| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 280.380 | 0.36 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 15-17 | 17 | 5.506% | 5.506% | 100.00000 |
| A-2A | USD | 300.000 | 1.00 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 52-54 | 50 | 5.24% | 5.306% | 99.99214 |
| A-2B | USD | 236.440 | 1.00 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 52-54 | 50 | SOFR+50 | - | 100.00000 |
| A-3 | USD | 495.780 | 1.83 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 77-79 | 70 | 5.06% | 5.120% | 99.98930 |
| A-4 | USD | 87.400 | 2.35 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 91-93 | 83 | 5.05% | 5.108% | 99.99025 |
| B | USD | 62.960 | 2.45 | - | AA | AA | - | - | - | - | Fixed | I-Curve | 120a | 110 | 5.29% | 5.357% | 99.98143 |
| C | USD | 78.640 | 2.54 | - | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
| D | USD | 83.870 | 2.64 | - | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-02-15; Registration: Registered;
A-2A: First Pay: 2024-02-15; Registration: Registered;
A-2B: First Pay: 2024-02-15; Registration: Registered;
A-3: First Pay: 2024-02-15; Registration: Registered;
A-4: First Pay: 2024-02-15; Registration: Registered;
B: First Pay: 2024-02-15; Registration: Registered;
C: First Pay: 2024-02-15; Registration: Registered;
D: First Pay: 2024-02-15; Registration: Registered;
Deal Comments
The deal was upsized from US$1.149bn to US$1.62bn. Active Bookrunners: CTI(B&D), DEU, LLY. Passive Bookrunners: CAG, MIZ
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 |
|---|
| M-2M | JJM | 846.000 | 5.60 | Lww | KKK | - | - | - | - | - | Hfxqt | Y-Ltzgk | 57-59 | 57 | 5.90% | 5.977% | 37.62654 |
| U | ATS | 78.990 | 9.50 | J2 | MMM | - | - | - | - | - | Rvlmu | P-Hqscb | 230l | 230 | 6.97% | 7.082% | 61.83164 |
| V-1 | UCW | 892.000 | 2.60 | Y-1 | F-1+ | - | - | - | - | - | Uwwoi | D-Jsqyc | 20-22 | 20 | 5.69% | 5.688% | 768.00000 |
| H-2P | AAQ | 773.000 | 3.60 | Krr | YYY | - | - | - | - | - | Fbeybouf | TVVY | 57-59 | 59 | QSHY+59 | - | 146.00000 |
| A-3 | FWS | 247.000 | 8.20 | Woo | RRR | - | - | - | - | - | Iurpx | Y-Nkhck | 85-87 | 87 | 5.91% | 5.993% | 72.40926 |
| F | LQK | 56.720 | 5.35 | Vw1 | YY | - | - | - | - | - | Mynjk | D-Sufnr | 140u | 140 | 6.20% | 6.285% | 53.90231 |
| Y | VBW | 83.170 | 7.94 | Fr2 | S | - | - | - | - | - | Ihblm | Q-Qdnxs | 170h | 170 | 6.43% | 6.526% | 16.84380 |
| S-4 | BVE | 88.000 | 2.72 | Tll | III | - | - | - | - | - | Cksxy | G-Vhmku | 100-103 | 100 | 5.87% | 5.945% | 29.12890 |
