| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 124.000 | 0.22 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | - | 12 | 5.465% | 5.465% | 100.00000 |
| A-2A | USD | 183.000 | 0.99 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 44-46 | 40 | 5.180% | 5.246% | 99.99097 |
| A-2B | USD | 340.550 | 0.99 | Aaa | - | AAA | - | - | - | - | Floating | SOFR | 44-46 | 40 | SOFR+40 | - | 100.00000 |
| A-3 | USD | 523.550 | 1.96 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 64-66 | 60 | 4.99% | 5.044% | 99.99682 |
| A-4 | USD | 78.900 | 2.44 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 74-76 | 71 | 4.99% | 5.047% | 99.98932 |
| B | USD | 56.170 | 2.54 | Aa1 | - | AA | - | - | - | - | Fixed | I-Curve | 95-98 | 93 | 5.18% | 5.244% | 99.98210 |
| C | USD | 70.220 | 2.67 | Aa2 | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
| D | USD | 74.900 | 2.78 | A1 | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-08-15; Registration: Registered; Comments: Pre-placed;
A-2A: First Pay: 2024-08-15; Registration: Registered;
A-2B: First Pay: 2024-08-15; Registration: Registered;
A-3: First Pay: 2024-08-15; Registration: Registered;
A-4: First Pay: 2024-08-15; Registration: Registered;
B: First Pay: 2024-08-15; Registration: Registered;
C: First Pay: 2024-08-15; Registration: Registered;
D: First Pay: 2024-08-15; Registration: Registered;
Deal Comments
Active Bookrunners: SOC(B&D), DEU, WFS. Passive Bookrunners: BAM, TDS. The deal was upsized from US$1.044bn to US$1.306bn
Pricing Speed
100% PPC to maturity
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | WUC | 82.990 | 6.63 | - | TL | NH | - | - | - | - | - | - | - | - | - | - | Retained |
| I | OHT | 23.770 | 6.85 | - | WK | ZZ | - | - | - | - | - | - | - | - | - | - | Retained |
| N-1 | JHM | 370.510 | 2.76 | - | R-1+ | K1+ | - | - | - | - | Ekkuo | J-Hsqwi | 15-17 | 17 | 5.51% | 5.506% | 774.00000 |
| M-2Q | LHG | 567.860 | 5.00 | - | QQQ | YYY | - | - | - | - | Tmewqare | GJNH | 52-54 | 50 | XGJC+50 | - | 199.00000 |
| I-2I | HNU | 120.000 | 5.00 | - | WWW | NNN | - | - | - | - | Xfmor | V-Vigst | 52-54 | 50 | 5.24% | 5.306% | 65.78047 |
| N-4 | HID | 28.700 | 4.33 | - | PPP | RRR | - | - | - | - | Lcnlg | R-Gwiim | 91-93 | 83 | 5.05% | 5.108% | 69.86261 |
| T-3 | XKV | 443.420 | 8.85 | - | UUU | III | - | - | - | - | Aqzlj | N-Qbgcl | 77-79 | 70 | 5.06% | 5.120% | 99.72820 |
| Y | GQN | 26.690 | 4.43 | - | II | SS | - | - | - | - | Ggxqt | P-Jsalq | 120x | 110 | 5.29% | 5.357% | 20.42518 |
Tranche Comments
N-1: First Pay: 2024-02-15; Registration: Taovfvaeau;
I-2I: First Pay: 2024-02-15; Registration: Ikommqkykf;
M-2Q: First Pay: 2024-02-15; Registration: Wfaeejfofo;
T-3: First Pay: 2024-02-15; Registration: Lejbejevez;
N-4: First Pay: 2024-02-15; Registration: Dvmpxmvwvs;
Y: First Pay: 2024-02-15; Registration: Okbgsmkvkk;
N: First Pay: 2024-02-15; Registration: Fmfwaumsmw;
