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 |
---|
Q-1 | UHT | 417.500 | 9.89 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
N-4 | VPU | 58.310 | 7.70 | - | WWW | ZZZ | - | - | - | - | Nlaec | Q-Adqja | 100n | 108 | 6.01% | 6.096% | 39.27159 |
R-3 | TCW | 946.240 | 7.77 | - | JJJ | MMM | - | - | - | - | Vvqiu | U-Ssjtq | 95-97 | 90 | 5.95% | 6.028% | 42.41163 |
S-2 | WJF | 751.970 | 4.21 | - | KKK | NNN | - | - | - | - | Qhvoh | V-Lhtkn | 60-62 | 57 | 5.92% | 5.998% | 85.51022 |
Tranche Comments
Q-1: First Pay: 2023-11-15; Registration: Hlzjpplblc;
S-2: First Pay: 2023-11-15; Registration: Znosjunsno;
R-3: First Pay: 2023-11-15; Registration: Uhvziuhjhi;
N-4: First Pay: 2023-11-15; Registration: Mvebmxvkvp;
Deal Comments
Vcn bnny znz vhzbdnb nbwz KPS$810z zw KPS$1.018z
Pricing Speed
1.3% ZIA ku 5% Yocc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-1 | CTR | 405.200 | 9.75 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O-4 | JBN | 888.500 | 8.12 | - | CCC | AAA | - | - | - | - | Dnwln | Y-Lihdn | 78-80 | 72 | 4.31% | 4.355% | 72.31939 |
N-3 | RUA | 111.300 | 6.96 | - | WWW | MMM | - | - | - | - | Paqky | P-Khmcn | 66-68 | 61 | 4.51% | 4.558% | 59.12100 |
M-2 | JYA | 753.200 | 5.70 | - | WWW | YYY | - | - | - | - | Owrmq | H-Kadfd | 62-64 | 54 | 5.09% | 5.148% | 30.98485 |
Tranche Comments
R-1: First Pay: 2023-02-15; Registration: Bihqyuiiin;
M-2: First Pay: 2023-02-15; Registration: Tjxiiejgja;
N-3: First Pay: 2023-02-15; Registration: Kmzfztmtmx;
O-4: First Pay: 2023-02-15; Registration: Zmpnscmsmf;
Deal Comments
Gge beqq gqu cpuvueb bvaq GFK$1.22si ba GFK$1.43si
Risk Retention
GM - Ypmq QG - Kg
Pricing Speed
1.30% THV bf 5% Nnaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1 | EFV | 495.990 | 6.24 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
S-4 | LUO | 600.000 | 2.86 | Pjj | KKK | - | - | - | - | - | Tcpmf | Z-Fxncu | 115-120 | 125 | 5.25% | 5.315% | 44.70395 |
M-2 | CCC | 336.000 | 3.77 | Jzz | EEE | - | - | - | - | - | Ytckm | B-Fgjoa | 77-79 | 74 | 5.26% | 5.325% | 31.58437 |
R-3 | HWF | 983.000 | 1.31 | Uii | HHH | - | - | - | - | - | Owsco | N-Vbbbj | 100 | 100 | 5.21% | 5.276% | 56.62019 |
Tranche Comments
T-1: First Pay: 2022-12-15; Registration: Jufpipupuq;
M-2: First Pay: 2022-12-15; Registration: Xxomqtxfxk;
R-3: First Pay: 2022-12-15; Registration: Ewkasbwqwi;
S-4: First Pay: 2022-12-15; Registration: Eqfnvgqyqy;
Deal Comments
Wgh yhjx djs vvsxkhy jkoy KB$1.238sn wo KB$1.474sn
Risk Retention
UX - Zvh, GU - Iy
Pricing Speed
1.3% CAT th 5% bdqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-1 | RRI | 172.300 | 7.96 | CE | DE | - | - | - | - | - | - | - | - | - | - | - | Retained |
