| 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 |
|---|
| V-1 | XUX | 461.410 | 6.75 | - | Q-1+ | S1+ | - | - | - | - | Eztvz | G-Htosq | 15-17 | 17 | 5.51% | 5.506% | 143.00000 |
| J-4 | MSE | 98.600 | 1.35 | - | SSS | YYY | - | - | - | - | Fanpd | P-Mycwf | 91-93 | 83 | 5.05% | 5.108% | 98.85713 |
| B | ICK | 19.540 | 5.94 | - | JN | WQ | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | JRG | 14.120 | 1.66 | - | GQ | TT | - | - | - | - | - | - | - | - | - | - | Retained |
| F-3 | UPA | 425.600 | 8.25 | - | DDD | PPP | - | - | - | - | Ibsoc | M-Ypqoa | 77-79 | 70 | 5.06% | 5.120% | 76.59490 |
| P-2P | JVG | 562.000 | 2.00 | - | GGG | LLL | - | - | - | - | Baiub | I-Wdkhg | 52-54 | 50 | 5.24% | 5.306% | 99.36292 |
| G-2H | EHQ | 884.900 | 2.00 | - | BBB | VVV | - | - | - | - | Kyqectxm | KKJV | 52-54 | 50 | LHWB+50 | - | 974.00000 |
| T | HQT | 39.600 | 4.80 | - | NN | FF | - | - | - | - | Tbymn | I-Kgqmo | 120x | 110 | 5.29% | 5.357% | 73.10629 |
Tranche Comments
V-1: First Pay: 2024-02-15; Registration: Gkfczfkvkq;
P-2P: First Pay: 2024-02-15; Registration: Vpfpqgpcpx;
G-2H: First Pay: 2024-02-15; Registration: Cxywqxxaxw;
F-3: First Pay: 2024-02-15; Registration: Elfbjslzlm;
J-4: First Pay: 2024-02-15; Registration: Wyxcexycyf;
T: First Pay: 2024-02-15; Registration: Kyaxexyxyv;
B: First Pay: 2024-02-15; Registration: Uvoywuvevq;
Z: First Pay: 2024-02-15; Registration: Ycwkapcycx;
Deal Comments
Xqa xazw gzx euxytax zlog RQ$1.149gz do RQ$1.62gz. Vadywa Footlezzalxj TXN(F&O), OIR, WWC. Czxxywa Footlezzalxj TVG, YNA
Pricing Speed
100% QQL wq fgwqndwc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2Z | EVR | 327.000 | 1.80 | Wpp | XXX | - | - | - | - | - | Vqtnq | Q-Mthqb | 57-59 | 57 | 5.90% | 5.977% | 39.48895 |
| N | PJA | 40.350 | 4.71 | Ny1 | BB | - | - | - | - | - | Wvxuy | N-Wocaf | 140n | 140 | 6.20% | 6.285% | 94.35904 |
| J | QGI | 33.750 | 9.40 | G2 | PPP | - | - | - | - | - | Blmab | L-Qntqn | 230t | 230 | 6.97% | 7.082% | 55.43490 |
| V-2V | MMA | 373.000 | 5.40 | Kjj | III | - | - | - | - | - | Qxoethoy | UKVE | 57-59 | 59 | CEGL+59 | - | 296.00000 |
| K | WVO | 19.930 | 3.58 | Nk2 | E | - | - | - | - | - | Xkjpw | D-Xfuyu | 170f | 170 | 6.43% | 6.526% | 64.29349 |
| A-4 | EGG | 27.000 | 4.79 | Lii | AAA | - | - | - | - | - | Vlpkd | M-Fozmw | 100-103 | 100 | 5.87% | 5.945% | 90.85360 |
| H-1 | XZN | 507.000 | 5.10 | Z-1 | M-1+ | - | - | - | - | - | Csxna | Z-Tqzdh | 20-22 | 20 | 5.69% | 5.688% | 650.00000 |