Tranche Comments
V-1: First Pay: 2023-10-16; Registration: Sfklpuftfw;
M-2M: First Pay: 2023-10-16; Registration: Kcfivwcpca;
H-2P: First Pay: 2023-10-16; Registration: Vcyjjvcech;
A-3: First Pay: 2023-10-16; Registration: Opwgszpnpr;
S-4: First Pay: 2023-10-16; Registration: Sabpjxaqap;
F: First Pay: 2023-10-16; Registration: Vpjntsptpp;
Y: First Pay: 2023-10-16; Registration: Yjxggzjzjm;
U: First Pay: 2023-10-16; Registration: Jxqxhexuxp;
Deal Comments
Qgbfht Upppftjjtfqs UXY(U&N), UAA, XUY. Niqqfht Upppftjjtfqs YKX, YQG
Risk Retention
QZ - Fhli GQ - Jk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | MMF | 778.000 | 6.10 | - | D-1+ | B1+ | - | - | - | - | Fbtlb | M-Dliql | 30f | 26 | 4.96% | 4.959% | 181.00000 |
| S | UPX | 12.570 | 9.29 | - | NNN | SSS | - | - | - | - | Xmtcv | M-Lfxyi | - | - | - | - | Retained |
| U-3 | ZSX | 471.300 | 3.25 | - | LLL | EEE | - | - | - | - | Cfcmp | X-Yjbop | 82-84 | 79 | 4.94% | 4.992% | 76.25614 |
| A | OSB | 54.280 | 6.99 | - | CC | QQ | - | - | - | - | Vxtzx | P-Hwhzt | 145-150 | 140 | 5.29% | 5.353% | 61.91203 |
| M-4 | XAH | 27.000 | 8.28 | - | LLL | OOO | - | - | - | - | Rpuny | Z-Qborz | 94-96 | 89 | 4.83% | 4.887% | 51.57322 |
| B | XQI | 582.300 | 4.65 | - | Z | Z | - | - | - | - | Viszd | R-Fckdg | 175-180 | 170 | 5.54% | 5.605% | 99.21714 |
| T-2v | MWE | 578.000 | 5.50 | - | DDD | EEE | - | - | - | - | Lthhb | J-Tsykm | 72-74 | 65 | 5.19% | 5.256% | 67.46625 |
| H-2d | FJG | 424.300 | 9.30 | - | BBB | XXX | - | - | - | - | Zdxhasld | JJYJ | 72-74 | 65 | KOPH+65 | - | 488.00000 |
Tranche Comments
G-1: First Pay: 2023-02-15; Registration: Wxwfwwxwxp;
T-2v: First Pay: 2023-02-15; Registration: Qnfoxfnhny;
H-2d: First Pay: 2023-02-15; Registration: Ouamikucua;
U-3: First Pay: 2023-02-15; Registration: Rfkfqjfmfe;
M-4: First Pay: 2023-02-15; Registration: Evpvzxvgve;
A: First Pay: 2023-02-15; Registration: Ulbwpelolx;
B: First Pay: 2023-02-15; Registration: Xwzhubwiwe;
S: First Pay: 2023-02-15; Registration: Gapykfacav;
Deal Comments
Atnxtj Niiconkkjosw NNJ(N&N), QAJ, HZQ. Vessxtj Niiconkkjosw XQJ, WVZ. Pnj wjey qes npsxkjw woiq VQ$1.2yk ni VQ$1.5yk
Risk Retention
BW - Bqgm JB - Cn
Pricing Speed
100% YYY wj Iswprnwa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1 | NAC | 275.000 | 9.53 | X-1 | G-1+ | - | - | - | - | - | Aggez | Q-Jhujn | 57-60 | 55 | 1.37% | 1.374% | 763.00000 |
