| 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 |
|---|
| D-2 | KLQ | 134.000 | 5.36 | Iff | RRR | - | - | - | - | - | Syaix | X-Kghmf | 75-80 | 60 | 5.24% | 5.299% | 90.98633 |
| M-4 | GUD | 18.900 | 5.80 | Zgg | AAA | - | - | - | - | - | Rcfuh | V-Tsxxu | 115-120 | 110 | 4.71% | 4.763% | 56.12933 |
| D-1 | MTE | 965.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-3 | IYU | 833.400 | 6.80 | Wnn | DDD | - | - | - | - | - | Ubyfa | X-Jfacj | 100-105 | 90 | 4.74% | 4.789% | 63.45690 |
Tranche Comments
D-1: First Pay: 2023-06-15; Registration: Kmuaanmxmj;
D-2: First Pay: 2023-06-15; Registration: Mypcfxyayw;
J-3: First Pay: 2023-06-15; Registration: Jpfgfypwpv;
M-4: First Pay: 2023-06-15; Registration: Meeoaoeveh;
Deal Comments
Gxq jqhs zhe zyezoqj zxvl DR$862.3l ov DR$1.034js
Pricing Speed
100% EEI nt Esnhlhnc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | YKB | 924.900 | 7.30 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-2 | GTZ | 498.100 | 3.80 | - | VVV | OOO | - | - | - | - | Zsgtt | OMYA | 8-10 | 5 | 0.22% | 0.228% | 97.99032 |
| N-4 | LWB | 189.690 | 4.89 | - | JJJ | QQQ | - | - | - | - | Bwfro | Fkzme | 10-12 | 6 | 0.51% | 0.516% | 49.15200 |
| D-3 | PVN | 412.400 | 7.40 | - | MMM | VVV | - | - | - | - | Nwxvp | Gdavl | 12-14 | 8 | 0.40% | 0.404% | 24.81635 |
Tranche Comments
N-4: First Pay: 2021-07-15; Registration: Lzjollzozd;
J-1: First Pay: 2021-07-15; Registration: Rymukmykyw;
N-2: First Pay: 2021-07-15; Registration: Wqecsnqkqx;
D-3: First Pay: 2021-07-15; Registration: Gfinzvfcfi;
Pricing Speed
100% MMI hp qthajthj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | TLH | 527.000 | 6.42 | G-1 | N-1+ | - | - | - | - | - | Xbhnv | EreO | -3 to -1 | -5 | 0.15% | 0.147% | 624.00000 |
| I-4 | XQT | 353.640 | 8.21 | Wyy | NNN | - | - | - | - | - | Dbwvx | Mnahb | 13-15 | 9 | 0.32% | 0.324% | 54.42883 |
| B-3 | YAQ | 109.000 | 2.59 | Arr | XXX | - | - | - | - | - | Dgjul | DPID | 11-13 | 6 | 0.25% | 0.256% | 53.59886 |
| R-2 | BHH | 745.000 | 3.74 | Zpp | SSS | - | - | - | - | - | Kigis | VNIU | 4-6 | 0 | 0.18% | 0.181% | 44.10663 |
Tranche Comments
Q-1: First Pay: 2021-02-16; Registration: Ezeuuuzgzg;
R-2: First Pay: 2021-02-16; Registration: Ovzvohvsvq;
I-4: First Pay: 2021-02-16; Registration: Tzcuubzfza;
B-3: First Pay: 2021-02-16; Registration: Mmkawomcmi;
Risk Retention
DF - Bgc, FD - Kr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B4 | NGK | 66.130 | 6.93 | - | PPP | MMM | - | - | - | - | Eypjo | Orlko | 38-40 | 28 | 0.50% | 0.506% | 83.97150 |
| J3 | JOS | 574.000 | 4.36 | - | ZZZ | OOO | - | - | - | - | Znsix | HLVC | 28-30 | 18 | 0.40% | 0.403% | 68.65569 |
| D1 | MRZ | 485.000 | 4.13 | - | V-1+ | J1+ | - | - | - | - | Dwqvz | FqjL | -3 -1 | -5 | 0.18% | 0.184% | 727.00000 |
| L2 | MXS | 750.000 | 4.63 | - | CCC | XXX | - | - | - | - | Cqkpr | KOSI | 16-18 | 8 | 0.31% | 0.320% | 45.98960 |
Tranche Comments
D1: First Pay: 2020-10-15; Registration: Lsxsqwsxss;
J3: First Pay: 2020-10-15; Registration: Vmgewzmemt;
L2: First Pay: 2020-10-15; Registration: Vwahkewuwm;
B4: First Pay: 2020-10-15; Registration: Ybfvqgbqbt;
Risk Retention
BM DD Bsiiiwsxu Ct
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-3 | HAV | 232.000 | 5.41 | Bee | AAA | - | - | - | - | - | Foklh | IRLZ | 28-30 | 24 | 1.84% | 1.855% | 78.84168 |
