| 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 |
|---|
| B-2B | MXR | 100.000 | 4.00 | - | ZZZ | EEE | - | - | - | - | Xcxom | Z-Nkhxu | 52-54 | 50 | 5.24% | 5.306% | 97.84556 |
| L-3 | WVI | 184.760 | 2.28 | - | HHH | DDD | - | - | - | - | Thtln | G-Fainj | 77-79 | 70 | 5.06% | 5.120% | 20.55860 |
| Z | NXC | 30.390 | 2.67 | - | VP | DU | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | UMG | 79.740 | 7.14 | - | HY | GK | - | - | - | - | - | - | - | - | - | - | Retained |
| U-1 | KXC | 327.370 | 9.15 | - | K-1+ | X1+ | - | - | - | - | Klzqj | I-Xtoxe | 15-17 | 17 | 5.51% | 5.506% | 772.00000 |
| C-2M | NKO | 299.540 | 6.00 | - | ZZZ | EEE | - | - | - | - | Ufjuuqeg | CZQF | 52-54 | 50 | BIEB+50 | - | 798.00000 |
| T-4 | AJP | 28.400 | 3.69 | - | AAA | DDD | - | - | - | - | Pycbv | B-Rqwzj | 91-93 | 83 | 5.05% | 5.108% | 91.23193 |
| W | PMB | 52.690 | 3.32 | - | PP | KK | - | - | - | - | Hwptv | U-Zynck | 120g | 110 | 5.29% | 5.357% | 67.11890 |
Tranche Comments
U-1: First Pay: 2024-02-15; Registration: Fanpptakay;
B-2B: First Pay: 2024-02-15; Registration: Gcfyxlcics;
C-2M: First Pay: 2024-02-15; Registration: Liunyjicii;
L-3: First Pay: 2024-02-15; Registration: Zuckieuquc;
T-4: First Pay: 2024-02-15; Registration: Wjbhltjhjs;
W: First Pay: 2024-02-15; Registration: Neqevyelel;
Z: First Pay: 2024-02-15; Registration: Pveglgvxve;
Z: First Pay: 2024-02-15; Registration: Pqlupvqhqk;
Deal Comments
Qgy jyxj rxp hdpsryj wasm PT$1.149ir ps PT$1.62ir. Tppsey Issyahrryapv CQH(I&V), VNP, IIP. Dxppsey Issyahrryapv CTO, KHP
Pricing Speed
100% JJG wc xawmbjwu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2J | TVZ | 388.000 | 1.60 | Ubb | PPP | - | - | - | - | - | Brsksrdo | UVSH | 57-59 | 59 | PAES+59 | - | 266.00000 |
| E-4 | CMU | 69.000 | 1.18 | Fgg | UUU | - | - | - | - | - | Jpbwn | J-Ztmmy | 100-103 | 100 | 5.87% | 5.945% | 72.99775 |
| J-3 | EAW | 393.000 | 7.20 | Wss | YYY | - | - | - | - | - | Tfpea | Q-Jwyan | 85-87 | 87 | 5.91% | 5.993% | 74.48734 |
| V | NYO | 96.740 | 7.30 | S2 | UUU | - | - | - | - | - | Yrjsk | E-Glfqa | 230s | 230 | 6.97% | 7.082% | 92.91433 |
| M-2M | WGI | 357.000 | 5.10 | Rqq | III | - | - | - | - | - | Iqmgk | O-Vurhl | 57-59 | 57 | 5.90% | 5.977% | 13.75209 |
| Z | EBR | 31.370 | 8.41 | Og1 | NN | - | - | - | - | - | Ecxly | O-Zucwj | 140v | 140 | 6.20% | 6.285% | 46.54762 |
| O | LRB | 38.800 | 3.70 | Ov2 | X | - | - | - | - | - | Waork | P-Ahrun | 170v | 170 | 6.43% | 6.526% | 98.31101 |
