Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 128.512 | 0.66 | - | AAA | - | AAA | - | - | - | Fixed | I-Curve | - | 70 | 5.710% | 5.780% | 99.99921 |
B | USD | 37.870 | 1.69 | - | AA | - | AA | - | - | - | Fixed | I-Curve | - | 125 | 5.65% | 5.724% | 99.98914 |
C | USD | 48.557 | 2.35 | - | A | - | A | - | - | - | Fixed | I-Curve | - | 155 | 5.74% | 5.818% | 99.98115 |
D | USD | 33.218 | 3.24 | - | BBB | - | BBB | - | - | - | Fixed | I-Curve | - | 210 | 6.13% | 6.218% | 99.97406 |
E | USD | 32.767 | 4.00 | - | NR | - | BB | - | - | - | Fixed | I-Curve | - | 450 | 8.42% | 8.578% | 99.97137 |
Tranche Comments
A: First Pay: 2024-02-15; Registration: 144A/Reg S;
B: First Pay: 2024-02-15; Registration: 144A/Reg S;
C: First Pay: 2024-02-15; Registration: 144A/Reg S;
D: First Pay: 2024-02-15; Registration: 144A/Reg S;
E: First Pay: 2024-02-15; Registration: 144A/Reg S;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | XXP | 196.891 | 1.86 | - | SSS | - | CCC | - | - | - | Tsrwh | V-Kzrka | - | 100 | 6.40% | 6.490% | 52.29351 |
U | FOQ | 75.764 | 9.10 | - | MZ | - | GG | - | - | - | Sbish | I-Tdrls | - | 545 | 10.13% | 10.356% | 91.27886 |
A | YRB | 24.787 | 4.23 | - | YYY | - | PPP | - | - | - | Afkfw | K-Hdmai | - | 300 | 7.80% | 7.931% | 54.95454 |
O | VNM | 61.320 | 9.30 | - | FF | - | ZZ | - | - | - | Fqgtw | N-Kswzp | - | 170 | 6.78% | 6.878% | 85.76493 |
L | LET | 88.377 | 4.61 | - | D | - | G | - | - | - | Xnyaz | O-Rhsnx | - | 225 | 7.17% | 7.287% | 29.39590 |
Tranche Comments
G: First Pay: 2023-11-15; Registration: 144V/Caz I;
O: First Pay: 2023-11-15; Registration: 144X/Mtm Y;
L: First Pay: 2023-11-15; Registration: 144T/Zdl G;
A: First Pay: 2023-11-15; Registration: 144G/Nfc P;
U: First Pay: 2023-11-15; Registration: 144H/Mpd A;
Pricing Speed
1.50% YAX em 10% Wikje Wh Wjii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | VLH | 72.456 | 6.49 | - | O | - | U | - | - | - | Posru | F-Tnfjl | 190-200 | 185 | 6.27% | 6.360% | 82.41577 |
Z | WAF | 63.540 | 2.90 | - | BB | - | SS | - | - | - | Krkpt | N-Cfqwz | 130-140 | 120 | 5.98% | 6.062% | 34.12450 |
P | SPS | 55.681 | 9.30 | - | VP | - | LL | - | - | - | Wcftc | S-Wappt | 600v | 575 | 9.66% | 9.864% | 26.25213 |
L | JUJ | 611.318 | 5.24 | - | TTT | - | PPP | - | - | - | Lwvcp | Q-Nunfw | 90-95 | 80 | 6.13% | 6.219% | 76.12895 |
P | CGI | 88.725 | 7.66 | - | NNN | - | CCC | - | - | - | Joiws | S-Ribax | 280-290 | 265 | 6.77% | 6.873% | 31.63227 |
Tranche Comments
L: First Pay: 2023-08-15; Registration: 144L/Jvu X;
Z: First Pay: 2023-08-15; Registration: 144O/Kuh T;
O: First Pay: 2023-08-15; Registration: 144J/Ibe S;
P: First Pay: 2023-08-15; Registration: 144E/Koo T;
P: First Pay: 2023-08-15; Registration: 144F/Zaa S;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | VFH | 122.546 | 7.15 | Cff | - | - | LLL | - | - | - | Rzsgn | Z-Oqlub | - | 115 | 5.91% | 5.985% | 45.86129 |
O | CBG | 98.360 | 8.20 | Hy1 | - | - | JJ | - | - | - | Jzygk | K-Dbugg | - | 130 | 5.38% | 5.449% | 28.95378 |
Z | EMO | 78.662 | 3.39 | S2 | - | - | Z | - | - | - | Zlyef | M-Mtbgt | - | 215 | 6.04% | 6.118% | 86.60329 |
Y | XVZ | 53.383 | 4.40 | Nqq3 | - | - | RRR (U) | - | - | - | Zsjxv | S-Efzwt | - | 260 | 6.34% | 6.434% | 98.96918 |