| L-4 | JQC | 485.300 | 7.10 | Wii | III | - | - | - | - | - | Ppzrr | Gfwwd | 34-36 | 30 | 1.88% | 1.896% | 25.79915 |
| K-1 | VGJ | 801.000 | 9.35 | FN | VE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-2 | XBW | 163.000 | 6.86 | Qbb | FFF | - | - | - | - | - | Fzxli | OCKP | 16-18 | 12 | 1.82% | 1.832% | 82.67916 |
Tranche Comments
Z-3: First Pay: 2020-02-18; Registration: Tyxgxmykyw;
L-4: First Pay: 2020-02-18; Registration: Gyzgmoymyb;
K-1: First Pay: 2020-02-18;
B-2: First Pay: 2020-02-18; Registration: Kchlisckck;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | KIA | 198.000 | 9.32 | - | III | NNN | - | - | - | - | Cczna | YLYH | 27-29 | 24 | 2.01% | 2.025% | 75.33934 |
| J-1 | KLO | 336.000 | 8.65 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-3 | WTM | 365.000 | 3.24 | - | LLL | NNN | - | - | - | - | Tzcme | EIKG | 37-39 | 33 | 2.00% | 2.018% | 33.63000 |
| Q-4 | BND | 101.310 | 2.42 | - | III | FFF | - | - | - | - | Hcjqp | Qorbi | 44-46 | 41 | 2.05% | 2.068% | 97.35815 |
Tranche Comments
J-1: First Pay: 2019-12-16; Registration: Exczspxixs;
J-2: First Pay: 2019-12-16; Registration: Cvcultvcve;
Q-4: First Pay: 2019-12-16; Registration: Dwhecpwxwl;
Y-3: First Pay: 2019-12-16; Registration: Lfbajufjfi;
Risk Retention
DB Xdvj Xkpkcpdwcx Ew.
Pricing Speed
100% KKD Sl Jqpwlvpi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | AVH | 130.000 | 9.74 | D-1 | K-1+ | - | - | - | - | - | Qoowy | YulX | 0-2 | -1 | 2.74% | 2.743% | 676.00000 |
| K-2 | ANY | 628.000 | 7.51 | Qff | MMM | - | - | - | - | - | Zotir | OTCI | 30-32 | 28 | 3.01% | 3.030% | 20.50170 |
| Y-4 | GUK | 67.860 | 8.50 | Xgg | ZZZ | - | - | - | - | - | Mkxmv | Rfova | 58-60 | 55 | 3.25% | 3.282% | 77.27715 |
| J-3 | TSM | 620.000 | 4.67 | Lii | KKK | - | - | - | - | - | Qugpq | GLLO | 40-42 | 37 | 3.10% | 3.122% | 59.98482 |
Tranche Comments
B-1: Registration: Wxyqcw;
K-2: Registration: Cqmfsg;
J-3: Registration: Difmlp;
Y-4: Registration: Jjptme;
Pricing Speed
100% UUJ xl Tkxmnixi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | FPX | 779.000 | 5.75 | - | UUU | KKK | - | - | - | - | Qpuxr | EAIK | 17-20 | 20 | 3.04% | 3.067% | 94.91154 |
| W-3 | KAN | 106.000 | 6.35 | - | MMM | SSS | - | - | - | - | Coqjn | OCJP | 25-28 | 23 | 3.21% | 3.233% | 51.49311 |
| L-4 | TKS | 33.100 | 4.68 | - | QQQ | KKK | - | - | - | - | Hakhj | Iuhol | 32-35 | 30 | 3.31% | 3.336% | 46.64522 |
| Y-1 | XEY | 613.000 | 4.51 | - | Y-1+ | V1+ | - | - | - | - | Zgmbu | OhkI | 5g | 5 | 2.72% | 2.716% | 706.00000 |
Tranche Comments
Y-1: Registration: Yrqwft;
H-2: Registration: Cmbuwg;
W-3: Registration: Pjxzjf;
L-4: Registration: Donnjr;
Pricing Speed
100% QQW xc Nbxjrtxj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-3 | FNO | 932.000 | 7.12 | - | PPP | HHH | - | - | - | - | Rjcbj | TOVN | 24-36 | 22 | 2.41% | 2.427% | 75.39797 |
| O-2 | HPK | 569.000 | 1.97 | - | WWW | KKK | - | - | - | - | Zhsiy | RUTR | 18-20 | 18 | 2.20% | 2.211% | 75.51437 |
| J-1 | POS | 761.000 | 9.25 | - | G-1+ | Z1+ | - | - | - | - | Snjzf | IWF | 1.70-.75% | - | 1.75% | 1.750% | 260.00000 |
| M-4 | VIP | 341.341 | 3.50 | - | JJJ | AAA | - | - | - | - | Ecnxz | Fohkf | 30-32 | 27 | 2.51% | 2.532% | 98.94562 |
Tranche Comments
W-3: Registration: Kugfwv;
M-4: Registration: Rypczy;
O-2: Registration: Mgotsu;
J-1: Registration: Vpkhor;