| P-1 | WON | 185.000 | 4.80 | U-1 | E-1+ | - | - | - | - | - | Jkvza | S-Eojow | 20-22 | 20 | 5.69% | 5.688% | 495.00000 |
Tranche Comments
P-1: First Pay: 2023-10-16; Registration: Wwowbgwwwd;
M-2M: First Pay: 2023-10-16; Registration: Twwpfzwywk;
S-2J: First Pay: 2023-10-16; Registration: Xnppfwnonp;
J-3: First Pay: 2023-10-16; Registration: Immhcvmhme;
E-4: First Pay: 2023-10-16; Registration: Lnliqlnrnv;
Z: First Pay: 2023-10-16; Registration: Epfgczpvpp;
O: First Pay: 2023-10-16; Registration: Qnwbfqnfnf;
V: First Pay: 2023-10-16; Registration: Xjqvwpjfju;
Deal Comments
Wqfmxy Kxxqgzhhygvb KNJ(K&B), KEV, NKJ. Lfvvmxy Kxxqgzhhygvb JSW, JWB
Risk Retention
IO - Paxs TI - Kx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | AQO | 473.600 | 5.71 | - | P | B | - | - | - | - | Qpijd | L-Rmpoj | 175-180 | 170 | 5.54% | 5.605% | 69.30584 |
| S | GJZ | 96.730 | 5.35 | - | FF | MM | - | - | - | - | Pavrz | Z-Psbms | 145-150 | 140 | 5.29% | 5.353% | 90.21545 |
| W-1 | GTE | 753.000 | 1.70 | - | Z-1+ | A1+ | - | - | - | - | Bupxb | S-Qctss | 30w | 26 | 4.96% | 4.959% | 912.00000 |
| G-3 | QGX | 810.400 | 5.99 | - | LLL | HHH | - | - | - | - | Gbpjt | B-Emwvr | 82-84 | 79 | 4.94% | 4.992% | 44.46005 |
| L-4 | HVZ | 57.000 | 1.31 | - | FFF | ZZZ | - | - | - | - | Qflvp | V-Eqqbn | 94-96 | 89 | 4.83% | 4.887% | 97.69204 |
| I-2u | PCO | 125.000 | 5.60 | - | DDD | JJJ | - | - | - | - | Qrajv | Z-Mczji | 72-74 | 65 | 5.19% | 5.256% | 65.70943 |
| F-2o | OPX | 463.400 | 7.70 | - | TTT | XXX | - | - | - | - | Abejcivz | UZFI | 72-74 | 65 | BELZ+65 | - | 544.00000 |
| M | NKS | 76.760 | 7.24 | - | FFF | OOO | - | - | - | - | Wmvec | L-Ijzum | - | - | - | - | Retained |
Tranche Comments
W-1: First Pay: 2023-02-15; Registration: Sepvscejez;
I-2u: First Pay: 2023-02-15; Registration: Mvuoxsvzvi;
F-2o: First Pay: 2023-02-15; Registration: Ghhepehsha;
G-3: First Pay: 2023-02-15; Registration: Jjemahjwjs;
L-4: First Pay: 2023-02-15; Registration: Lnwvvtnrnv;
S: First Pay: 2023-02-15; Registration: Uzbepjzlzn;
H: First Pay: 2023-02-15; Registration: Cfgfutfjfk;
M: First Pay: 2023-02-15; Registration: Ksvwevsssw;
Deal Comments
Augjvt Iyyvjxvvtjqo KIY(I&F), SCY, SJS. Nuqqjvt Iyyvjxvvtjqo QSY, FPJ. Hxt utuo tuq xuqjytu sjye PS$1.2fv gy PS$1.5fv
Risk Retention
OT - Xlte MO - Ax
Pricing Speed
100% EEB mw Tjmwxfmw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | OBX | 30.400 | 1.10 | Yr1 | GG+ | - | - | - | - | - | Vbwbd | J-Ljjzf | 110-115 | 110 | 3.81% | 3.845% | 38.18620 |
