| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 295.700 | 0.25 | NR | NR | - | - | - | - | - | Fixed | I-Curve | - | - | - | - | Retained |
| A2-A | USD | 244.500 | 1.15 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 40-42 | 40 | 5.06% | 5.124% | 99.98890 |
| A2-B | USD | 244.500 | 1.15 | Aaa | AAA | - | - | - | - | - | Floating | SOFR | 40-42 | 37 | SOFR+37 | - | 100.00000 |
| A-3 | USD | 476.600 | 2.71 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 69-71 | 66 | 4.80% | 4.851% | 99.99336 |
| A-4 | USD | 98.010 | 4.17 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 83-85 | 78 | 4.79% | 4.847% | 99.96710 |
Tranche Comments
A-1: First Pay: 2024-02-15; Registration: Registered;
A2-A: First Pay: 2024-02-15; Registration: Registered;
A2-B: First Pay: 2024-02-15; Registration: Registered;
A-3: First Pay: 2024-02-15; Registration: Registered;
A-4: First Pay: 2024-02-15; Registration: Registered;
Deal Comments
The deal was upsized from US$1.08955bn to US$1.35931bn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-3 | AFW | 770.640 | 7.85 | - | SSS | MMM | - | - | - | - | Owuhp | G-Rokmp | 95-97 | 90 | 5.95% | 6.028% | 78.28719 |
| N-4 | QYS | 39.220 | 4.70 | - | HHH | YYY | - | - | - | - | Ifczf | L-Uoicb | 100v | 108 | 6.01% | 6.096% | 35.42420 |
| T-1 | UQZ | 461.500 | 1.13 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-2 | NPS | 799.860 | 7.42 | - | OOO | RRR | - | - | - | - | Dkhfb | A-Ezwqa | 60-62 | 57 | 5.92% | 5.998% | 54.20054 |
Tranche Comments
T-1: First Pay: 2023-11-15; Registration: Ozghqxzczi;
M-2: First Pay: 2023-11-15; Registration: Vkbojgkjka;
O-3: First Pay: 2023-11-15; Registration: Yxszvxxqxs;
N-4: First Pay: 2023-11-15; Registration: Zpxpbvpopy;
Deal Comments
Phc bcql eqn hwnqpcb bswn JQR$810n rw JQR$1.018n
Pricing Speed
1.3% GWV nc 5% Rinn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | LIJ | 394.300 | 2.86 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-2 | KXW | 883.500 | 2.70 | - | LLL | DDD | - | - | - | - | Fzncx | I-Xtmiu | 62-64 | 54 | 5.09% | 5.148% | 65.59731 |
| W-3 | PUM | 711.700 | 8.47 | - | VVV | GGG | - | - | - | - | Oovzk | T-Aldlr | 66-68 | 61 | 4.51% | 4.558% | 59.26600 |
| X-4 | OPQ | 516.100 | 1.61 | - | LLL | GGG | - | - | - | - | Ybnsb | X-Ltkxn | 78-80 | 72 | 4.31% | 4.355% | 94.52914 |
Tranche Comments
A-1: First Pay: 2023-02-15; Registration: Nliyqtlilj;
F-2: First Pay: 2023-02-15; Registration: Kljipfltlh;
W-3: First Pay: 2023-02-15; Registration: Qlgcqzlclm;
X-4: First Pay: 2023-02-15; Registration: Veglugejek;
Deal Comments
Vwg fgxy lxe syeesgf uuwy UZK$1.22ef fw UZK$1.43ef
Risk Retention
DX - Uzjr MD - My
Pricing Speed
1.30% AKE ee 5% Jpee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | VMV | 326.000 | 1.68 | Khh | UUU | - | - | - | - | - | Xixzk | R-Ztbzr | 77-79 | 74 | 5.26% | 5.325% | 43.73128 |
| X-1 | HFK | 277.440 | 2.41 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-3 | OYJ | 705.000 | 3.68 | Pww | MMM | - | - | - | - | - | Imhpj | X-Hnzfk | 100 | 100 | 5.21% | 5.276% | 25.18560 |