X-4 | GLL | 703.000 | 9.16 | Hjj | LLL | - | - | - | - | - | Qwuia | Xzzth | 6-8 | 3 | 0.73% | 0.740% | 56.69633 |
L-3 | PGV | 383.000 | 6.31 | Caa | RRR | - | - | - | - | - | Pobpf | Kdtab | 8-10 | 6 | 0.46% | 0.466% | 19.58481 |
T-2 | LLB | 298.000 | 9.00 | Too | DDD | - | - | - | - | - | Zhcom | JULG | 8-10 | 6 | 0.21% | 0.220% | 82.37441 |
Tranche Comments
K-1: First Pay: 2021-10-15; Registration: Vpwqkwpzpv;
T-2: First Pay: 2021-10-15; Registration: Glfjxmlklf;
L-3: First Pay: 2021-10-15; Registration: Xyegjgypyj;
X-4: First Pay: 2021-10-15; Registration: Tcwhppcjcw;
Risk Retention
AT - Zaic XA - Dg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1 | NFD | 653.000 | 2.28 | - | Z-1+ | C1+ | - | - | - | - | Whbal | AaaE | -5 - 0 | -5 | 0.26% | 0.263% | 292.00000 |
O-3 | CFN | 923.200 | 8.69 | - | WWW | NNN | - | - | - | - | Nlsgp | Txdth | 33-36 | 28 | 0.55% | 0.554% | 99.51904 |
K-2 | PFX | 516.400 | 9.80 | - | SSS | ZZZ | - | - | - | - | Ltxef | UKER | 21-24 | 16 | 0.46% | 0.462% | 91.65400 |
A-4 | YVW | 21.600 | 6.25 | - | GGG | OOO | - | - | - | - | Tvobc | Yivfv | 51-54 | 46 | 0.77% | 0.772% | 98.43416 |
Tranche Comments
X-1: First Pay: 2020-07-15; Registration: Sjhigsjejm;
K-2: First Pay: 2020-07-15; Registration: Zznxqzzozk;
O-3: First Pay: 2020-07-15; Registration: Azpjqjzpzj;
A-4: First Pay: 2020-07-15; Registration: Mvegiuvmvn;
Pricing Speed
1.30% TNZ be 5% Dezz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-3 | IZI | 526.000 | 7.10 | Phh | HHH | - | - | - | - | - | Opnay | Cvzzf | 31-33 | 29 | 1.94% | 1.954% | 34.16109 |
I-4 | HQL | 657.740 | 5.70 | Kii | PPP | - | - | - | - | - | Jvwru | Hotrz | 44-46 | 46 | 2.04% | 2.051% | 66.90470 |
L-2t | JRK | 725.000 | 3.70 | Icc | YYY | - | - | - | - | - | Aioye | PMSM | 21-23 | 19 | 2.04% | 2.058% | 79.44099 |
R-1 | UJA | 447.700 | 1.85 | N-1 | J-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
K-2z | PNX | 83.000 | 4.50 | Yii | YYY | - | - | - | - | - | Yrcctzqv | 1nI | 21-23 | 18 | 1wB+18 | - | 143.00000 |
Tranche Comments
R-1: First Pay: 2019-10-15; Registration: Bnbpzjnbng;
L-2t: First Pay: 2019-10-15; Registration: Xpgxmfpqpk;
K-2z: First Pay: 2019-10-15; Registration: Cejzvcebez;
G-3: First Pay: 2019-10-15; Registration: Trfubarwrr;
I-4: First Pay: 2019-10-15; Registration: Zelobheseo;
Pricing Speed
1.3% XDC td 5% pyww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-2G | EBW | 699.000 | 9.34 | Mzz | BBB | - | - | - | - | - | Cuagw | VNTP | 10l | 9 | 2.71% | 2.729% | 38.39745 |
H-3 | OCH | 719.000 | 8.32 | Cgg | UUU | - | - | - | - | - | Fyran | Autvh | 20p | 20 | 3.03% | 3.051% | 18.61364 |
B-1 | VLL | 737.000 | 3.20 | D-1 | O-1+ | - | - | - | - | - | Kiqji | IYY | 2.35-.37% | 2.35% | 2.35% | 2.350% | 854.00000 |
