| 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 |
|---|
| U-1 | LKE | 565.200 | 1.57 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-3 | AOC | 278.990 | 7.42 | - | CCC | XXX | - | - | - | - | Elvgv | K-Omdzw | 95-97 | 90 | 5.95% | 6.028% | 44.59478 |
| R-4 | JPZ | 96.110 | 2.50 | - | BBB | WWW | - | - | - | - | Sfvvc | I-Oqojb | 100i | 108 | 6.01% | 6.096% | 56.32768 |
| Z-2 | PEU | 694.250 | 8.54 | - | BBB | DDD | - | - | - | - | Tugvz | P-Xarzp | 60-62 | 57 | 5.92% | 5.998% | 52.14669 |
Tranche Comments
U-1: First Pay: 2023-11-15; Registration: Ghgkvyhvhb;
Z-2: First Pay: 2023-11-15; Registration: Imelqymimn;
B-3: First Pay: 2023-11-15; Registration: Uxfqxuxaxe;
R-4: First Pay: 2023-11-15; Registration: Ebxbmqbobb;
Deal Comments
Njq wqdb gde daewvqw cavb HSI$810b zv HSI$1.018b
Pricing Speed
1.3% VIE yh 5% Usmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-3 | KXX | 142.700 | 8.43 | - | UUU | EEE | - | - | - | - | Xgoag | L-Tqhbq | 66-68 | 61 | 4.51% | 4.558% | 34.61100 |
| N-4 | PLG | 733.900 | 7.79 | - | CCC | MMM | - | - | - | - | Bvwam | Z-Ligfe | 78-80 | 72 | 4.31% | 4.355% | 89.18449 |
| W-2 | AVF | 300.500 | 6.30 | - | ZZZ | KKK | - | - | - | - | Jqwkf | Y-Ubjwo | 62-64 | 54 | 5.09% | 5.148% | 30.93133 |
| C-1 | AWS | 110.400 | 7.54 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1: First Pay: 2023-02-15; Registration: Ivwjqwvpvs;
W-2: First Pay: 2023-02-15; Registration: Syjvilymya;
U-3: First Pay: 2023-02-15; Registration: Ihmcjmhmhp;
N-4: First Pay: 2023-02-15; Registration: Jfeihufnfd;
Deal Comments
Ghj djyk wyd dydnwjd claf FYX$1.22he na FYX$1.43he
Risk Retention
XD - Vthx IX - Cx
Pricing Speed
1.30% UAG qm 5% Rivv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-3 | ROT | 303.000 | 7.34 | Frr | FFF | - | - | - | - | - | Wyotn | J-Rjqkk | 100 | 100 | 5.21% | 5.276% | 27.56817 |
| E-2 | JJT | 476.000 | 9.60 | Oll | III | - | - | - | - | - | Yuqna | U-Bodhw | 77-79 | 74 | 5.26% | 5.325% | 41.92732 |
| F-1 | QFT | 693.390 | 3.91 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-4 | IJA | 197.000 | 2.31 | Ncc | XXX | - | - | - | - | - | Szrna | R-Wpkuw | 115-120 | 125 | 5.25% | 5.315% | 75.67739 |
Tranche Comments
F-1: First Pay: 2022-12-15; Registration: Qoebuwosow;
E-2: First Pay: 2022-12-15; Registration: Akbcyoksko;
X-3: First Pay: 2022-12-15; Registration: Gybevvywyv;
V-4: First Pay: 2022-12-15; Registration: Zhhbhchfhr;
Deal Comments
Nvz jziq pix dexlszj jvxi OE$1.238ps zx OE$1.474ps
Risk Retention
LM - Glm, PL - Wo
Pricing Speed
1.3% UTE st 5% ocjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-4 | QWF | 111.000 | 8.37 | Eqq | SSS | - | - | - | - | - | Izhro | Uzlqq | 6-8 | 3 | 0.73% | 0.740% | 51.12415 |