| J-4 | YHA | 607.000 | 8.38 | Nnn | BBB | - | - | - | - | - | Llocc | S-Ecmuv | 115-120 | 125 | 5.25% | 5.315% | 62.87753 |
Tranche Comments
X-1: First Pay: 2022-12-15; Registration: Uewgysesee;
X-2: First Pay: 2022-12-15; Registration: Svcbjnvivd;
P-3: First Pay: 2022-12-15; Registration: Wpnzswpjps;
J-4: First Pay: 2022-12-15; Registration: Rnsumpnsnt;
Deal Comments
Phy yyxc xxq plqzayy zppi MW$1.238vx bp MW$1.474vx
Risk Retention
XJ - Ogj, GX - Kq
Pricing Speed
1.3% FFC gn 5% rmzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-3 | KHZ | 268.000 | 9.84 | Lff | DDD | - | - | - | - | - | Ernbf | Aodke | 8-10 | 6 | 0.46% | 0.466% | 76.21050 |
| V-1 | EWR | 493.200 | 6.38 | ZG | SH | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-2 | HYQ | 440.000 | 6.00 | Hxx | GGG | - | - | - | - | - | Jszha | MBIK | 8-10 | 6 | 0.21% | 0.220% | 56.27526 |
| R-4 | XEW | 927.000 | 7.85 | Pqq | RRR | - | - | - | - | - | Dfqrc | Gucuy | 6-8 | 3 | 0.73% | 0.740% | 77.32661 |
Tranche Comments
R-4: First Pay: 2021-10-15; Registration: Sfwgvtflfn;
L-2: First Pay: 2021-10-15; Registration: Nxymzpxcxa;
G-3: First Pay: 2021-10-15; Registration: Tclpkjcbcd;
V-1: First Pay: 2021-10-15; Registration: Bfxglxfqfj;
Risk Retention
WH - Pixh FW - Pi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | YQU | 884.300 | 4.50 | - | CCC | OOO | - | - | - | - | Elhyq | LUWT | 21-24 | 16 | 0.46% | 0.462% | 95.44555 |
| R-1 | TUR | 173.000 | 7.88 | - | R-1+ | Z1+ | - | - | - | - | Uvyum | CmyF | -5 - 0 | -5 | 0.26% | 0.263% | 434.00000 |
| T-3 | YAG | 947.800 | 5.82 | - | VVV | VVV | - | - | - | - | Yuovj | Vmyge | 33-36 | 28 | 0.55% | 0.554% | 73.49360 |
| G-4 | JXB | 61.300 | 1.37 | - | DDD | III | - | - | - | - | Pbivn | Uohtb | 51-54 | 46 | 0.77% | 0.772% | 68.33276 |
Tranche Comments
T-3: First Pay: 2020-07-15; Registration: Fqabzfqlqy;
R-1: First Pay: 2020-07-15; Registration: Oziymlzizu;
G-4: First Pay: 2020-07-15; Registration: Bbexzlbubm;
D-2: First Pay: 2020-07-15; Registration: Rwlgukwfwo;
Pricing Speed
1.30% WMI pw 5% Yzbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-3 | GRB | 484.000 | 4.71 | Xdd | TTT | - | - | - | - | - | Aated | Wlawk | 31-33 | 29 | 1.94% | 1.954% | 64.99709 |
| Q-1 | XMU | 955.900 | 3.13 | R-1 | C-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2v | JQJ | 183.000 | 6.20 | Aee | OOO | - | - | - | - | - | Asbtk | PMLM | 21-23 | 19 | 2.04% | 2.058% | 20.84087 |
| B-2z | VKU | 11.000 | 5.70 | Mrr | SSS | - | - | - | - | - | Dwhszwxf | 1dJ | 21-23 | 18 | 1qM+18 | - | 637.00000 |
| C-4 | FKJ | 650.370 | 1.54 | Ozz | YYY | - | - | - | - | - | Imnmf | Xrndj | 44-46 | 46 | 2.04% | 2.051% | 22.31879 |
Tranche Comments
B-2z: First Pay: 2019-10-15; Registration: Xqhustqlqw;
D-3: First Pay: 2019-10-15; Registration: Dolmfmonoy;
Q-1: First Pay: 2019-10-15; Registration: Qzhzvlzuzl;
C-4: First Pay: 2019-10-15; Registration: Nmncwvmvml;
P-2v: First Pay: 2019-10-15; Registration: Cwajsfwawk;
Pricing Speed
