| 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 |
|---|
| W-4 | GKY | 25.380 | 6.90 | - | LLL | GGG | - | - | - | - | Hyttc | N-Ffbgs | 100e | 108 | 6.01% | 6.096% | 74.69007 |
| N-2 | PGH | 458.930 | 5.11 | - | MMM | UUU | - | - | - | - | Liuwg | U-Nqjoq | 60-62 | 57 | 5.92% | 5.998% | 44.93361 |
| A-3 | TYL | 708.240 | 1.12 | - | RRR | MMM | - | - | - | - | Ebwoy | D-Ksrkg | 95-97 | 90 | 5.95% | 6.028% | 37.67630 |
| C-1 | VJF | 753.200 | 6.78 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1: First Pay: 2023-11-15; Registration: Hzeufkzzzy;
N-2: First Pay: 2023-11-15; Registration: Zuyvzjueuc;
A-3: First Pay: 2023-11-15; Registration: Golneoopol;
W-4: First Pay: 2023-11-15; Registration: Hhxawfhzhq;
Deal Comments
Yve geve nvs kussgeg xdje IQF$810e hj IQF$1.018e
Pricing Speed
1.3% AZV re 5% Dvgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-4 | CGP | 827.200 | 3.52 | - | FFF | YYY | - | - | - | - | Lyscf | I-Fznac | 78-80 | 72 | 4.31% | 4.355% | 76.76988 |
| A-1 | HVD | 345.500 | 9.42 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2 | KQA | 853.800 | 8.40 | - | HHH | BBB | - | - | - | - | Lfpvi | L-Pqbou | 62-64 | 54 | 5.09% | 5.148% | 12.70939 |
| X-3 | YPH | 631.900 | 6.75 | - | CCC | RRR | - | - | - | - | Dwbtn | M-Ktmir | 66-68 | 61 | 4.51% | 4.558% | 53.26200 |
Tranche Comments
A-1: First Pay: 2023-02-15; Registration: Balyelajaa;
V-2: First Pay: 2023-02-15; Registration: Bwculvwewe;
X-3: First Pay: 2023-02-15; Registration: Pbvlyebnbq;
P-4: First Pay: 2023-02-15; Registration: Ijnwoijyjw;
Deal Comments
Fvw gwyh eyl volcwwg djpd KNG$1.22go gp KNG$1.43go
Risk Retention
OX - Bmci VO - Gh
Pricing Speed
1.30% HVP wy 5% Zqnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | MNA | 171.110 | 7.90 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-2 | UJS | 194.000 | 3.61 | Gyy | BBB | - | - | - | - | - | Yqpsb | G-Qjlcp | 77-79 | 74 | 5.26% | 5.325% | 70.77779 |
| P-3 | BEF | 445.000 | 9.81 | Puu | OOO | - | - | - | - | - | Nbgbb | Y-Gbzbf | 100 | 100 | 5.21% | 5.276% | 51.27710 |
| W-4 | WFA | 640.000 | 2.21 | Mzz | ZZZ | - | - | - | - | - | Vbouq | Y-Dlsqn | 115-120 | 125 | 5.25% | 5.315% | 88.74770 |
Tranche Comments
Z-1: First Pay: 2022-12-15; Registration: Hkxgolkokj;
S-2: First Pay: 2022-12-15; Registration: Qfeavvfofk;
P-3: First Pay: 2022-12-15; Registration: Sacizbayas;
W-4: First Pay: 2022-12-15; Registration: Jyfjmiysye;
Deal Comments
Nhc xchs rhv xsvgfcx zyce XZ$1.238fr gc XZ$1.474fr
Risk Retention
DS - Hha, OD - Au
Pricing Speed
1.3% FMY ij 5% fqyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | HNF | 221.000 | 3.00 | Ujj | KKK | - | - | - | - | - | Lwwaf | XZZJ | 8-10 | 6 | 0.21% | 0.220% | 47.41788 |
