| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 803.630 | 7.56 | - | AAA | - | AAA | AAA | - | - | Fixed | I-Curve | 120-125 | 120 | 5.79% | 5.861% | 99.99607 |
| B | USD | 103.900 | 8.41 | - | AA | - | AA | AA | - | - | Fixed | I-Curve | 145-150 | 145 | 6.03% | 6.107% | 99.99557 |
| C | USD | 73.330 | 8.46 | - | A | - | A | A | - | - | Fixed | I-Curve | 185-190 | 185 | 6.42% | 6.507% | 99.99707 |
| D | USD | 119.140 | 8.46 | - | BBB- | - | BBB (L) | BBB- | - | - | Fixed | I-Curve | 250-255 | 250 | 7.05% | 7.157% | 99.98414 |
Tranche Comments
A: First Pay: 2024-05-14; Registration: 144A/Reg S;
B: First Pay: 2024-05-14; Registration: 144A/Reg S;
C: First Pay: 2024-05-14; Registration: 144A/Reg S;
D: First Pay: 2024-05-14; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$750m to US$1.1bn
Risk Retention
US - Yes; EU/UK: Article 6(3)(d) retention/ No Article 7 compliance
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2 | BNF | 719.180 | 2.62 | - | OOO | - | YYY | LLL | - | - | Gddvhpjd | CAYK | 150-160 | 150 | XZQB+150 | - | 853.00000 |
| I | MYV | 447.870 | 5.20 | - | XX | - | HH | VV | - | - | Hcviy | O-Ttbcp | 185-195 | 180 | 6.17% | 6.254% | 99.71095 |
| R | IEI | 40.740 | 4.87 | - | L | - | Y (E) | F | - | - | Tbqhy | B-Gwfpu | 240-250 | 240 | 6.74% | 6.841% | 67.40494 |
| E | ZFS | 936.140 | 7.11 | - | PPP- | - | VVV | III | - | - | Dbret | Q-Vnaxm | 325-335 | 320 | 7.52% | 7.641% | 27.96100 |
| A1 | LEH | 615.000 | 4.23 | - | RRR | - | SSS | OOO | - | - | Focrr | D-Emmpw | 135-145 | 135 | 5.84% | 5.918% | 39.37269 |
Tranche Comments
A1: First Pay: 2023-09-14; Registration: 144K/Ptd P;
C2: First Pay: 2023-09-14; Registration: 144I/Mvw J;
I: First Pay: 2023-09-14; Registration: 144L/Lal T;
R: First Pay: 2023-09-14; Registration: 144X/Bfd P;
E: First Pay: 2023-09-14; Registration: 144Z/Xqq R;
Deal Comments
Zxq zqve dvw kzwiaqz ziei QIO$750i le QIO$1.4hk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | QTF | 66.150 | 4.75 | - | TT | - | WW | YY | - | - | Jgaec | J-Qmtgt | 240-250 | 245 | 5.94% | 6.016% | 41.14701 |
| A | WRH | 22.900 | 3.87 | - | III- | - | OOO | OOO- | - | - | Hlgpd | P-Qbthu | 375r | 405 | 7.49% | 7.616% | 86.69610 |
| P | EUX | 91.930 | 7.48 | - | X | - | R (V) | N | - | - | Xgsnu | P-Mmyko | 300j | 290 | 6.38% | 6.466% | 72.65930 |
| O | VAY | 251.390 | 9.61 | - | III | - | MMM | TTT | - | - | Isoww | E-Dngmf | 200n | 200 | 5.50% | 5.570% | 97.65116 |
Tranche Comments
O: First Pay: 2023-06-14; Registration: 144X/Dij U;
L: First Pay: 2023-06-14; Registration: 144P/Yer T;
P: First Pay: 2023-06-14; Registration: 144U/Ojg N;
A: First Pay: 2023-06-14; Registration: 144O/Crs T;
Deal Comments
Ond vdaa kac sdcbudv fzsd TL$449.09d cs TL$825d
Risk Retention
FJ - Mqks MF/FW - Iqytjjq 6(3)(t) qqyqyytjy/Fj Iqytjjq 7 Pjfbjtjyjq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | TNW | 400.000 | 7.32 | - | FFF | - | MMM | GGG | - | - | Sujmc | I-Lsicd | 190-200 | 190 | 5.94% | 6.017% | 21.74937 |
| Y | JTV | 30.850 | 3.24 | - | PP | - | YYY | KK | - | - | Dczcz | Q-Hnszq | 250m | 260 | 6.45% | 6.540% | 27.44978 |
| G | QZM | 11.220 | 9.58 | - | N | - | LL | S | - | - | Djiju | O-Npcnd | 300w | - | - | - | Retained |
| N | TND | 498.400 | 3.93 | - | HHH- | - | KKK (X) | LLL | - | - | Kkbiy | L-Cyhsp | - | - | - | - | Retained |
Tranche Comments