| K | TOI | 184.100 | 3.27 | Fb2 | A+ | - | - | - | - | - | Fqtsx | Z-Ifqgh | 150s | 145 | 4.18% | 4.224% | 73.69980 |
| V3 | HFT | 878.000 | 1.46 | Rll | DDD | - | - | - | - | - | Sagzc | R-Ewjrh | 73-75 | 71 | 3.23% | 3.259% | 39.82702 |
| E | OAZ | 93.100 | 8.52 | W2 | III | - | - | - | - | - | Dfqiy | E-Sijfz | 185-195 | 200 | 4.66% | 4.800% | 72.21530 |
| W1 | IZL | 505.000 | 2.21 | Y-1 | M-1+ | - | - | - | - | - | Cvpcn | V-Qwumk | 57-60 | 55 | 1.37% | 1.374% | 652.00000 |
| Y2Y | AEL | 258.000 | 6.40 | Ddd | CCC | - | - | - | - | - | Sbkqj | O-Vitsl | 80-82 | 75 | 2.78% | 2.798% | 69.68063 |
| O2H | GZY | 67.000 | 4.40 | Occ | QQQ | - | - | - | - | - | Wkbehqof | PLEJ | 64-66 | 60 | IUQO+60 | - | 453.00000 |
| L4 | AHZ | 98.300 | 5.11 | Caa | JJJ | - | - | - | - | - | Wzfhj | E-Edwxs | 71-73 | 68 | 3.37% | 3.397% | 85.56880 |
Tranche Comments
W1: First Pay: 2022-05-16; Registration: Lcgokwcvca;
Y2Y: First Pay: 2022-05-16; Registration: Ipcjelpqpu;
O2H: First Pay: 2022-05-16; Registration: Wyngmayeyb;
V3: First Pay: 2022-05-16; Registration: Oxwhmtxfxm;
L4: First Pay: 2022-05-16; Registration: Phgbuuhqhk;
O: First Pay: 2022-05-16; Registration: Ihojixhxhd;
K: First Pay: 2022-05-16; Registration: Gnmzulnhna;
E: First Pay: 2022-05-16; Registration: Hwkfziwjwh;
Risk Retention
XR - Kuzq AX - Bi
Pricing Speed
100% EEZ ed Sweuviex
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | FME | 98.810 | 4.81 | - | O+ | Q+ | - | - | - | - | Mkqro | Qebhp | 55u | 48 | 0.90% | 0.906% | 35.58382 |
| K | OFZ | 32.710 | 7.70 | - | UU | HH+ | - | - | - | - | Szyil | Mlmub | 35s | 28 | 0.66% | 0.670% | 51.45849 |
| H-3 | NMU | 539.370 | 4.59 | - | DDD | HHH | - | - | - | - | Hmgtv | PIUW | 11-13 | 9 | 0.37% | 0.380% | 30.69585 |
| L-1 | UOZ | 209.000 | 6.49 | - | Y-1+ | R1+ | - | - | - | - | Bpccd | UyaF | 0 kg 2 | -1 | 0.12% | 0.118% | 176.00000 |
| Q-2 | ZKG | 928.240 | 5.80 | - | LLL | QQQ | - | - | - | - | Ltyqy | SJDS | 9-11 | 7 | 0.24% | 0.241% | 73.54154 |
| Q-4 | WMN | 26.380 | 8.66 | - | GGG | JJJ | - | - | - | - | Eqxat | Nbfju | 9-11 | 5 | 0.40% | 0.408% | 78.35651 |
Tranche Comments
L-1: First Pay: 2021-10-15; Registration: Pnnapknpnw;
Q-2: First Pay: 2021-10-15; Registration: Xspqnssksm;
H-3: First Pay: 2021-10-15; Registration: Ncujekcxcd;
Q-4: First Pay: 2021-10-15; Registration: Yccffjcbcr;
K: First Pay: 2021-10-15; Registration: Qcgwaucvco;
B: First Pay: 2021-10-15; Registration: Khtfiohjht;
Risk Retention
FT - Lei, SF - Th
Pricing Speed
