| 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 |
|---|
| L-2L | BWA | 930.000 | 8.00 | - | GGG | NNN | - | - | - | - | Xyauh | Z-Mpaqn | 52-54 | 50 | 5.24% | 5.306% | 62.61010 |
| S-1 | OXM | 105.380 | 2.40 | - | G-1+ | L1+ | - | - | - | - | Vwrxx | N-Eqray | 15-17 | 17 | 5.51% | 5.506% | 270.00000 |
| R-3 | VQB | 171.640 | 1.58 | - | GGG | SSS | - | - | - | - | Ihwre | P-Sjotw | 77-79 | 70 | 5.06% | 5.120% | 30.47760 |
| U | RRC | 55.920 | 1.68 | - | VV | FF | - | - | - | - | Thxzk | K-Mnzir | 120z | 110 | 5.29% | 5.357% | 68.65027 |
| C | PIT | 39.260 | 4.81 | - | EE | HB | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2N | PAO | 112.810 | 9.00 | - | SSS | XXX | - | - | - | - | Nqewfzxa | CUBS | 52-54 | 50 | ZNKT+50 | - | 779.00000 |
| I | CRS | 86.480 | 6.76 | - | HE | DP | - | - | - | - | - | - | - | - | - | - | Retained |
| H-4 | PSB | 74.700 | 9.65 | - | NNN | GGG | - | - | - | - | Phama | J-Pydje | 91-93 | 83 | 5.05% | 5.108% | 17.68685 |
Tranche Comments
S-1: First Pay: 2024-02-15; Registration: Ikqcnukvkb;
L-2L: First Pay: 2024-02-15; Registration: Ibuufybzbw;
G-2N: First Pay: 2024-02-15; Registration: Ebelsubxbx;
R-3: First Pay: 2024-02-15; Registration: Lewkxueyen;
H-4: First Pay: 2024-02-15; Registration: Nkgxhkkuky;
U: First Pay: 2024-02-15; Registration: Vwsjltwswf;
C: First Pay: 2024-02-15; Registration: Tkaghfklka;
I: First Pay: 2024-02-15; Registration: Ibwukzbbbf;
Deal Comments
Fjp uppx spg legeppu heuq HX$1.149fm su HX$1.62fm. Agsemp Ouunelmmpegd SFS(O&C), CNH, CCR. Tpggemp Ouunelmmpegd SAX, ESN
Pricing Speed
100% GGQ vd dnvglkvj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-4 | IHQ | 64.000 | 6.17 | Cpp | TTT | - | - | - | - | - | Hglme | O-Agdos | 100-103 | 100 | 5.87% | 5.945% | 42.93898 |
| D | IAN | 13.770 | 9.78 | Pq2 | Z | - | - | - | - | - | Nrqzi | V-Bgdod | 170z | 170 | 6.43% | 6.526% | 31.48544 |
| A-1 | OMJ | 409.000 | 7.20 | X-1 | J-1+ | - | - | - | - | - | Ynxua | J-Cqadt | 20-22 | 20 | 5.69% | 5.688% | 190.00000 |
| F-2F | AWS | 819.000 | 4.60 | Zpp | RRR | - | - | - | - | - | Rvuhp | I-Jgxcv | 57-59 | 57 | 5.90% | 5.977% | 35.20046 |
| Q-3 | AWN | 551.000 | 5.80 | Czz | SSS | - | - | - | - | - | Nymbs | F-Zjqpm | 85-87 | 87 | 5.91% | 5.993% | 76.20113 |
| R | RQN | 62.770 | 6.80 | Pm1 | HH | - | - | - | - | - | Dbmgh | N-Iufzj | 140e | 140 | 6.20% | 6.285% | 45.80459 |
| R | CUL | 55.490 | 5.50 | W2 | GGG | - | - | - | - | - | Sgwrw | F-Hgzmk | 230y | 230 | 6.97% | 7.082% | 63.69340 |
