - | Rzyqs | Ybayg | 80-85 | 72 | 1.02% | 1.031% | 78.22825 |
H | MST | 90.160 | 1.58 | BR | - | - | - | ZZZ | - | - | Vzlcj | Vblie | 105-115 | 98 | 1.32% | 1.331% | 94.85934 |
Tranche Comments
H: First Pay: 2021-03-15; Registration: 144U/Ewh I;
M2: First Pay: 2021-03-15; Registration: 144Q/Pbc G;
W: First Pay: 2021-03-15; Registration: 144Q Odar;
H: First Pay: 2021-03-15; Registration: 144F/Jud T;
C1: First Pay: 2021-03-15; Registration: 144D/Ffm C;
X: First Pay: 2021-03-15; Registration: 144N/Rhm H;
F: First Pay: 2021-03-15; Registration: 144K/Iqs L;
P3: First Pay: 2021-03-15; Registration: 144D/Xsr P;
Pricing Speed
1.40% KML mb 15.00% Mdxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-2 | ICF | 68.550 | 7.61 | Loo | - | - | - | HHH | - | - | Trgkj | XGLR | 44-46 | 40 | 1.97% | 1.981% | 88.64712 |
W-1 | ABF | 96.800 | 8.12 | DI | - | - | - | L1+ | - | - | Euxit | DqvY | 7-10 | 4 | 1.81% | 1.814% | 284.00000 |
S | KCG | 87.700 | 9.21 | C2 | - | - | - | XX+ | - | - | Plkjy | Dhfbf | 110-115 | 100 | 2.41% | 2.426% | 91.85133 |
C | HPE | 27.900 | 5.47 | Spp2 | - | - | - | YY- | - | - | Msiaf | Nvbvx | 130-140 | 120 | 2.60% | 2.621% | 25.17592 |
E | GTY | 26.760 | 3.40 | Eh3 | - | - | - | ZZZ | - | - | Dombb | Vyihr | 90-95 | 85 | 2.27% | 2.281% | 37.96762 |
K-3 | LJT | 47.000 | 6.73 | Yzz | - | - | - | CCC | - | - | Kwhic | Vttuq | 65-70 | 60 | 2.05% | 2.064% | 29.49400 |
V | NBL | 22.930 | 1.32 | Te2 | - | - | - | G- | - | - | Mbihy | Tohco | 225-235 | 210 | 3.49% | 3.521% | 97.99960 |
O | GLC | 47.580 | 5.67 | T2 | - | - | - | LLL- | - | - | Bfqhz | Vvcvf | 350-360 | 325 | 4.62% | 4.671% | 40.15950 |
Tranche Comments
W-1: Registration: 144M/Jmp X;
J-2: Registration: 144A/Jei P;
K-3: Registration: 144W/Guy L;
E: Registration: 144X/Vbp F;
S: Registration: 144P/Fqi N;
C: Registration: 144E/Ylv J;
V: Registration: 144I/Zfa E;
O: Registration: 144E Kjol;
Pricing Speed
1.40% ORP bc 15% Xznn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | FAK | 43.500 | 2.88 | Lz2 | - | - | R (B) | - | - | - | Uoapd | Etwjt | 260-275 | 250 | 4.30% | 4.344% | 22.59905 |
T | UEJ | 69.260 | 9.40 | Pq2 | - | - | OOO | - | - | - | Tpbix | Hhupe | 100m | 95 | 2.78% | 2.800% | 14.85511 |
E | WLZ | 57.100 | 1.95 | K2 | - | - | HHH | - | - | - | Rhbcv | Bebxh | 400l | 380 | 5.57% | 5.644% | 40.83613 |
Z-3 | GPX | 13.200 | 9.66 | Fvv | - | - | KKK | - | - | - | Yizqy | Cdinr | 80u | 80 | 2.67% | 2.691% | 93.94504 |
T | UPD | 71.270 | 6.47 | Ydd2 | - | - | VV (A) | - | - | - | Qtnnm | Seklz | 150-155 | 145 | 3.27% | 3.294% | 31.48877 |
Y | PQH | 75.210 | 8.99 | S2 | - | - | KK (F) | - | - | - | Wtbzy | Cttmz | 125s | 125 | 3.07% | 3.097% | 65.90410 |
I-2 | GGD | 31.000 | 1.85 | Xhh | - | - | KKK | - | - | - | Yyyvv | JLLC | 57-60 | 54 | 2.58% | 2.604% | 52.31663 |
U-1 | AOU | 46.500 | 5.77 | ED | - | - | L-1 G | - | - | - | Srcvn | YfsO | 15-20 | 13 | 2.51% | 2.506% | 571.00000 |
Tranche Comments
Z-3: First Pay: 2019-08-15; Registration: 144C Ohzz;
E: First Pay: 2019-08-15; Registration: 144P Jeqn;
I-2: First Pay: 2019-08-15; Registration: 144F Fzhq;
T: First Pay: 2019-08-15; Registration: 144W Qbgl;
K: First Pay: 2019-08-15; Registration: 144X Txhl;
T: First Pay: 2019-08-15; Registration: 144B Obxx;
U-1: First Pay: 2019-08-15; Registration: 144D Jblu;
Y: First Pay: 2019-08-15; Registration: 144M Uxug;
Pricing Speed
1.40% PUM hg 15% Pytt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | YXX | 29.310 | 5.82 | El3 | - | - | O | - | - | - | Qowzk | Qvhgx | 260-275 | 250 | 5.50% | 5.571% | 19.93426 |
A | TYT | 17.750 | 1.79 | F2 | - | - | WWW | - | - | - | Kglcn | Ujxlv | 360-375 | 350 | 6.48% | 6.571% | 30.74148 |
V-1 | ZBG | 71.000 | 8.12 | K-1 | - | - | Z-1 L | - | - | - | Mkpys | TleJ | 27-30 | 25 | 2.74% | 2.744% | 733.00000 |
H | ULT | 45.850 | 6.64 | R2 | - | - | MM (Y) | - | - | - | Bpgil | Xggpm | 100-105 | 95 | 3.98% | 4.017% | 43.55826 |
X-2 | RRZ | 59.000 | 3.30 | Qcc | - | - | TTT | - | - | - | Igusy | TUEG | 47-50 | 44 | 3.32% | 3.345% | 76.35480 |
K-3 | MLP | 15.280 | 7.89 | Aii | - | - | KKK | - | - | - | Vibii | Orvud | 67-70 | 64 | 3.64% | 3.677% | 60.38239 |
J | OQM | 27.780 | 2.64 | Qss2 | - | - | YY | - | - | - | Qkwvg | Mxybo | 140-150 | 130 | 4.33% | 4.370% | 61.92436 |
W | IEW | 38.660 | 9.53 | Ke2 | - | - | TTT | - | - | - | Qwpsy | Ptler | 80-85 | 77 | 3.80% | 3.832% | 45.12156 |
Tranche Comments
V-1: Registration: 144N Tzwr;
X-2: Registration: 144D Utqc;
K-3: Registration: 144H Hpzl;
W: Registration: 144Z Zpgw;
H: Registration: 144R Zjvw;
J: Registration: 144S Rqjp;
X: Registration: 144H Itly;
A: Registration: 144T Bvlu;
Pricing Speed
1.40% QMA rg 15% Vxbb