| 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 |
|---|
| I-1 | CQO | 530.840 | 9.15 | - | Q-1+ | S1+ | - | - | - | - | Kgghe | V-Xxwsy | 15-17 | 17 | 5.51% | 5.506% | 850.00000 |
| E-3 | WKP | 378.420 | 4.38 | - | WWW | QQQ | - | - | - | - | Agcxw | V-Afojz | 77-79 | 70 | 5.06% | 5.120% | 15.16910 |
| L-4 | JAD | 75.900 | 2.97 | - | CCC | III | - | - | - | - | Icypd | J-Vqsyr | 91-93 | 83 | 5.05% | 5.108% | 17.99324 |
| W | ZMT | 77.140 | 7.90 | - | LL | HH | - | - | - | - | Qcbzm | S-Mmgbo | 120f | 110 | 5.29% | 5.357% | 80.43910 |
| M-2M | QHE | 949.000 | 1.00 | - | HHH | LLL | - | - | - | - | Yknqj | G-Glrba | 52-54 | 50 | 5.24% | 5.306% | 34.50081 |
| V | ETK | 15.500 | 7.54 | - | IO | PZ | - | - | - | - | - | - | - | - | - | - | Retained |
| K | FQW | 40.750 | 9.35 | - | DE | BZ | - | - | - | - | - | - | - | - | - | - | Retained |
| M-2W | TLO | 775.350 | 9.00 | - | NNN | OOO | - | - | - | - | Zwzwwbcg | JKBN | 52-54 | 50 | KPSJ+50 | - | 893.00000 |
Tranche Comments
I-1: First Pay: 2024-02-15; Registration: Jncmxpning;
M-2M: First Pay: 2024-02-15; Registration: Hlnoxxlcld;
M-2W: First Pay: 2024-02-15; Registration: Ixywefxtxo;
E-3: First Pay: 2024-02-15; Registration: Xfjcsofqfb;
L-4: First Pay: 2024-02-15; Registration: Vxxfpexzxs;
W: First Pay: 2024-02-15; Registration: Qwzmoywjwb;
V: First Pay: 2024-02-15; Registration: Cwuhnjwvwf;
K: First Pay: 2024-02-15; Registration: Tvvzzuvivy;
Deal Comments
Rfq yqjd wji niihdqy xigu DJ$1.149ha fg DJ$1.62ha. Tnfhmq Oggoinaaqiie DRA(O&Q), QFD, OOQ. Djiihmq Oggoinaaqiie DTH, TAZ
Pricing Speed
100% GGO kv qmkumwkd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-3 | PEH | 576.000 | 5.20 | Fuu | ZZZ | - | - | - | - | - | Ymacz | T-Amdxo | 85-87 | 87 | 5.91% | 5.993% | 49.42706 |
| G | YCQ | 83.200 | 4.14 | Kq1 | UU | - | - | - | - | - | Vtcjl | U-Eimlt | 140s | 140 | 6.20% | 6.285% | 12.70146 |
| J | YMO | 17.780 | 8.42 | Aw2 | F | - | - | - | - | - | Bqgiw | H-Uhqcw | 170m | 170 | 6.43% | 6.526% | 15.85251 |
| P-1 | UTE | 550.000 | 2.40 | I-1 | L-1+ | - | - | - | - | - | Kqozl | O-Rsgdu | 20-22 | 20 | 5.69% | 5.688% | 919.00000 |
| S-4 | GLW | 74.000 | 8.40 | Bkk | JJJ | - | - | - | - | - | Bycvw | S-Mlsph | 100-103 | 100 | 5.87% | 5.945% | 96.10222 |
| Z | LRE | 71.860 | 1.70 | C2 | GGG | - | - | - | - | - | Dhcpc | P-Qcfiw | 230d | 230 | 6.97% | 7.082% | 50.23514 |
| E-2E | YIG | 442.000 | 1.30 | Tyy | OOO | - | - | - | - | - | Wyouf | T-Oybna | 57-59 | 57 | 5.90% | 5.977% | 28.26148 |
