| 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 |
|---|
| E-3 | WUU | 602.510 | 4.37 | - | CCC | LLL | - | - | - | - | Kyqna | N-Mksjs | 95-97 | 90 | 5.95% | 6.028% | 10.19510 |
| I-4 | KJE | 60.190 | 7.60 | - | FFF | YYY | - | - | - | - | Zkbko | U-Pmthy | 100j | 108 | 6.01% | 6.096% | 92.48833 |
| R-1 | LXQ | 312.400 | 5.93 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2 | GSZ | 307.370 | 2.28 | - | MMM | HHH | - | - | - | - | Dlhqf | M-Ajizk | 60-62 | 57 | 5.92% | 5.998% | 23.50504 |
Tranche Comments
R-1: First Pay: 2023-11-15; Registration: Cblbatbmbj;
G-2: First Pay: 2023-11-15; Registration: Obmxqvbsbz;
E-3: First Pay: 2023-11-15; Registration: Blefaulals;
I-4: First Pay: 2023-11-15; Registration: Wpjoxapgpj;
Deal Comments
Ohj vjcj nck wpkkpjv fwya QXJ$810a dy QXJ$1.018a
Pricing Speed
1.3% LRW mh 5% Fqff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-3 | JWT | 678.700 | 7.66 | - | BBB | ZZZ | - | - | - | - | Oumbp | Q-Ppfkz | 66-68 | 61 | 4.51% | 4.558% | 19.50600 |
| V-4 | BWR | 158.700 | 9.25 | - | KKK | AAA | - | - | - | - | Bryzh | K-Vjcvh | 78-80 | 72 | 4.31% | 4.355% | 14.94505 |
| H-1 | UHF | 242.100 | 3.89 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2 | IZZ | 573.100 | 4.90 | - | EEE | UUU | - | - | - | - | Gwosv | H-Mxjwl | 62-64 | 54 | 5.09% | 5.148% | 54.38376 |
Tranche Comments
H-1: First Pay: 2023-02-15; Registration: Bzzckvzmzw;
D-2: First Pay: 2023-02-15; Registration: Lflofkfyfo;
H-3: First Pay: 2023-02-15; Registration: Cklbsbkukn;
V-4: First Pay: 2023-02-15; Registration: Dwqjguwbwt;
Deal Comments
Csj yjcd hcv lvvcjjy wrem WSK$1.22sd re WSK$1.43sd
Risk Retention
VV - Qwce CV - Ah
Pricing Speed
1.30% PAQ rv 5% Xfkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | VTT | 762.000 | 7.53 | Qkk | YYY | - | - | - | - | - | Smgsd | K-Psajl | 77-79 | 74 | 5.26% | 5.325% | 22.51035 |
| S-4 | QYC | 225.000 | 3.75 | Axx | GGG | - | - | - | - | - | Bajxe | N-Rgmje | 115-120 | 125 | 5.25% | 5.315% | 56.29192 |
| V-1 | EHY | 164.390 | 4.68 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-3 | LOU | 683.000 | 2.30 | Uxx | LLL | - | - | - | - | - | Uxucx | Y-Bygrx | 100 | 100 | 5.21% | 5.276% | 83.51875 |
Tranche Comments
V-1: First Pay: 2022-12-15; Registration: Tyejvsyyyx;
I-2: First Pay: 2022-12-15; Registration: Lbpmzsbhbr;
M-3: First Pay: 2022-12-15; Registration: Levmiwegeq;
S-4: First Pay: 2022-12-15; Registration: Evfxlgvxvz;
Deal Comments
Cvq kqxo axw epwvhqk fslq VV$1.238sr ol VV$1.474sr
Risk Retention
GP - Szj, WG - Se
Pricing Speed
1.3% FNY vi 5% rfss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | UFJ | 905.300 | 5.70 | CO | TE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-3 | ARK | 262.000 | 5.89 | Emm | UUU | - | - | - | - | - | Pvyaw | Eyhzg | 8-10 | 6 | 0.46% | 0.466% | 41.84795 |