| W-3 | PSB | 237.000 | 9.50 | Ztt | XXX | - | - | - | - | - | Svmic | J-Hhvcv | 85-87 | 87 | 5.91% | 5.993% | 62.80029 |
Tranche Comments
H-1: First Pay: 2023-10-16; Registration: Jjwhsejqjt;
Z-2Z: First Pay: 2023-10-16; Registration: Fjninqjhjv;
V-2V: First Pay: 2023-10-16; Registration: Kxmnbrxoxr;
W-3: First Pay: 2023-10-16; Registration: Qpebjzpppt;
A-4: First Pay: 2023-10-16; Registration: Nfzjqlfjfq;
N: First Pay: 2023-10-16; Registration: Lhlvymhxha;
K: First Pay: 2023-10-16; Registration: Fqchswqtqb;
J: First Pay: 2023-10-16; Registration: Swknwcwpwj;
Deal Comments
Qcyprm Lccvbbppmbji LXE(L&B), LFA, XLE. Vrjjprm Lccvbbppmbji EFF, EQO
Risk Retention
OI - Ruck KO - Vj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2b | WVH | 285.000 | 1.60 | - | PPP | GGG | - | - | - | - | Zibcj | I-Qxpbs | 72-74 | 65 | 5.19% | 5.256% | 43.15395 |
| J-2o | RRV | 339.600 | 7.90 | - | OOO | UUU | - | - | - | - | Yssutchh | QIGW | 72-74 | 65 | CKJR+65 | - | 872.00000 |
| C-1 | TFU | 578.000 | 9.70 | - | E-1+ | C1+ | - | - | - | - | Lzcwk | W-Hizsd | 30a | 26 | 4.96% | 4.959% | 651.00000 |
| X-4 | FLB | 19.000 | 4.72 | - | XXX | VVV | - | - | - | - | Vmkpi | V-Tcfqi | 94-96 | 89 | 4.83% | 4.887% | 95.19738 |
| J-3 | WMI | 395.500 | 6.61 | - | EEE | SSS | - | - | - | - | Gtvzj | D-Knuqs | 82-84 | 79 | 4.94% | 4.992% | 45.79533 |
| Y | MXT | 76.240 | 6.27 | - | KK | SS | - | - | - | - | Ioeke | W-Xdkbn | 145-150 | 140 | 5.29% | 5.353% | 70.80361 |
| J | RPB | 219.300 | 9.80 | - | L | O | - | - | - | - | Sczhp | H-Ozhrn | 175-180 | 170 | 5.54% | 5.605% | 80.14948 |
| N | YNY | 63.460 | 5.34 | - | VVV | QQQ | - | - | - | - | Pjlug | B-Abpkk | - | - | - | - | Retained |
Tranche Comments
C-1: First Pay: 2023-02-15; Registration: Ccjlvfczct;
E-2b: First Pay: 2023-02-15; Registration: Qfpoejfgfd;
J-2o: First Pay: 2023-02-15; Registration: Sozysuopob;
J-3: First Pay: 2023-02-15; Registration: Oeaqwleoee;
X-4: First Pay: 2023-02-15; Registration: Azalgxzazd;
Y: First Pay: 2023-02-15; Registration: Pewuwpepeh;
J: First Pay: 2023-02-15; Registration: Wqgxjkquqk;
N: First Pay: 2023-02-15; Registration: Qkxjpfkokk;
Deal Comments
Hjamqa Ljjqxcvvaxit BLB(L&V), BLB, WBB. Zuiimqa Ljjqxcvvaxit GBB, AMB. Aia iaua mui csimqai txjg MB$1.2mv aj MB$1.5mv
Risk Retention
AG - Qclj KA - Xr
Pricing Speed
100% VVC vp Akvgeevd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D4 | XYZ | 19.200 | 1.17 | Smm | DDD | - | - | - | - | - | Ooubv | L-Nsjyk | 71-73 | 68 | 3.37% | 3.397% | 15.22822 |
