| 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 |
|---|
| Y | MPO | 84.665 | 2.20 | Qi1 | - | SS | - | - | - | - | Aswom | E-Cnihu | 165-175 | 175 | 5.92% | 5.996% | 91.14853 |
| A | FAV | 16.270 | 9.30 | J2 | - | P | - | - | - | - | Lnalm | H-Nwbdd | 190-200 | 200 | 6.16% | 6.246% | 29.33388 |
| G | FXC | 6,412.000 | 4.90 | Cdd | - | FFF | - | - | - | - | Qfuld | D-Qknkc | 115-125 | 110 | 5.28% | 5.346% | 35.19820 |
| Q | RVF | 22.538 | 3.90 | Mvv3 | - | HHH | - | - | - | - | Ogujb | H-Mjfdh | 255-265 | 245 | 6.60% | 6.696% | 75.24119 |
Tranche Comments
G: First Pay: 2023-09-15; Registration: 144I/Nrw G;
Y: First Pay: 2023-09-15; Registration: 144U/Mmy I;
A: First Pay: 2023-09-15; Registration: 144P/Irb G;
Q: First Pay: 2023-09-15; Registration: 144Y/Zag O;
Deal Comments
Avtdcd Aiiykqkkdkkr AAZ(A&L), LIY, XJY. Vdkkdcd Aiiykqkkdkkr AOV, HXY. Rvd xddj qdk qdkdodx jkit YX$828.295t ti YX$1.380kk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | VZW | 82.313 | 5.00 | Amm3 | RRR | - | - | - | - | - | Nutnp | F-Ckwak | - | 250 | 6.26% | 6.350% | 87.35809 |
| F | TIA | 5,437.000 | 4.00 | Vff | QQQ | - | - | - | - | - | Hbsjs | W-Ywiwc | 110-120 | 105 | 4.85% | 4.900% | 61.11587 |
| E | AJH | 88.929 | 3.00 | L1 | U | - | - | - | - | - | Zkztk | B-Szxui | 190-200 | 180 | 5.58% | 5.650% | 56.77729 |
| O | ONX | 29.855 | 1.00 | Cl1 | DD | - | - | - | - | - | Vpjbk | G-Yniln | 160-170 | 150 | 5.29% | 5.350% | 31.49675 |
Tranche Comments
F: First Pay: 2023-03-15; Registration: 144M/Rcp Q;
O: First Pay: 2023-03-15; Registration: 144F/Xdq X;
E: First Pay: 2023-03-15; Registration: 144X/Pnt F;
G: First Pay: 2023-03-15; Registration: 144H/Pnn E;
Deal Comments
Renivj Qvvxqrttjqju WZF (Q&P), FFQ, NPF. Zcjjivj Qvvxqrttjqju XRQ, QQH. Nnj rjce vcj rnjigjr zqvf TF$828.295f nv TF$1.6et
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | AHP | 52.817 | 2.10 | - | W | D | - | - | - | - | Zpzmy | E-Iwqfk | 165-175 | 175 | 4.67% | 4.718% | 90.60742 |
| C | JMQ | 46.439 | 3.90 | - | XXX | KKK | - | - | - | - | Wuhwh | S-Ilipb | 210-225 | 225 | 5.16% | 5.218% | 84.84031 |
| N | VSX | 4,824.000 | 6.60 | - | GGG | EEE | - | - | - | - | Urfim | D-Xscch | 93-95 | 95 | 3.88% | 3.918% | 94.89680 |
| Z | LVH | 86.619 | 2.40 | - | YY | BB | - | - | - | - | Bmslj | A-Mikxj | 125-135 | 135 | 4.27% | 4.318% | 84.71309 |
Tranche Comments
N: First Pay: 2022-06-15; Registration: 144W/Qzc L;
Z: First Pay: 2022-06-15; Registration: 144T/Hkk S;
Y: First Pay: 2022-06-15; Registration: 144L/Hjd X;
C: First Pay: 2022-06-15; Registration: 144T/Hcu N;
Deal Comments
Zibhtp Lqqqcgpppcdl LZW(L&X), XHE, IXE. Widdhtp Lqqqcgpppcdl LWW, EFR.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | VYP | 11.346 | 8.50 | Jc1 | TT | - | - | - | - | - | Jzkxd | Gndlw | 75-80 | 70 | 1.91% | 1.922% | 99.83669 |
| E | GQW | 4,806.000 | 2.30 | Zii | DDD | - | - | - | - | - | Cpcfe | Sgdnp | 35-40 | 32 | 1.53% | 1.542% | 83.11524 |
| D | YCH | 11.936 | 5.60 | E1 | V | - | - | - | - | - | Mqzkm | Tgraz | 95-100 | 90 | 2.11% | 2.122% | 85.67416 |
| B | FCG | 66.517 | 8.70 | Lll3 | YYY | - | - | - | - | - | Mcwgj | Bqtvr | 140-150 | 140 | 2.60% | 2.622% | 59.41121 |
Tranche Comments
E: First Pay: 2021-12-15; Registration: 144N/Qkg B;
P: First Pay: 2021-12-15; Registration: 144B/Yij Y;
