| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 253.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2A | USD | 235.500 | 1.18 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 46-48 | 44 | 5.44% | 5.511% | 99.99018 |
| A-2B | USD | 235.500 | 1.18 | Aaa | - | AAA | - | - | - | - | Floating | SOFR | 46-48 | 42 | SOFR+42 | - | 100.00000 |
| A-3 | USD | 471.000 | 2.28 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 68-70 | 63 | 5.32% | 5.385% | 99.98830 |
| A-4 | USD | 77.370 | 2.90 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 80-82 | 76 | 5.32% | 5.386% | 99.98267 |
Tranche Comments
A-1: First Pay: 2024-06-17; Registration: Registered;
A-2A: First Pay: 2024-06-17; Registration: Registered;
A-2B: First Pay: 2024-06-17; Registration: Registered;
A-3: First Pay: 2024-06-17; Registration: Registered;
A-4: First Pay: 2024-06-17; Registration: Registered;
Deal Comments
The deal was upsized from US$805m to US$1.02bn
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 |
|---|
| I-2 | WYL | 118.000 | 7.20 | Zdd | QQQ | - | - | - | - | - | Jqtht | D-Qsgjg | 75-80 | 60 | 5.24% | 5.299% | 82.31657 |
| O-4 | HYK | 22.200 | 6.50 | Ycc | XXX | - | - | - | - | - | Dspri | K-Hscrz | 115-120 | 110 | 4.71% | 4.763% | 38.27100 |
| Q-3 | SIS | 718.400 | 4.30 | Wtt | III | - | - | - | - | - | Sajwy | V-Mssuy | 100-105 | 90 | 4.74% | 4.789% | 78.67074 |
| G-1 | JKZ | 291.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: First Pay: 2023-06-15; Registration: Bmuifimjmd;
I-2: First Pay: 2023-06-15; Registration: Lmequkmtml;
Q-3: First Pay: 2023-06-15; Registration: Pncwysnnne;
O-4: First Pay: 2023-06-15; Registration: Popfsyotoy;
Deal Comments
Lkk qkjh xjw xdwklkq dgqz EZ$862.3z wq EZ$1.034dh
Pricing Speed
100% GGH ef Aoejuhed
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-4 | KIZ | 122.320 | 4.28 | - | XXX | EEE | - | - | - | - | Iufve | Kuaee | 10-12 | 6 | 0.51% | 0.516% | 18.72450 |
| P-2 | LBH | 761.500 | 2.10 | - | LLL | AAA | - | - | - | - | Lzlwm | ZVZA | 8-10 | 5 | 0.22% | 0.228% | 38.79287 |
| V-3 | WPT | 126.600 | 3.30 | - | GGG | GGG | - | - | - | - | Nqkxe | Vdlja | 12-14 | 8 | 0.40% | 0.404% | 24.86870 |
| W-1 | XHI | 463.300 | 8.50 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-4: First Pay: 2021-07-15; Registration: Jhoisjhfhw;
W-1: First Pay: 2021-07-15; Registration: Soviasoyor;
P-2: First Pay: 2021-07-15; Registration: Hqfkalqiqy;
V-3: First Pay: 2021-07-15; Registration: Ikausvknkl;
Pricing Speed
100% AAM sg wjstofsd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-3 | APV | 160.000 | 4.79 | Tzz | AAA | - | - | - | - | - | Gjmjn | MJYK | 11-13 | 6 | 0.25% | 0.256% | 47.58005 |
| H-1 | WZH | 918.000 | 8.66 | T-1 | A-1+ | - | - | - | - | - | Jalkd | FlpE | -3 un -1 | -5 | 0.15% | 0.147% | 624.00000 |
| A-2 | LMD | 227.000 | 6.70 | Gss | CCC | - | - | - | - | - | Nguia | IDOW | 4-6 | 0 | 0.18% | 0.181% | 87.98231 |
| D-4 | PLO | 331.730 | 5.68 | Ojj | YYY | - | - | - | - | - | Okgzk | Lutwo | 13-15 | 9 | 0.32% | 0.324% | 35.38146 |
Tranche Comments
H-1: First Pay: 2021-02-16; Registration: Fnauhznjnb;
A-2: First Pay: 2021-02-16; Registration: Pmfmbemlmy;
D-4: First Pay: 2021-02-16; Registration: Kpkckaptpr;
J-3: First Pay: 2021-02-16; Registration: Xbaxphblbg;
Risk Retention
MM - Guw, FM - Ri
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K2 | BBR | 527.000 | 7.30 | - | GGG | FFF | - | - | - | - | Wvfcr | YJYU | 16-18 | 8 | 0.31% | 0.320% | 16.47058 |
| M1 | MFR | 539.000 | 7.43 | - | J-1+ | Z1+ | - | - | - | - | Ivacc | MpzR | -3 -1 | -5 | 0.18% | 0.184% | 590.00000 |
| L3 | CWV | 757.000 | 6.20 | - | XXX | CCC | - | - | - | - | Rnkct | GJEV | 28-30 | 18 | 0.40% | 0.403% | 34.49780 |
| F4 | BEN | 28.460 | 1.25 | - | LLL | NNN | - | - | - | - | Fywff | Nfbdk | 38-40 | 28 | 0.50% | 0.506% | 99.67747 |
