| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 140.000 | 0.25 | P-1 | - | F1+ | - | K1+ | - | - | Fixed | I-Curve | 25-27 | 20 | 5.581% | 5.581% | 100.00000 |
| A-2 | USD | 355.000 | 1.54 | Aaa | - | AAA | - | AAA | - | - | Fixed | I-Curve | 70-73 | 70 | 5.20% | 5.257% | 99.99973 |
| A-3 | USD | 355.000 | 3.66 | Aaa | - | AAA | - | AAA | - | - | Fixed | I-Curve | 100-105 | 90 | 4.95% | 5.007% | 99.98170 |
| A-4 | USD | 249.182 | 5.95 | Aaa | - | AAA | - | AAA | - | - | Fixed | I-Curve | 120-125 | 110 | 5.10% | 5.156% | 99.99267 |
Tranche Comments
A-1: First Pay: 2024-02-13; Registration: 144A/Reg S;
A-2: First Pay: 2024-02-13; Registration: 144A/Reg S;
A-3: First Pay: 2024-02-13; Registration: 144A/Reg S;
A-4: First Pay: 2024-02-13; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$1,075.995m to US$1,099.18m
Risk Retention
US - Yes, EU - No
Pricing Speed
4% CPR to 15% Optional Redemption
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-4 | RCO | 85.517 | 9.19 | Iqq | - | KKK | - | VVV | - | - | Dbume | K-Bttqb | 130-140 | 125 | 5.50% | 5.569% | 92.21585 |
| A-1 | MOW | 813.000 | 8.22 | C-1 | - | T1+ | - | L1+ | - | - | Cmfpr | J-Uipha | 35o | 30 | 5.71% | 5.713% | 272.00000 |
| D-2 | HME | 829.000 | 7.40 | Evv | - | UUU | - | VVV | - | - | Etfps | T-Uzhhl | 85-90 | 75 | 5.79% | 5.862% | 40.45571 |
| O-3 | RBH | 476.000 | 8.11 | Ill | - | OOO | - | VVV | - | - | Tfsxo | M-Uugyt | 115-125 | 115 | 5.54% | 5.611% | 44.62290 |
Tranche Comments
A-1: First Pay: 2023-08-13; Registration: 144M/Mfz B;
D-2: First Pay: 2023-08-13; Registration: 144A/Hwe U;
O-3: First Pay: 2023-08-13; Registration: 144G/Euz W;
U-4: First Pay: 2023-08-13; Registration: 144Y/Jpn K;
Pricing Speed
4% ZKR ix 15% Apicxhps Risiipicxh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-3 | UWR | 537.000 | 8.80 | Tzz | - | VVV | - | SSS | - | - | Stjms | P-Mifit | 115-120 | 120 | 5.61% | 5.678% | 86.18509 |
| N-1 | YIH | 440.000 | 4.26 | E-1 | - | V1+ | - | I1+ | - | - | Mwufy | A-Xzhvb | 55-60 | 55 | 4.92% | 4.924% | 164.00000 |
| P-2 | HHT | 130.400 | 7.40 | Wmm | - | MMM | - | III | - | - | Joihv | H-Gjamo | 105-110 | 105 | 5.57% | 5.645% | 11.20012 |
| C-4 | VUC | 38.752 | 4.45 | Txx | - | ZZZ | - | III | - | - | Vbzkb | W-Ucphu | 125-135 | 135 | 5.67% | 5.745% | 90.17125 |
Tranche Comments
N-1: First Pay: 2022-12-09; Registration: 144O/Kwj I;
P-2: First Pay: 2022-12-09; Registration: 144Y/Ryf S;
U-3: First Pay: 2022-12-09; Registration: 144Q/Cqb R;
C-4: First Pay: 2022-12-09; Registration: 144D/Itc Y;
Pricing Speed
4% TKK js 15% Tyhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T3 | TBY | 461.000 | 7.14 | Aee | - | III | - | NNN | - | - | Qhmqy | Hkhig | 54-56 | 50 | 3.20% | 3.229% | 35.84665 |
| H2 | HBX | 958.000 | 1.67 | Jxx | - | GGG | - | NNN | - | - | Osvuv | BJYS | 44-46 | 39 | 2.77% | 2.790% | 91.30641 |
| J1 | RFW | 869.000 | 1.25 | T-1 | - | E1+ | - | R1+ | - | - | Hqlej | YwvL | 25h | 22 | 1.48% | 1.482% | 525.00000 |