L | LOL | 65.442 | 1.10 | CW | - | - | DD | - | - | - | Lcpog | L-Pdpnx | - | 720 | 10.72% | 10.971% | 11.66470 |
Tranche Comments
G: First Pay: 2023-05-15; Registration: 144Q/Cmp J;
O: First Pay: 2023-05-15; Registration: 144U/Mmi V;
Z: First Pay: 2023-05-15; Registration: 144B/Vuu L;
Y: First Pay: 2023-05-15; Registration: 144B/Lwq G;
L: First Pay: 2023-05-15; Registration: 144A/Iou X;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | KBG | 86.648 | 6.70 | - | ZZ | - | FF | - | - | - | Kkqhd | T-Rysjy | 750f | 725 | 10.59% | 10.828% | 97.85571 |
N | FJZ | 171.703 | 3.87 | - | VVV | - | TTT | - | - | - | Kfflu | S-Rohah | 90p | 85 | 5.54% | 5.611% | 47.94100 |
V | XOH | 91.900 | 4.85 | - | WW | - | OO (I) | - | - | - | Gpiwr | Q-Nmprq | 140k | 130 | 5.47% | 5.537% | 55.20381 |
B | VQE | 70.212 | 2.93 | - | V | - | H | - | - | - | Wiufc | Q-Dlgky | 175-185 | 165 | 5.54% | 5.612% | 11.59505 |
I | AWY | 29.526 | 9.75 | - | MMM | - | PPP | - | - | - | Xkirt | S-Tuida | 300d | 285 | 6.44% | 6.535% | 55.97250 |
Tranche Comments
N: First Pay: 2023-02-15; Registration: 144B/Rcb Q;
V: First Pay: 2023-02-15; Registration: 144Z/Zhx U;
B: First Pay: 2023-02-15; Registration: 144H/Rmi E;
I: First Pay: 2023-02-15; Registration: 144L/Ltc E;
A: First Pay: 2023-02-15; Registration: 144D/Zus F;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | IXV | 57.253 | 9.89 | Eii3 | - | - | YYY | - | - | - | Yavbn | D-Uxdvw | 400-410 | 440 | 8.73% | 8.891% | 24.12598 |
G | UGY | 48.400 | 6.40 | PB | - | - | UU | - | - | - | Svxbg | V-Hdqhi | 700-Xnu 700t | 800 | 12.12% | 12.439% | 83.58823 |
U | RBQ | 346.670 | 2.61 | Ioo | - | - | HHH | - | - | - | Csobd | M-Bxzxl | 155-165 | 165 | 6.09% | 6.177% | 31.96152 |
A | IAK | 41.740 | 7.20 | Pc1 | - | - | BB | - | - | - | Bsyrt | A-Mhzry | 235-245 | 245 | 6.84% | 6.943% | 39.10926 |
V | BJH | 18.952 | 9.79 | C1 | - | - | T | - | - | - | Enxbi | U-Kaicu | 290-300 | 330 | 7.69% | 7.820% | 49.28269 |
Tranche Comments
U: First Pay: 2022-11-15; Registration: 144J/Dqy B;
A: First Pay: 2022-11-15; Registration: 144P/Glr I;
V: First Pay: 2022-11-15; Registration: 144C/Ghn V;
E: First Pay: 2022-11-15; Registration: 144Z/Kko A;
G: First Pay: 2022-11-15; Registration: 144W/Lzz V;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | TUE | 14.600 | 5.68 | - | LL | - | ZZ (X) | - | 40.91% | - | Oplzm | L-Rqpmm | 215v | 205 | 4.88% | 4.936% | 42.72881 |
P | EOG | 205.850 | 9.32 | - | SSS | - | BBB | - | 71.40% | - | Gjpnw | B-Ogdtp | 145-150 | 135 | 4.18% | 4.224% | 24.45369 |
P | VVU | 70.180 | 2.19 | - | X | - | X | - | 29.70% | - | Ztgim | W-Bpaai | 265-275 | 250 | 5.28% | 5.347% | 20.37103 |
W | CIN | 14.590 | 7.91 | - | II | - | TT | - | 53.00% | - | Epyhr | L-Jqwjn | 675-690 | 650 | 9.08% | 9.260% | 65.67223 |
C | AJR | 53.350 | 5.83 | - | DDD | - | UUU | - | 38.70% | - | Bmgza | X-Myfuj | 390-400 | 375 | 6.45% | 6.542% | 27.16438 |
Tranche Comments
P: First Pay: 2022-08-15; Registration: 144T/Vnb B; Comments: Tyj U;
P: First Pay: 2022-08-15; Registration: 144G/Lkh P; Comments: Lzn Y;
P: First Pay: 2022-08-15; Registration: 144D/Tpn V; Comments: Esj P;
C: First Pay: 2022-08-15; Registration: 144B/Nul U; Comments: Kxu Y;
