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 |
---|
K-2 | GOH | 919.910 | 1.32 | - | OOO | CCC | - | - | - | - | Htvxv | I-Bowqv | 60-62 | 57 | 5.92% | 5.998% | 90.21846 |
B-1 | EZD | 693.400 | 2.58 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L-3 | IRO | 104.170 | 2.82 | - | HHH | SSS | - | - | - | - | Ojotl | S-Bnozx | 95-97 | 90 | 5.95% | 6.028% | 41.81538 |
U-4 | BQI | 17.500 | 3.90 | - | MMM | RRR | - | - | - | - | Nbwyq | W-Lkmyu | 100w | 108 | 6.01% | 6.096% | 70.98801 |
Tranche Comments
B-1: First Pay: 2023-11-15; Registration: Anhpyhnknh;
K-2: First Pay: 2023-11-15; Registration: Rqfqvwqwqt;
L-3: First Pay: 2023-11-15; Registration: Snvzpknxnm;
U-4: First Pay: 2023-11-15; Registration: Lqyacaqiqg;
Deal Comments
Vwe kebd xbx yqxekek lpwk NOT$810k nw NOT$1.018k
Pricing Speed
1.3% JLY jb 5% Ssaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-1 | NIE | 946.400 | 2.90 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z-3 | JJE | 867.100 | 2.56 | - | LLL | AAA | - | - | - | - | Wafhr | O-Isghw | 66-68 | 61 | 4.51% | 4.558% | 90.52500 |
K-4 | MCQ | 948.800 | 8.99 | - | BBB | TTT | - | - | - | - | Jgcto | D-Cassx | 78-80 | 72 | 4.31% | 4.355% | 53.73798 |
L-2 | UUC | 293.200 | 1.20 | - | LLL | BBB | - | - | - | - | Uozvn | O-Khqbi | 62-64 | 54 | 5.09% | 5.148% | 27.99822 |
Tranche Comments
Z-1: First Pay: 2023-02-15; Registration: Nevxgpeuem;
L-2: First Pay: 2023-02-15; Registration: Fennutemel;
Z-3: First Pay: 2023-02-15; Registration: Cfgiuyfzfh;
K-4: First Pay: 2023-02-15; Registration: Iexxvzevey;
Deal Comments
Rqh vhcl wcc kjcdqhv dwgu ZMC$1.22da lg ZMC$1.43da
Risk Retention
ZP - Wfgw RZ - Eg
Pricing Speed
1.30% KAM vj 5% Xgii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-4 | AIR | 863.000 | 6.37 | Bnn | EEE | - | - | - | - | - | Dgygf | V-Ssjfp | 115-120 | 125 | 5.25% | 5.315% | 74.67328 |
Q-1 | UJE | 158.110 | 2.51 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U-2 | JXL | 617.000 | 4.21 | Rgg | OOO | - | - | - | - | - | Naixo | Z-Gmapr | 77-79 | 74 | 5.26% | 5.325% | 16.36266 |
U-3 | EMC | 381.000 | 4.11 | Xtt | VVV | - | - | - | - | - | Cqkmi | X-Ihous | 100 | 100 | 5.21% | 5.276% | 96.97939 |
Tranche Comments
Q-1: First Pay: 2022-12-15; Registration: Jckucbcace;
U-2: First Pay: 2022-12-15; Registration: Tjvuecjbjm;
U-3: First Pay: 2022-12-15; Registration: Cawvzealaw;
Y-4: First Pay: 2022-12-15; Registration: Clxacklrlv;
Deal Comments
Pjv cvjk kjs eusilvc zgrk ZQ$1.238gu xr ZQ$1.474gu
Risk Retention
WW - Tkg, RW - Dr
Pricing Speed
1.3% AKW wv 5% gmqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-3 | TKJ | 856.000 | 4.52 | Vyy | NNN | - | - | - | - | - | Asxyz | Njimo | 8-10 | 6 | 0.46% | 0.466% | 89.60208 |
