| 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-4 | ZQV | 42.830 | 6.70 | - | SSS | ZZZ | - | - | - | - | Thhcp | Q-Okgwy | 100x | 108 | 6.01% | 6.096% | 35.34431 |
| S-1 | RML | 665.800 | 5.62 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2 | SAS | 107.860 | 4.41 | - | NNN | DDD | - | - | - | - | Asrwn | Q-Txjzp | 60-62 | 57 | 5.92% | 5.998% | 23.80076 |
| H-3 | KKO | 778.430 | 6.18 | - | KKK | ZZZ | - | - | - | - | Oblhd | V-Zlydc | 95-97 | 90 | 5.95% | 6.028% | 89.54595 |
Tranche Comments
S-1: First Pay: 2023-11-15; Registration: Mcqmokcjcx;
E-2: First Pay: 2023-11-15; Registration: Cflvshfcfw;
H-3: First Pay: 2023-11-15; Registration: Hxlnskxkxd;
W-4: First Pay: 2023-11-15; Registration: Mmxjcvmgma;
Deal Comments
Gqg vgdl hdq nvqxcgv qkku ZLT$810u ik ZLT$1.018u
Pricing Speed
1.3% MRS yi 5% Lioo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-3 | VYN | 551.400 | 9.85 | - | BBB | RRR | - | - | - | - | Zhrzw | S-Cxjii | 66-68 | 61 | 4.51% | 4.558% | 57.57600 |
| O-2 | WKC | 901.700 | 6.40 | - | AAA | BBB | - | - | - | - | Xbivo | R-Kmyko | 62-64 | 54 | 5.09% | 5.148% | 27.21143 |
| H-1 | UZM | 165.900 | 4.76 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-4 | GGJ | 524.200 | 4.12 | - | NNN | WWW | - | - | - | - | Fliip | Q-Ikkpz | 78-80 | 72 | 4.31% | 4.355% | 37.20101 |
Tranche Comments
H-1: First Pay: 2023-02-15; Registration: Kenoxyemem;
O-2: First Pay: 2023-02-15; Registration: Kbxwjubyby;
Q-3: First Pay: 2023-02-15; Registration: Vaxvyaaxax;
O-4: First Pay: 2023-02-15; Registration: Faznhtaiap;
Deal Comments
Qdq cqla jlh dlhjwqc zkwy EFV$1.22kd yw EFV$1.43kd
Risk Retention
UM - Bkmj VU - Ge
Pricing Speed
1.30% OEN vy 5% Bbjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-3 | NWM | 471.000 | 9.59 | Qff | RRR | - | - | - | - | - | Quupb | I-Kqpgw | 100 | 100 | 5.21% | 5.276% | 18.27521 |
| A-1 | UZI | 270.590 | 1.73 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-4 | PGG | 388.000 | 9.70 | Fvv | FFF | - | - | - | - | - | Dzzvj | V-Qtsjj | 115-120 | 125 | 5.25% | 5.315% | 42.60256 |
| W-2 | POC | 165.000 | 7.56 | Raa | MMM | - | - | - | - | - | Qckhk | R-Hjsjt | 77-79 | 74 | 5.26% | 5.325% | 43.27941 |
Tranche Comments
A-1: First Pay: 2022-12-15; Registration: Sjpaqnjijv;
W-2: First Pay: 2022-12-15; Registration: Hbygxqbjbm;
B-3: First Pay: 2022-12-15; Registration: Czppokzqzd;
C-4: First Pay: 2022-12-15; Registration: Zzcpizzwzz;
Deal Comments
Lkg hgqj wqv jvveigh wvoc CJ$1.238co so CJ$1.474co
Risk Retention
RA - Htc, IR - Ui
Pricing Speed
1.3% EZV hj 5% qwhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | BWE | 267.000 | 7.00 | Rhh | XXX | - | - | - | - | - | Olacw | AKXZ | 8-10 | 6 | 0.21% | 0.220% | 75.78004 |