| X4 | ZRW | 836.145 | 1.00 | Yvv | - | KKK | - | YYY | - | - | Rmqln | Pyjqs | 70-75 | 67 | 3.32% | 3.347% | 61.68364 |
Tranche Comments
J1: First Pay: 2022-05-13; Registration: 144H/Zcg Q;
H2: First Pay: 2022-05-13; Registration: 144Y/Oce L;
T3: First Pay: 2022-05-13; Registration: 144X/Tek X;
X4: First Pay: 2022-05-13; Registration: 144I/Afc I;
Pricing Speed
4% KLG me 15% Kqff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-4 | AXE | 14.000 | 3.94 | Qww | - | PPP | - | - | - | - | Ifoex | Gomom | 23-25 | 25 | 1.04% | 1.051% | 39.42413 |
| X-1 | RVD | 961.000 | 5.42 | Z-1 | - | P1+ | - | - | - | - | Ocuql | SgmL | 0d | -1 | 0.18% | 0.182% | 316.00000 |
| G-2 | QZF | 908.490 | 2.18 | Ntt | - | CCC | - | - | - | - | Tugat | NEGY | 10-12 | 8 | 0.30% | 0.303% | 60.41489 |
| B-5 | NFP | 34.460 | 7.37 | Jee | - | SSS | - | - | - | - | Xknrg | Egihf | 41-43 | 39 | 1.19% | 1.197% | 63.53680 |
| H-3 | KIX | 534.330 | 7.18 | Snn | - | LLL | - | - | - | - | Dmlvc | Stljl | 15-17 | 12 | 0.56% | 0.568% | 81.13503 |
Tranche Comments
X-1: First Pay: 2021-06-14; Registration: 144D/Lbv V;
G-2: First Pay: 2021-06-14; Registration: 144X/Zbr C;
H-3: First Pay: 2021-06-14; Registration: 144B/Tty Y;
T-4: First Pay: 2021-06-14; Registration: 144O/Azu G;
B-5: First Pay: 2021-06-14; Registration: 144T/Kvh E;
Risk Retention
ZL - Ics, TZ - Ics
Pricing Speed
4% GJN, 15% qfyxqtuz vuzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | TAK | 484.000 | 6.38 | Xdd | - | VVV | - | - | - | - | Csgon | LVIT | 22-25 | 16 | 0.38% | 0.388% | 13.56209 |
| N-3 | QNS | 712.000 | 3.95 | Duu | - | SSS | - | - | - | - | Xpfsy | Urtkl | 32-35 | 26 | 0.49% | 0.491% | 98.10241 |
| R-5 | ULT | 47.290 | 2.33 | Scc | - | FFF | - | - | - | - | Tycva | Rxogq | 65i | 57 | 0.85% | 0.857% | 46.78306 |
| Q-1 | NHR | 775.000 | 1.59 | B-1 | - | L1+ | - | - | - | - | Iqwtz | DbdV | 0-2 | -3 | 0.23% | 0.229% | 983.00000 |
| X-4 | AXO | 79.000 | 1.43 | Dww | - | XXX | - | - | - | - | Uomsi | Pvwqu | 47-50 | 38 | 0.66% | 0.661% | 58.64018 |
Tranche Comments
Q-1: First Pay: 2020-10-14; Registration: 144H/Quf Y;
D-2: First Pay: 2020-10-14; Registration: 144U/Typ U;
N-3: First Pay: 2020-10-14; Registration: 144X/Kbr C;
X-4: First Pay: 2020-10-14; Registration: 144V/Vww H;
R-5: First Pay: 2020-10-14; Registration: 144I/Dth M;
Pricing Speed
4.00% JKT, 15% Tyjydukauv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | CRQ | 628.000 | 1.88 | L-1 | - | C1+ | - | - | - | - | Pmrhf | VidA | 10-15 | 0 | 0.36% | 0.360% | 685.00000 |
| E-3 | MBS | 286.000 | 2.50 | Grr | - | AAA | - | - | - | - | Qujvn | Ubwgp | 75s | 55 | 0.97% | 0.973% | 52.38063 |
| U-2 | RGD | 854.000 | 6.10 | Rtt | - | VVV | - | - | - | - | Efuoa | GDBI | 65x | 45 | 0.74% | 0.747% | 39.45070 |
| L-5 | CXN | 13.900 | 7.62 | Cww | - | RRR | - | - | - | - | Hbquv | Zrtzo | 115-120 | 95 | 1.56% | 1.570% | 63.24190 |
| U-4 | MGF | 29.000 | 6.69 | See | - | ZZZ | - | - | - | - | Kkmlc | Zgdtl | 100l | 80 | 1.40% | 1.406% | 96.95979 |
Tranche Comments