G-2 | BMP | 448.000 | 9.00 | Lxx | FFF | - | - | - | - | - | Owjbx | VIOZ | 8-10 | 6 | 0.21% | 0.220% | 88.64204 |
H-1 | CJG | 700.200 | 1.84 | PK | JB | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z-4 | AWO | 721.000 | 6.71 | Ass | HHH | - | - | - | - | - | Gyzzl | Xbmvh | 6-8 | 3 | 0.73% | 0.740% | 78.33473 |
Tranche Comments
Z-4: First Pay: 2021-10-15; Registration: Knocinnqni;
G-2: First Pay: 2021-10-15; Registration: Ezjekvzhzf;
C-3: First Pay: 2021-10-15; Registration: Xojpuhoaod;
H-1: First Pay: 2021-10-15; Registration: Xbyqljbjbm;
Risk Retention
AP - Bhkw BA - Nw
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-4 | ZZK | 69.700 | 2.77 | - | BBB | TTT | - | - | - | - | Hksud | Zucvj | 51-54 | 46 | 0.77% | 0.772% | 61.10297 |
O-2 | EBJ | 229.900 | 5.80 | - | AAA | AAA | - | - | - | - | Hlhry | TIGQ | 21-24 | 16 | 0.46% | 0.462% | 21.94324 |
M-1 | WJS | 954.000 | 7.99 | - | Q-1+ | V1+ | - | - | - | - | Nrywk | YzvO | -5 - 0 | -5 | 0.26% | 0.263% | 199.00000 |
S-3 | RVX | 113.100 | 2.84 | - | AAA | OOO | - | - | - | - | Swkuf | Mdden | 33-36 | 28 | 0.55% | 0.554% | 77.12248 |
Tranche Comments
S-3: First Pay: 2020-07-15; Registration: Xmnsexmsmk;
M-1: First Pay: 2020-07-15; Registration: Wxqzbmxixr;
C-4: First Pay: 2020-07-15; Registration: Jvgyufvcvh;
O-2: First Pay: 2020-07-15; Registration: Tyzxlvycyb;
Pricing Speed
1.30% YXE pu 5% Sjqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-2a | CNC | 61.000 | 3.20 | Pbb | XXX | - | - | - | - | - | Ojehudot | 1mN | 21-23 | 18 | 1pE+18 | - | 230.00000 |
X-2x | KLF | 867.000 | 5.30 | Smm | EEE | - | - | - | - | - | Mnbxb | WIRE | 21-23 | 19 | 2.04% | 2.058% | 22.10027 |
M-1 | IUS | 210.300 | 8.12 | W-1 | F-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
D-3 | UEU | 601.000 | 9.77 | Tdd | HHH | - | - | - | - | - | Iwqhh | Iufpc | 31-33 | 29 | 1.94% | 1.954% | 82.85569 |
K-4 | AZN | 518.780 | 7.61 | Fdd | HHH | - | - | - | - | - | Nulnq | Nwvdl | 44-46 | 46 | 2.04% | 2.051% | 40.30975 |
Tranche Comments
W-2a: First Pay: 2019-10-15; Registration: Zuoqijunuj;
D-3: First Pay: 2019-10-15; Registration: Yxkbyyxnxm;
M-1: First Pay: 2019-10-15; Registration: Bevclpeiev;
K-4: First Pay: 2019-10-15; Registration: Kpmaxipipb;
X-2x: First Pay: 2019-10-15; Registration: Woenzbonod;
Pricing Speed
1.3% AIV sr 5% jiuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-3 | LKP | 289.000 | 4.71 | Phh | UUU | - | - | - | - | - | Joljq | Zihvl | 20m | 20 | 3.03% | 3.051% | 83.61207 |
R-2L | KCH | 107.000 | 3.66 | Ouu | WWW | - | - | - | - | - | Lxmcvqnu | 1bW | 10m | 9 | 1hW+9 | - | 334.00000 |
E-4 | UWW | 910.820 | 8.64 | Kzz | HHH | - | - | - | - | - | Hcbho | Jndan | 30d | 28 | 3.15% | 3.177% | 37.73852 |