100% TTA xn Pgxgkkxw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-3 | ICV | 356.580 | 7.39 | Xqq | - | WWW | - | - | - | - | Hwtic | NUJV | 10-12 | 7 | 0.26% | 0.267% | 42.32437 |
| T | MUO | 26.310 | 1.39 | Od1 | - | NN | - | - | - | - | Lzjnh | Njqax | 30-35 | 25 | 0.47% | 0.477% | 30.97800 |
| A-4 | XRL | 10.360 | 4.28 | Rss | - | VVV | - | - | - | - | Rhhjm | Graus | 13-15 | 9 | 0.30% | 0.305% | 24.17350 |
| Y-1 | EMC | 264.000 | 3.61 | I-1 | - | S1+ | - | - | - | - | Gfsri | DokR | -4 xl -2 | -6 | 0.16% | 0.156% | 547.00000 |
| M | XLH | 28.410 | 9.82 | Pj2 | - | T | - | - | - | - | Gfpzk | Uzyug | 60-65 | 55 | 0.78% | 0.785% | 64.41493 |
| M-2 | PWB | 427.000 | 6.20 | Rss | - | UUU | - | - | - | - | Iugof | ZRQU | 4-6 | 1 | 0.19% | 0.197% | 83.30300 |
Tranche Comments
Y-1: First Pay: 2021-02-16; Registration: Vlesftlyls;
M-2: First Pay: 2021-02-16; Registration: Qbkoghbbbs;
P-3: First Pay: 2021-02-16; Registration: Ucjmpmcgcb;
A-4: First Pay: 2021-02-16; Registration: Hfgyzffafb;
T: First Pay: 2021-02-16; Registration: Iflipmfzfz;
M: First Pay: 2021-02-16; Registration: Gbykigbjbp;
Deal Comments
Qjwoho Xyybhozzohzd SBB(X&D), SQA, RRW. Ttzzoho Xyybhozzohzd DWW, XBA
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2X | AIO | 336.000 | 8.28 | Wvv | FFF | - | - | - | - | - | Dysvfxjf | 1kD | 31-33 | 26 | 1dL+26 | - | 479.00000 |
| Y | IVH | 55.730 | 4.65 | Yl2 | G | - | - | - | - | - | Fhjhw | Huend | 160-165 | 150 | 1.70% | 1.713% | 68.43349 |
| J-1 | LKY | 448.000 | 3.10 | X-1 | U-1+ | - | - | - | - | - | Dlfot | NjlV | 0-2 | 2 | 0.28% | 0.276% | 397.00000 |
| A | ZZR | 99.000 | 8.36 | Gu1 | SS | - | - | - | - | - | Ytfrw | Jikgg | 90a | 80 | 1.00% | 1.012% | 84.57543 |
| A-3 | JOE | 235.000 | 8.85 | Skk | AAA | - | - | - | - | - | Ezmto | GMRP | 44-46 | 41 | 0.62% | 0.624% | 50.89339 |
| E-2E | CAE | 912.000 | 4.75 | Mtt | XXX | - | - | - | - | - | Vysnr | MUAQ | 31-33 | 26 | 0.50% | 0.501% | 56.86183 |
| U-4 | RCR | 57.000 | 7.33 | Wtt | TTT | - | - | - | - | - | Donya | Uicae | 54-56 | 49 | 0.69% | 0.701% | 68.81304 |
Tranche Comments
J-1: First Pay: 2020-08-17; Registration: Hjgnjkjoju;
E-2E: First Pay: 2020-08-17; Registration: Pxezyzxlxo;
A-2X: First Pay: 2020-08-17; Registration: Fawbweaxai;
A-3: First Pay: 2020-08-17; Registration: Jpqpsspaps;
U-4: First Pay: 2020-08-17; Registration: Souplkoiod;
A: First Pay: 2020-08-17; Registration: Clowcglulp;
Y: First Pay: 2020-08-17; Registration: Fakksxamau;
Deal Comments
Mxpidv Hvjndt MZM (dpv), OMH, KG. Mjddidv Hvjndt MOH, GQH.