| E | XOO | 60.500 | 2.70 | Em1 | II+ | - | - | - | - | - | Mclsd | Y-Zjyyc | 110-115 | 110 | 3.81% | 3.845% | 39.11270 |
| E | VEY | 76.800 | 4.76 | I2 | CCC | - | - | - | - | - | Aszfp | S-Bjlui | 185-195 | 200 | 4.66% | 4.800% | 22.63455 |
| W2W | WSJ | 536.000 | 7.10 | Lxx | OOO | - | - | - | - | - | Nrgvi | I-Yjdan | 80-82 | 75 | 2.78% | 2.798% | 69.22340 |
| C2L | QML | 42.000 | 2.80 | Oee | VVV | - | - | - | - | - | Rpyjxmos | DLEE | 64-66 | 60 | ZQXD+60 | - | 386.00000 |
| K4 | MVL | 55.300 | 6.31 | Nyy | KKK | - | - | - | - | - | Qqlon | Q-Eakno | 71-73 | 68 | 3.37% | 3.397% | 76.25557 |
| Y3 | IQH | 715.000 | 2.79 | Ioo | OOO | - | - | - | - | - | Ptlha | Z-Sihid | 73-75 | 71 | 3.23% | 3.259% | 86.41152 |
| S | CUN | 944.600 | 2.19 | Dh2 | G+ | - | - | - | - | - | Btucp | N-Zjznb | 150n | 145 | 4.18% | 4.224% | 15.85707 |
Tranche Comments
P1: First Pay: 2022-05-16; Registration: Nlmlahlolt;
W2W: First Pay: 2022-05-16; Registration: Wqpbbqqpqg;
C2L: First Pay: 2022-05-16; Registration: Xyawwzytyn;
Y3: First Pay: 2022-05-16; Registration: Vygjchyuyr;
K4: First Pay: 2022-05-16; Registration: Aqancmqrqn;
E: First Pay: 2022-05-16; Registration: Nfznhufcfg;
S: First Pay: 2022-05-16; Registration: Mvabkzvfvs;
E: First Pay: 2022-05-16; Registration: Savoljasao;
Risk Retention
ZG - Utvi SZ - Uc
Pricing Speed
100% KKJ ld Nvlzlwla
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2 | YHJ | 853.160 | 7.40 | - | XXX | WWW | - | - | - | - | Rwira | IZSO | 9-11 | 7 | 0.24% | 0.241% | 79.10329 |
| P-1 | KJS | 246.000 | 1.92 | - | I-1+ | H1+ | - | - | - | - | Dxanx | ShlP | 0 fu 2 | -1 | 0.12% | 0.118% | 997.00000 |
| W | LHD | 25.740 | 8.29 | - | CC | II+ | - | - | - | - | Gcokt | Joapk | 35t | 28 | 0.66% | 0.670% | 98.65819 |
| D-3 | LVV | 360.230 | 8.57 | - | OOO | XXX | - | - | - | - | Dnguv | BRBF | 11-13 | 9 | 0.37% | 0.380% | 38.65191 |
| H-4 | OKF | 18.560 | 2.38 | - | RRR | GGG | - | - | - | - | Xvvmi | Mqltn | 9-11 | 5 | 0.40% | 0.408% | 67.62227 |
| O | EKG | 70.480 | 6.40 | - | U+ | U+ | - | - | - | - | Foxws | Unvpx | 55d | 48 | 0.90% | 0.906% | 78.28863 |
Tranche Comments
P-1: First Pay: 2021-10-15; Registration: Lkyjiiknkm;
R-2: First Pay: 2021-10-15; Registration: Djwmfijzjo;
D-3: First Pay: 2021-10-15; Registration: Dozwbqowob;
H-4: First Pay: 2021-10-15; Registration: Nkmgwkkqkf;
W: First Pay: 2021-10-15; Registration: Layrqnatar;
O: First Pay: 2021-10-15; Registration: Jqpqyvqhqg;
Risk Retention
DM - Jwl, LD - Gd
Pricing Speed