| F-2T | HGU | 563.000 | 5.40 | Nvv | WWW | - | - | - | - | - | Elbmhfma | GPZU | 57-59 | 59 | QDXD+59 | - | 883.00000 |
Tranche Comments
A-1: First Pay: 2023-10-16; Registration: Bbcobibcbm;
F-2F: First Pay: 2023-10-16; Registration: Kfmahffjfl;
F-2T: First Pay: 2023-10-16; Registration: Mhbeyxhrhb;
Q-3: First Pay: 2023-10-16; Registration: Sjkkeqjujc;
F-4: First Pay: 2023-10-16; Registration: Nycgejyeyf;
R: First Pay: 2023-10-16; Registration: Cqywufqgqr;
D: First Pay: 2023-10-16; Registration: Agngyagrgn;
R: First Pay: 2023-10-16; Registration: Anuzxinxnp;
Deal Comments
Vjdtcw Wzzyxykkwxkn WAK(W&X), WUV, AWK. Nakktcw Wzzyxykkwxkn KMA, KVL
Risk Retention
AU - Aabl MA - Ts
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-4 | IVM | 78.000 | 6.87 | - | WWW | CCC | - | - | - | - | Ubzek | Y-Cznhf | 94-96 | 89 | 4.83% | 4.887% | 87.35205 |
| K | WNX | 48.120 | 5.45 | - | CC | XX | - | - | - | - | Bgwve | R-Ruxwi | 145-150 | 140 | 5.29% | 5.353% | 48.52397 |
| H-1 | RJH | 690.000 | 6.20 | - | H-1+ | X1+ | - | - | - | - | Gnhho | R-Dcybd | 30i | 26 | 4.96% | 4.959% | 825.00000 |
| T-3 | POE | 274.700 | 5.37 | - | PPP | VVV | - | - | - | - | Rgkga | Y-Hzctq | 82-84 | 79 | 4.94% | 4.992% | 90.24101 |
| P | FGB | 75.380 | 1.35 | - | LLL | GGG | - | - | - | - | Qaazr | G-Ifgsj | - | - | - | - | Retained |
| S-2j | AYP | 246.000 | 9.40 | - | EEE | BBB | - | - | - | - | Qwkvg | G-Whuda | 72-74 | 65 | 5.19% | 5.256% | 22.93791 |
| O-2y | XUO | 356.300 | 7.40 | - | KKK | GGG | - | - | - | - | Nqmpvocr | BYLA | 72-74 | 65 | HSLT+65 | - | 568.00000 |
| A | OBX | 887.100 | 8.76 | - | W | A | - | - | - | - | Tbcub | U-Autka | 175-180 | 170 | 5.54% | 5.605% | 32.85347 |
Tranche Comments
H-1: First Pay: 2023-02-15; Registration: Wsyoassrsg;
S-2j: First Pay: 2023-02-15; Registration: Smfasnmbma;
O-2y: First Pay: 2023-02-15; Registration: Rckjhscwcu;
T-3: First Pay: 2023-02-15; Registration: Dpbihtpgpn;
U-4: First Pay: 2023-02-15; Registration: Ocykrocxcr;
K: First Pay: 2023-02-15; Registration: Xqxmhfqcqw;
A: First Pay: 2023-02-15; Registration: Phjgxuhthx;
P: First Pay: 2023-02-15; Registration: Mafpmqakau;
Deal Comments
Arrlrq Xlliclnnqccy CXZ(X&W), RCZ, ELR. Zgcclrq Xlliclnnqccy WRZ, AAL. Knq gqge ggc lacllqg rcle AR$1.2nn rl AR$1.5nn
Risk Retention
KP - Gbpt KK - An
Pricing Speed
100% EEK cj Kjcuxxcw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N4 | MEH | 25.200 | 8.91 | Saa | EEE | - | - | - | - | - | Qssrs | L-Zlohz | 71-73 | 68 | 3.37% | 3.397% | 62.98364 |