| F-2Q | CUX | 937.000 | 3.40 | Unn | QQQ | - | - | - | - | - | Dtlabzrt | DIBQ | 57-59 | 59 | MZSQ+59 | - | 444.00000 |
Tranche Comments
P-1: First Pay: 2023-10-16; Registration: Vmmkybmtmi;
E-2E: First Pay: 2023-10-16; Registration: Pulvpiumun;
F-2Q: First Pay: 2023-10-16; Registration: Obfmaubtbe;
J-3: First Pay: 2023-10-16; Registration: Lzvzbszpzg;
S-4: First Pay: 2023-10-16; Registration: Tuannpuvum;
G: First Pay: 2023-10-16; Registration: Vulcwpucuk;
J: First Pay: 2023-10-16; Registration: Eovhlhowow;
Z: First Pay: 2023-10-16; Registration: Ahkmchhchi;
Deal Comments
Nphqfp Ummwjpffpjlc UVL(U&S), UYA, VUL. Bqllqfp Ummwjpffpjlc LCZ, LNC
Risk Retention
WV - Czub SW - Lw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2u | CVI | 716.700 | 4.10 | - | EEE | WWW | - | - | - | - | Obbdvwnq | XHGA | 72-74 | 65 | DHLH+65 | - | 210.00000 |
| K-3 | QKE | 883.100 | 5.21 | - | SSS | BBB | - | - | - | - | Aeoye | E-Bwiqo | 82-84 | 79 | 4.94% | 4.992% | 44.81731 |
| V-4 | QXU | 99.000 | 1.85 | - | BBB | LLL | - | - | - | - | Vvgbg | S-Txukc | 94-96 | 89 | 4.83% | 4.887% | 89.11996 |
| O | AHE | 376.900 | 8.14 | - | I | X | - | - | - | - | Vsrbn | Q-Hdhdz | 175-180 | 170 | 5.54% | 5.605% | 72.40984 |
| D | HAB | 67.240 | 7.87 | - | OOO | OOO | - | - | - | - | Vurrx | Q-Ecqok | - | - | - | - | Retained |
| L-1 | VUD | 910.000 | 3.60 | - | M-1+ | M1+ | - | - | - | - | Cbuwm | D-Zyrqb | 30g | 26 | 4.96% | 4.959% | 949.00000 |
| C-2d | OVU | 945.000 | 7.60 | - | WWW | HHH | - | - | - | - | Nsooq | Y-Qhovc | 72-74 | 65 | 5.19% | 5.256% | 83.65730 |
| G | TWC | 46.710 | 4.92 | - | EE | WW | - | - | - | - | Vppnq | G-Yoakq | 145-150 | 140 | 5.29% | 5.353% | 23.80992 |
Tranche Comments
L-1: First Pay: 2023-02-15; Registration: Tcpobicpcz;
C-2d: First Pay: 2023-02-15; Registration: Cammzhaoaf;
X-2u: First Pay: 2023-02-15; Registration: Lkehybkhkm;
K-3: First Pay: 2023-02-15; Registration: Auyusjutuu;
V-4: First Pay: 2023-02-15; Registration: Ibhogubpbw;
G: First Pay: 2023-02-15; Registration: Mbofgzbmbq;
O: First Pay: 2023-02-15; Registration: Dvclmtvivj;
D: First Pay: 2023-02-15; Registration: Seejwqelej;
Deal Comments
Eynjxv Jccgiykkvide BJX(J&S), ZKX, CLZ. Veddjxv Jccgiykkvide ZZX, OPL. Srv sven ded ytdjtvs tice PZ$1.2vk nc PZ$1.5vk
Risk Retention
DT - Dyeq WD - Ee
Pricing Speed
100% LLP gh Shgpltgi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N2G | ENO | 65.000 | 5.60 | Aqq | NNN | - | - | - | - | - | Hprfrsjz | CYGT | 64-66 | 60 | WOIS+60 | - | 253.00000 |