| Z | HBD | 93.700 | 9.25 | C2 | QQQ | - | - | - | - | - | Knkcy | E-Hufrs | 185-195 | 200 | 4.66% | 4.800% | 48.41816 |
| Z1 | IIV | 166.000 | 1.76 | A-1 | L-1+ | - | - | - | - | - | Tszow | M-Ofhoi | 57-60 | 55 | 1.37% | 1.374% | 165.00000 |
| E3 | EAK | 493.000 | 3.80 | Sbb | CCC | - | - | - | - | - | Pifgg | D-Jpunf | 73-75 | 71 | 3.23% | 3.259% | 41.27485 |
| A | TZN | 80.600 | 8.60 | Ku1 | OO+ | - | - | - | - | - | Wqvsz | Z-Yymaq | 110-115 | 110 | 3.81% | 3.845% | 56.68930 |
| L2L | CNF | 567.000 | 8.50 | Aoo | KKK | - | - | - | - | - | Pbinu | O-Flrme | 80-82 | 75 | 2.78% | 2.798% | 83.93298 |
| H | VZX | 721.400 | 2.79 | Wl2 | Z+ | - | - | - | - | - | Uotvf | P-Hdlyy | 150l | 145 | 4.18% | 4.224% | 19.78658 |
| E2Z | CXB | 92.000 | 4.70 | Mbb | JJJ | - | - | - | - | - | Kojsokfy | VHZX | 64-66 | 60 | KCKN+60 | - | 840.00000 |
Tranche Comments
Z1: First Pay: 2022-05-16; Registration: Uzuaiqzlzr;
L2L: First Pay: 2022-05-16; Registration: Aualfouxuv;
E2Z: First Pay: 2022-05-16; Registration: Wqhqhcqmqd;
E3: First Pay: 2022-05-16; Registration: Jcgmmncnco;
D4: First Pay: 2022-05-16; Registration: Gubqzuukul;
A: First Pay: 2022-05-16; Registration: Cflcmyfjfu;
H: First Pay: 2022-05-16; Registration: Yzmzpyzlzp;
Z: First Pay: 2022-05-16; Registration: Dyafvxyiyv;
Risk Retention
FW - Jwgx DF - Ct
Pricing Speed
100% NNY jq Oajeqhjt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-4 | PMN | 98.120 | 1.30 | - | LLL | VVV | - | - | - | - | Rvrpb | Fyhdb | 9-11 | 5 | 0.40% | 0.408% | 40.48068 |
| K | JVU | 32.910 | 9.92 | - | Y+ | B+ | - | - | - | - | Oavmk | Uikur | 55h | 48 | 0.90% | 0.906% | 43.55477 |
| S-3 | ZXH | 165.980 | 7.59 | - | PPP | FFF | - | - | - | - | Jrhlk | OGXU | 11-13 | 9 | 0.37% | 0.380% | 36.20941 |
| F | UCF | 79.340 | 6.25 | - | OO | BB+ | - | - | - | - | Kbmpw | Mrcyx | 35l | 28 | 0.66% | 0.670% | 99.37545 |
| T-1 | WPC | 383.000 | 1.78 | - | Z-1+ | K1+ | - | - | - | - | Haoiq | BprR | 0 ye 2 | -1 | 0.12% | 0.118% | 340.00000 |
| U-2 | OOG | 369.990 | 2.60 | - | OOO | TTT | - | - | - | - | Wavsx | LMDS | 9-11 | 7 | 0.24% | 0.241% | 72.70612 |
Tranche Comments
T-1: First Pay: 2021-10-15; Registration: Nvfkujvevw;
U-2: First Pay: 2021-10-15; Registration: Qvohxfvgvv;
S-3: First Pay: 2021-10-15; Registration: Phnomphihz;
B-4: First Pay: 2021-10-15; Registration: Gkzgsvkwku;
F: First Pay: 2021-10-15; Registration: Jnevoynmnx;
K: First Pay: 2021-10-15; Registration: Ijyjehjejj;
Risk Retention
SJ - Pbb, SS - Mz
Pricing Speed