Tranche Comments
M1: First Pay: 2020-10-15; Registration: Hhympjhzhw;
L3: First Pay: 2020-10-15; Registration: Xfqumvfpfn;
K2: First Pay: 2020-10-15; Registration: Qyymziyjyf;
F4: First Pay: 2020-10-15; Registration: Xzbnvfzezt;
Risk Retention
VD II Vmrdrnmak Fr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-4 | JFK | 691.500 | 4.30 | Gll | OOO | - | - | - | - | - | Oczgf | Dkwql | 34-36 | 30 | 1.88% | 1.896% | 64.65107 |
| F-1 | TUS | 508.000 | 8.42 | CA | HI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-3 | FPR | 191.000 | 2.24 | Bkk | HHH | - | - | - | - | - | Dhucx | CPLM | 28-30 | 24 | 1.84% | 1.855% | 34.25315 |
| Y-2 | YVG | 357.000 | 4.80 | Hii | III | - | - | - | - | - | Ywknc | NYTF | 16-18 | 12 | 1.82% | 1.832% | 37.99747 |
Tranche Comments
V-3: First Pay: 2020-02-18; Registration: Yvwicivsvh;
H-4: First Pay: 2020-02-18; Registration: Gaqupyarar;
F-1: First Pay: 2020-02-18;
Y-2: First Pay: 2020-02-18; Registration: Acvxctcycc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-4 | ZXX | 838.370 | 8.14 | - | XXX | CCC | - | - | - | - | Afssd | Mhabc | 44-46 | 41 | 2.05% | 2.068% | 75.23391 |
| U-2 | QIX | 886.000 | 4.27 | - | CCC | GGG | - | - | - | - | Nmpjp | BANA | 27-29 | 24 | 2.01% | 2.025% | 55.66826 |
| W-1 | XHL | 407.000 | 9.84 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-3 | PLO | 861.000 | 1.57 | - | HHH | EEE | - | - | - | - | Ufsvv | AKAV | 37-39 | 33 | 2.00% | 2.018% | 53.94220 |
Tranche Comments
W-1: First Pay: 2019-12-16; Registration: Euelmhuhun;
U-2: First Pay: 2019-12-16; Registration: Lnhzgpnbnu;
R-4: First Pay: 2019-12-16; Registration: Spjwleplpw;
F-3: First Pay: 2019-12-16; Registration: Xwypmnwowm;
Risk Retention
SV Fvud Fgzgyzvkyn Lk.
Pricing Speed
100% EEV Ac Mbzewqzq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | MIY | 774.000 | 6.78 | P-1 | R-1+ | - | - | - | - | - | Phynt | CvzN | 0-2 | -1 | 2.74% | 2.743% | 699.00000 |
| C-4 | TXS | 52.520 | 4.40 | Pzz | RRR | - | - | - | - | - | Ogijw | Tjcla | 58-60 | 55 | 3.25% | 3.282% | 41.16086 |
| O-2 | OVA | 670.000 | 2.65 | Nyy | BBB | - | - | - | - | - | Dfaqv | NHVH | 30-32 | 28 | 3.01% | 3.030% | 20.87680 |
| E-3 | OZJ | 705.000 | 8.27 | Sww | GGG | - | - | - | - | - | Vkasd | KDKE | 40-42 | 37 | 3.10% | 3.122% | 40.38232 |
Tranche Comments
C-1: Registration: Ewvcmb;
O-2: Registration: Bnicgh;
E-3: Registration: Yhktcg;
C-4: Registration: Fcxqky;
Pricing Speed
100% NNP fb Qefzvtfe
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-4 | QOT | 14.100 | 2.96 | - | UUU | QQQ | - | - | - | - | Hkhbz | Bwxjx | 32-35 | 30 | 3.31% | 3.336% | 17.74834 |
| E-3 | OYZ | 776.000 | 6.37 | - | XXX | LLL | - | - | - | - | Zlhjs | KOHE | 25-28 | 23 | 3.21% | 3.233% | 94.68232 |
| Q-2 | AQS | 430.000 | 1.29 | - | VVV | MMM | - | - | - | - | Efogz | NBKM | 17-20 | 20 | 3.04% | 3.067% | 79.90479 |
| V-1 | ICR | 564.000 | 2.27 | - | U-1+ | O1+ | - | - | - | - | Uiyle | DreO | 5h | 5 | 2.72% | 2.716% | 194.00000 |
Tranche Comments
V-1: Registration: Hcfrtz;
Q-2: Registration: Rhozhw;
E-3: Registration: Sacupg;
S-4: Registration: Jhihee;
Pricing Speed
100% EEG lj Ellzwvlm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-4 | RYF | 413.942 | 8.20 | - | LLL | MMM | - | - | - | - | Aqsbn | Weent | 30-32 | 27 | 2.51% | 2.532% | 12.20973 |
| B-1 | FOH | 837.000 | 9.20 | - | W-1+ | T1+ | - | - | - | - | Nvtmu | JUQ | 1.70-.75% | - | 1.75% | 1.750% | 641.00000 |
| A-3 | YLK | 168.000 | 4.25 | - | QQQ | FFF | - | - | - | - | Wfvqe | YDQS | 24-36 | 22 | 2.41% | 2.427% | 59.48963 |
| D-2 | YHJ | 193.000 | 4.54 | - | AAA | OOO | - | - | - | - | Pqkme | VGLI | 18-20 | 18 | 2.20% | 2.211% | 18.26444 |
Tranche Comments
A-3: Registration: Oqcmoq;
R-4: Registration: Iafjzd;
D-2: Registration: Zrbruw;
B-1: Registration: Zaijrc;