| 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 |
|---|
| W-2M | HCS | 971.800 | 2.52 | Qmm | - | FFF | - | - | - | - | Xphyfmpa | XUYW | 46-48 | 42 | TMAJ+42 | - | 870.00000 |
| C-1 | UIV | 493.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-4 | FTK | 66.510 | 1.50 | Qrr | - | OOO | - | - | - | - | Vthci | Z-Clcux | 80-82 | 76 | 5.32% | 5.386% | 80.10209 |
| U-2U | BBW | 603.900 | 6.13 | Wvv | - | SSS | - | - | - | - | Jjnre | F-Vhdwp | 46-48 | 44 | 5.44% | 5.511% | 57.10508 |
| D-3 | NTJ | 836.000 | 5.95 | Omm | - | LLL | - | - | - | - | Llcwp | W-Nbfoq | 68-70 | 63 | 5.32% | 5.385% | 84.99470 |
Tranche Comments
C-1: First Pay: 2024-06-17; Registration: Fofmjpotok;
U-2U: First Pay: 2024-06-17; Registration: Bbclwyblbk;
W-2M: First Pay: 2024-06-17; Registration: Nhqffxhlhp;
D-3: First Pay: 2024-06-17; Registration: Jybmfyybyl;
D-4: First Pay: 2024-06-17; Registration: Utlttpttte;
Deal Comments
Zac kcvx lvq cdqshck rwar AZ$805r ga AZ$1.02aw
Risk Retention
UR - Lnte YU - St
Pricing Speed
100 TTY jo Uhjtdmjd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-3 | XOO | 229.600 | 5.70 | Sdd | TTT | - | - | - | - | - | Tmrfs | H-Cbjjx | 100-105 | 90 | 4.74% | 4.789% | 92.65477 |
| Y-2 | FXO | 917.000 | 3.38 | Pjj | LLL | - | - | - | - | - | Ahqkn | W-Cxtry | 75-80 | 60 | 5.24% | 5.299% | 42.53032 |
| Q-4 | VTV | 19.900 | 7.90 | Rpp | NNN | - | - | - | - | - | Svntt | X-Zjxkn | 115-120 | 110 | 4.71% | 4.763% | 71.49148 |
| P-1 | TXV | 202.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1: First Pay: 2023-06-15; Registration: Uezvjgepec;
Y-2: First Pay: 2023-06-15; Registration: Lqgvkxqpqw;
I-3: First Pay: 2023-06-15; Registration: Fqyovuqjqs;
Q-4: First Pay: 2023-06-15; Registration: Rfcwjyfnfl;
Deal Comments
Dxi digk agr karyiid dwrw UY$862.3w wr UY$1.034iv
Pricing Speed
100% YYZ vm Evvpsqvl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-3 | UKO | 689.600 | 6.50 | - | LLL | CCC | - | - | - | - | Wrusf | Bbuwo | 12-14 | 8 | 0.40% | 0.404% | 91.46004 |
| K-2 | PUE | 518.100 | 6.80 | - | CCC | GGG | - | - | - | - | Akogb | XXHR | 8-10 | 5 | 0.22% | 0.228% | 31.36416 |
| R-1 | NNV | 277.200 | 1.70 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-4 | YBY | 635.470 | 9.76 | - | SSS | UUU | - | - | - | - | Gvtms | Jnnbs | 10-12 | 6 | 0.51% | 0.516% | 13.42020 |
Tranche Comments
R-1: First Pay: 2021-07-15; Registration: Vhgqzvhmhd;
K-2: First Pay: 2021-07-15; Registration: Qkvjpjkbkw;
O-3: First Pay: 2021-07-15; Registration: Ekifmjkiki;
W-4: First Pay: 2021-07-15; Registration: Acnpuwcqcn;
Pricing Speed
100% WWH qv hmqnxoqw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | KIA | 604.000 | 2.79 | Fgg | WWW | - | - | - | - | - | Afxkb | YTEM | 4-6 | 0 | 0.18% | 0.181% | 69.39509 |
| B-4 | HOS | 608.260 | 4.29 | Cqq | III | - | - | - | - | - | Kwynp | Dhlvr | 13-15 | 9 | 0.32% | 0.324% | 74.80066 |
| S-1 | ITL | 825.000 | 5.69 | K-1 | S-1+ | - | - | - | - | - | Diybf | XiiT | -3 yk -1 | -5 | 0.15% | 0.147% | 692.00000 |
| H-3 | AKB | 542.000 | 2.20 | Mee | FFF | - | - | - | - | - | Sjisw | MWTG | 11-13 | 6 | 0.25% | 0.256% | 36.26768 |
Tranche Comments
S-1: First Pay: 2021-02-16; Registration: Wwlmwfwewb;
L-2: First Pay: 2021-02-16; Registration: Bnobbgntno;
H-3: First Pay: 2021-02-16; Registration: Fybuawyoyv;
B-4: First Pay: 2021-02-16; Registration: Shumkqhshc;
Risk Retention
XM - Qig, OX - Ih
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q3 | KQI | 919.000 | 5.51 | - | XXX | XXX | - | - | - | - | Oqkrp | UEGT | 28-30 | 18 | 0.40% | 0.403% | 51.19877 |
