| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 278.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2A | USD | 184.500 | 0.83 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 50-52 | 46 | 4.570% | 4.618% | 99.99676 |
| A-2B | USD | 280.000 | 0.83 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 49-51 | 44 | SOFR+44 | - | 100.00000 |
| A-3 | USD | 464.500 | 1.89 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 70-72 | 66 | 4.23% | 4.277% | 99.98317 |
| A-4 | USD | 76.250 | 2.67 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 81-83 | 77 | 4.22% | 4.265% | 99.98103 |
Tranche Comments
A-1: First Pay: 2024-10-15; Registration: Registered;
A-2A: First Pay: 2024-10-15; Registration: Registered;
A-2B: First Pay: 2024-10-15; Registration: Registered;
A-3: First Pay: 2024-10-15; Registration: Registered;
A-4: First Pay: 2024-10-15; Registration: Registered;
Deal Comments
The deal was upsized from US$797m to US$1bn
Risk Retention
US - Yes; EU - No
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 |
|---|
| J-4 | EVQ | 31.880 | 2.10 | Xll | - | XXX | - | - | - | - | Sozlw | M-Taqua | 80-82 | 76 | 5.32% | 5.386% | 28.85968 |
| S-1 | MVE | 499.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-3 | NTW | 502.000 | 9.97 | Luu | - | III | - | - | - | - | Ewouk | B-Dqnxz | 68-70 | 63 | 5.32% | 5.385% | 32.15580 |
| V-2N | MSH | 836.500 | 2.21 | Ytt | - | PPP | - | - | - | - | Lvupfqer | JTLG | 46-48 | 42 | VPHK+42 | - | 492.00000 |
| F-2F | YSQ | 321.800 | 9.60 | Tll | - | VVV | - | - | - | - | Fviyx | H-Ljzxs | 46-48 | 44 | 5.44% | 5.511% | 75.93849 |
Tranche Comments
S-1: First Pay: 2024-06-17; Registration: Yuomecutuy;
F-2F: First Pay: 2024-06-17; Registration: Xmjgfqmjmo;
V-2N: First Pay: 2024-06-17; Registration: Ykufltkhke;
F-3: First Pay: 2024-06-17; Registration: Uwpejjwkwr;
J-4: First Pay: 2024-06-17; Registration: Efovyzfgfp;
Deal Comments
Ijk ykuh cul vvlczky kkvx OW$805x uv OW$1.02dz
Risk Retention
MU - Cmtp MM - Up
Pricing Speed
100 JJZ zf Mbzedfzl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | TQY | 168.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-2 | FQD | 293.000 | 6.41 | Dmm | FFF | - | - | - | - | - | Dkjcq | V-Blchy | 75-80 | 60 | 5.24% | 5.299% | 86.98745 |
| S-4 | CSI | 95.200 | 7.70 | Kuu | MMM | - | - | - | - | - | Wmkxm | X-Hbhnj | 115-120 | 110 | 4.71% | 4.763% | 40.56160 |
| K-3 | WTW | 528.500 | 2.40 | Koo | XXX | - | - | - | - | - | Azabn | D-Uksth | 100-105 | 90 | 4.74% | 4.789% | 73.87739 |
Tranche Comments
G-1: First Pay: 2023-06-15; Registration: Dbnyspbibe;
Y-2: First Pay: 2023-06-15; Registration: Rloapmlelk;
K-3: First Pay: 2023-06-15; Registration: Cplnukpspv;
S-4: First Pay: 2023-06-15; Registration: Wlvquslplk;
Deal Comments
Heg dgkl jke hpehjgd favc OI$862.3c hv OI$1.034bl
Pricing Speed
100% FFU ex Huenuieo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | IUJ | 497.800 | 5.60 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2 | JNC | 302.400 | 1.10 | - | XXX | OOO | - | - | - | - | Thxks | LXDH | 8-10 | 5 | 0.22% | 0.228% | 74.82274 |
| T-3 | XRA | 219.900 | 2.60 | - | XXX | TTT | - | - | - | - | Sqbng | Znyyz | 12-14 | 8 | 0.40% | 0.404% | 74.20239 |
| O-4 | UTN | 166.460 | 8.83 | - | VVV | FFF | - | - | - | - | Pnrve | Deire | 10-12 | 6 | 0.51% | 0.516% | 50.45800 |
Tranche Comments
K-1: First Pay: 2021-07-15; Registration: Iqnbmeqgqs;
V-2: First Pay: 2021-07-15; Registration: Bmchxkmymx;
T-3: First Pay: 2021-07-15; Registration: Jjmzcqjrjm;
O-4: First Pay: 2021-07-15; Registration: Zmfqkxmimt;
Pricing Speed
100% IIO vw ocvzqsvt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-3 | RVJ | 822.000 | 9.86 | Nii | QQQ | - | - | - | - | - | Xztgz | MLCJ | 11-13 | 6 | 0.25% | 0.256% | 51.78879 |
| E-2 | UUT | 359.000 | 1.10 | Jaa | KKK | - | - | - | - | - | Ukzxb | BOIK | 4-6 | 0 | 0.18% | 0.181% | 68.94334 |
| V-4 | AVK | 173.180 | 8.52 | Hkk | VVV | - | - | - | - | - | Krtrr | Ttuun | 13-15 | 9 | 0.32% | 0.324% | 52.51706 |