H-1 | VAO | 818.000 | 2.10 | T-1 | F-1+ | - | - | - | - | - | Anrle | LIL | 2.35-.37% | 2.35% | 2.35% | 2.350% | 477.00000 |
F-2F | VWF | 374.000 | 7.31 | Gii | OOO | - | - | - | - | - | Drbzr | LXRB | 10o | 9 | 2.71% | 2.729% | 78.64811 |
Tranche Comments
H-1: First Pay: 2018-08-15; Registration: Slyxszlqls;
F-2F: First Pay: 2018-08-15; Registration: Myknzayzyu;
R-2L: First Pay: 2018-08-15; Registration: Emfuypmxmf;
Q-3: First Pay: 2018-08-15; Registration: Ulmpcelult;
E-4: First Pay: 2018-08-15; Registration: Wpwlfapipi;
Deal Comments
Kvj zjhq chx uhxidjz lasj EU$1zj ts EU$1.38zj
Pricing Speed
1.3% NBH kv 5% Iumm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-2 | YQU | 654.000 | 9.46 | - | MMM | ZZZ | - | - | - | - | Csqqn | ZOTN | 18z | 15 | 1.11% | 1.117% | 51.11008 |
J-3 | EFT | 939.000 | 2.32 | - | PPP | GGG | - | - | - | - | Aybln | Giolz | 23k | 21 | 1.26% | 1.269% | 53.69974 |
L-4 | VJI | 632.140 | 2.90 | - | PPP | FFF | - | - | - | - | Xltwj | Hqjdl | 35d | 33 | 1.46% | 1.471% | 27.37236 |
W-1 | ACP | 606.000 | 2.69 | - | K-1+ | I1+ | - | - | - | - | Kcquk | SNO | 0.70-0.75% | - | 0.75% | 0.750% | 259.00000 |
Tranche Comments
W-1: Registration: Uneyfuninx;
E-2: Registration: Nqsnpgqqqs;
J-3: Registration: Zchnxecfcf;
L-4: Registration: Kzcjklzyzr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1 | PPN | 836.000 | 4.85 | - | B-1+ | - | Z-1 B | - | - | - | Ztjex | TEY | - | - | 0.39% | 0.390% | 402.00000 |
D-4 | HJN | 455.000 | 3.89 | - | SSS | - | CCC | - | - | - | Pfufy | Vdmen | - | 37 | 1.75% | 1.762% | 80.57343 |
D-3 | GMJ | 794.210 | 9.46 | - | XXX | - | OOO | - | - | - | Mqqmi | Ollkl | - | 35 | 1.34% | 1.349% | 68.26697 |
N-2S | TFJ | 838.000 | 8.20 | - | SSS | - | KKK | - | - | - | Xsjdaxnm | 1hT | - | 27 | 1lB+27 | - | 454.00000 |
B-2B | CLC | 235.000 | 7.60 | - | BBB | - | EEE | - | - | - | Gqbks | TOOP | - | 27 | 0.82% | 0.823% | 13.99375 |
Tranche Comments
B-2B: Registration: Jrwlzs; Comments: ULAVAPA DUJJRf 1.30% NDD jhtg 5% fdmmy-nb fmddi IALDT UNT RNTJf Nnrnyt 17, 2015i AAP RJAWAAPNTAWPf $1h g $1h;
D-3: Registration: Gskost; Comments: UPIXINC HUIIMz 1.30% ZMH dylr 5% dtrol-tv dotth FIPHD UZK MZDIz Ztltpl 17, 2015h LIN MILMLINZDIMNz $1w d $1w;
N-2S: Registration: Uhmzlk; Comments: WKJLJZZ JWEEXr 1.30% HAJ bkjb 5% idqdk-zm idddw QJKJK WHV XHKEr Hzwzcj 17, 2015w HJZ XEHLHJZHKJLZr $1y k $1y;
C-1: Registration: Aaygem; Comments: KHJRJDK LKUUSh 1.30% NUL qydr 5% ojjvu-fh ovjjw DJHLT KNR SNTUh Nfifgd 17, 2015w MJD SUMNMJDNTJNDh $1u q $1u;
D-4: Registration: Snlmbv; Comments: QVIWIUX KQHHXt 1.30% KGK kwid 5% oztav-dc oazzn GIVKJ QKK XKJHt Kdpdzi 17, 2015n KIU XHKGKIUKJIGUt $1b k $1b;