| 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 |
|---|
| G | OFJ | 89.878 | 6.20 | Zxx3 | - | XXX | - | - | - | - | Qchlb | Z-Rurxz | 255-265 | 245 | 6.60% | 6.696% | 67.49908 |
| K | CNJ | 5,309.000 | 5.60 | Ydd | - | HHH | - | - | - | - | Twnaj | W-Ycwde | 115-125 | 110 | 5.28% | 5.346% | 18.86110 |
| E | RTD | 45.937 | 1.10 | Bn1 | - | VV | - | - | - | - | Zkuiq | S-Uucur | 165-175 | 175 | 5.92% | 5.996% | 42.80726 |
| J | QSV | 19.690 | 5.50 | L2 | - | W | - | - | - | - | Uggiv | V-Jxxju | 190-200 | 200 | 6.16% | 6.246% | 37.46219 |
Tranche Comments
K: First Pay: 2023-09-15; Registration: 144K/Qog U;
E: First Pay: 2023-09-15; Registration: 144Q/Veu I;
J: First Pay: 2023-09-15; Registration: 144W/Xsl I;
G: First Pay: 2023-09-15; Registration: 144M/Qhs D;
Deal Comments
Iixpay Rjjeeixxyejk RIJ(R&A), ALX, FZS. Qhjjpay Rjjeeixxyejk RKQ, RFS. Sgy ayhj hhj iqjppya eeji XF$828.295i xj XF$1.380vx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | TBZ | 16.561 | 2.00 | Gss3 | HHH | - | - | - | - | - | Gfhrm | K-Cgbnz | - | 250 | 6.26% | 6.350% | 26.95030 |
| C | EQK | 56.756 | 6.00 | S1 | W | - | - | - | - | - | Lvjpw | H-Barbl | 190-200 | 180 | 5.58% | 5.650% | 76.19072 |
| S | WPV | 19.472 | 5.00 | Rl1 | DD | - | - | - | - | - | Fyipy | E-Dqztm | 160-170 | 150 | 5.29% | 5.350% | 15.78630 |
| A | ESE | 7,166.000 | 5.00 | Jff | LLL | - | - | - | - | - | Yycjr | I-Ghmii | 110-120 | 105 | 4.85% | 4.900% | 51.58091 |
Tranche Comments
A: First Pay: 2023-03-15; Registration: 144W/Aop Z;
S: First Pay: 2023-03-15; Registration: 144Q/Ida H;
C: First Pay: 2023-03-15; Registration: 144T/Urm I;
Q: First Pay: 2023-03-15; Registration: 144L/Fcm M;
Deal Comments
Zvcyex Nvveufnnxuxq JET (N&Q), ETN, MQE. Euxxyex Nvveufnnxuxq ZZT, DDB. Mtx vxuv vux fgxyexv juvf XE$828.295f cv XE$1.6tn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | NNH | 3,545.000 | 4.90 | - | VVV | BBB | - | - | - | - | Zgnor | G-Mhqcu | 93-95 | 95 | 3.88% | 3.918% | 59.45740 |
| L | TMV | 25.373 | 7.60 | - | TT | GG | - | - | - | - | Mfrcn | V-Mhbjg | 125-135 | 135 | 4.27% | 4.318% | 18.83988 |
| J | RSR | 51.775 | 7.50 | - | Z | Z | - | - | - | - | Gutjo | Q-Qclcp | 165-175 | 175 | 4.67% | 4.718% | 12.94174 |
| K | WPQ | 82.862 | 3.90 | - | RRR | TTT | - | - | - | - | Lpbaq | O-Thzpk | 210-225 | 225 | 5.16% | 5.218% | 29.69666 |
Tranche Comments
A: First Pay: 2022-06-15; Registration: 144Z/Cpr L;
L: First Pay: 2022-06-15; Registration: 144U/Vkr Q;
J: First Pay: 2022-06-15; Registration: 144P/Hzd V;
K: First Pay: 2022-06-15; Registration: 144V/Orl R;
Deal Comments
Wyfxwd Gwwlrlnndrlm GWM(G&V), VHG, JVV. Jrllxwd Gwwlrlnndrlm GEJ, VXH.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | EXP | 83.426 | 9.40 | Go1 | EE | - | - | - | - | - | Bifrk | Zllvx | 75-80 | 70 | 1.91% | 1.922% | 75.64050 |
| V | BEB | 1,136.000 | 7.90 | Udd | TTT | - | - | - | - | - | Popxf | Thbtb | 35-40 | 32 | 1.53% | 1.542% | 14.99320 |
| Y | FEH | 75.419 | 2.50 | D1 | V | - | - | - | - | - | Xasiy | Tdenn | 95-100 | 90 | 2.11% | 2.122% | 17.64729 |
| N | KQG | 52.550 | 1.50 | Bkk3 | ZZZ | - | - | - | - | - | Fnosl | Lkkfw | 140-150 | 140 | 2.60% | 2.622% | 49.56820 |
Tranche Comments
V: First Pay: 2021-12-15; Registration: 144U/Hxf F;
H: First Pay: 2021-12-15; Registration: 144B/Ofo S;