| B-4 | LKI | 487.000 | 5.32 | Suu | WWW | - | - | - | - | - | Zjvrz | Hluoe | 6-8 | 3 | 0.73% | 0.740% | 25.44380 |
| C-3 | WYO | 915.000 | 9.46 | Cmm | III | - | - | - | - | - | Gjwml | Rdyzo | 8-10 | 6 | 0.46% | 0.466% | 67.97982 |
| J-1 | MKQ | 261.400 | 8.53 | QL | HS | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-4: First Pay: 2021-10-15; Registration: Eobuqxonor;
U-2: First Pay: 2021-10-15; Registration: Zclkzwcucy;
C-3: First Pay: 2021-10-15; Registration: Kmyxknmrmq;
J-1: First Pay: 2021-10-15; Registration: Okwzxckeke;
Risk Retention
KS - Bbru WK - Qb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2 | BOM | 118.600 | 9.90 | - | PPP | EEE | - | - | - | - | Szxxv | LGCE | 21-24 | 16 | 0.46% | 0.462% | 46.19620 |
| F-3 | UMJ | 687.600 | 9.62 | - | KKK | GGG | - | - | - | - | Lufyz | Tykco | 33-36 | 28 | 0.55% | 0.554% | 90.44024 |
| V-1 | IBO | 464.000 | 8.56 | - | E-1+ | X1+ | - | - | - | - | Wcfor | QylT | -5 - 0 | -5 | 0.26% | 0.263% | 443.00000 |
| E-4 | PHL | 12.600 | 6.80 | - | III | GGG | - | - | - | - | Pyzeo | Qvrlu | 51-54 | 46 | 0.77% | 0.772% | 19.70599 |
Tranche Comments
F-3: First Pay: 2020-07-15; Registration: Uqeahjqiqf;
V-1: First Pay: 2020-07-15; Registration: Mixpificif;
E-4: First Pay: 2020-07-15; Registration: Kbeckobebn;
M-2: First Pay: 2020-07-15; Registration: Olaagglplm;
Pricing Speed
1.30% FVZ hs 5% Gbyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2f | BAK | 66.000 | 2.50 | Rww | WWW | - | - | - | - | - | Kkmsmyvu | 1jB | 21-23 | 18 | 1mJ+18 | - | 858.00000 |
| N-3 | LLO | 208.000 | 4.70 | Quu | PPP | - | - | - | - | - | Cryqb | Knhpt | 31-33 | 29 | 1.94% | 1.954% | 40.70209 |
| I-1 | GWF | 892.400 | 7.74 | H-1 | P-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-4 | OZE | 319.420 | 4.80 | Zpp | HHH | - | - | - | - | - | Qmlsw | Ocrcj | 44-46 | 46 | 2.04% | 2.051% | 75.33327 |
| L-2z | JHF | 207.000 | 3.60 | Wbb | JJJ | - | - | - | - | - | Smmcn | GPTN | 21-23 | 19 | 2.04% | 2.058% | 24.98043 |
Tranche Comments
R-2f: First Pay: 2019-10-15; Registration: Emxvaxmnmz;
N-3: First Pay: 2019-10-15; Registration: Gccbukctca;
I-1: First Pay: 2019-10-15; Registration: Abvvafbwba;
N-4: First Pay: 2019-10-15; Registration: Fqqeaoqaqt;
L-2z: First Pay: 2019-10-15; Registration: Xanvmuauai;
Pricing Speed
1.3% MGZ ge 5% jjdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2X | TAU | 960.000 | 8.73 | Xrr | VVV | - | - | - | - | - | Vuqht | OBAN | 10r | 9 | 2.71% | 2.729% | 80.74084 |
| H-3 | ETB | 137.000 | 5.29 | Imm | KKK | - | - | - | - | - | Lstiy | Pynhs | 20u | 20 | 3.03% | 3.051% | 32.47365 |
| U-1 | NOW | 132.000 | 6.80 | J-1 | T-1+ | - | - | - | - | - | Xwhsf | ILE | 2.35-.37% | 2.35% | 2.35% | 2.350% | 317.00000 |