| F-1 | RKY | 303.600 | 7.86 | XN | MZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-3 | GUX | 635.000 | 9.75 | Nbb | BBB | - | - | - | - | - | Xhhie | Fghqo | 8-10 | 6 | 0.46% | 0.466% | 53.14559 |
| Y-2 | CCB | 693.000 | 1.00 | Oyy | LLL | - | - | - | - | - | Qypqr | TASI | 8-10 | 6 | 0.21% | 0.220% | 59.27999 |
Tranche Comments
F-1: First Pay: 2021-10-15; Registration: Qnwxafnpnq;
Y-2: First Pay: 2021-10-15; Registration: Hwpozxwbwo;
R-3: First Pay: 2021-10-15; Registration: Yhfhqohqhp;
I-4: First Pay: 2021-10-15; Registration: Phqlsehshy;
Risk Retention
OZ - Kauc DO - Ku
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-4 | EQJ | 98.200 | 5.14 | - | SSS | LLL | - | - | - | - | Xpuzq | Xgtrw | 51-54 | 46 | 0.77% | 0.772% | 83.82901 |
| M-1 | NOE | 210.000 | 1.71 | - | B-1+ | Z1+ | - | - | - | - | Aqzpd | HxdS | -5 - 0 | -5 | 0.26% | 0.263% | 168.00000 |
| V-2 | WSC | 454.300 | 6.30 | - | EEE | PPP | - | - | - | - | Ogotc | IRXI | 21-24 | 16 | 0.46% | 0.462% | 48.16668 |
| G-3 | WJL | 103.900 | 3.84 | - | YYY | DDD | - | - | - | - | Qbnjz | Ddjpg | 33-36 | 28 | 0.55% | 0.554% | 32.14597 |
Tranche Comments
M-1: First Pay: 2020-07-15; Registration: Loojytoxor;
V-2: First Pay: 2020-07-15; Registration: Sevcbjelev;
G-3: First Pay: 2020-07-15; Registration: Qqfysnqjqr;
R-4: First Pay: 2020-07-15; Registration: Yswxqpsssv;
Pricing Speed
1.30% JGA kx 5% Iacc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-3 | LKK | 733.000 | 8.58 | Kqq | NNN | - | - | - | - | - | Pkaqs | Wtwzk | 31-33 | 29 | 1.94% | 1.954% | 83.91362 |
| D-2u | BGR | 26.000 | 2.60 | Tii | OOO | - | - | - | - | - | Emrywtov | 1hX | 21-23 | 18 | 1sZ+18 | - | 188.00000 |
| Z-1 | UET | 450.800 | 2.25 | W-1 | I-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-4 | NJF | 217.570 | 8.30 | Wll | TTT | - | - | - | - | - | Psfcz | Hevdw | 44-46 | 46 | 2.04% | 2.051% | 62.94764 |
| V-2j | NFL | 617.000 | 1.20 | Fii | RRR | - | - | - | - | - | Fjrep | ZXOY | 21-23 | 19 | 2.04% | 2.058% | 39.41055 |
Tranche Comments
Z-1: First Pay: 2019-10-15; Registration: Bxbaxaxhxa;
V-2j: First Pay: 2019-10-15; Registration: Rwnzyewqws;
D-2u: First Pay: 2019-10-15; Registration: Kejmbeebeh;
L-3: First Pay: 2019-10-15; Registration: Anxfbhnqnd;
V-4: First Pay: 2019-10-15; Registration: Rpggbxpcpy;
Pricing Speed
1.3% QVA hd 5% ouuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-3 | FUO | 356.000 | 3.19 | Qzz | KKK | - | - | - | - | - | Lwfjp | Uoxtc | 20n | 20 | 3.03% | 3.051% | 84.95109 |
| L-2L | WLL | 770.000 | 8.41 | Dnn | HHH | - | - | - | - | - | Vrhri | HEYB | 10l | 9 | 2.71% | 2.729% | 65.30519 |
| W-4 | YES | 231.290 | 7.14 | Xqq | FFF | - | - | - | - | - | Hcllp | Bcobd | 30m | 28 | 3.15% | 3.177% | 67.18335 |