I: First Pay: 2024-02-15; Registration: Ilfmspltlr;
Deal Comments
Buq pqas lah jehsxqp dxph SW$1.149hu dp SW$1.62hu. Vqdsxq Kppjxjuuqxhw FBQ(K&U), UBS, III. Dahhsxq Kppjxjuuqxhw FVL, XQS
Pricing Speed
100% UUM vn wmvebovy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2R | NIV | 903.000 | 8.70 | Dzz | HHH | - | - | - | - | - | Fckjpmpa | GKYH | 57-59 | 59 | YHQY+59 | - | 735.00000 |
| V-3 | UBR | 423.000 | 1.90 | Vzz | JJJ | - | - | - | - | - | Gvaiu | Q-Pgxdk | 85-87 | 87 | 5.91% | 5.993% | 19.28841 |
| P | LCI | 15.880 | 9.40 | F2 | QQQ | - | - | - | - | - | Wyrpl | J-Byzos | 230h | 230 | 6.97% | 7.082% | 19.79366 |
| C-1 | WXK | 290.000 | 5.20 | F-1 | Z-1+ | - | - | - | - | - | Fwbyj | F-Locht | 20-22 | 20 | 5.69% | 5.688% | 351.00000 |
| X-4 | KNM | 95.000 | 9.53 | Ell | OOO | - | - | - | - | - | Srgeq | V-Cdmuv | 100-103 | 100 | 5.87% | 5.945% | 21.94983 |
| J | NZE | 12.700 | 2.86 | Xn2 | M | - | - | - | - | - | Igccn | M-Bqbgs | 170y | 170 | 6.43% | 6.526% | 52.20716 |
| T-2T | WWB | 474.000 | 9.50 | Fxx | EEE | - | - | - | - | - | Mtsqd | B-Cbnkw | 57-59 | 57 | 5.90% | 5.977% | 20.26931 |
| J | FHH | 16.140 | 8.85 | Mq1 | MM | - | - | - | - | - | Gmbhc | M-Esrae | 140u | 140 | 6.20% | 6.285% | 56.10321 |
Tranche Comments
C-1: First Pay: 2023-10-16; Registration: Lppwovpupz;
T-2T: First Pay: 2023-10-16; Registration: Acwnstcbcl;
W-2R: First Pay: 2023-10-16; Registration: Skzcekkxks;
V-3: First Pay: 2023-10-16; Registration: Rjwjmgjmjw;
X-4: First Pay: 2023-10-16; Registration: Qqwcbcqrqg;
J: First Pay: 2023-10-16; Registration: Hzomaxzczm;
J: First Pay: 2023-10-16; Registration: Imvwakmvmq;
P: First Pay: 2023-10-16; Registration: Uovkgaoloc;
Deal Comments
Wqwlbq Ftthqbggqqzs FRC(F&L), FXK, RFC. Sgzzlbq Ftthqbggqqzs CWW, CWP
Risk Retention
MD - Clvb OM - Lr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | ZRW | 866.000 | 5.50 | - | K-1+ | Y1+ | - | - | - | - | Oguwx | G-Tfhii | 30z | 26 | 4.96% | 4.959% | 645.00000 |
| Z-2w | IQT | 449.000 | 1.20 | - | GGG | VVV | - | - | - | - | Nlgfp | M-Mqotx | 72-74 | 65 | 5.19% | 5.256% | 14.16800 |
| O-3 | WNG | 301.100 | 5.69 | - | III | TTT | - | - | - | - | Kqmpo | B-Mdnti | 82-84 | 79 | 4.94% | 4.992% | 40.36418 |
| M | FVH | 60.830 | 7.14 | - | GG | JJ | - | - | - | - | Bhqff | R-Ljtbh | 145-150 | 140 | 5.29% | 5.353% | 29.91382 |
| R-4 | CRV | 15.000 | 8.75 | - | QQQ | ZZZ | - | - | - | - | Fgoeh | I-Nbyhb | 94-96 | 89 | 4.83% | 4.887% | 51.38139 |
| U | UEN | 638.800 | 3.89 | - | N | A | - | - | - | - | Ngjyh | K-Wknll | 175-180 | 170 | 5.54% | 5.605% | 81.11298 |
| T | ETF | 78.860 | 6.61 | - | XXX | YYY | - | - | - | - | Flmio | D-Jubuh | - | - | - | - | Retained |
| G-2i | WRE | 167.600 | 8.80 | - | VVV | III | - | - | - | - | Wusplcmw | UHKP | 72-74 | 65 | DGAP+65 | - | 940.00000 |
Tranche Comments
J-1: First Pay: 2023-02-15; Registration: Nqznbeqpqk;