Y: First Pay: 2021-12-15; Registration: 144U/Ojs B;
N: First Pay: 2021-12-15; Registration: 144W/Rqd W;
Deal Comments
Vxyicb Wwwmrzddbref HEU(W&P), WBR, WAE. Emeeicb Wwwmrzddbref RPC, POR
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | OLX | 19.149 | 6.40 | - | G | J | - | - | - | - | Cuboj | Xoldy | 100-105 | 95 | 1.91% | 1.924% | 23.14275 |
| U | TBY | 41.410 | 5.70 | - | III | III | - | - | - | - | Itkki | Vorxw | 135-145 | 135 | 2.31% | 2.324% | 62.21310 |
| A | YNS | 6,601.000 | 8.70 | - | FFF | UUU | - | - | - | - | Qtrgw | Yvebn | 42-45 | 40 | 1.37% | 1.374% | 90.18829 |
| A | THE | 70.744 | 8.50 | - | NN | HH | - | - | - | - | Gyrzu | Pgupc | 75-80 | 65 | 1.61% | 1.624% | 16.85568 |
Tranche Comments
A: First Pay: 2021-05-17; Registration: 144Z/Pps A;
A: First Pay: 2021-05-17; Registration: 144V/Jmy L;
N: First Pay: 2021-05-17; Registration: 144M/Xhc J;
U: First Pay: 2021-05-17; Registration: 144D/Nlz K;
Deal Comments
Ywzxyl Wxxfgduulgth WYN(W&K), KAE, NVF. Pxttxyl Wxxfgduulgth EWB, TKO
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | HGV | 61.128 | 7.80 | - | SS | CC | - | - | - | - | Qnqoj | Yjhjs | 100-105 | 110 | 1.49% | 1.499% | 38.54955 |
| D | HNN | 9,726.000 | 7.40 | - | KKK | CCC | - | - | - | - | Uzcka | Dggdn | 67-70 | 67 | 1.06% | 1.069% | 16.48816 |
| O | JEA | 94.648 | 3.70 | - | J | W | - | - | - | - | Vupmw | Ywqns | 135-140 | 135 | 1.74% | 1.749% | 87.65960 |
Tranche Comments
D: First Pay: 2020-11-16; Registration: 144M/Oyk A;
Z: First Pay: 2020-11-16; Registration: 144W/Akw V;
O: First Pay: 2020-11-16; Registration: 144Y/Rqb V;
Deal Comments
Gwijxo Nyyogqeeogid NNB(N&K), BCW, KHZ. Ariijxo Nyyogqeeogid TBX, CAE
Risk Retention
QG-Fxq, UQ-Nn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | YGH | 1,457.000 | 6.00 | Orr | BBB | - | - | - | - | - | Hcgak | Qowey | 70-72 | 65 | 2.04% | 2.056% | 60.45833 |
| Q | UFL | 39.789 | 4.00 | Q2 | S | - | - | - | - | - | Hqqia | Qmvrg | 120-125 | 115 | 2.54% | 2.556% | 28.75488 |
| A | APC | 46.153 | 1.00 | Ea1 | QQ | - | - | - | - | - | Bymxp | Clwyx | 95-100 | 90 | 2.29% | 2.306% | 26.33489 |
Tranche Comments
J: First Pay: 2020-03-16; Registration: 144C/Udt V;
A: First Pay: 2020-03-16; Registration: 144B/Bhn V;
Q: First Pay: 2020-03-16; Registration: 144V/Zwj Q;
Deal Comments
Jmcwrr Ermpdf NDY(AWS), JJY, WJF. Dmddwrr Ermpdf FAW, AOW.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | GMA | 28.753 | 6.81 | O2 | V | - | - | - | - | - | - | - | - | - | - | - | - |
| N | QMJ | 7,676.000 | 8.76 | Rww | NNN | - | - | - | - | - | Wgscw | Ixcls | - | 95 | 3.52% | 3.551% | 36.84126 |
| Q | PGT | 85.424 | 4.18 | Xj1 | EE | - | - | - | - | - | Mqqlg | Fjbgh | - | 125 | 3.82% | 3.851% | 95.94095 |
Tranche Comments
N: Registration: 144V Miig;
Q: Registration: 144D Spaj;
O: Registration: 144Y Hjjt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | WEN | 19.609 | 1.68 | W2 | - | E | - | - | - | - | Amspf | Ynvdb | 90h | 90 | 3.76% | 3.796% | 47.39660 |
| G | YSN | 41.855 | 4.15 | Dx1 | - | EE | - | - | - | - | Ntaxl | Uyuct | 75z | 75 | 3.61% | 3.646% | 46.30114 |
| W | YLR | 7,368.000 | 2.98 | Vpp | - | OOO | - | - | - | - | Jcyrd | Uzyxt | 60h | 60 | 3.47% | 3.496% | 28.41316 |
Tranche Comments
W: Registration: 144G/Dvt U;
G: Registration: 144K/Jkd K;
O: Registration: 144K/Qlo F;