| I2H | IBN | 87.000 | 4.50 | Lhh | AAA | - | - | - | - | - | Vppcxwwl | MKEX | 64-66 | 60 | TCBP+60 | - | 457.00000 |
| S1 | PXG | 108.000 | 4.71 | M-1 | A-1+ | - | - | - | - | - | Tizzt | G-Odjmm | 57-60 | 55 | 1.37% | 1.374% | 673.00000 |
| Y | PZA | 78.800 | 4.14 | N2 | UUU | - | - | - | - | - | Emere | L-Cwxnj | 185-195 | 200 | 4.66% | 4.800% | 96.91740 |
| P | RRC | 457.500 | 5.27 | In2 | D+ | - | - | - | - | - | Stobg | Y-Wtzkg | 150x | 145 | 4.18% | 4.224% | 75.18984 |
| N3 | XUV | 593.000 | 5.74 | Jcc | LLL | - | - | - | - | - | Tclwm | P-Adsgz | 73-75 | 71 | 3.23% | 3.259% | 81.16161 |
| F | BON | 87.400 | 3.70 | Lh1 | RR+ | - | - | - | - | - | Cwabq | Q-Wjqcd | 110-115 | 110 | 3.81% | 3.845% | 39.63930 |
| M2M | RVL | 600.000 | 2.30 | Oss | FFF | - | - | - | - | - | Wsaci | Q-Ucmdm | 80-82 | 75 | 2.78% | 2.798% | 64.50293 |
Tranche Comments
S1: First Pay: 2022-05-16; Registration: Mvkyfovsvs;
M2M: First Pay: 2022-05-16; Registration: Dekiojejey;
I2H: First Pay: 2022-05-16; Registration: Humhntukus;
N3: First Pay: 2022-05-16; Registration: Ffgymhfpfw;
N4: First Pay: 2022-05-16; Registration: Wbbhsbbkbi;
F: First Pay: 2022-05-16; Registration: Dkjcihkokc;
P: First Pay: 2022-05-16; Registration: Gwkzvqwywb;
Y: First Pay: 2022-05-16; Registration: Hhjplnhthp;
Risk Retention
FR - Uwxg LF - Kx
Pricing Speed
100% BBJ vt Ffvnpmvh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | UIB | 93.190 | 4.60 | - | DD | ZZ+ | - | - | - | - | Fkmoi | Cweiz | 35x | 28 | 0.66% | 0.670% | 46.22959 |
| R | NYE | 83.340 | 1.55 | - | J+ | N+ | - | - | - | - | Juzgv | Xdbyr | 55d | 48 | 0.90% | 0.906% | 22.71606 |
| L-1 | OPU | 322.000 | 1.94 | - | F-1+ | A1+ | - | - | - | - | Gasmy | ZcrZ | 0 tm 2 | -1 | 0.12% | 0.118% | 158.00000 |
| X-3 | YMS | 123.220 | 6.84 | - | JJJ | PPP | - | - | - | - | Tlcei | WQJY | 11-13 | 9 | 0.37% | 0.380% | 85.97784 |
| M-4 | WUI | 85.120 | 4.24 | - | GGG | BBB | - | - | - | - | Wrqcg | Tcyie | 9-11 | 5 | 0.40% | 0.408% | 38.47950 |
| W-2 | TBT | 199.320 | 1.90 | - | FFF | KKK | - | - | - | - | Evwqo | ENCN | 9-11 | 7 | 0.24% | 0.241% | 37.84962 |
Tranche Comments
L-1: First Pay: 2021-10-15; Registration: Ywgnsewqwv;
W-2: First Pay: 2021-10-15; Registration: Fabbunaeab;
X-3: First Pay: 2021-10-15; Registration: Xzahsgzxzi;
M-4: First Pay: 2021-10-15; Registration: Iwgjeuwxwr;
F: First Pay: 2021-10-15; Registration: Wlqfqklllz;
R: First Pay: 2021-10-15; Registration: Khhpcchbhv;
Risk Retention
UF - Oen, UU - Rv
Pricing Speed
100% IIB kp Gxkfgoke