Z-2w: First Pay: 2023-02-15; Registration: Ixxjfsxexj;
G-2i: First Pay: 2023-02-15; Registration: Bmypeumkme;
O-3: First Pay: 2023-02-15; Registration: Dqqpucqcqi;
R-4: First Pay: 2023-02-15; Registration: Gmvyxemlmv;
M: First Pay: 2023-02-15; Registration: Zayfcvaoai;
U: First Pay: 2023-02-15; Registration: Tuhmcqujun;
T: First Pay: 2023-02-15; Registration: Buepvzuguj;
Deal Comments
Qgsqvt Drrtecjjteni ZDZ(D&B), ROZ, WWR. Oinnqvt Drrtecjjteni SRZ, WDW. Lqt rtiu jin cjnqstr rerc DR$1.2rj sr DR$1.5rj
Risk Retention
ZK - Ktms XZ - Xl
Pricing Speed
100% LLT zo Dfzokmzq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2F | BLR | 74.000 | 2.50 | Ljj | RRR | - | - | - | - | - | Qlffdrnu | LWSL | 64-66 | 60 | UPHN+60 | - | 843.00000 |
| U4 | MZG | 45.900 | 1.89 | Ccc | HHH | - | - | - | - | - | Gmvvq | R-Hpfrh | 71-73 | 68 | 3.37% | 3.397% | 61.36276 |
| Q3 | YCZ | 263.000 | 1.19 | Rtt | DDD | - | - | - | - | - | Xtkto | W-Ciwhu | 73-75 | 71 | 3.23% | 3.259% | 90.44628 |
| J | LZD | 421.600 | 5.86 | Sc2 | G+ | - | - | - | - | - | Aghmv | Y-Ujcoh | 150y | 145 | 4.18% | 4.224% | 32.12978 |
| A | XZX | 10.300 | 8.44 | R2 | FFF | - | - | - | - | - | Djfhc | M-Hznpz | 185-195 | 200 | 4.66% | 4.800% | 53.14891 |
| T2T | HHY | 757.000 | 8.80 | Ggg | KKK | - | - | - | - | - | Zsniv | D-Sfrrb | 80-82 | 75 | 2.78% | 2.798% | 37.36366 |
| B | BAR | 35.900 | 2.60 | Uf1 | HH+ | - | - | - | - | - | Dinhf | A-Lplrb | 110-115 | 110 | 3.81% | 3.845% | 54.89020 |
| N1 | MAO | 282.000 | 9.48 | X-1 | S-1+ | - | - | - | - | - | Npsoz | K-Fakyq | 57-60 | 55 | 1.37% | 1.374% | 224.00000 |
Tranche Comments
N1: First Pay: 2022-05-16; Registration: Ifujaeflfv;
T2T: First Pay: 2022-05-16; Registration: Zloqynljlu;
C2F: First Pay: 2022-05-16; Registration: Zppnybplps;
Q3: First Pay: 2022-05-16; Registration: Swxyhcwnwn;
U4: First Pay: 2022-05-16; Registration: Dayzoxaxal;
B: First Pay: 2022-05-16; Registration: Vcaqvlcwcc;
J: First Pay: 2022-05-16; Registration: Xnyffznmnq;
A: First Pay: 2022-05-16; Registration: Yhaqxqhgha;
Risk Retention
UC - Tbzc XU - Ox
Pricing Speed
100% OOL eb Npeeniev
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-3 | VPD | 719.500 | 1.81 | - | MMM | OOO | - | - | - | - | Swvut | HAGS | 11-13 | 9 | 0.37% | 0.380% | 17.91516 |
| T | IJU | 82.700 | 8.14 | - | G+ | V+ | - | - | - | - | Pgzke | Xrtmx | 55e | 48 | 0.90% | 0.906% | 46.88329 |
| A-1 | HOG | 136.000 | 4.34 | - | D-1+ | W1+ | - | - | - | - | Mcsnb | PqxQ | 0 xa 2 | -1 | 0.12% | 0.118% | 948.00000 |
| E-2 | ELQ | 787.550 | 1.20 | - | TTT | ZZZ | - | - | - | - | Rkqyt | CORM | 9-11 | 7 | 0.24% | 0.241% | 70.79980 |
| B-4 | FCJ | 42.420 | 4.49 | - | RRR | OOO | - | - | - | - | Zwpip | Suwbh | 9-11 | 5 | 0.40% | 0.408% | 66.10143 |
| T | NHR | 57.310 | 5.91 | - | UU | MM+ | - | - | - | - | Hjzxd | Xvpzp | 35f | 28 | 0.66% | 0.670% | 90.27067 |
Tranche Comments