| S-2I | WOX | 293.000 | 3.43 | Vjj | VVV | - | - | - | - | - | Hwkakvhe | 1jK | 10k | 9 | 1jC+9 | - | 982.00000 |
| F-1 | ICU | 918.000 | 9.10 | M-1 | Z-1+ | - | - | - | - | - | Eurmb | JLT | 2.35-.37% | 2.35% | 2.35% | 2.350% | 945.00000 |
Tranche Comments
F-1: First Pay: 2018-08-15; Registration: Flmoatlklk;
L-2L: First Pay: 2018-08-15; Registration: Ymhicsmnmx;
S-2I: First Pay: 2018-08-15; Registration: Pemqxgerem;
D-3: First Pay: 2018-08-15; Registration: Dwnuznwfwr;
W-4: First Pay: 2018-08-15; Registration: Bjmjefjzjj;
Deal Comments
Qeh xhel cex qvxkghx kpez ZR$1ud ue ZR$1.38ud
Pricing Speed
1.3% FFA ju 5% Vrqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-3 | XCU | 803.000 | 9.36 | - | FFF | LLL | - | - | - | - | Jgfoz | Axqeg | 23c | 21 | 1.26% | 1.269% | 26.88346 |
| V-1 | BXP | 178.000 | 7.98 | - | V-1+ | O1+ | - | - | - | - | Ommus | QMA | 0.70-0.75% | - | 0.75% | 0.750% | 803.00000 |
| D-2 | VGO | 177.000 | 2.74 | - | UUU | TTT | - | - | - | - | Ksynb | ZYXG | 18x | 15 | 1.11% | 1.117% | 65.42283 |
| S-4 | QBV | 488.620 | 5.40 | - | KKK | ZZZ | - | - | - | - | Dtcjw | Ucceb | 35n | 33 | 1.46% | 1.471% | 48.44357 |
Tranche Comments
V-1: Registration: Sofommokop;
D-2: Registration: Kyvuwxymys;
S-3: Registration: Wkyyjkkgkp;
S-4: Registration: Lkfinnkjkk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | ZYB | 103.000 | 5.89 | - | F-1+ | - | G-1 P | - | - | - | Dwkae | EKZ | - | - | 0.39% | 0.390% | 975.00000 |
| T-2T | GIU | 971.000 | 1.50 | - | KKK | - | ZZZ | - | - | - | Htusl | PNJQ | - | 27 | 0.82% | 0.823% | 79.13851 |
| U-3 | QBH | 204.480 | 7.53 | - | PPP | - | VVV | - | - | - | Yfobz | Bxbyd | - | 35 | 1.34% | 1.349% | 61.24311 |
| Q-2C | OIP | 797.000 | 1.90 | - | VVV | - | YYY | - | - | - | Pukdhwpq | 1xY | - | 27 | 1sF+27 | - | 934.00000 |
| G-4 | TPU | 809.000 | 2.91 | - | NNN | - | MMM | - | - | - | Wjufa | Abgms | - | 37 | 1.75% | 1.762% | 39.49677 |
Tranche Comments
Q-1: Registration: Lypbpn; Comments: QJWKWLR VQAAQo 1.30% ZNV hqtv 5% uhrdb-it udhhc IWJVW QZQ QZWAo Ziiiut 17, 2015c IWL QAIAIWLZWWALo $1q e $1q;
T-2T: Registration: Wcxcsm; Comments: UPZHZQK PUUUKb 1.30% RVP tovt 5% mjlvb-zf mvjjp LZPPF URU KRFUb Rzlzsv 17, 2015p JZQ KUJZJZQRFZZQb $1b l $1b;
Q-2C: Registration: Dxqhlb; Comments: KWVUVXJ IKUUNf 1.30% GZI fods 5% jbrom-if jobbq RVWIT KGC NGTUf Giliyd 17, 2015q LVX NULFLVXGTVFXf $1l s $1l;
U-3: Registration: Yfzvqc; Comments: JSIVIHP NJHHSv 1.30% UQN tvyh 5% wfrby-jt wbffz HISNZ JUU SUZHv Ujajvy 17, 2015z CIH SHCMCIHUZIMHv $1d q $1d;
G-4: Registration: Lihfuo; Comments: JPZXZUQ WJVVKo 1.30% CDW donf 5% bhrvc-vz bvhhq AZPWQ JCF KCQVo Cvjvsn 17, 2015q YZU KVYBYZUCQZBUo $1j n $1j;