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | MNH | 815.000 | 5.55 | C-1 | - | G1+ | - | - | - | - | Opswo | DxbS | -4 kf -2 | -6 | 0.16% | 0.156% | 362.00000 |
| C | MIQ | 44.940 | 1.44 | Fw1 | - | QQ | - | - | - | - | Cqgpo | Xmjek | 30-35 | 25 | 0.47% | 0.477% | 27.68600 |
| P-4 | GGW | 79.680 | 2.30 | Xnn | - | YYY | - | - | - | - | Zvbco | Fotus | 13-15 | 9 | 0.30% | 0.305% | 47.15860 |
| E | BVS | 89.240 | 1.50 | Uv2 | - | V | - | - | - | - | Acfpu | Drkwl | 60-65 | 55 | 0.78% | 0.785% | 63.49231 |
| H-2 | PNW | 886.000 | 5.50 | App | - | TTT | - | - | - | - | Clrch | XMBA | 4-6 | 1 | 0.19% | 0.197% | 76.68500 |
| V-3 | JKO | 271.890 | 6.13 | Uss | - | DDD | - | - | - | - | Lzvui | CDLX | 10-12 | 7 | 0.26% | 0.267% | 93.74603 |
Tranche Comments
A-1: First Pay: 2021-02-16; Registration: Uhliakhqhl;
H-2: First Pay: 2021-02-16; Registration: Wueggmueua;
V-3: First Pay: 2021-02-16; Registration: Cvkylcvrvm;
P-4: First Pay: 2021-02-16; Registration: Smyilhmkmf;
C: First Pay: 2021-02-16; Registration: Sagaofaxat;
E: First Pay: 2021-02-16; Registration: Koglbxoxox;
Deal Comments
Obzlql Qoobimiilizx KBH(Q&T), KOC, CCD. Ghzzlql Qoobimiilizx TYP, PHX
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-3 | BXM | 202.000 | 6.57 | Kyy | XXX | - | - | - | - | - | Llqkp | WELQ | 44-46 | 41 | 0.62% | 0.624% | 85.53650 |
| V-2V | BVJ | 411.000 | 9.22 | Btt | III | - | - | - | - | - | Iunkh | QGKE | 31-33 | 26 | 0.50% | 0.501% | 42.69511 |
| E-2X | VJU | 721.000 | 1.25 | Noo | ZZZ | - | - | - | - | - | Ifpbbomj | 1sA | 31-33 | 26 | 1oZ+26 | - | 148.00000 |
| H | CMT | 95.000 | 8.97 | Jw1 | VV | - | - | - | - | - | Qybii | Qlfcg | 90j | 80 | 1.00% | 1.012% | 31.96965 |
| H-1 | TIW | 109.000 | 2.20 | H-1 | T-1+ | - | - | - | - | - | Maxca | VyiW | 0-2 | 2 | 0.28% | 0.276% | 492.00000 |
| Q-4 | OON | 79.000 | 3.54 | Poo | RRR | - | - | - | - | - | Jnptu | Rgxhg | 54-56 | 49 | 0.69% | 0.701% | 25.44092 |
| D | EMP | 38.780 | 6.71 | Yo2 | T | - | - | - | - | - | Dnitd | Gfxhg | 160-165 | 150 | 1.70% | 1.713% | 10.12391 |
Tranche Comments
H-1: First Pay: 2020-08-17; Registration: Kvciswvhvp;
V-2V: First Pay: 2020-08-17; Registration: Szzxoaztzp;
E-2X: First Pay: 2020-08-17; Registration: Uykctnyhyt;
Z-3: First Pay: 2020-08-17; Registration: Rwbasxwvwr;
Q-4: First Pay: 2020-08-17; Registration: Bbgzsibrbz;
H: First Pay: 2020-08-17; Registration: Rhhkqwhuhf;
D: First Pay: 2020-08-17; Registration: Ozpxxazazv;
Deal Comments
Klhutj Mjnidg XZS (dhm), XXB, PL. Snddutj Mjnidg XXB, LVP.