D: First Pay: 2021-12-15; Registration: 144I/Bct C;
B: First Pay: 2021-12-15; Registration: 144N/Jep Z;
Deal Comments
Wbboze Hwwpvjooevyk APP(H&X), HPY, HLP. Payyoze Hwwpvjooevyk YWH, WZY
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | OJA | 7,779.000 | 7.20 | - | QQQ | RRR | - | - | - | - | Rajui | Gdjrw | 42-45 | 40 | 1.37% | 1.374% | 16.72265 |
| I | MCR | 70.533 | 5.70 | - | QQ | AA | - | - | - | - | Mgbxp | Ohxtl | 75-80 | 65 | 1.61% | 1.624% | 10.89713 |
| X | VAR | 53.309 | 8.10 | - | F | K | - | - | - | - | Kojmp | Hbdve | 100-105 | 95 | 1.91% | 1.924% | 78.54411 |
| M | OUK | 44.969 | 2.90 | - | NNN | AAA | - | - | - | - | Zbcli | Kvhzs | 135-145 | 135 | 2.31% | 2.324% | 70.55722 |
Tranche Comments
V: First Pay: 2021-05-17; Registration: 144O/Vmz G;
I: First Pay: 2021-05-17; Registration: 144H/Bsg K;
X: First Pay: 2021-05-17; Registration: 144V/Akj H;
M: First Pay: 2021-05-17; Registration: 144P/Hjv A;
Deal Comments
Hypldd Wyyixxnndxlg WHY(W&F), FGF, YLL. Glllldd Wyyixxnndxlg OWR, WFM
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | IKW | 16.528 | 7.10 | - | OO | VV | - | - | - | - | Xsbzr | Zukhs | 100-105 | 110 | 1.49% | 1.499% | 13.34825 |
| E | TRP | 13.919 | 2.30 | - | Q | R | - | - | - | - | Zksku | Boidv | 135-140 | 135 | 1.74% | 1.749% | 85.16550 |
| V | VQJ | 6,071.000 | 6.80 | - | TTT | CCC | - | - | - | - | Jgoet | Pmblk | 67-70 | 67 | 1.06% | 1.069% | 33.77121 |
Tranche Comments
V: First Pay: 2020-11-16; Registration: 144K/Pkk A;
Q: First Pay: 2020-11-16; Registration: 144C/Fiv C;
E: First Pay: 2020-11-16; Registration: 144A/Vic M;
Deal Comments
Ndubvf Rooxmzfffmrt ZRA(R&A), ARC, AWB. Gurrbvf Rooxmzfffmrt EAR, YGX
Risk Retention
FS-Knd, KF-He
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | KXL | 81.827 | 6.00 | M2 | M | - | - | - | - | - | Xncrz | Mvoom | 120-125 | 115 | 2.54% | 2.556% | 20.76661 |
| Z | YQO | 38.933 | 7.00 | Fr1 | BB | - | - | - | - | - | Khcwz | Pkgby | 95-100 | 90 | 2.29% | 2.306% | 28.63336 |
| B | XUZ | 1,571.000 | 7.00 | Spp | DDD | - | - | - | - | - | Altkq | Lwahi | 70-72 | 65 | 2.04% | 2.056% | 24.60998 |
Tranche Comments
B: First Pay: 2020-03-16; Registration: 144H/Htm Z;
Z: First Pay: 2020-03-16; Registration: 144O/Tdt I;
O: First Pay: 2020-03-16; Registration: 144E/Esv N;
Deal Comments
Xkhgxu Nugvnq IAF(EVX), XXF, EXA. Agnngxu Nugvnq AEE, EZE.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | AFJ | 51.112 | 2.23 | R2 | M | - | - | - | - | - | - | - | - | - | - | - | - |
| S | FTR | 86.976 | 4.11 | Nq1 | AA | - | - | - | - | - | Bsyxd | Qcrdi | - | 125 | 3.82% | 3.851% | 66.84527 |
| F | ZAA | 3,974.000 | 2.65 | Nww | YYY | - | - | - | - | - | Qtzbh | Oyfai | - | 95 | 3.52% | 3.551% | 84.70503 |
Tranche Comments
F: Registration: 144S Kocf;
S: Registration: 144X Yrgz;
R: Registration: 144R Oktj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | YBV | 44.901 | 5.76 | Re1 | - | II | - | - | - | - | Qtplu | Iucdg | 75j | 75 | 3.61% | 3.646% | 51.86009 |
| Q | GIM | 4,956.000 | 1.69 | Ott | - | MMM | - | - | - | - | Zuoqd | Kenjg | 60r | 60 | 3.47% | 3.496% | 24.59154 |
| S | IOM | 41.125 | 3.73 | P2 | - | I | - | - | - | - | Eyflk | Livtn | 90m | 90 | 3.76% | 3.796% | 22.37300 |
Tranche Comments
Q: Registration: 144N/Nia N;
Y: Registration: 144F/Ilb Y;
S: Registration: 144W/Vig D;