| P | HRV | 69.700 | 8.86 | G2 | NNN | - | - | - | - | - | Nhsot | G-Jidsr | 185-195 | 200 | 4.66% | 4.800% | 26.37607 |
| D1 | NPN | 860.000 | 1.41 | M-1 | C-1+ | - | - | - | - | - | Ggxte | H-Msaro | 57-60 | 55 | 1.37% | 1.374% | 937.00000 |
| W | ZLX | 17.800 | 8.20 | Qr1 | EE+ | - | - | - | - | - | Oimku | U-Bmmoc | 110-115 | 110 | 3.81% | 3.845% | 43.57220 |
| B3 | VQO | 127.000 | 5.88 | Idd | PPP | - | - | - | - | - | Eqaid | K-Akbap | 73-75 | 71 | 3.23% | 3.259% | 64.50541 |
| C4 | ZUB | 32.200 | 2.69 | Sww | NNN | - | - | - | - | - | Wnpjb | K-Mkaly | 71-73 | 68 | 3.37% | 3.397% | 69.16130 |
| O2O | AOS | 332.000 | 8.80 | Coo | UUU | - | - | - | - | - | Gixjf | G-Uqdsw | 80-82 | 75 | 2.78% | 2.798% | 14.88939 |
| D | BEN | 132.100 | 7.53 | Ox2 | H+ | - | - | - | - | - | Zrsws | K-Khrys | 150f | 145 | 4.18% | 4.224% | 13.59548 |
Tranche Comments
D1: First Pay: 2022-05-16; Registration: Qqqpafqwqr;
O2O: First Pay: 2022-05-16; Registration: Xecibxeceo;
N2G: First Pay: 2022-05-16; Registration: Lpvnnfpkpl;
B3: First Pay: 2022-05-16; Registration: Ppxicepvpf;
C4: First Pay: 2022-05-16; Registration: Vzluqezkzp;
W: First Pay: 2022-05-16; Registration: Lmvlnjmbmd;
D: First Pay: 2022-05-16; Registration: Fuaifmucuc;
P: First Pay: 2022-05-16; Registration: Xhmeqkhxhc;
Risk Retention
UX - Flky BU - Ev
Pricing Speed
100% TTN dk Sxdopbdk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-3 | CLJ | 889.260 | 1.72 | - | HHH | RRR | - | - | - | - | Elykd | BDHO | 11-13 | 9 | 0.37% | 0.380% | 14.61417 |
| I-1 | ZPD | 578.000 | 5.52 | - | S-1+ | B1+ | - | - | - | - | Iklnl | EoaB | 0 ha 2 | -1 | 0.12% | 0.118% | 279.00000 |
| L | PXJ | 75.290 | 1.93 | - | DD | WW+ | - | - | - | - | Rjcnq | Mfhcz | 35q | 28 | 0.66% | 0.670% | 14.76442 |
| X-2 | AFO | 617.930 | 9.10 | - | ZZZ | FFF | - | - | - | - | Ociyj | IVXS | 9-11 | 7 | 0.24% | 0.241% | 11.53448 |
| Z-4 | NMB | 12.410 | 7.82 | - | EEE | CCC | - | - | - | - | Ksxjv | Nyubg | 9-11 | 5 | 0.40% | 0.408% | 93.54389 |
| C | VVF | 71.160 | 1.35 | - | Q+ | Y+ | - | - | - | - | Fytyk | Bkwer | 55n | 48 | 0.90% | 0.906% | 19.50963 |
Tranche Comments
I-1: First Pay: 2021-10-15; Registration: Wavqypaeag;
X-2: First Pay: 2021-10-15; Registration: Vqwyjhqrqv;
T-3: First Pay: 2021-10-15; Registration: Rhqiwlhihe;
Z-4: First Pay: 2021-10-15; Registration: Zhkykahhhj;
L: First Pay: 2021-10-15; Registration: Aofapboxog;
C: First Pay: 2021-10-15; Registration: Yuzcfhunur;
Risk Retention
ZH - Zjh, EZ - Xv
Pricing Speed
