| 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-2 | BZQ | 248.150 | 6.53 | - | ZZZ | OOO | - | - | - | - | Owqrn | F-Cdbds | 60-62 | 57 | 5.92% | 5.998% | 76.66125 |
| D-4 | KKR | 67.530 | 9.90 | - | RRR | HHH | - | - | - | - | Rvpoa | F-Phhae | 100s | 108 | 6.01% | 6.096% | 28.50141 |
| H-3 | LJI | 320.600 | 1.18 | - | BBB | MMM | - | - | - | - | Sqtow | M-Oycwg | 95-97 | 90 | 5.95% | 6.028% | 67.74870 |
| Q-1 | UIB | 674.800 | 5.80 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1: First Pay: 2023-11-15; Registration: Qebwpqezew;
W-2: First Pay: 2023-11-15; Registration: Kcjlfncmcz;
H-3: First Pay: 2023-11-15; Registration: Gxlgcqxoxe;
D-4: First Pay: 2023-11-15; Registration: Wuhumjunud;
Deal Comments
Qny gypa bpx cvxukyg pwrz MCY$810z jr MCY$1.018z
Pricing Speed
1.3% DKK zc 5% Dwpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | QBJ | 187.400 | 7.63 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2 | UYT | 825.700 | 6.40 | - | MMM | KKK | - | - | - | - | Myljc | E-Bbyqy | 62-64 | 54 | 5.09% | 5.148% | 16.95179 |
| B-4 | OOC | 875.400 | 8.96 | - | TTT | OOO | - | - | - | - | Bgvuc | L-Ipffa | 78-80 | 72 | 4.31% | 4.355% | 43.87605 |
| G-3 | WIF | 111.400 | 6.25 | - | KKK | FFF | - | - | - | - | Syoaj | T-Qpfto | 66-68 | 61 | 4.51% | 4.558% | 97.75800 |
Tranche Comments
O-1: First Pay: 2023-02-15; Registration: Gjcufbjajo;
E-2: First Pay: 2023-02-15; Registration: Iwlcugwowp;
G-3: First Pay: 2023-02-15; Registration: Tkoajmknkq;
B-4: First Pay: 2023-02-15; Registration: Vzxzvcznzy;
Deal Comments
Lcs essq gsw wkwslse vssj ZGE$1.22zs zs ZGE$1.43zs
Risk Retention
FO - Pwup BF - Yc
Pricing Speed
1.30% ANZ mo 5% Rsdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-3 | PTX | 489.000 | 7.84 | Ipp | PPP | - | - | - | - | - | Yunfk | D-Xshph | 100 | 100 | 5.21% | 5.276% | 95.41775 |
| Q-1 | LPN | 241.940 | 3.17 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-2 | CIB | 622.000 | 9.90 | Bpp | BBB | - | - | - | - | - | Jmiaq | F-Eizbl | 77-79 | 74 | 5.26% | 5.325% | 71.23085 |
| Q-4 | KCU | 888.000 | 5.66 | Vhh | SSS | - | - | - | - | - | Ucvyo | W-Vcqzk | 115-120 | 125 | 5.25% | 5.315% | 58.87607 |
Tranche Comments
Q-1: First Pay: 2022-12-15; Registration: Svbvupvnvk;
N-2: First Pay: 2022-12-15; Registration: Hookbkofoc;
D-3: First Pay: 2022-12-15; Registration: Revwixegen;
Q-4: First Pay: 2022-12-15; Registration: Iqqipwqmqd;
Deal Comments
Npg lgaq uag jdgklgl eipf QH$1.238lu ap QH$1.474lu
Risk Retention
ZS - Tju, VZ - Nc
Pricing Speed
1.3% POW tv 5% opii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | FIA | 543.900 | 1.53 | ST | GV | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-3 | EUR | 744.000 | 1.54 | Eyy | WWW | - | - | - | - | - | Acnau | Rhgnz | 8-10 | 6 | 0.46% | 0.466% | 34.57335 |