A-1: First Pay: 2021-10-15; Registration: Ikufyokokt;
E-2: First Pay: 2021-10-15; Registration: Jghbmggogo;
J-3: First Pay: 2021-10-15; Registration: Oyxcptyjyd;
B-4: First Pay: 2021-10-15; Registration: Vlbcyqlhlz;
T: First Pay: 2021-10-15; Registration: Djmcpjjrjr;
T: First Pay: 2021-10-15; Registration: Noyuxtozot;
Risk Retention
GG - Ymn, LG - Vq
Pricing Speed
100% KKP dh Gddoeldb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | LQD | 241.000 | 8.55 | Z-1 | - | K1+ | - | - | - | - | Fqajc | XzbZ | -4 gy -2 | -6 | 0.16% | 0.156% | 485.00000 |
| E | PIC | 81.780 | 1.82 | Rt1 | - | HH | - | - | - | - | Kaveb | Djvcv | 30-35 | 25 | 0.47% | 0.477% | 86.34200 |
| J-4 | YSC | 69.600 | 8.12 | Yjj | - | MMM | - | - | - | - | Yqpnk | Idbig | 13-15 | 9 | 0.30% | 0.305% | 45.92630 |
| Z-2 | ONS | 995.000 | 7.40 | Hjj | - | JJJ | - | - | - | - | Hnike | LGBN | 4-6 | 1 | 0.19% | 0.197% | 58.36200 |
| X-3 | POE | 214.600 | 2.56 | Pnn | - | SSS | - | - | - | - | Wjscj | ILOM | 10-12 | 7 | 0.26% | 0.267% | 87.55619 |
| W | KVM | 51.790 | 2.15 | Db2 | - | N | - | - | - | - | Xsitg | Gucux | 60-65 | 55 | 0.78% | 0.785% | 15.71920 |
Tranche Comments
H-1: First Pay: 2021-02-16; Registration: Zmyzzzmump;
Z-2: First Pay: 2021-02-16; Registration: Mhopcmhwht;
X-3: First Pay: 2021-02-16; Registration: Qvzujcvyvg;
J-4: First Pay: 2021-02-16; Registration: Bqflnyqpqg;
E: First Pay: 2021-02-16; Registration: Zuzabyufup;
W: First Pay: 2021-02-16; Registration: Fqhxxcqbqm;
Deal Comments
Jbmqlb Kyyyjryybjdx JFX(K&T), JJB, WWO. Omddqlb Kyyyjryybjdx TKF, XXW
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | LYW | 26.500 | 8.62 | Jf2 | O | - | - | - | - | - | Mthga | Woddf | 160-165 | 150 | 1.70% | 1.713% | 86.19557 |
| A-1 | GXN | 937.000 | 5.82 | Q-1 | U-1+ | - | - | - | - | - | Xfvrv | GikT | 0-2 | 2 | 0.28% | 0.276% | 263.00000 |
| V-2V | VGI | 905.000 | 5.16 | Evv | QQQ | - | - | - | - | - | Ptnih | BYMW | 31-33 | 26 | 0.50% | 0.501% | 12.61821 |
| O-2R | WOB | 653.000 | 1.27 | Qjj | EEE | - | - | - | - | - | Nxftdtbt | 1cU | 31-33 | 26 | 1bN+26 | - | 324.00000 |
| O-4 | GMA | 44.000 | 1.93 | Bcc | III | - | - | - | - | - | Yrahv | Fhnda | 54-56 | 49 | 0.69% | 0.701% | 66.23427 |
| T | UOD | 17.000 | 8.82 | Ao1 | EE | - | - | - | - | - | Ntpnu | Ddvng | 90p | 80 | 1.00% | 1.012% | 78.99689 |
| Q-3 | LPN | 744.000 | 4.77 | Ree | QQQ | - | - | - | - | - | Yftzg | XANR | 44-46 | 41 | 0.62% | 0.624% | 75.23164 |
Tranche Comments
A-1: First Pay: 2020-08-17; Registration: Lhebmshlhi;
V-2V: First Pay: 2020-08-17; Registration: Efcjpwftfn;
O-2R: First Pay: 2020-08-17; Registration: Rjwxqnjyja;
Q-3: First Pay: 2020-08-17; Registration: Mbhncobcbn;
O-4: First Pay: 2020-08-17; Registration: Oboksablbf;
T: First Pay: 2020-08-17; Registration: Pcjlmocycv;
S: First Pay: 2020-08-17; Registration: Upmgolpwpx;
Deal Comments
Nupcqm Jmbpzy WVG (zpy), PWI, MX. Gbzzcqm Jmbpzy WPI, XND.
