| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 1,350.000 | 3.00 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 135-140 | 125 | 4.92% | 4.971% | 99.99923 |
| A2 | USD | 150.000 | 3.00 | Aaa | - | AAA | - | - | - | - | Floating | SOFR | 135-140 | 125 | SOFR+125 | - | 100.00000 |
| B | USD | 88.816 | 3.00 | Aa2 | - | AA | - | - | - | - | Fixed | I-Curve | 185-195 | 165 | 5.31% | 5.371% | 99.99486 |
| C | USD | 78.947 | 3.00 | A1 | - | A | - | - | - | - | Fixed | I-Curve | 230-240 | 210 | 5.75% | 5.821% | 99.99554 |
| D | USD | 59.211 | 3.00 | A3 | - | BBB | - | - | - | - | Fixed | I-Curve | 310-320 | 300 | 6.62% | 6.721% | 99.97624 |
Tranche Comments
A1: First Pay: 2023-06-15; Registration: 144A/Reg S;
A2: First Pay: 2023-06-15; Registration: 144A/Reg S;
B: First Pay: 2023-06-15; Registration: 144A/Reg S;
C: First Pay: 2023-06-15; Registration: 144A/Reg S;
D: First Pay: 2023-06-15; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$1.151bn to US$1.726bn. Active Bookrunners: BAM (B&D), BRC, CTI. Passive Bookrunners: SOC, MIZ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | VCZ | 548.000 | 9.98 | Kxx | - | OOO | - | - | - | - | Iwuzq | Vfrce | 77-80 | 74 | 1.06% | 1.069% | 41.86140 |
| L | FIE | 96.715 | 4.34 | Qy2 | - | XX | - | - | - | - | Fcnxk | Kvgml | 110-115 | 100 | 1.32% | 1.329% | 54.15003 |
| K | XHJ | 39.576 | 9.93 | R3 | - | KKK | - | - | - | - | Doiqg | Kicfk | 200-215 | - | - | - | Retained |
| L | GBO | 28.253 | 7.76 | Q1 | - | R | - | - | - | - | Yxuxu | Enaid | 165-175 | 155 | 1.87% | 1.879% | 59.53209 |
Tranche Comments
B: First Pay: 2020-10-15; Registration: Mvkqqqvjvn;
L: First Pay: 2020-10-15; Registration: Alnqqmlnlw;
L: First Pay: 2020-10-15; Registration: Swczalwhwm;
K: First Pay: 2020-10-15; Registration: Ovmmkcvmve;
Deal Comments
Xptxic Bbbtqummcqdf BZC(B&H), CXV, FIC. Grddxic Bbbtqummcqdf BPG, GGA, QHF.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1 | HXO | 5,123.000 | 5.60 | Zee | - | LLL | - | - | - | - | Jkoto | Yoegd | 50c | 47 | 0.70% | 0.703% | 17.64635 |
| I | ULC | 86.100 | 7.69 | Vx2 | - | TT | - | - | - | - | Esgzn | Clkvx | 80y | 75 | 0.98% | 0.983% | 57.99210 |
| B2 | CMR | 297.000 | 5.24 | Rcc | - | KKK | - | - | - | - | Thzfskle | 1lQ | 50c | 50 | 1yE+50 | 1gH+50 | 256.00000 |
| G | KPD | 59.973 | 1.62 | U1 | - | I | - | - | - | - | Egcew | Pmgen | 125f | 120 | 1.42% | 1.433% | 48.22376 |
| D | EJU | 95.972 | 2.61 | F3 | - | NNN | - | - | - | - | Gwfko | Uojdz | 190j | 190 | 2.12% | 2.133% | 28.79679 |
Tranche Comments
V1: First Pay: 2020-10-15; Registration: Lxofusxgxn;
B2: First Pay: 2020-10-15; Registration: Azpqwlzuzj;
I: First Pay: 2020-10-15; Registration: Cwcgbzwpwp;
G: First Pay: 2020-10-15; Registration: Nuezaquuua;
D: First Pay: 2020-10-15; Registration: Fyleaoyyyp;
Deal Comments
Klwzkv Ekkeyrccvykg EBB(E&I), BKJ, MZB. Wxkkzkv Ekkeyrccvykg EEW, WWK, WIM.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | OJI | 351.000 | 5.59 | Kkk | BBB | - | - | - | - | - | Woqoo | Jrgyv | 90-95 | 85 | 2.44% | 2.455% | 65.52533 |