| V-4 | EBI | 288.000 | 9.62 | Cbb | AAA | - | - | - | - | - | Bwwfq | Lcxoi | 6-8 | 3 | 0.73% | 0.740% | 84.87597 |
| W-2 | VZR | 134.000 | 4.00 | Jqq | JJJ | - | - | - | - | - | Ofwln | ILOB | 8-10 | 6 | 0.21% | 0.220% | 33.39799 |
Tranche Comments
Q-1: First Pay: 2021-10-15; Registration: Svvhjwvzvp;
W-2: First Pay: 2021-10-15; Registration: Dqozjnqrqt;
L-3: First Pay: 2021-10-15; Registration: Dzjaynzmzi;
V-4: First Pay: 2021-10-15; Registration: Pwvvhfwaws;
Risk Retention
ZR - Umfw AZ - Bn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-3 | BFR | 419.400 | 1.43 | - | WWW | AAA | - | - | - | - | Kczpu | Nelpn | 33-36 | 28 | 0.55% | 0.554% | 88.10770 |
| Y-1 | UVI | 100.000 | 7.10 | - | X-1+ | W1+ | - | - | - | - | Urtiq | SerU | -5 - 0 | -5 | 0.26% | 0.263% | 819.00000 |
| J-4 | WTD | 82.400 | 9.45 | - | III | III | - | - | - | - | Hmzhi | Bbvcr | 51-54 | 46 | 0.77% | 0.772% | 82.52127 |
| U-2 | BRE | 357.600 | 8.10 | - | YYY | RRR | - | - | - | - | Pqfoe | NWWZ | 21-24 | 16 | 0.46% | 0.462% | 16.19766 |
Tranche Comments
Y-1: First Pay: 2020-07-15; Registration: Evzgwfvbvc;
U-2: First Pay: 2020-07-15; Registration: Yyuwyuyxyz;
D-3: First Pay: 2020-07-15; Registration: Xajixfayab;
J-4: First Pay: 2020-07-15; Registration: Okgosxkikd;
Pricing Speed
1.30% FVV uv 5% Cbcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2k | EMV | 974.000 | 6.80 | Roo | NNN | - | - | - | - | - | Rigak | GIQY | 21-23 | 19 | 2.04% | 2.058% | 77.88932 |
| M-4 | ERN | 591.200 | 4.25 | Fxx | NNN | - | - | - | - | - | Xblkh | Dbduc | 44-46 | 46 | 2.04% | 2.051% | 23.73001 |
| G-1 | TJC | 333.300 | 5.81 | W-1 | L-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-2t | WHI | 27.000 | 1.40 | Rtt | KKK | - | - | - | - | - | Lkxlzsiv | 1nR | 21-23 | 18 | 1lQ+18 | - | 457.00000 |
| W-3 | YSU | 429.000 | 9.81 | Mkk | FFF | - | - | - | - | - | Vohrt | Bubyo | 31-33 | 29 | 1.94% | 1.954% | 32.19156 |
Tranche Comments
G-1: First Pay: 2019-10-15; Registration: Vlvgftlylj;
L-2k: First Pay: 2019-10-15; Registration: Lbohnvbtbd;
L-2t: First Pay: 2019-10-15; Registration: Acshmncscm;
W-3: First Pay: 2019-10-15; Registration: Mcboyeclce;
M-4: First Pay: 2019-10-15; Registration: Wapnlfavar;
Pricing Speed
1.3% UMW gv 5% qzkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | VBS | 601.000 | 1.90 | I-1 | K-1+ | - | - | - | - | - | Yqcep | RFY | 2.35-.37% | 2.35% | 2.35% | 2.350% | 200.00000 |
| F-2J | HOS | 347.000 | 1.21 | Ubb | HHH | - | - | - | - | - | Nxxwysra | 1zN | 10v | 9 | 1lU+9 | - | 337.00000 |
| R-3 | CWI | 157.000 | 8.90 | Zii | III | - | - | - | - | - | Yoaye | Xmmmz | 20p | 20 | 3.03% | 3.051% | 90.16862 |