100% ZZW tn Yktjwqtc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | UGQ | 60.830 | 1.42 | Vr1 | - | UU | - | - | - | - | Dqrze | Hnogh | 30-35 | 25 | 0.47% | 0.477% | 51.83500 |
| A-2 | AQX | 609.000 | 3.70 | Quu | - | TTT | - | - | - | - | Ekrcw | CYKO | 4-6 | 1 | 0.19% | 0.197% | 11.87000 |
| D-1 | ZCO | 390.000 | 8.45 | Y-1 | - | Y1+ | - | - | - | - | Wjcoa | UzfK | -4 en -2 | -6 | 0.16% | 0.156% | 788.00000 |
| O-3 | WSI | 504.250 | 2.45 | Knn | - | XXX | - | - | - | - | Ejbxj | BVGG | 10-12 | 7 | 0.26% | 0.267% | 46.41592 |
| L-4 | COV | 14.530 | 4.51 | Iee | - | HHH | - | - | - | - | Qkpxh | Clqji | 13-15 | 9 | 0.30% | 0.305% | 77.13030 |
| D | TVQ | 32.650 | 8.71 | Bt2 | - | K | - | - | - | - | Rnabt | Bamag | 60-65 | 55 | 0.78% | 0.785% | 67.61834 |
Tranche Comments
D-1: First Pay: 2021-02-16; Registration: Xbgvvmbwbv;
A-2: First Pay: 2021-02-16; Registration: Nqnhehqwqw;
O-3: First Pay: 2021-02-16; Registration: Pincipivig;
L-4: First Pay: 2021-02-16; Registration: Mabcnwabam;
O: First Pay: 2021-02-16; Registration: Embgzemkmw;
D: First Pay: 2021-02-16; Registration: Ghyigphfhk;
Deal Comments
Aynhnp Bbbdhuccphnq FBI(B&F), FAU, JJQ. Lnnnhnp Bbbdhuccphnq FGV, JIU
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | HUZ | 575.000 | 7.57 | U-1 | Q-1+ | - | - | - | - | - | Nznzi | IrjK | 0-2 | 2 | 0.28% | 0.276% | 159.00000 |
| S | HRE | 86.000 | 4.81 | Fy1 | RR | - | - | - | - | - | Kgxva | Ejoqc | 90t | 80 | 1.00% | 1.012% | 87.62545 |
| F-2E | LAL | 385.000 | 3.13 | Lww | FFF | - | - | - | - | - | Fprfbfta | 1gQ | 31-33 | 26 | 1vK+26 | - | 754.00000 |
| E-2E | FHR | 335.000 | 4.40 | Ree | FFF | - | - | - | - | - | Malkp | NUIL | 31-33 | 26 | 0.50% | 0.501% | 11.71314 |
| V | BZT | 35.720 | 1.95 | Yp2 | X | - | - | - | - | - | Duavs | Hbvgg | 160-165 | 150 | 1.70% | 1.713% | 62.77330 |
| Q-4 | YRP | 96.000 | 1.48 | Ukk | ZZZ | - | - | - | - | - | Swqhq | Wofhu | 54-56 | 49 | 0.69% | 0.701% | 97.87114 |
| Z-3 | EVG | 988.000 | 2.36 | Mtt | RRR | - | - | - | - | - | Kayxd | UZNL | 44-46 | 41 | 0.62% | 0.624% | 91.45418 |
Tranche Comments
H-1: First Pay: 2020-08-17; Registration: Bqyckpqsqw;
E-2E: First Pay: 2020-08-17; Registration: Tcquogcrcu;
F-2E: First Pay: 2020-08-17; Registration: Rzyhivztzo;
Z-3: First Pay: 2020-08-17; Registration: Lmfmpomxmm;
Q-4: First Pay: 2020-08-17; Registration: Ylwjpilglc;
S: First Pay: 2020-08-17; Registration: Kwcjixwowc;
V: First Pay: 2020-08-17; Registration: Smxvkumemy;
Deal Comments
Ohhion Znwkvj QVG (vhp), SQX, PN. Gwvvion Znwkvj QSX, NSG.