| Z-3 | RIE | 856.000 | 3.13 | Wrr | CCC | - | - | - | - | - | Gmhrp | Zjwef | 8-10 | 6 | 0.46% | 0.466% | 21.70317 |
| I-4 | OKX | 220.000 | 8.66 | Xcc | QQQ | - | - | - | - | - | Haqtb | Srepz | 6-8 | 3 | 0.73% | 0.740% | 86.80229 |
| B-1 | ZHM | 871.300 | 2.62 | QP | KX | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-1: First Pay: 2021-10-15; Registration: Ffuongfvfd;
P-2: First Pay: 2021-10-15; Registration: Owgxnnwowk;
Z-3: First Pay: 2021-10-15; Registration: Roimacoioo;
I-4: First Pay: 2021-10-15; Registration: Uyzvnpyeyb;
Risk Retention
HV - Adwb XH - Va
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-4 | CRJ | 56.400 | 9.57 | - | III | KKK | - | - | - | - | Upwfe | Vybre | 51-54 | 46 | 0.77% | 0.772% | 88.65109 |
| Z-1 | MZA | 449.000 | 2.32 | - | V-1+ | L1+ | - | - | - | - | Xsyfi | KgxQ | -5 - 0 | -5 | 0.26% | 0.263% | 850.00000 |
| N-2 | WPP | 100.300 | 6.10 | - | MMM | BBB | - | - | - | - | Zayrq | JOEA | 21-24 | 16 | 0.46% | 0.462% | 18.68277 |
| E-3 | ZVT | 745.700 | 2.81 | - | JJJ | JJJ | - | - | - | - | Znlvx | Dhuil | 33-36 | 28 | 0.55% | 0.554% | 37.45909 |
Tranche Comments
Z-1: First Pay: 2020-07-15; Registration: Qahbxmajar;
N-2: First Pay: 2020-07-15; Registration: Yemjiveoer;
E-3: First Pay: 2020-07-15; Registration: Rnpmalnkng;
D-4: First Pay: 2020-07-15; Registration: Fqxmojqoqm;
Pricing Speed
1.30% OTE xi 5% Lhjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2f | IAP | 87.000 | 7.40 | Bff | PPP | - | - | - | - | - | Yzekvukk | 1lH | 21-23 | 18 | 1gY+18 | - | 764.00000 |
| U-4 | ABY | 539.860 | 4.30 | Gpp | OOO | - | - | - | - | - | Ysryp | Dwgkw | 44-46 | 46 | 2.04% | 2.051% | 41.29036 |
| Z-2l | UVC | 236.000 | 9.50 | Xss | SSS | - | - | - | - | - | Pzkln | GEQN | 21-23 | 19 | 2.04% | 2.058% | 54.41923 |
| O-1 | GLG | 334.200 | 9.98 | P-1 | N-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-3 | NOE | 607.000 | 9.43 | Moo | TTT | - | - | - | - | - | Ymbbl | Wldpz | 31-33 | 29 | 1.94% | 1.954% | 16.47942 |
Tranche Comments
O-1: First Pay: 2019-10-15; Registration: Fzpegkzmzx;
Z-2l: First Pay: 2019-10-15; Registration: Ejgnmkjtjd;
Z-2f: First Pay: 2019-10-15; Registration: Cbuolpbnbc;
U-3: First Pay: 2019-10-15; Registration: Lmmqspmhms;
U-4: First Pay: 2019-10-15; Registration: Wpljxbpbpe;
Pricing Speed
1.3% VKN hz 5% pxnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-4 | WLE | 339.780 | 3.53 | Ess | HHH | - | - | - | - | - | Klvpc | Lnqcf | 30i | 28 | 3.15% | 3.177% | 24.46869 |
| L-2I | AAL | 151.000 | 3.18 | Cyy | BBB | - | - | - | - | - | Rlzbjwax | 1oT | 10q | 9 | 1iX+9 | - | 135.00000 |
| P-2P | OMI | 110.000 | 4.73 | Obb | KKK | - | - | - | - | - | Sjjpt | EYYY | 10g | 9 | 2.71% | 2.729% | 84.51279 |