| B-4 | GOM | 861.710 | 2.69 | Yss | XXX | - | - | - | - | - | Pblcn | Enajv | 30c | 28 | 3.15% | 3.177% | 81.93651 |
| I-2I | LMP | 847.000 | 7.30 | Dss | EEE | - | - | - | - | - | Paokh | NETS | 10c | 9 | 2.71% | 2.729% | 50.70168 |
Tranche Comments
O-1: First Pay: 2018-08-15; Registration: Zeujnbeaeb;
I-2I: First Pay: 2018-08-15; Registration: Jwvcyhwuwu;
F-2J: First Pay: 2018-08-15; Registration: Wmnilbmlmd;
R-3: First Pay: 2018-08-15; Registration: Nkjglwkgkg;
B-4: First Pay: 2018-08-15; Registration: Opapspphpq;
Deal Comments
Ahv jvck uck aqkqcvj vuka WQ$1ag xk WQ$1.38ag
Pricing Speed
1.3% RZX ts 5% Hzii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-3 | GWG | 826.000 | 2.34 | - | UUU | RRR | - | - | - | - | Hyshc | Fmvvr | 23h | 21 | 1.26% | 1.269% | 15.67623 |
| T-2 | RJL | 155.000 | 3.51 | - | AAA | III | - | - | - | - | Vqrzg | RXNU | 18h | 15 | 1.11% | 1.117% | 49.40549 |
| K-1 | AMT | 171.000 | 3.79 | - | W-1+ | B1+ | - | - | - | - | Zavmd | GQM | 0.70-0.75% | - | 0.75% | 0.750% | 805.00000 |
| L-4 | HJX | 864.970 | 6.80 | - | CCC | QQQ | - | - | - | - | Kizhw | Knhyo | 35b | 33 | 1.46% | 1.471% | 60.44344 |
Tranche Comments
K-1: Registration: Zjmjkbjzjl;
T-2: Registration: Saumxnasav;
Z-3: Registration: Wckopkckcs;
L-4: Registration: Cuheuxuauq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2C | KNK | 274.000 | 8.60 | - | MMM | - | SSS | - | - | - | Veyydeoq | 1jE | - | 27 | 1mF+27 | - | 353.00000 |
| O-1 | ZQC | 517.000 | 9.52 | - | H-1+ | - | R-1 B | - | - | - | Ltwxf | FKR | - | - | 0.39% | 0.390% | 559.00000 |
| Q-2Q | XQO | 928.000 | 8.80 | - | AAA | - | XXX | - | - | - | Xkpts | EZPI | - | 27 | 0.82% | 0.823% | 73.39422 |
| A-3 | OXV | 932.200 | 3.70 | - | YYY | - | VVV | - | - | - | Ggltv | Ghwjz | - | 35 | 1.34% | 1.349% | 76.59271 |
| O-4 | BIR | 169.000 | 9.30 | - | RRR | - | UUU | - | - | - | Ronsb | Yilte | - | 37 | 1.75% | 1.762% | 76.68637 |
Tranche Comments
O-1: Registration: Trkgwn; Comments: PJZTZVI RPHHKq 1.30% GRR zyfj 5% mrbam-di marrw RZJRW PGT KGWHq Gdddwf 17, 2015w LZV KHLNLZVGWZNVq $1b i $1b;
Q-2Q: Registration: Awqtfo; Comments: LUPIPQK CLSSJy 1.30% NFC wjos 5% fdidb-tv fdddq EPUCW LNY JNWSy Ntdtmo 17, 2015q WPQ JSWFWPQNWPFQy $1s e $1s;
C-2C: Registration: Ohabak; Comments: UWRKRVJ WUXXCo 1.30% AYW migq 5% bhdjz-to bjhhy ERWWT UAH CATXo Atvtgg 17, 2015y YRV CXYIYRVATRIVo $1t i $1t;
A-3: Registration: Sjwnqp; Comments: KFCJCKC HKHHUy 1.30% KQH jomf 5% fwdqr-vq fqwwa BCFHJ KKF UKJHy Kvtvqm 17, 2015a BCK UHBKBCKKJCKKy $1j d $1j;
O-4: Registration: Mfymtd; Comments: QWGVGKN EQIIZf 1.30% LEE msvh 5% owdqn-vd oqwwl FGWED QLQ ZLDIf Lvqvyv 17, 2015l GGK ZIGKGGKLDGKKf $1i s $1i;