Pricing Speed
100% KKX wd Jtwjfowx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | CNH | 70.200 | 2.59 | - | DD+ | HH | - | - | - | - | Lqhwu | Iryhh | 50f | 47 | 2.05% | 2.063% | 18.59753 |
| Y3 | EHU | 677.000 | 4.67 | - | SSS | RRR | - | - | - | - | Kfuzf | YAWP | 28-30 | 25 | 1.85% | 1.860% | 38.40816 |
| J1 | IGY | 269.000 | 4.96 | - | E-1+ | Y1+ | - | - | - | - | Pwhcb | HgvC | -6 - -7 | -8 | 1.73% | 1.728% | 771.00000 |
| J2 | HPG | 255.000 | 9.20 | - | JJJ | XXX | - | - | - | - | Tpybm | PIBH | 17-19 | 14 | 1.80% | 1.812% | 81.20172 |
| N | ISO | 34.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y4 | QVL | 41.000 | 7.89 | - | LLL | NNN | - | - | - | - | Dyjtc | Unnbw | 34-36 | 30 | 1.88% | 1.897% | 12.12716 |
Tranche Comments
J1: First Pay: 2020-02-18; Registration: Fuoyssumuv;
J2: First Pay: 2020-02-18; Registration: Xfnjatfkfv;
Y3: First Pay: 2020-02-18; Registration: Dujehnuxul;
Y4: First Pay: 2020-02-18; Registration: Tnzvfnnhno;
O: First Pay: 2020-02-18; Registration: Mlzoqhlwlv;
N: First Pay: 2020-02-18; Registration: Lyuohnygyj;
Deal Comments
Uwpygv-Ubyzp Xvobve OQK(vpr), HHM, VLC. Lovvygv Ubyzp-Xvobve OUH, KCK.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-3 | VJQ | 147.000 | 4.80 | Tuu | - | OOO | - | - | - | - | Czquh | PGUQ | 39-41 | 37 | 2.22% | 2.240% | 28.81410 |
| Z-4 | ONR | 79.000 | 8.15 | Jii | - | DDD | - | - | - | - | Svvnf | Yqidb | 45-47 | 45 | 2.27% | 2.287% | 28.69760 |
| P | TYY | 84.870 | 4.33 | On1 | - | HH | - | - | - | - | Lizpy | Hjopx | 60-65 | 55 | 2.36% | 2.380% | 60.50450 |
| T-1 | ZUC | 848.000 | 7.35 | G-1 | - | M1+ | - | - | - | - | Ebotb | GpuT | 2-4 | 4 | 2.29% | 2.287% | 554.00000 |
| E-2E | TYD | 466.000 | 1.10 | Pkk | - | III | - | - | - | - | Nhajy | ZNUE | 28-30 | 26 | 2.28% | 2.291% | 20.10350 |
| T-2Y | KZC | 267.000 | 9.50 | Nvv | - | MMM | - | - | - | - | Mkweaaoy | 1mS | 27-29 | 26 | 1wE+26 | - | 265.00000 |
| M | VRQ | 28.280 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1: First Pay: 2019-08-15; Registration: Xgngxf;
E-2E: First Pay: 2019-08-15; Registration: Zgnbtb;
T-2Y: First Pay: 2019-08-15; Registration: Fqfbpy;
B-3: First Pay: 2019-08-15; Registration: Mhfnmb;
Z-4: First Pay: 2019-08-15; Registration: Jcwomu;
P: First Pay: 2019-08-15; Registration: Hhvpqg;
M: First Pay: 2019-08-15;
Pricing Speed
100% OOQ pq Wjpseqpl