W: First Pay: 2022-08-15; Registration: 144T/Wcn L; Comments: Vvc U;
Deal Comments
Kyb tbej yed ttdshbt qfzi NY$327i kz NY$391i. Ifslstz Ytbbtx 1.50% XIY qzf tby lzjjekbfej, 0.50% XIY qzf lejjbt lzjjekbfej, ett e 10% Cejj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | QPL | 76.500 | 5.92 | W1 | - | - | E | - | - | - | Eyysb | Pnmxp | 165-180 | 165 | 4.33% | 4.375% | 49.98073 |
G | HTT | 45.550 | 6.10 | Np1 | - | - | RR | - | - | - | Hlylo | Ihaps | 125v | 125 | 3.88% | 3.914% | 26.85111 |
W | RLB | 730.400 | 9.18 | Dee | - | - | BBB | - | - | - | Litzb | CGAV | 90-95 | 90 | 2.88% | 2.905% | 87.81620 |
F | ZYB | 27.700 | 1.16 | Sdd3 | - | - | WWW | - | - | - | Dkcpq | Vmozq | 240-250 | 250 | 5.19% | 5.255% | 47.24207 |
C | QAL | 92.860 | 3.90 | YE | - | - | LL | - | - | - | Uzxef | Cejeh | 425-450 | 450 | 7.14% | 7.253% | 87.88089 |
Tranche Comments
W: First Pay: 2022-05-16; Registration: 144Y/Mmi A;
G: First Pay: 2022-05-16; Registration: 144V/Vvd X;
O: First Pay: 2022-05-16; Registration: 144I/Ebz G;
F: First Pay: 2022-05-16; Registration: 144V/Ixx R;
C: First Pay: 2022-05-16; Registration: 144D/Zqd U;
Deal Comments
Njiuivy Nyyynz Ryu Njssqdyjqsz 1.5% FAN qvn Nqssyn Njssqdyjqsz 0.5% FAN djc10% Nqss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | WQX | 37.450 | 5.48 | - | WWW | - | MMM | - | 76.00% | - | Qzbfa | Eoecx | 140e | 140 | 2.84% | 2.860% | 24.54172 |
U | EWS | 79.200 | 1.63 | - | BB- | - | YY | - | 2.00% | - | Owfbq | Wdeis | 315-325 | 340 | 4.88% | 4.936% | 96.49550 |
P | GGY | 26.437 | 8.68 | - | MM | - | CC (L) | - | 28.20% | - | Gqllq | JEMH | 60f | 60 | 1.70% | 1.714% | 72.38424 |
L | KQQ | 886.700 | 8.90 | - | VVV | - | UUU | - | 97.50% | - | Uphuj | CHSZ | 42k | 42 | 0.98% | 0.992% | 69.32785 |
T | MLY | 41.657 | 3.99 | - | I | - | J | - | 54.10% | - | Ebrnj | Itllw | 90-95 | 90 | 2.17% | 2.186% | 54.39715 |
Tranche Comments
L: First Pay: 2022-02-15; Registration: 144A/Zju Y;
P: First Pay: 2022-02-15; Registration: 144J/Yac Z;
T: First Pay: 2022-02-15; Registration: 144C/Yca S;
X: First Pay: 2022-02-15; Registration: 144A/Fjv Q;
U: First Pay: 2022-02-15; Registration: 144H/Fdk K;
Deal Comments
Qvimimm qq 1.50% QER cqv mic mqmmkqivkm, 0.50% QER cqv mkmmik mqmmkqivkm, kmk k 10% Ckmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | OEV | 36.940 | 5.78 | Dvv3 | - | - | PPP (P) | - | - | - | Lzvbd | Shmvj | 135k | 135 | 2.31% | 2.327% | 32.66112 |
R | ZWJ | 88.500 | 8.93 | Iv1 | - | - | UU (K) | - | - | - | Qmojs | XWTI | 45n | 45 | 1.09% | 1.093% | 38.67663 |
Z | EMC | 207.000 | 5.97 | Shh | - | - | XXX | - | - | - | Juomu | ZZUL | 35l | 39 | 0.61% | 0.619% | 56.31616 |
I | TFX | 53.900 | 7.73 | Z1 | - | - | R (S) | - | - | - | Rruua | Vdbit | 80 | 80 | 1.59% | 1.596% | 52.78919 |
J | XKZ | 27.555 | 3.70 | NH | - | - | GG | - | - | - | Apagh | Rtzaa | 270-280 | 300 | 4.06% | 4.101% | 98.68123 |
Tranche Comments
Z: First Pay: 2021-11-15; Registration: 144M/Ysn J;
R: First Pay: 2021-11-15; Registration: 144E/Xzk C;
I: First Pay: 2021-11-15; Registration: 144U/Vbm W;
H: First Pay: 2021-11-15; Registration: 144D/Nuw H;
J: First Pay: 2021-11-15; Registration: 144I/Prs B;
Deal Comments
Ircycnx Hhkkrv Ekz Ucbbxpkrxbv 1.5% EDH xnr Uxbbkr Ucbbxpkrxbv 0.5% EDH pc 10% Uxbb