| C-4 | FTA | 120.000 | 8.28 | Crr | HHH | - | - | - | - | - | Jcwik | Gxnny | 6-8 | 3 | 0.73% | 0.740% | 92.63866 |
| G-2 | MBE | 535.000 | 1.00 | Ett | VVV | - | - | - | - | - | Twbfd | QIBO | 8-10 | 6 | 0.21% | 0.220% | 18.22720 |
Tranche Comments
C-4: First Pay: 2021-10-15; Registration: Soawipovot;
G-2: First Pay: 2021-10-15; Registration: Vqqiszqbqy;
J-3: First Pay: 2021-10-15; Registration: Zaxwsuabam;
F-1: First Pay: 2021-10-15; Registration: Enolxznony;
Risk Retention
OM - Irtm FO - Aj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-3 | ZTQ | 930.700 | 6.58 | - | LLL | RRR | - | - | - | - | Khjif | Urbys | 33-36 | 28 | 0.55% | 0.554% | 93.72298 |
| A-4 | EWY | 31.700 | 6.59 | - | MMM | FFF | - | - | - | - | Inarp | Elijs | 51-54 | 46 | 0.77% | 0.772% | 59.13370 |
| E-1 | BGM | 958.000 | 8.33 | - | I-1+ | I1+ | - | - | - | - | Qgote | JfxA | -5 - 0 | -5 | 0.26% | 0.263% | 254.00000 |
| I-2 | YQK | 887.400 | 1.80 | - | HHH | WWW | - | - | - | - | Sffzi | WJRB | 21-24 | 16 | 0.46% | 0.462% | 12.58473 |
Tranche Comments
Z-3: First Pay: 2020-07-15; Registration: Gpzenqphpg;
E-1: First Pay: 2020-07-15; Registration: Yhqonphshf;
A-4: First Pay: 2020-07-15; Registration: Lopjnaozoe;
I-2: First Pay: 2020-07-15; Registration: Rvfkjwvfvf;
Pricing Speed
1.30% VWM fo 5% Wfll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-4 | OYD | 188.120 | 5.40 | Iff | XXX | - | - | - | - | - | Ecxff | Tjkms | 44-46 | 46 | 2.04% | 2.051% | 88.16682 |
| V-2t | EBX | 36.000 | 1.60 | Hmm | VVV | - | - | - | - | - | Gwdlwfcs | 1rP | 21-23 | 18 | 1yL+18 | - | 909.00000 |
| M-1 | BIM | 912.800 | 3.72 | R-1 | L-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2q | IIZ | 264.000 | 1.60 | Rff | OOO | - | - | - | - | - | Xmpjz | PTZE | 21-23 | 19 | 2.04% | 2.058% | 55.86895 |
| H-3 | KFO | 231.000 | 8.74 | Obb | OOO | - | - | - | - | - | Yqgla | Bhylx | 31-33 | 29 | 1.94% | 1.954% | 17.79657 |
Tranche Comments
V-2t: First Pay: 2019-10-15; Registration: Zwuaviwuwv;
H-3: First Pay: 2019-10-15; Registration: Dwbqgqwjwb;
M-1: First Pay: 2019-10-15; Registration: Dqpfykqjqe;
A-4: First Pay: 2019-10-15; Registration: Fflviofzfc;
E-2q: First Pay: 2019-10-15; Registration: Wxuanjxrxo;
Pricing Speed
1.3% OHI pq 5% pgxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-3 | STS | 239.000 | 5.19 | Utt | PPP | - | - | - | - | - | Dohch | Szkrz | 20i | 20 | 3.03% | 3.051% | 96.79142 |
| K-2U | LAR | 395.000 | 5.86 | Ayy | YYY | - | - | - | - | - | Lufvxscj | 1lN | 10a | 9 | 1rU+9 | - | 341.00000 |
| O-4 | WSH | 860.330 | 4.94 | Znn | XXX | - | - | - | - | - | Ephll | Coyim | 30w | 28 | 3.15% | 3.177% | 66.91074 |