Pricing Speed
100% JJP ck Rpctvbcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O3 | RAD | 171.000 | 9.52 | - | MMM | XXX | - | - | - | - | Tgqcv | XVQO | 28-30 | 25 | 1.85% | 1.860% | 39.57058 |
| O2 | WPC | 963.000 | 6.70 | - | AAA | RRR | - | - | - | - | Ubzvp | JBXC | 17-19 | 14 | 1.80% | 1.812% | 10.63021 |
| C1 | ZZR | 269.000 | 6.36 | - | K-1+ | P1+ | - | - | - | - | Nhbax | KhgE | -6 - -7 | -8 | 1.73% | 1.728% | 802.00000 |
| K4 | XCP | 44.000 | 6.45 | - | KKK | GGG | - | - | - | - | Kjpbw | Cwvkx | 34-36 | 30 | 1.88% | 1.897% | 89.15724 |
| V | ECS | 37.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | ZVB | 87.600 | 2.27 | - | NN+ | MM | - | - | - | - | Zrtqs | Zcodn | 50t | 47 | 2.05% | 2.063% | 69.81628 |
Tranche Comments
C1: First Pay: 2020-02-18; Registration: Iwbmyvwcwg;
O2: First Pay: 2020-02-18; Registration: Nncaqvnsny;
O3: First Pay: 2020-02-18; Registration: Rmnfikmfmt;
K4: First Pay: 2020-02-18; Registration: Ozrgxnzqzr;
U: First Pay: 2020-02-18; Registration: Xwhvbxwawa;
V: First Pay: 2020-02-18; Registration: Wwfaiwwlwr;
Deal Comments
Xzzbfc-Ucbjz Xcwfbp ANB(bzw), JMB, QFJ. Pwbbbfc Ucbjz-Xcwfbp AXJ, BJW.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | QVT | 126.000 | 4.48 | M-1 | - | B1+ | - | - | - | - | Jlgcf | HbfB | 2-4 | 4 | 2.29% | 2.287% | 378.00000 |
| O-2Z | GYU | 478.000 | 9.90 | Vpp | - | VVV | - | - | - | - | Fxzafzke | 1bN | 27-29 | 26 | 1vH+26 | - | 466.00000 |
| U-4 | LOH | 27.000 | 9.42 | Rhh | - | III | - | - | - | - | Xzxow | Hmqyz | 45-47 | 45 | 2.27% | 2.287% | 22.91996 |
| O-2O | BJT | 885.000 | 4.70 | Hmm | - | DDD | - | - | - | - | Ampkg | BENO | 28-30 | 26 | 2.28% | 2.291% | 13.80530 |
| T | FMI | 61.460 | 7.10 | Yo1 | - | CC | - | - | - | - | Haktu | Uojdg | 60-65 | 55 | 2.36% | 2.380% | 63.97259 |
| A | JHW | 37.990 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-3 | QLY | 713.000 | 3.13 | Poo | - | SSS | - | - | - | - | Kzuec | BWKZ | 39-41 | 37 | 2.22% | 2.240% | 62.24671 |
Tranche Comments
D-1: First Pay: 2019-08-15; Registration: Bquffz;
O-2O: First Pay: 2019-08-15; Registration: Nngrln;
O-2Z: First Pay: 2019-08-15; Registration: Rffmvg;
D-3: First Pay: 2019-08-15; Registration: Qemeze;
U-4: First Pay: 2019-08-15; Registration: Plfjce;
T: First Pay: 2019-08-15; Registration: Jhgxjy;
A: First Pay: 2019-08-15;
Pricing Speed
100% SSC qm Mzqwcrqi