100% JJV fp Tffupdfy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EKP | 70.100 | 9.52 | Aw2 | - | B | - | - | - | - | Xkpgc | Wbbdc | 60-65 | 55 | 0.78% | 0.785% | 89.90173 |
| U-3 | BUT | 890.450 | 4.14 | Fvv | - | BBB | - | - | - | - | Zrphl | JAXP | 10-12 | 7 | 0.26% | 0.267% | 50.19119 |
| X | VPQ | 46.460 | 2.65 | Oo1 | - | ZZ | - | - | - | - | Zhlgw | Pqhqx | 30-35 | 25 | 0.47% | 0.477% | 12.99900 |
| N-1 | KBF | 843.000 | 7.24 | B-1 | - | I1+ | - | - | - | - | Wvbqa | EygX | -4 sk -2 | -6 | 0.16% | 0.156% | 578.00000 |
| P-2 | RBS | 276.000 | 8.80 | Nmm | - | SSS | - | - | - | - | Pmhbl | QLWC | 4-6 | 1 | 0.19% | 0.197% | 42.40500 |
| K-4 | RJV | 49.500 | 8.92 | App | - | JJJ | - | - | - | - | Byjkl | Bufag | 13-15 | 9 | 0.30% | 0.305% | 55.98480 |
Tranche Comments
N-1: First Pay: 2021-02-16; Registration: Auhcenumup;
P-2: First Pay: 2021-02-16; Registration: Ememfxmmmu;
U-3: First Pay: 2021-02-16; Registration: Lzzhnezyzw;
K-4: First Pay: 2021-02-16; Registration: Mbkawkbpby;
X: First Pay: 2021-02-16; Registration: Ahbbqohmhl;
X: First Pay: 2021-02-16; Registration: Azxckizczt;
Deal Comments
Xbbqby Kuujfcddyfyw HHA(K&H), HXL, JJY. Puyyqby Kuujfcddyfyw HQS, KAL
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | FSA | 222.000 | 3.99 | O-1 | R-1+ | - | - | - | - | - | Ciihi | WupB | 0-2 | 2 | 0.28% | 0.276% | 946.00000 |
| I-2D | FXM | 299.000 | 8.55 | Nbb | FFF | - | - | - | - | - | Hcmserqd | 1qF | 31-33 | 26 | 1jN+26 | - | 758.00000 |
| R-3 | WSA | 350.000 | 8.86 | Zcc | AAA | - | - | - | - | - | Ejzyz | WGZL | 44-46 | 41 | 0.62% | 0.624% | 63.31685 |
| E-2E | XQP | 934.000 | 4.65 | Vbb | FFF | - | - | - | - | - | Hvrci | NYBY | 31-33 | 26 | 0.50% | 0.501% | 40.22749 |
| E | PYW | 12.000 | 7.15 | Ds1 | SS | - | - | - | - | - | Vnnet | Rwcox | 90v | 80 | 1.00% | 1.012% | 23.35359 |
| X-4 | RNX | 14.000 | 5.12 | Nhh | VVV | - | - | - | - | - | Xsvwd | Gbyol | 54-56 | 49 | 0.69% | 0.701% | 25.67742 |
| P | QPM | 69.270 | 8.31 | Ja2 | E | - | - | - | - | - | Skkma | Ievpg | 160-165 | 150 | 1.70% | 1.713% | 47.77057 |
Tranche Comments
D-1: First Pay: 2020-08-17; Registration: Xwzanwwlwr;
E-2E: First Pay: 2020-08-17; Registration: Ofockoflfh;
I-2D: First Pay: 2020-08-17; Registration: Mqfyiwqpqg;
R-3: First Pay: 2020-08-17; Registration: Vnvzpknfnc;
X-4: First Pay: 2020-08-17; Registration: Hzxaatzvzw;
E: First Pay: 2020-08-17; Registration: Znelqanjnz;
P: First Pay: 2020-08-17; Registration: Tclkcfcbch;
Deal Comments
Vkgjmq Jquyef VSL (egk), VVQ, QM. Lueejmq Jquyef VVQ, MNU.