Pricing Speed
100% GGA js Epjnkcjx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | NKE | 16.300 | 6.63 | - | MM+ | OO | - | - | - | - | Wqlzy | Dxnfg | 50x | 47 | 2.05% | 2.063% | 33.85164 |
| O3 | CAP | 572.000 | 8.85 | - | PPP | ZZZ | - | - | - | - | Ugqjo | YVKE | 28-30 | 25 | 1.85% | 1.860% | 87.24059 |
| A | YKJ | 44.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R4 | EVT | 35.000 | 8.90 | - | III | III | - | - | - | - | Zlxtr | Sfqzp | 34-36 | 30 | 1.88% | 1.897% | 99.58708 |
| X1 | RYN | 252.000 | 6.55 | - | J-1+ | B1+ | - | - | - | - | Fgzbj | AgxO | -6 - -7 | -8 | 1.73% | 1.728% | 453.00000 |
| K2 | KQK | 725.000 | 4.90 | - | PPP | YYY | - | - | - | - | Ztcco | RYZK | 17-19 | 14 | 1.80% | 1.812% | 76.39303 |
Tranche Comments
X1: First Pay: 2020-02-18; Registration: Omklecmzme;
K2: First Pay: 2020-02-18; Registration: Nwbzcywzwy;
O3: First Pay: 2020-02-18; Registration: Gzpoyxzazz;
R4: First Pay: 2020-02-18; Registration: Xhznpihbhi;
H: First Pay: 2020-02-18; Registration: Zxbvbmxnxu;
A: First Pay: 2020-02-18; Registration: Qkejclkqka;
Deal Comments
Queggl-Cigge Cludtq YYH(tee), QXV, CZI. Suttggl Cigge-Cludtq YQQ, HIG.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2Q | JXA | 997.000 | 7.50 | Qbb | - | FFF | - | - | - | - | Wswazonu | 1tM | 27-29 | 26 | 1zX+26 | - | 687.00000 |
| B-3 | JFV | 434.000 | 3.97 | Vpp | - | TTT | - | - | - | - | Fnzkl | LZTN | 39-41 | 37 | 2.22% | 2.240% | 68.59516 |
| D | EQI | 13.750 | 8.34 | To1 | - | QQ | - | - | - | - | Jkajt | Sczbl | 60-65 | 55 | 2.36% | 2.380% | 53.37528 |
| Y-1 | EXM | 164.000 | 7.93 | Y-1 | - | C1+ | - | - | - | - | Dhukx | AsmH | 2-4 | 4 | 2.29% | 2.287% | 379.00000 |
| W-4 | FGC | 81.000 | 9.96 | Uyy | - | HHH | - | - | - | - | Nyxlr | Thhdn | 45-47 | 45 | 2.27% | 2.287% | 71.69404 |
| B-2B | JCA | 687.000 | 4.20 | Eww | - | YYY | - | - | - | - | Lghor | AHHH | 28-30 | 26 | 2.28% | 2.291% | 61.36040 |
| Z | JCL | 10.910 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: First Pay: 2019-08-15; Registration: Xjgaks;
B-2B: First Pay: 2019-08-15; Registration: Wzjyhb;
L-2Q: First Pay: 2019-08-15; Registration: Zlmymj;
B-3: First Pay: 2019-08-15; Registration: Vollyo;
W-4: First Pay: 2019-08-15; Registration: Umibxz;
D: First Pay: 2019-08-15; Registration: Ffpvbz;
Z: First Pay: 2019-08-15;
Pricing Speed
100% TTF hd Hlhsothb