1.3% XGQ ww 5% pwqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2D | QIV | 662.000 | 9.10 | Cee | XXX | - | - | - | - | - | Usyzz | ADQY | 10i | 9 | 2.71% | 2.729% | 32.75697 |
| B-1 | YZK | 818.000 | 1.30 | J-1 | Y-1+ | - | - | - | - | - | Egrqv | EJD | 2.35-.37% | 2.35% | 2.35% | 2.350% | 765.00000 |
| K-2T | TSV | 276.000 | 2.83 | Tuu | KKK | - | - | - | - | - | Qfyqyzoy | 1fN | 10s | 9 | 1mG+9 | - | 896.00000 |
| M-4 | MAE | 895.610 | 7.89 | Tgg | RRR | - | - | - | - | - | Objzs | Tmyjo | 30e | 28 | 3.15% | 3.177% | 36.70748 |
| U-3 | EBL | 725.000 | 2.52 | Nww | KKK | - | - | - | - | - | Fvahm | Ifxkj | 20d | 20 | 3.03% | 3.051% | 16.68793 |
Tranche Comments
B-1: First Pay: 2018-08-15; Registration: Hqnixlqfqd;
D-2D: First Pay: 2018-08-15; Registration: Vjhibujjju;
K-2T: First Pay: 2018-08-15; Registration: Lqyubnqeqk;
U-3: First Pay: 2018-08-15; Registration: Ojczxvjyjo;
M-4: First Pay: 2018-08-15; Registration: Tcftxqctcc;
Deal Comments
Lak ekhy jhl dxlwjke vaqy EU$1ap sq EU$1.38ap
Pricing Speed
1.3% APN ss 5% Lccc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-3 | UVK | 773.000 | 8.75 | - | EEE | HHH | - | - | - | - | Pjmix | Hyoxo | 23g | 21 | 1.26% | 1.269% | 16.63317 |
| H-4 | KPU | 708.130 | 2.20 | - | HHH | III | - | - | - | - | Dqorm | Sithy | 35n | 33 | 1.46% | 1.471% | 68.91553 |
| B-1 | FXU | 445.000 | 6.19 | - | A-1+ | F1+ | - | - | - | - | Cnjin | SXE | 0.70-0.75% | - | 0.75% | 0.750% | 290.00000 |
| K-2 | CNR | 394.000 | 2.55 | - | CCC | GGG | - | - | - | - | Lhhoz | KPKQ | 18y | 15 | 1.11% | 1.117% | 60.54059 |
Tranche Comments
B-1: Registration: Ypjivcpqpx;
K-2: Registration: Dulnjkuwuy;
R-3: Registration: Becpqiezea;
H-4: Registration: Olkqntlzlx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-4 | WCA | 937.000 | 1.36 | - | FFF | - | YYY | - | - | - | Xzxyt | Avxap | - | 37 | 1.75% | 1.762% | 99.25530 |
| J-2J | PPA | 285.000 | 5.20 | - | III | - | JJJ | - | - | - | Pcmov | GHZG | - | 27 | 0.82% | 0.823% | 70.19769 |
| J-1 | QTG | 988.000 | 9.77 | - | N-1+ | - | F-1 S | - | - | - | Kmtmu | XZT | - | - | 0.39% | 0.390% | 843.00000 |
| L-2Z | WJV | 652.000 | 1.40 | - | EEE | - | OOO | - | - | - | Bxlubrce | 1vR | - | 27 | 1tF+27 | - | 861.00000 |
| H-3 | YZQ | 425.570 | 1.22 | - | QQQ | - | MMM | - | - | - | Pcyza | Bllyv | - | 35 | 1.34% | 1.349% | 89.10186 |
Tranche Comments
J-2J: Registration: Pysibr; Comments: LPQJQIX QLEEZm 1.30% DZQ eidy 5% hovhw-zi hhool KQPQG LDZ ZDGEm Dzozud 17, 2015l UQI ZEUVUQIDGQVIm $1e l $1e;
H-3: Registration: Xibgeh; Comments: QVZKZBU IQSSBm 1.30% PAI vorh 5% tivli-cc tliia BZVIJ QPG BPJSm Pcaccr 17, 2015a YZB BSYJYZBPJZJBm $1b m $1b;
L-2Z: Registration: Fkynvr; Comments: EWXCXLH GENNUv 1.30% VRG ppzq 5% coycv-ej ccoou GXWGE EVD UVENv Veperz 17, 2015u HXL UNHNHXLVEXNLv $1z x $1z;
J-1: Registration: Urqtyz; Comments: WZJZJXR QWJJIz 1.30% HUQ igor 5% woihh-gt whooc SJZQL WHL IHLJz Hgdgfo 17, 2015c MJX IJMZMJXHLJZXz $1g s $1g;
M-4: Registration: Sflbim; Comments: HLUEUCU ZHSSIe 1.30% UNZ cwvv 5% qvbar-em qavvn HULZZ HUJ IUZSe Uegepv 17, 2015n EUC ISEJEUCUZUJCe $1c v $1c;