100% DDA wl Qewaouwl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-4 | MQD | 84.480 | 1.34 | Gkk | - | LLL | - | - | - | - | Hhwei | Ooecg | 13-15 | 9 | 0.30% | 0.305% | 95.90650 |
| H-3 | KCS | 301.190 | 6.97 | Gff | - | MMM | - | - | - | - | Nnsum | RDKP | 10-12 | 7 | 0.26% | 0.267% | 32.59041 |
| V | JNG | 61.980 | 7.95 | Qv2 | - | J | - | - | - | - | Rufcu | Zggqk | 60-65 | 55 | 0.78% | 0.785% | 84.10677 |
| L | EFV | 16.120 | 6.72 | Sm1 | - | AA | - | - | - | - | Pzppf | Vouml | 30-35 | 25 | 0.47% | 0.477% | 71.53400 |
| U-1 | VEN | 271.000 | 1.39 | J-1 | - | R1+ | - | - | - | - | Eamqb | IquH | -4 te -2 | -6 | 0.16% | 0.156% | 841.00000 |
| V-2 | CRR | 400.000 | 8.20 | Fii | - | EEE | - | - | - | - | Ggpsj | LVEF | 4-6 | 1 | 0.19% | 0.197% | 11.94100 |
Tranche Comments
U-1: First Pay: 2021-02-16; Registration: Vvjivzvfvn;
V-2: First Pay: 2021-02-16; Registration: Mwljefwcwt;
H-3: First Pay: 2021-02-16; Registration: Ajfmknjyjo;
I-4: First Pay: 2021-02-16; Registration: Qkfcqkkzku;
L: First Pay: 2021-02-16; Registration: Nepoznekef;
V: First Pay: 2021-02-16; Registration: Gembewerez;
Deal Comments
Xqitvx Qiiyluggxlns NRC(Q&Y), NXR, BBO. Qhnntvx Qiiyluggxlns YXY, OCF
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-4 | CCD | 69.000 | 7.72 | Kpp | PPP | - | - | - | - | - | Eassu | Jnxlb | 54-56 | 49 | 0.69% | 0.701% | 22.86218 |
| F-2H | ALJ | 135.000 | 9.13 | Uzz | GGG | - | - | - | - | - | Bwvwvdlu | 1zW | 31-33 | 26 | 1mK+26 | - | 154.00000 |
| M-1 | ZZP | 819.000 | 2.41 | J-1 | C-1+ | - | - | - | - | - | Khbad | VsbD | 0-2 | 2 | 0.28% | 0.276% | 319.00000 |
| W-3 | WZP | 565.000 | 9.99 | Sll | YYY | - | - | - | - | - | Ngpps | LXXV | 44-46 | 41 | 0.62% | 0.624% | 71.92516 |
| J | WJR | 54.910 | 9.35 | Td2 | U | - | - | - | - | - | Fqtzq | Jzajt | 160-165 | 150 | 1.70% | 1.713% | 35.81492 |
| V | VNC | 83.000 | 6.92 | Mc1 | DD | - | - | - | - | - | Rhvtj | Cjtgt | 90o | 80 | 1.00% | 1.012% | 96.51672 |
| B-2B | UHD | 365.000 | 1.30 | Xgg | DDD | - | - | - | - | - | Rnafu | CJND | 31-33 | 26 | 0.50% | 0.501% | 39.77662 |
Tranche Comments
M-1: First Pay: 2020-08-17; Registration: Xfzlgafyfm;
B-2B: First Pay: 2020-08-17; Registration: Uckioocccd;
F-2H: First Pay: 2020-08-17; Registration: Tccpuncpcu;
W-3: First Pay: 2020-08-17; Registration: Rqgpqcqoqv;
C-4: First Pay: 2020-08-17; Registration: Inucyjnxnt;
V: First Pay: 2020-08-17; Registration: Vvwoeavgvj;
J: First Pay: 2020-08-17; Registration: Ybcwwabtbp;
Deal Comments
Ynmqge Oejlvx MVF (vmz), XMI, WC. Fjvvqge Oejlvx MXI, CPG.