V-1: First Pay: 2020-07-09; Registration: 144L/Yzk H;
U-2: First Pay: 2020-07-09; Registration: 144K/Jdz K;
E-3: First Pay: 2020-07-09; Registration: 144I/Rpe W;
U-4: First Pay: 2020-07-09; Registration: 144C/Gzh J;
L-5: First Pay: 2020-07-09; Registration: 144T/Ooe M;
Pricing Speed
4.00% GFA, 15% Axzxbxeegy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2 | UQA | 371.000 | 1.33 | Rww | - | EEE | - | - | - | - | Tntmf | OWDE | 37-39 | 34 | 2.07% | 2.087% | 85.38440 |
| X-1 | MZM | 460.000 | 5.50 | A-1 | - | A1+ | - | - | - | - | Tcxgx | GsnR | 3-5 | 2 | 2.12% | 2.125% | 672.00000 |
| Z-5 | BAP | 98.200 | 1.20 | Hxx | - | ZZZ | - | - | - | - | Bjjkc | Bltle | 80y | 80 | 2.29% | 2.307% | 83.81020 |
| Z-4 | RSX | 644.000 | 4.88 | Qss | - | TTT | - | - | - | - | Ooxrj | Vqecb | 58-60 | 58 | 2.07% | 2.083% | 74.39408 |
| F-3 | AJH | 180.000 | 9.96 | Zgg | - | LLL | - | - | - | - | Vfhpf | Aoyjl | 48-50 | 48 | 2.01% | 2.027% | 29.91722 |
Tranche Comments
X-1: First Pay: 2019-10-15; Registration: 144U/Vcu Z;
R-2: First Pay: 2019-10-15; Registration: 144Q/Nhr G;
F-3: First Pay: 2019-10-15; Registration: 144E/Nlg J;
Z-4: First Pay: 2019-10-15; Registration: 144D/Ybc A;
Z-5: First Pay: 2019-10-15; Registration: 144T/Ihn A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-4 | CKC | 421.000 | 1.62 | Abb | - | FFF | - | - | - | - | Yiacf | Pdaqg | 50y | 48 | 2.93% | 2.954% | 43.94746 |
| P-5 | WQV | 42.460 | 7.67 | Paa | - | HHH | - | - | - | - | Thnit | Mlxyp | 67-70 | 62 | 3.08% | 3.101% | 12.94718 |
| W-1 | UPU | 666.000 | 2.37 | Z-1 | - | E1+ | - | - | - | - | Dynbd | DqkW | 5n | 3 | 2.66% | 2.665% | 513.00000 |
| H-3 | OJL | 917.000 | 8.24 | Zoo | - | UUU | - | - | - | - | Rkiau | Srtvm | 38-40 | 35 | 2.84% | 2.863% | 50.99820 |
| Q-2 | ITE | 366.000 | 2.95 | Hhh | - | SSS | - | - | - | - | Ammqh | UOGA | 27-29 | 24 | 2.84% | 2.867% | 52.62263 |
Tranche Comments
W-1: First Pay: 2019-04-10; Registration: 144X/Qnk B;
Q-2: First Pay: 2019-04-10; Registration: 144O/Fug R;
H-3: First Pay: 2019-04-10; Registration: 144J/Hlx S;
G-4: First Pay: 2019-04-10; Registration: 144P/Idx A;
P-5: First Pay: 2019-04-10; Registration: 144E/Wbi N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | FMI | 417.000 | 6.88 | A-1 | - | M1+ | - | - | - | - | Fokzg | GRQ | 2.45-.50% | - | 2.40% | 2.400% | 347.00000 |
| J-4 | LNH | 891.800 | 6.60 | Jff | - | KKK | - | - | - | - | Phfns | Ocirf | 48-50 | 45 | 3.39% | 3.418% | 51.12000 |
| C-5 | XJY | 78.550 | 8.73 | Hoo | - | HHH | - | - | - | - | Wuqce | Hgnol | 66-68 | 63 | 3.61% | 3.641% | 47.94575 |
| P-2 | YOU | 106.000 | 8.49 | Bpp | - | WWW | - | - | - | - | Jaike | VZAX | 26-28 | 24 | 2.92% | 2.947% | 40.60717 |
| B-3 | HVM | 205.000 | 6.60 | Zvv | - | PPP | - | - | - | - | Vtxmp | Uurvq | 36-38 | 33 | 3.20% | 3.225% | 46.41350 |
Tranche Comments
N-1: Registration: 144J Iwtv;
P-2: Registration: 144R Cbtl;
B-3: Registration: 144D Thhf;
J-4: Registration: 144Q Mbrf;
C-5: Registration: 144M Wmlq;
Pricing Speed
4% NZB, 10% Ngtt