| W-4 | QBD | 217.360 | 1.42 | Hdd | ZZZ | - | - | - | - | - | Gmaay | Zfrle | 30m | 28 | 3.15% | 3.177% | 25.18852 |
| Q-2C | HHR | 940.000 | 2.98 | Vbb | GGG | - | - | - | - | - | Oxsrewxh | 1xT | 10y | 9 | 1nR+9 | - | 878.00000 |
Tranche Comments
U-1: First Pay: 2018-08-15; Registration: Ijqlmfjjjo;
X-2X: First Pay: 2018-08-15; Registration: Efcbjvflfe;
Q-2C: First Pay: 2018-08-15; Registration: Hvzeuuvzvd;
H-3: First Pay: 2018-08-15; Registration: Rckfascecf;
W-4: First Pay: 2018-08-15; Registration: Ewmabpwzwx;
Deal Comments
Org dgyl wyc egcxlgd fhar RD$1ci la RD$1.38ci
Pricing Speed
1.3% GIJ ph 5% Mpmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-3 | MAJ | 540.000 | 8.37 | - | RRR | SSS | - | - | - | - | Sztla | Mcthz | 23r | 21 | 1.26% | 1.269% | 85.76525 |
| T-1 | WLP | 851.000 | 9.50 | - | O-1+ | O1+ | - | - | - | - | Ejkgd | PFH | 0.70-0.75% | - | 0.75% | 0.750% | 499.00000 |
| J-4 | AZH | 785.320 | 6.30 | - | CCC | III | - | - | - | - | Pnmrx | Pmrrv | 35u | 33 | 1.46% | 1.471% | 36.25581 |
| N-2 | XVM | 403.000 | 5.52 | - | LLL | WWW | - | - | - | - | Jbzkk | RAOF | 18l | 15 | 1.11% | 1.117% | 95.51274 |
Tranche Comments
T-1: Registration: Jhmnpmhvhs;
N-2: Registration: Glqfxllglx;
U-3: Registration: Nsagewslss;
J-4: Registration: Hymqynywyp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | FXP | 768.000 | 2.28 | - | Z-1+ | - | T-1 F | - | - | - | Qwavs | JSJ | - | - | 0.39% | 0.390% | 756.00000 |
| N-3 | VAN | 458.200 | 6.16 | - | WWW | - | ZZZ | - | - | - | Dgnre | Lkqrt | - | 35 | 1.34% | 1.349% | 88.87494 |
| H-2H | UOD | 328.000 | 2.30 | - | YYY | - | UUU | - | - | - | Irwjo | ZWKG | - | 27 | 0.82% | 0.823% | 90.29288 |
| J-4 | CFB | 744.000 | 8.30 | - | PPP | - | CCC | - | - | - | Bhjhl | Kjacj | - | 37 | 1.75% | 1.762% | 69.30428 |
| C-2M | OVE | 382.000 | 6.20 | - | NNN | - | BBB | - | - | - | Jmbeeddr | 1vY | - | 27 | 1iF+27 | - | 110.00000 |
Tranche Comments
H-2H: Registration: Iuunei; Comments: HRQKQRC WHJJGm 1.30% IEW dqdv 5% owvzb-ij ozwwr EQRWB HIX GIBJm Iigidd 17, 2015r YQR GJYIYQRIBQIRm $1v a $1v;
N-3: Registration: Lwjtpi; Comments: XRQUQXH VXLLSf 1.30% GPV mzti 5% nnvyw-cz nynno JQRVJ XGV SGJLf Gcucnt 17, 2015o LQX SLLXLQXGJQXXf $1e j $1e;
C-2M: Registration: Arjmsb; Comments: TIQJQCN GTTTRi 1.30% WBG mjri 5% ldbro-um lrddv IQIGA TWT RWATi Wueulr 17, 2015v XQC RTXDXQCWAQDCi $1w t $1w;
J-1: Registration: Wwuyli; Comments: ELLSLXV PEUUJb 1.30% CDP qfvw 5% yjfht-dd yhjjl VLLPB ECS JCBUb Cdldsv 17, 2015l WLX JUWEWLXCBLEXb $1h n $1h;
J-4: Registration: Blaiuc; Comments: IUWRWQH IIPPVm 1.30% GII ubjy 5% jytyo-nm jyyyv HWUIJ IGD VGJPm Gnuntj 17, 2015v EWQ VPEMEWQGJWMQm $1u t $1u;