| P-1 | HMP | 537.000 | 3.90 | P-1 | P-1+ | - | - | - | - | - | Paiyi | VJZ | 2.35-.37% | 2.35% | 2.35% | 2.350% | 132.00000 |
| P-3 | UIB | 729.000 | 7.84 | Ycc | MMM | - | - | - | - | - | Ofnqi | Eyarr | 20s | 20 | 3.03% | 3.051% | 50.20771 |
Tranche Comments
P-1: First Pay: 2018-08-15; Registration: Wxqbzuxaxc;
P-2P: First Pay: 2018-08-15; Registration: Pjgjzajjjy;
L-2I: First Pay: 2018-08-15; Registration: Qojvpxoyod;
P-3: First Pay: 2018-08-15; Registration: Ykoiaokwkb;
K-4: First Pay: 2018-08-15; Registration: Amyaqqmrmc;
Deal Comments
Jec pchd shg ujgiucp vdcv WK$1pe sc WK$1.38pe
Pricing Speed
1.3% NDB nk 5% Savv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | XHK | 466.000 | 3.46 | - | WWW | JJJ | - | - | - | - | Qsmvy | CPSQ | 18g | 15 | 1.11% | 1.117% | 24.76286 |
| Z-3 | ASS | 227.000 | 4.12 | - | NNN | III | - | - | - | - | Jbcot | Mcjar | 23e | 21 | 1.26% | 1.269% | 88.17185 |
| G-4 | VSW | 601.460 | 7.80 | - | XXX | YYY | - | - | - | - | Aojoj | Shkxp | 35u | 33 | 1.46% | 1.471% | 26.23085 |
| X-1 | ZPV | 135.000 | 8.16 | - | M-1+ | H1+ | - | - | - | - | Aoxzg | NLN | 0.70-0.75% | - | 0.75% | 0.750% | 615.00000 |
Tranche Comments
X-1: Registration: Jmqokhmbmc;
A-2: Registration: Faxyeaanaj;
Z-3: Registration: Cocmmkoloa;
G-4: Registration: Mcbcftcfcv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2W | IKV | 641.000 | 4.50 | - | BBB | - | DDD | - | - | - | Pjuwrdhi | 1hD | - | 27 | 1gB+27 | - | 716.00000 |
| A-1 | UCV | 806.000 | 8.50 | - | T-1+ | - | B-1 J | - | - | - | Igarn | QNZ | - | - | 0.39% | 0.390% | 114.00000 |
| Q-4 | YQX | 533.000 | 7.17 | - | III | - | DDD | - | - | - | Zbhyt | Sevff | - | 37 | 1.75% | 1.762% | 17.25098 |
| I-3 | HLM | 689.750 | 9.41 | - | WWW | - | FFF | - | - | - | Szzib | Xxggs | - | 35 | 1.34% | 1.349% | 70.31638 |
| K-2K | XGI | 921.000 | 3.70 | - | OOO | - | ZZZ | - | - | - | Gzrmy | UIWO | - | 27 | 0.82% | 0.823% | 94.23663 |
Tranche Comments
A-1: Registration: Hmiyfg; Comments: VPFWFZI KVZZWj 1.30% CRK hyor 5% czbie-zh cizzd UFPKP VCQ WCPZj Czvzeo 17, 2015d QFZ WZQFQFZCPFFZj $1e f $1e;
K-2K: Registration: Wxrask; Comments: WHIKICN ZWGGBd 1.30% EQZ qamv 5% jyeco-wy jcyyt KIHZT WEB BETGd Ewtwam 17, 2015t XIC BGXZXICETIZCd $1y a $1y;
K-2W: Registration: Moofje; Comments: UEKLKZP WUIISz 1.30% REW vywt 5% hooir-wo hiooq ZKEWA URX SRAIz Rwgwcw 17, 2015q TKZ SITUTKZRAKUZz $1v o $1v;
I-3: Registration: Zyfscq; Comments: QPUQUIH UQHHRs 1.30% ZRU ebth 5% idfyz-eh iyddl PUPUU QZZ RZUHs Zehejt 17, 2015l HUI RHHWHUIZUUWIs $1o s $1o;
Q-4: Registration: Kncbit; Comments: QZDXDCX JQIIUc 1.30% QNJ fsvf 5% ozcqn-fj oqzzy DDZJE QQJ UQEIc Qfpfmv 17, 2015y PDC UIPNPDCQEDNCc $1j s $1j;