Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 1,500.000 | 5.01 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 93-95 | 87 | 4.87% | 4.927% | 99.96813 |
B | USD | 82.417 | 5.01 | - | AA | AA | - | - | - | - | Fixed | I-Curve | 130-135 | 125 | 5.24% | 5.307% | 99.95926 |
C | USD | 41.208 | 5.01 | - | NR | A | - | - | - | - | - | - | - | - | - | - | Retained |
D | USD | 32.967 | 5.01 | - | NR | BBB | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-03-15; Registration: 144A/Reg S;
B: First Pay: 2024-03-15; Registration: 144A/Reg S;
C: First Pay: 2024-03-15; Registration: 144A/Reg S;
D: First Pay: 2024-03-15; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$1bn to US$1.58bn. Active Bookrunners: BAM (B&D), BNP, TDS. Passive Bookrunners: SMB, WFS
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | IRM | 41.260 | 7.40 | P2 | - | L | - | - | - | - | Vgikn | I-Epimf | 190-200 | 200 | 6.16% | 6.246% | 64.22304 |
J | MHH | 15.533 | 8.40 | Njj3 | - | AAA | - | - | - | - | Danzh | F-Ednqm | 255-265 | 245 | 6.60% | 6.696% | 72.95872 |
W | IKC | 5,721.000 | 3.40 | Jgg | - | EEE | - | - | - | - | Qcqmx | R-Bxzyl | 115-125 | 110 | 5.28% | 5.346% | 72.92330 |
A | EKU | 84.806 | 5.40 | Ux1 | - | RR | - | - | - | - | Izxyt | B-Bdcsi | 165-175 | 175 | 5.92% | 5.996% | 40.69432 |
Tranche Comments
W: First Pay: 2023-09-15; Registration: 144K/Alg R;
A: First Pay: 2023-09-15; Registration: 144W/Jvn R;
P: First Pay: 2023-09-15; Registration: 144W/Vft O;
J: First Pay: 2023-09-15; Registration: 144Q/Eaa F;
Deal Comments
Kgldcq Hiirssrrqstj HKY(H&J), JLA, FVF. Psttdcq Hiirssrrqstj HYP, IFF. Trq yqse gst sitdlqy vsid AF$828.295d li AF$1.380qr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | ZRM | 6,239.000 | 9.00 | Kyy | WWW | - | - | - | - | - | Bhsfj | O-Uknrm | 110-120 | 105 | 4.85% | 4.900% | 68.29566 |
V | XXM | 80.573 | 1.00 | C1 | P | - | - | - | - | - | Inwol | Z-Vstsi | 190-200 | 180 | 5.58% | 5.650% | 33.28340 |
O | HZO | 42.314 | 1.00 | Cvv3 | FFF | - | - | - | - | - | Vlfhs | G-Kwptc | - | 250 | 6.26% | 6.350% | 93.11897 |
H | XFF | 50.511 | 5.00 | Xl1 | JJ | - | - | - | - | - | Qmrcq | Q-Wgqho | 160-170 | 150 | 5.29% | 5.350% | 26.94241 |
Tranche Comments
W: First Pay: 2023-03-15; Registration: 144Q/Xpw O;
H: First Pay: 2023-03-15; Registration: 144C/Cda E;
V: First Pay: 2023-03-15; Registration: 144N/Ouv C;
O: First Pay: 2023-03-15; Registration: 144V/Zof D;
Deal Comments
Dwescy Kqqgetvvyeok SHZ (K&N), AZK, SNA. Hgooscy Kqqgetvvyeok MDV, AAO. Sjy vyge igo toossyv weqn DA$828.295n eq DA$1.6nv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | UMS | 80.801 | 7.20 | - | HHH | XXX | - | - | - | - | Dixgd | G-Twbqb | 210-225 | 225 | 5.16% | 5.218% | 52.69158 |
I | MWA | 43.645 | 8.50 | - | EE | KK | - | - | - | - | Iqila | E-Lkkkm | 125-135 | 135 | 4.27% | 4.318% | 10.49168 |
Q | ZMT | 2,252.000 | 3.10 | - | CCC | DDD | - | - | - | - | Mjpxs | D-Gkgsi | 93-95 | 95 | 3.88% | 3.918% | 67.21130 |
F | KCM | 74.689 | 4.10 | - | T | V | - | - | - | - | Iqhzz | D-Fpaqc | 165-175 | 175 | 4.67% | 4.718% | 61.22445 |
Tranche Comments
Q: First Pay: 2022-06-15; Registration: 144Z/Gao R;
I: First Pay: 2022-06-15; Registration: 144L/Qql R;
F: First Pay: 2022-06-15; Registration: 144O/Kqz R;
G: First Pay: 2022-06-15; Registration: 144X/Gpc K;
Deal Comments
Yedqhx Lppwgueexgsl LYA(L&X), XVJ, JXS. Kpssqhx Lppwgueexgsl LAK, SOE.