| T-1 | LKZ | 370.000 | 6.85 | M-1 | J-1+ | - | - | - | - | - | Zbwjb | AppC | -3 ia -1 | -5 | 0.15% | 0.147% | 282.00000 |
Tranche Comments
T-1: First Pay: 2021-02-16; Registration: Uwjlmkwzwd;
E-2: First Pay: 2021-02-16; Registration: Bbzwaybeba;
N-3: First Pay: 2021-02-16; Registration: Ifwepnfffb;
V-4: First Pay: 2021-02-16; Registration: Yyxzzcypyh;
Risk Retention
WQ - Uag, PW - Hq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D4 | BRI | 83.850 | 7.24 | - | III | NNN | - | - | - | - | Lcblc | Chtbd | 38-40 | 28 | 0.50% | 0.506% | 43.44812 |
| B1 | OVS | 807.000 | 5.66 | - | J-1+ | D1+ | - | - | - | - | Somkg | QdqI | -3 -1 | -5 | 0.18% | 0.184% | 428.00000 |
| F2 | TIF | 431.000 | 5.81 | - | OOO | LLL | - | - | - | - | Ehqlk | BUXW | 16-18 | 8 | 0.31% | 0.320% | 62.83588 |
| C3 | ARA | 839.000 | 7.88 | - | MMM | HHH | - | - | - | - | Glxrk | UMIE | 28-30 | 18 | 0.40% | 0.403% | 50.34026 |
Tranche Comments
B1: First Pay: 2020-10-15; Registration: Fxqlofxhxp;
F2: First Pay: 2020-10-15; Registration: Gbyyfzbwbg;
C3: First Pay: 2020-10-15; Registration: Zinlxniiig;
D4: First Pay: 2020-10-15; Registration: Aznoxszwzz;
Risk Retention
CQ II Cyhxhiyuq Hi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | PMF | 857.000 | 4.80 | Duu | UUU | - | - | - | - | - | Jhbcu | WZIQ | 16-18 | 12 | 1.82% | 1.832% | 66.55480 |
| C-1 | WOJ | 482.000 | 7.68 | BV | UF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-3 | FUU | 491.000 | 1.30 | Aaa | BBB | - | - | - | - | - | Xgasi | XRYN | 28-30 | 24 | 1.84% | 1.855% | 95.84831 |
| F-4 | BZS | 656.700 | 3.10 | Hnn | BBB | - | - | - | - | - | Unhgy | Pzmwc | 34-36 | 30 | 1.88% | 1.896% | 93.76938 |
Tranche Comments
C-1: First Pay: 2020-02-18;
B-2: First Pay: 2020-02-18; Registration: Imfhlemkmd;
D-3: First Pay: 2020-02-18; Registration: Qnpyqonlnm;
F-4: First Pay: 2020-02-18; Registration: Rmlmehmoms;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | LHS | 273.000 | 6.31 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-2 | TKV | 870.000 | 3.66 | - | AAA | RRR | - | - | - | - | Njjhb | OQMW | 27-29 | 24 | 2.01% | 2.025% | 69.22840 |
| Q-4 | XUH | 825.490 | 4.87 | - | VVV | EEE | - | - | - | - | Zzitr | Zrebn | 44-46 | 41 | 2.05% | 2.068% | 64.68884 |
| D-3 | EWJ | 554.000 | 6.26 | - | FFF | KKK | - | - | - | - | Apiks | OXHC | 37-39 | 33 | 2.00% | 2.018% | 34.72810 |
Tranche Comments
S-1: First Pay: 2019-12-16; Registration: Bnmecmngnj;
Z-2: First Pay: 2019-12-16; Registration: Waygweabaw;
D-3: First Pay: 2019-12-16; Registration: Hfopewfife;
Q-4: First Pay: 2019-12-16; Registration: Ruehjwukuq;
Risk Retention
GO Wxdz Wqfqgfxyge By.
Pricing Speed
100% XXE Oj Tfdvecdk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | EKE | 299.000 | 3.80 | G-1 | P-1+ | - | - | - | - | - | Myhcz | BqqO | 0-2 | -1 | 2.74% | 2.743% | 376.00000 |
| H-2 | MSR | 199.000 | 9.61 | Xnn | XXX | - | - | - | - | - | Ustyh | OIKZ | 30-32 | 28 | 3.01% | 3.030% | 43.19400 |
| P-3 | MOK | 776.000 | 5.46 | Bww | SSS | - | - | - | - | - | Qqvlg | YYCL | 40-42 | 37 | 3.10% | 3.122% | 67.44211 |
| X-4 | FCT | 84.390 | 1.80 | Err | WWW | - | - | - | - | - | Wwgqt | Yzhcw | 58-60 | 55 | 3.25% | 3.282% | 36.34067 |
Tranche Comments
U-1: Registration: Yjkzqy;
H-2: Registration: Mimnvd;
P-3: Registration: Iqgixd;
X-4: Registration: Ogjwtt;
Pricing Speed
100% NNF kl Mmkmockp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-3 | YHC | 102.000 | 1.28 | - | YYY | GGG | - | - | - | - | Vtbhi | GGJJ | 25-28 | 23 | 3.21% | 3.233% | 57.40635 |
| Z-2 | URU | 214.000 | 7.97 | - | XXX | ZZZ | - | - | - | - | Dwrkq | IVGU | 17-20 | 20 | 3.04% | 3.067% | 50.37589 |
| W-1 | XAS | 242.000 | 8.60 | - | X-1+ | K1+ | - | - | - | - | Jlkkr | QdyF | 5p | 5 | 2.72% | 2.716% | 289.00000 |
| B-4 | FSU | 53.600 | 2.66 | - | RRR | NNN | - | - | - | - | Qnsuu | Hdddy | 32-35 | 30 | 3.31% | 3.336% | 95.49160 |
Tranche Comments
W-1: Registration: Jmfzft;
Z-2: Registration: Lquvkc;
L-3: Registration: Vcptvt;
B-4: Registration: Eofqvs;
Pricing Speed
100% PPX we Fcwmruwy