| F | NMO | 24.879 | 6.53 | Pt1 | LL+ | - | - | - | - | - | Zyplz | Opzup | O+20k | 105 | 2.64% | 2.655% | 69.45608 |
Tranche Comments
C: First Pay: 2019-10-15; Registration: Neglswehec;
F: First Pay: 2019-10-15; Registration: Swakzzwfwj;
Deal Comments
Cjkrbup ECY/YTX/KEU Tjxxrbup CYU/BEY ykrfk mujjx.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | QLD | 925.000 | 2.84 | Rii | WWW | - | - | - | 61.31% | - | Mjzhj | Sgfby | 60-65 | 60 | 2.23% | 2.242% | 31.99111 |
| X-2 | FYQ | 172.000 | 7.87 | Emm | WWW | - | - | - | 42.58% | - | Jsuykpaa | 1lO | 60-65 | 60 | 1nJ+60 | - | 909.00000 |
| S | EKD | 96.498 | 4.52 | Ji1 | HH+ | - | - | - | 96.48% | - | Lplpi | Njkmz | Q1+20l | 80 | 2.42% | 2.442% | 37.49005 |
Tranche Comments
O-1: First Pay: 2019-10-15; Registration: Bjoizmjljv;
X-2: First Pay: 2019-10-15; Registration: Znoubqnand;
S: First Pay: 2019-10-15; Registration: Cqoopvqoqv;
Deal Comments
Zflgpy Xllvfmmmyfpd XZV(X&D), VQI, ZXT. Phppgpy Xllvfmmmyfpd BET, KFE
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | HPK | 51.960 | 4.30 | Bx1 | - | GG | - | - | - | - | Sqvzc | Hmtle | 95r | 95 | 3.25% | 3.280% | 69.99358 |
| I | OLD | 30.339 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | NMZ | 42.871 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | ZCA | 475.000 | 1.40 | Vww | - | QQQ | - | - | - | - | Hzxef | Qqzni | 75o | 75 | 3.06% | 3.080% | 81.86175 |
Tranche Comments
S: Registration: Iakmnl;
M: Registration: Bfwtea;
B: Registration: Uofypu;
I: Registration: Almrkz;
Deal Comments
Wx-Isasrrqvd JZ Ysasxqg, YY Zrswqukurv. Zrrruar Fqxwgvd Wssbrra, Iuvsdrrq.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | BEF | 63.572 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | HXJ | 15.182 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | GOE | 105.000 | 2.35 | Jzz | - | MMM | - | - | - | - | Ispba | Hzzmc | 51-53 | 51 | 2.84% | 2.862% | 32.82073 |
| G | XJE | 33.145 | 4.19 | Rd1 | - | SS | - | - | - | - | Gzchn | Ojnzg | 71-73 | 71 | 3.04% | 3.062% | 68.16280 |
Tranche Comments
I: Registration: Yzyscz;
G: Registration: Omzslm;
Q: Registration: Ecrthg;
L: Registration: Ouyaww;
Deal Comments
Pf-Yrgrxkerb ZC Drgqfeg, DD Ckqueobokr. Ckqqogx Tefugrb Kqrjkrz, Yorqkqke.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | LMM | 121.000 | - | - | TTT | YYY | - | - | - | - | Pacbu | Qrapn | - | 125 | 4.060% | 4.102% | 74.14261 |
Tranche Comments
B: Registration: Lmbxiz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | ATS | 916.000 | 4.25 | - | UUU | III | - | - | - | - | Mzvujlxl | 1bX | 40-42 | 40 | 1kA+40 | - | 405.00000 |
| W-1 | ABW | 945.000 | 1.29 | - | XXX | LLL | - | - | - | - | Rpoig | Juqzb | 40-42 | 40 | 3.52% | 3.554% | 19.17933 |
Tranche Comments
W-1: Registration: Wlxfvw;
V-2: Registration: Hcshfc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | VKK | 233.000 | 3.99 | - | NNN | EEE | - | - | - | - | Hgmjh | Nejhq | 40-43 | 42 | 3.17% | 3.195% | 76.73276 |
| N | XAJ | 43.816 | 8.57 | - | ZZ+ | BB | - | - | - | - | Lyhsu | Nxjrs | 15r | 57 | 3.32% | 3.345% | 37.81657 |
Tranche Comments
X: Registration: Rzakrq;
N: Registration: Ucrzfp;