Pricing Speed
100% OOZ wb Pcwuarwl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q2 | FZH | 170.000 | 8.90 | - | SSS | NNN | - | - | - | - | Pgpvy | IZSJ | 17-19 | 14 | 1.80% | 1.812% | 36.17128 |
| F4 | QAE | 30.000 | 8.51 | - | FFF | WWW | - | - | - | - | Topzv | Wjwfj | 34-36 | 30 | 1.88% | 1.897% | 39.75146 |
| X1 | PKC | 673.000 | 1.63 | - | E-1+ | V1+ | - | - | - | - | Fgipm | SjjY | -6 - -7 | -8 | 1.73% | 1.728% | 135.00000 |
| E | BIS | 50.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K3 | ANP | 909.000 | 9.67 | - | OOO | DDD | - | - | - | - | Ufqzq | QVGV | 28-30 | 25 | 1.85% | 1.860% | 12.40943 |
| S | GSU | 20.100 | 8.13 | - | GG+ | PP | - | - | - | - | Duhjc | Pqwvf | 50c | 47 | 2.05% | 2.063% | 64.39574 |
Tranche Comments
X1: First Pay: 2020-02-18; Registration: Fjloxvjxje;
Q2: First Pay: 2020-02-18; Registration: Fzuaefzgzj;
K3: First Pay: 2020-02-18; Registration: Inlbaynnns;
F4: First Pay: 2020-02-18; Registration: Sezecwexea;
S: First Pay: 2020-02-18; Registration: Ieopfseaed;
E: First Pay: 2020-02-18; Registration: Iyzkpjyzyl;
Deal Comments
Ycvupg-Kjupv Igmjio XBX(ivv), YQU, ZIK. Imiiupg Kjupv-Igmjio XYY, XKI.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | ETP | 84.860 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2V | PKU | 329.000 | 1.70 | Fhh | - | VVV | - | - | - | - | Boskt | RBZG | 28-30 | 26 | 2.28% | 2.291% | 59.59320 |
| Z-1 | GLU | 541.000 | 4.88 | X-1 | - | L1+ | - | - | - | - | Kjoei | AvhZ | 2-4 | 4 | 2.29% | 2.287% | 970.00000 |
| C-3 | JRR | 985.000 | 1.66 | Igg | - | UUU | - | - | - | - | Lkwbh | RLGW | 39-41 | 37 | 2.22% | 2.240% | 89.96918 |
| Y-4 | ZKS | 68.000 | 9.53 | Ott | - | DDD | - | - | - | - | Nfwka | Lbznm | 45-47 | 45 | 2.27% | 2.287% | 56.31043 |
| J | IPT | 36.240 | 1.81 | Hj1 | - | SS | - | - | - | - | Cpakl | Tdrua | 60-65 | 55 | 2.36% | 2.380% | 62.21094 |
| G-2B | FFT | 547.000 | 2.40 | Baa | - | SSS | - | - | - | - | Bjczxpxk | 1mH | 27-29 | 26 | 1zF+26 | - | 418.00000 |
Tranche Comments
Z-1: First Pay: 2019-08-15; Registration: Efxcms;
V-2V: First Pay: 2019-08-15; Registration: Znlqpf;
G-2B: First Pay: 2019-08-15; Registration: Ryltyc;
C-3: First Pay: 2019-08-15; Registration: Lmuqop;
Y-4: First Pay: 2019-08-15; Registration: Nvcxta;
J: First Pay: 2019-08-15; Registration: Ozmzse;
D: First Pay: 2019-08-15;
Pricing Speed
100% EES px Tepscspn