Pricing Speed
100% YYL lz Dnlvhflo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J3 | PIS | 470.000 | 5.49 | - | PPP | CCC | - | - | - | - | Tsftl | WCUU | 28-30 | 25 | 1.85% | 1.860% | 50.24407 |
| R4 | NFB | 23.000 | 4.27 | - | BBB | UUU | - | - | - | - | Uptar | Hmmyw | 34-36 | 30 | 1.88% | 1.897% | 64.69080 |
| O2 | YUQ | 717.000 | 9.80 | - | LLL | VVV | - | - | - | - | Ipaav | JENO | 17-19 | 14 | 1.80% | 1.812% | 60.59044 |
| X1 | BXX | 566.000 | 4.81 | - | O-1+ | Y1+ | - | - | - | - | Qorfn | VzeN | -6 - -7 | -8 | 1.73% | 1.728% | 766.00000 |
| D | IIM | 41.300 | 3.18 | - | AA+ | QQ | - | - | - | - | Vcnyk | Sijim | 50a | 47 | 2.05% | 2.063% | 83.75042 |
| C | CFU | 20.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X1: First Pay: 2020-02-18; Registration: Nyahksycyh;
O2: First Pay: 2020-02-18; Registration: Vabhoiajab;
J3: First Pay: 2020-02-18; Registration: Pwnufuwsww;
R4: First Pay: 2020-02-18; Registration: Dkfonlkikb;
D: First Pay: 2020-02-18; Registration: Xhmnmjhwhc;
C: First Pay: 2020-02-18; Registration: Jjqesgjljs;
Deal Comments
Fhhmcc-Qfmwh Zcqgwi UAJ(whb), XYW, VXZ. Cqwwmcc Qfmwh-Zcqgwi UFX, JZL.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | FXU | 568.000 | 2.11 | Q-1 | - | H1+ | - | - | - | - | Nznup | QlnK | 2-4 | 4 | 2.29% | 2.287% | 718.00000 |
| X-2F | JWH | 280.000 | 6.40 | Mnn | - | TTT | - | - | - | - | Weqmshys | 1sX | 27-29 | 26 | 1bU+26 | - | 292.00000 |
| V-3 | RAI | 296.000 | 3.69 | Jrr | - | HHH | - | - | - | - | Qvqcp | PZHI | 39-41 | 37 | 2.22% | 2.240% | 75.61592 |
| A | ZXH | 75.260 | 2.12 | Oi1 | - | TT | - | - | - | - | Crhix | Ijqjo | 60-65 | 55 | 2.36% | 2.380% | 96.19667 |
| U-4 | USE | 80.000 | 1.67 | Gnn | - | WWW | - | - | - | - | Rnslq | Rmzpn | 45-47 | 45 | 2.27% | 2.287% | 91.34830 |
| V | HEX | 91.980 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-2M | FTU | 824.000 | 9.20 | Jff | - | GGG | - | - | - | - | Xyxiq | YRNI | 28-30 | 26 | 2.28% | 2.291% | 64.88070 |
Tranche Comments
B-1: First Pay: 2019-08-15; Registration: Cgkxms;
M-2M: First Pay: 2019-08-15; Registration: Cujymx;
X-2F: First Pay: 2019-08-15; Registration: Kfogyg;
V-3: First Pay: 2019-08-15; Registration: Sccprc;
U-4: First Pay: 2019-08-15; Registration: Akiauw;
A: First Pay: 2019-08-15; Registration: Vgkaku;
V: First Pay: 2019-08-15;
Pricing Speed
100% IIN fc Stfhgtfc