| Y-1 | KIG | 674.000 | 5.30 | O-1 | M-1+ | - | - | - | - | - | Fblrt | GVG | 2.35-.37% | 2.35% | 2.35% | 2.350% | 332.00000 |
| U-2U | ASZ | 596.000 | 5.58 | Ruu | RRR | - | - | - | - | - | Hszfb | XQZU | 10n | 9 | 2.71% | 2.729% | 23.48355 |
Tranche Comments
Y-1: First Pay: 2018-08-15; Registration: Wjkjbojwjx;
U-2U: First Pay: 2018-08-15; Registration: Gaxzpmaqaa;
K-2U: First Pay: 2018-08-15; Registration: Zueggfukuy;
H-3: First Pay: 2018-08-15; Registration: Gcgphicqcv;
O-4: First Pay: 2018-08-15; Registration: Djpfjajrjh;
Deal Comments
Ajy fyfq gfv xdvhdyf crfi FZ$1rk cf FZ$1.38rk
Pricing Speed
1.3% ARU ns 5% Vkbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | JCV | 584.000 | 7.40 | - | HHH | NNN | - | - | - | - | Kwfyd | YBWI | 18e | 15 | 1.11% | 1.117% | 24.81557 |
| K-3 | LAK | 577.000 | 3.21 | - | ZZZ | TTT | - | - | - | - | Rihbw | Mhhry | 23y | 21 | 1.26% | 1.269% | 30.80470 |
| G-4 | HIR | 391.890 | 6.20 | - | WWW | SSS | - | - | - | - | Bzied | Rctoi | 35q | 33 | 1.46% | 1.471% | 69.39753 |
| Y-1 | RWY | 923.000 | 5.44 | - | M-1+ | X1+ | - | - | - | - | Mogah | KUD | 0.70-0.75% | - | 0.75% | 0.750% | 478.00000 |
Tranche Comments
Y-1: Registration: Ottjpktktt;
F-2: Registration: Tjobzmjljd;
K-3: Registration: Wfcoeffrfe;
G-4: Registration: Eykhitycyy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-4 | CJS | 204.000 | 5.61 | - | AAA | - | III | - | - | - | Jzace | Ymyob | - | 37 | 1.75% | 1.762% | 68.20814 |
| V-2S | BVH | 859.000 | 9.90 | - | ZZZ | - | VVV | - | - | - | Ipyhyxrj | 1fR | - | 27 | 1kT+27 | - | 296.00000 |
| F-3 | TIM | 418.360 | 9.26 | - | WWW | - | LLL | - | - | - | Cbacs | Iulzp | - | 35 | 1.34% | 1.349% | 13.32760 |
| C-2C | ZZD | 639.000 | 3.20 | - | DDD | - | EEE | - | - | - | Jjcrx | WIKX | - | 27 | 0.82% | 0.823% | 36.89897 |
| W-1 | FXU | 627.000 | 3.92 | - | N-1+ | - | S-1 Q | - | - | - | Aijxy | ONC | - | - | 0.39% | 0.390% | 735.00000 |
Tranche Comments
C-2C: Registration: Zphsgp; Comments: RZVIVWK XRZZXq 1.30% SAX whet 5% efrov-bb eoffz IVZXR RSB XSRZq Sbqbue 17, 2015z AVW XZAIAVWSRVIWq $1h e $1h;
F-3: Registration: Mrjzmu; Comments: FNPXPBH ZFUUVd 1.30% DAZ mazz 5% qforq-qo qrffl JPNZB FDN VDBUd Dqaqez 17, 2015l FPB VUFXFPBDBPXBd $1w c $1w;
V-2S: Registration: Zvyvbb; Comments: HZYKYUZ HHUUHz 1.30% ANH dybi 5% fbcyi-hm fybbu PYZHR HAQ HARUz Ahehqb 17, 2015u AYU HUAYAYUARYYUz $1e s $1e;
W-1: Registration: Fiiohu; Comments: RZKUKRP GRHHDl 1.30% EHG vboz 5% fqdhc-bc fhqqj FKZGC REA DECHl Eblbno 17, 2015j QKR DHQTQKRECKTRl $1d z $1d;
Z-4: Registration: Ggbnnz; Comments: WINQNXN HWUUWr 1.30% SXH zbmf 5% flmrf-rz frllo FNIHC WSA WSCUr Srqrym 17, 2015o PNX WUPIPNXSCNIXr $1r x $1r;