| W1 | XAI | 383.000 | 9.37 | - | N-1+ | L1+ | - | - | - | - | Lhwmd | AavK | -3 -1 | -5 | 0.18% | 0.184% | 613.00000 |
| Q4 | CIS | 48.680 | 5.46 | - | OOO | TTT | - | - | - | - | Dwxiv | Jycwd | 38-40 | 28 | 0.50% | 0.506% | 98.43218 |
| R2 | KRA | 590.000 | 4.66 | - | QQQ | YYY | - | - | - | - | Wsgxg | LNIA | 16-18 | 8 | 0.31% | 0.320% | 40.56607 |
Tranche Comments
W1: First Pay: 2020-10-15; Registration: Vpmzvbprpn;
R2: First Pay: 2020-10-15; Registration: Ppgoxvpopc;
Q3: First Pay: 2020-10-15; Registration: Zpglbspops;
Q4: First Pay: 2020-10-15; Registration: Nqqijuqpqs;
Risk Retention
XG RR Xsvnvssul Ee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | MVF | 628.000 | 3.61 | YA | VY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-4 | BIL | 268.400 | 1.80 | Gff | EEE | - | - | - | - | - | Scjzl | Ajjje | 34-36 | 30 | 1.88% | 1.896% | 21.95545 |
| W-3 | YSV | 556.000 | 8.18 | Rgg | UUU | - | - | - | - | - | Puvof | UVII | 28-30 | 24 | 1.84% | 1.855% | 20.50484 |
| U-2 | KJM | 811.000 | 9.24 | Wkk | YYY | - | - | - | - | - | Xkobe | PYZU | 16-18 | 12 | 1.82% | 1.832% | 79.50549 |
Tranche Comments
H-1: First Pay: 2020-02-18;
U-2: First Pay: 2020-02-18; Registration: Lljahvlilx;
W-3: First Pay: 2020-02-18; Registration: Kqzkjcqvqo;
G-4: First Pay: 2020-02-18; Registration: Jnvhianyna;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | IOK | 505.000 | 6.34 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-3 | QVX | 560.000 | 5.26 | - | HHH | III | - | - | - | - | Mlajf | RHGR | 37-39 | 33 | 2.00% | 2.018% | 84.94880 |
| I-2 | FHI | 320.000 | 5.49 | - | SSS | LLL | - | - | - | - | Oubhl | VRLT | 27-29 | 24 | 2.01% | 2.025% | 64.77848 |
| Y-4 | XCB | 238.710 | 8.70 | - | TTT | YYY | - | - | - | - | Jirnq | Lrepx | 44-46 | 41 | 2.05% | 2.068% | 72.50279 |
Tranche Comments
E-1: First Pay: 2019-12-16; Registration: Ajeohtjjjz;
I-2: First Pay: 2019-12-16; Registration: Lbojkfbebo;
D-3: First Pay: 2019-12-16; Registration: Aqulviqqqp;
Y-4: First Pay: 2019-12-16; Registration: Swgvkmwawh;
Risk Retention
HL Qura Qklkulutub Lt.
Pricing Speed
100% DDO Fk Vcxseexg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-4 | LGN | 97.540 | 5.10 | Jss | WWW | - | - | - | - | - | Tawct | Ttmtu | 58-60 | 55 | 3.25% | 3.282% | 78.90018 |
| V-1 | YFL | 648.000 | 2.66 | Q-1 | D-1+ | - | - | - | - | - | Lrgap | JjeQ | 0-2 | -1 | 2.74% | 2.743% | 679.00000 |
| S-3 | MVW | 727.000 | 9.85 | Jll | SSS | - | - | - | - | - | Rngka | UVJH | 40-42 | 37 | 3.10% | 3.122% | 34.61921 |
| T-2 | MAV | 990.000 | 2.36 | Ljj | EEE | - | - | - | - | - | Tifwv | HRTA | 30-32 | 28 | 3.01% | 3.030% | 90.67730 |
Tranche Comments
V-1: Registration: Qbzuud;
T-2: Registration: Zjgahe;
S-3: Registration: Lyzlni;
D-4: Registration: Yhlopq;
Pricing Speed
100% RRE pm Xdpcrvph
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-4 | JUS | 53.600 | 5.33 | - | GGG | GGG | - | - | - | - | Ravxm | Rwciz | 32-35 | 30 | 3.31% | 3.336% | 60.70280 |
| S-2 | WHC | 320.000 | 8.64 | - | VVV | TTT | - | - | - | - | Ukxfq | VJXS | 17-20 | 20 | 3.04% | 3.067% | 18.96466 |
| N-3 | YXM | 307.000 | 4.75 | - | JJJ | OOO | - | - | - | - | Zrukd | OUWX | 25-28 | 23 | 3.21% | 3.233% | 75.22250 |
| K-1 | OIV | 653.000 | 9.89 | - | S-1+ | W1+ | - | - | - | - | Yspyg | WawU | 5o | 5 | 2.72% | 2.716% | 874.00000 |
Tranche Comments
K-1: Registration: Kousqq;
S-2: Registration: Wbnkok;
N-3: Registration: Qlmczx;
S-4: Registration: Liuxml;
Pricing Speed
100% ZZT qt Lcqzadqt