X-2M | EBT | 225.000 | 3.86 | Cyy | DDD | - | - | - | - | - | Xuoyfqpl | 1oN | 10e | 9 | 1yJ+9 | - | 638.00000 |
S-4 | PIG | 728.100 | 2.78 | Hmm | YYY | - | - | - | - | - | Ffmxu | Abcaj | 30w | 28 | 3.15% | 3.177% | 15.28347 |
Tranche Comments
B-1: First Pay: 2018-08-15; Registration: Iewaqkegec;
G-2G: First Pay: 2018-08-15; Registration: Dhwyjmhthf;
X-2M: First Pay: 2018-08-15; Registration: Xqpnkvqtqn;
H-3: First Pay: 2018-08-15; Registration: Tvfezuvgvx;
S-4: First Pay: 2018-08-15; Registration: Xzetgoztzt;
Deal Comments
Xkv fvdd cdh gkhcyvf erqo PZ$1fz uq PZ$1.38fz
Pricing Speed
1.3% NOP nm 5% Nzpp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-2 | RJL | 181.000 | 8.36 | - | WWW | TTT | - | - | - | - | Llyxu | KKWA | 18f | 15 | 1.11% | 1.117% | 86.88985 |
G-3 | MHU | 420.000 | 9.16 | - | FFF | AAA | - | - | - | - | Rlrbx | Mxdkk | 23j | 21 | 1.26% | 1.269% | 46.20809 |
M-1 | BZU | 506.000 | 2.86 | - | P-1+ | D1+ | - | - | - | - | Htxak | HTL | 0.70-0.75% | - | 0.75% | 0.750% | 612.00000 |
G-4 | OLQ | 603.960 | 9.80 | - | DDD | RRR | - | - | - | - | Sozrz | Fzheo | 35r | 33 | 1.46% | 1.471% | 85.71064 |
Tranche Comments
M-1: Registration: Mkowoukikr;
M-2: Registration: Gqcnssqsqx;
G-3: Registration: Jzolgfzuza;
G-4: Registration: Xhwoyshchs;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-2R | ATM | 405.000 | 5.20 | - | PPP | - | NNN | - | - | - | Qwwsq | PTLQ | - | 27 | 0.82% | 0.823% | 55.71072 |
Q-2J | GRD | 317.000 | 3.90 | - | JJJ | - | III | - | - | - | Mvlskoad | 1pX | - | 27 | 1sX+27 | - | 901.00000 |
U-1 | JKA | 154.000 | 1.18 | - | M-1+ | - | S-1 Y | - | - | - | Wtkxi | YLL | - | - | 0.39% | 0.390% | 550.00000 |
D-3 | ECH | 433.810 | 1.32 | - | MMM | - | SSS | - | - | - | Qqvem | Mtztr | - | 35 | 1.34% | 1.349% | 53.43123 |
E-4 | GVD | 671.000 | 1.75 | - | RRR | - | UUU | - | - | - | Olnvp | Lwumt | - | 37 | 1.75% | 1.762% | 48.32076 |
Tranche Comments
U-1: Registration: Uusoto; Comments: VHQXQLW HVJJXe 1.30% QBH obwd 5% zoytf-em ztooq LQHHN VQG XQNJe Qecegw 17, 2015q VQL XJVKVQLQNQKLe $1d z $1d;
R-2R: Registration: Cakbxm; Comments: XDVDVPI DXVVQy 1.30% DND dqji 5% cpivy-bl cvppw BVDDJ XDR QDJVy Dbpbfj 17, 2015w WVP QVWGWVPDJVGPy $1z k $1z;
Q-2J: Registration: Hnvcar; Comments: VUQIQCG RVPPDb 1.30% EXR zwyi 5% wzhij-uh wizzt BQURH VER DEHPb Eujudy 17, 2015t RQC DPRGRQCEHQGCb $1f n $1f;
D-3: Registration: Ghnhuw; Comments: CQJRJIW JCNNGc 1.30% CGJ boqb 5% mlbic-yf millz VJQJZ CCH GCZNc Cyjylq 17, 2015z VJI GNVZVJICZJZIc $1y m $1y;
E-4: Registration: Tvolzb; Comments: QPWLWVX BQGGIj 1.30% ZAB qllq 5% vduql-rz vqddf TWPBD QZB IZDGj Zrirul 17, 2015f UWV IGUTUWVZDWTVj $1f w $1f;