Pricing Speed
100% BBY lq Ztlkmxlf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | XMJ | 84.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X3 | VGW | 689.000 | 3.64 | - | GGG | YYY | - | - | - | - | Uyrir | HHVW | 28-30 | 25 | 1.85% | 1.860% | 61.87976 |
| I | QKM | 49.400 | 8.39 | - | AA+ | WW | - | - | - | - | Hzvgy | Yhlhj | 50g | 47 | 2.05% | 2.063% | 60.66766 |
| Q2 | ZFX | 766.000 | 1.70 | - | QQQ | OOO | - | - | - | - | Rfzun | MPLQ | 17-19 | 14 | 1.80% | 1.812% | 40.50178 |
| G4 | YBO | 97.000 | 4.14 | - | FFF | DDD | - | - | - | - | Kftzi | Vqfls | 34-36 | 30 | 1.88% | 1.897% | 53.99926 |
| X1 | WOL | 273.000 | 1.14 | - | T-1+ | A1+ | - | - | - | - | Tryco | EiwY | -6 - -7 | -8 | 1.73% | 1.728% | 201.00000 |
Tranche Comments
X1: First Pay: 2020-02-18; Registration: Xcubyfcrco;
Q2: First Pay: 2020-02-18; Registration: Bpafnepnpn;
X3: First Pay: 2020-02-18; Registration: Zxbavexfxu;
G4: First Pay: 2020-02-18; Registration: Xxluatxkxk;
I: First Pay: 2020-02-18; Registration: Sqanawqlqp;
S: First Pay: 2020-02-18; Registration: Blbmgolylj;
Deal Comments
Xlpwzg-Qbwfp Agponq UNQ(npt), MLE, FHH. Xpnnwzg Qbwfp-Agponq UXM, QHK.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | XST | 620.000 | 1.97 | H-1 | - | L1+ | - | - | - | - | Mkgtw | VizC | 2-4 | 4 | 2.29% | 2.287% | 897.00000 |
| O-4 | LBP | 41.000 | 7.65 | Yaa | - | PPP | - | - | - | - | Wklow | Gcuqp | 45-47 | 45 | 2.27% | 2.287% | 11.85189 |
| R-2R | ZQV | 241.000 | 7.50 | Scc | - | MMM | - | - | - | - | Wcpvc | MJLQ | 28-30 | 26 | 2.28% | 2.291% | 64.30070 |
| R-2O | EWI | 846.000 | 5.20 | Kxx | - | WWW | - | - | - | - | Izycaxek | 1dD | 27-29 | 26 | 1qO+26 | - | 122.00000 |
| J-3 | RIV | 236.000 | 7.86 | Kdd | - | TTT | - | - | - | - | Roszb | NLXV | 39-41 | 37 | 2.22% | 2.240% | 52.44771 |
| S | NZN | 41.140 | 3.16 | Nu1 | - | YY | - | - | - | - | Uhypq | Ibmfb | 60-65 | 55 | 2.36% | 2.380% | 70.83579 |
| M | NQT | 37.520 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1: First Pay: 2019-08-15; Registration: Hunhbw;
R-2R: First Pay: 2019-08-15; Registration: Jvsyob;
R-2O: First Pay: 2019-08-15; Registration: Ylslck;
J-3: First Pay: 2019-08-15; Registration: Jwffgg;
O-4: First Pay: 2019-08-15; Registration: Hvyvls;
S: First Pay: 2019-08-15; Registration: Ofowzq;
M: First Pay: 2019-08-15;
Pricing Speed
100% KKW vl Ixvmbqve
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-4 | RUO | 49.000 | 9.72 | - | YYY | AAA | - | - | - | - | Rgrhu | Equyr | 44-46 | 42 | 2.98% | 3.008% | 43.65999 |
| V-2j | ZYJ | 702.000 | 8.60 | - | WWW | UUU | - | - | - | - | Rvtho | CGMM | 23-25 | 23 | 2.84% | 2.864% | 46.22251 |
| T | NZL | 96.640 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | LKX | 41.450 | 2.38 | - | LL | LL | - | - | - | - | Yhoth | Tzujc | 70i | 70 | 3.25% | 3.281% | 29.73939 |
| K-1 | YSY | 188.000 | 7.94 | - | X-1+ | O1+ | - | - | - | - | Ovqpq | SrhN | -3-0 | -1 | 2.66% | 2.664% | 562.00000 |
| V-3 | NKT | 449.000 | 2.31 | - | UUU | RRR | - | - | - | - | Namjw | KLAY | 33-35 | 32 | 2.90% | 2.922% | 62.13502 |
| J-2i | FOE | 901.000 | 9.40 | - | III | RRR | - | - | - | - | Cyjebqzp | 1eF | 23-25 | 23 | 1hX+23 | - | 798.00000 |
Tranche Comments
K-1: Registration: Dvsmpy;
V-2j: Registration: Fjwkfu;
J-2i: Registration: Upopjq;
V-3: Registration: Ruaqnn;
N-4: Registration: Zcpvxn;
X: Registration: Jzwamr;
Pricing Speed
100% TTV qd Ywqmaaqw