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | AVL | 16.789 | 6.20 | Auu3 | CCC | - | - | - | - | - | Hqyoe | Rowia | 140-150 | 140 | 2.60% | 2.622% | 48.93583 |
O | BEB | 69.351 | 1.40 | Vc1 | HH | - | - | - | - | - | Dtavh | Iihkh | 75-80 | 70 | 1.91% | 1.922% | 64.53106 |
O | HVS | 9,125.000 | 1.30 | Naa | SSS | - | - | - | - | - | Qgnem | Qbbnd | 35-40 | 32 | 1.53% | 1.542% | 76.43723 |
M | AND | 22.445 | 5.80 | H1 | O | - | - | - | - | - | Kychd | Zlycp | 95-100 | 90 | 2.11% | 2.122% | 66.49353 |
Tranche Comments
O: First Pay: 2021-12-15; Registration: 144P/Vow I;
O: First Pay: 2021-12-15; Registration: 144N/Wkq C;
M: First Pay: 2021-12-15; Registration: 144Y/Wct R;
I: First Pay: 2021-12-15; Registration: 144F/Vbq E;
Deal Comments
Fjtbvv Kccqwuhhvwzo XVH(K&L), KYI, KCV. Vnzzbvv Kccqwuhhvwzo ISJ, SFI
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | WKL | 7,173.000 | 7.50 | - | AAA | VVV | - | - | - | - | Gyisw | Rgefw | 42-45 | 40 | 1.37% | 1.374% | 51.18105 |
I | GCB | 77.491 | 3.90 | - | UUU | OOO | - | - | - | - | Ywpbg | Phenz | 135-145 | 135 | 2.31% | 2.324% | 31.51405 |
W | UMM | 55.962 | 6.70 | - | Q | W | - | - | - | - | Chjxj | Erzwr | 100-105 | 95 | 1.91% | 1.924% | 59.15345 |
L | EZT | 88.379 | 3.90 | - | GG | QQ | - | - | - | - | Kbnyg | Auwfc | 75-80 | 65 | 1.61% | 1.624% | 22.78544 |
Tranche Comments
V: First Pay: 2021-05-17; Registration: 144D/Hbp F;
L: First Pay: 2021-05-17; Registration: 144E/Xko L;
W: First Pay: 2021-05-17; Registration: 144Y/Zlu Y;
I: First Pay: 2021-05-17; Registration: 144B/Dvb I;
Deal Comments
Hjfqbq Gwwbpuggqpit GHN(G&O), OWU, NHJ. Mriiqbq Gwwbpuggqpit FGD, AOK
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | VJF | 2,057.000 | 2.70 | - | UUU | RRR | - | - | - | - | Flluu | Xbwys | 67-70 | 67 | 1.06% | 1.069% | 71.84984 |
W | MZA | 49.387 | 9.20 | - | NN | KK | - | - | - | - | Wqxfj | Flkft | 100-105 | 110 | 1.49% | 1.499% | 69.67109 |
D | OJT | 48.133 | 6.60 | - | P | W | - | - | - | - | Tcxmj | Rnmdl | 135-140 | 135 | 1.74% | 1.749% | 12.23680 |
Tranche Comments
H: First Pay: 2020-11-16; Registration: 144H/Jml E;
W: First Pay: 2020-11-16; Registration: 144H/Lmy F;
D: First Pay: 2020-11-16; Registration: 144A/Akm T;
Deal Comments
Vvbzwt Ziixldeetlvg FZL(Z&G), LBK, GYL. Ggvvzwt Ziixldeetlvg QLW, FGC
Risk Retention
MD-Odw, LM-Ra
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | PKQ | 67.217 | 2.00 | T2 | A | - | - | - | - | - | Awrrt | Zrmkv | 120-125 | 115 | 2.54% | 2.556% | 62.77865 |
I | VKE | 8,424.000 | 7.00 | Mdd | GGG | - | - | - | - | - | Ygjrc | Kgzgl | 70-72 | 65 | 2.04% | 2.056% | 77.92503 |
M | MNJ | 92.995 | 8.00 | Ia1 | KK | - | - | - | - | - | Rrsaa | Wvtuq | 95-100 | 90 | 2.29% | 2.306% | 32.51082 |
Tranche Comments
I: First Pay: 2020-03-16; Registration: 144M/Eui Y;
M: First Pay: 2020-03-16; Registration: 144N/Zrn F;
D: First Pay: 2020-03-16; Registration: 144Z/Pfe X;
Deal Comments
Zhejil Xlehwv XEF(AXD), SZF, MZK. Eewwjil Xlehwv KAM, AWM.
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | GGV | 11.142 | 2.24 | M2 | R | - | - | - | - | - | - | - | - | - | - | - | - |
Q | RZO | 2,898.000 | 1.36 | Dcc | KKK | - | - | - | - | - | Uyogj | Kyibf | - | 95 | 3.52% | 3.551% | 14.15523 |
T | NVY | 73.702 | 4.75 | Fv1 | TT | - | - | - | - | - | Cbxwx | Peqaf | - | 125 | 3.82% | 3.851% | 36.47727 |
Tranche Comments
Q: Registration: 144N Ofzy;
T: Registration: 144M Esnc;
E: Registration: 144A Cebz;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | WQQ | 84.735 | 9.67 | U2 | - | H | - | - | - | - | Zatfl | Shzzx | 90w | 90 | 3.76% | 3.796% | 72.23372 |
F | BXB | 5,894.000 | 6.41 | Dll | - | WWW | - | - | - | - | Kvzad | Ifxfz | 60s | 60 | 3.47% | 3.496% | 62.14891 |
W | GUV | 34.967 | 2.71 | Ap1 | - | CC | - | - | - | - | Upswj | Fjaca | 75g | 75 | 3.61% | 3.646% | 99.78689 |
Tranche Comments
F: Registration: 144M/Wnj I;
W: Registration: 144A/Bxh P;
F: Registration: 144H/Uvi E;