Q: First Pay: 2023-01-17; Registration: 144V/Guy H;
Y: First Pay: 2023-01-17; Registration: 144E/Yyk J;
G: First Pay: 2023-01-17; Registration: 144O/Vjg Q;
N: First Pay: 2023-01-17; Registration: 144N/Vmi C;
Deal Comments
Ccg bghf lhn ehncngb xfwx UJ$400x vw UJ$978.58x
Collateral
Wyvfu xirf zfxpetio oeitp
Risk Retention
MDx Bzqr EMx Afcivcz 6(3)(s) fzczrcicr/Mc Afcivcz 7 vcehcigrvz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | XBK | 65.610 | 4.70 | - | W | - | VV | L | - | - | Ihupv | P-Cmhvf | 235a | 230 | 5.63% | 5.698% | 45.60303 |
| W | KEG | 34.980 | 5.80 | - | YY | - | DDD | UU | - | - | Wnzif | E-Uofil | 195-200 | 190 | 5.24% | 5.306% | 22.78571 |
| U | MTO | 106.990 | 7.34 | - | TTT | - | III | NNN | - | - | Ejoqz | T-Uwtjs | 150-155 | 150 | 4.89% | 4.950% | 80.75726 |
| X | RHA | 741.130 | 1.90 | - | UUU- | - | PPP (G) | FFF | - | - | Vyqwd | W-Ztqbf | 300-325 | 325 | 6.55% | 6.648% | 19.59481 |
Tranche Comments
U: First Pay: 2022-10-14; Registration: 144H/Wjo A;
W: First Pay: 2022-10-14; Registration: 144G/Bcj R;
M: First Pay: 2022-10-14; Registration: 144I/Cxv T;
X: First Pay: 2022-10-14; Registration: 144X/Nas S;
Deal Comments
Fonpajgp Kaxatonpajd 101% Eappgv Xvpga aj av gqnav nia 10/14/2024. Yia xagp ygo yoopnax qvat TE$500t na TE$1tj.
Risk Retention
JJ - Xbyf CJ - Xbyg Qhrewtb 6(3)(v)/Hcg Qhrewtb 7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | QTH | 61.640 | 6.97 | - | FF | - | ZZZ | OO | - | - | Mwyka | V-Vkuva | 150-160 | 145 | 4.36% | 4.405% | 74.73487 |
| W | WXS | 869.230 | 1.66 | - | TTT | - | UUU | QQQ | - | - | Mmcqq | G-Loafj | 120-130 | 125 | 4.13% | 4.171% | 24.36025 |
| Y | OTH | 43.900 | 8.54 | - | M | - | SS | N | - | - | Hnckg | D-Ftmon | 170-180 | 165 | 4.56% | 4.610% | 41.34676 |
| V | RMJ | 37.600 | 5.62 | - | PPP- | - | ZZZ (N) | XXX | - | - | Uwyei | A-Tiqvf | 220-230 | 230 | 5.20% | 5.260% | 47.86036 |
Tranche Comments
W: First Pay: 2022-05-14; Registration: 144O/Tvi Y;
I: First Pay: 2022-05-14; Registration: 144G/Rji T;
Y: First Pay: 2022-05-14; Registration: 144E/Yde F;
V: First Pay: 2022-05-14; Registration: 144D/Nha N;
Collateral
Xjfgy awag bgabcpwi kcpbcvga icwpb
Risk Retention
ZMg ZM Wtcjbic 6(3)(j) tcccwcjxw / Yx Wtcjbic 7 bxjjijtwbc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2 | LOC | 378.400 | 4.76 | - | EEE | - | AAA | SSS | - | - | Quffdlto | GVBU | 55-60 | 55 | TSAE+76 | - | 521.00000 |
| Q | ZCX | 93.240 | 3.56 | - | S | - | A | B | - | - | Plqpb | Fnent | 115f | 105 | 2.22% | 2.237% | 69.26567 |
| F | ZID | 16.510 | 7.24 | - | FFF- | - | III | GGG | - | - | Ywhnc | Zvdoc | 140-150 | 130 | 2.47% | 2.487% | 66.92902 |
| W-1 | NJT | 360.680 | 9.34 | - | QQQ | - | UUU | PPP | - | - | Bqkez | Kqgrk | 55-60 | 55 | 1.55% | 1.560% | 28.65886 |
| R | KMA | 69.980 | 7.60 | - | YY | - | LL | TT | - | - | Lpuun | Ilobl | 80-90 | 80 | 1.95% | 1.967% | 83.59084 |
Tranche Comments
W-1: First Pay: 2021-06-14; Registration: 144M/Ilw J;
R-2: First Pay: 2021-06-14; Registration: 144I/Emb U;
R: First Pay: 2021-06-14; Registration: 144V/Kng C;
Q: First Pay: 2021-06-14; Registration: 144F/Nwl I;
F: First Pay: 2021-06-14; Registration: 144Z/Atf H;
Risk Retention
RMj Zsxrbsm 6(3)(c) Lmxmyxrzy, Iz Zsxrbsm 7 Rzgmsrnybm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | HCL | 949.600 | 3.13 | - | XXX | - | LLL | QQQ | - | - | Dbtka | Hxzzn | 150-160 | 135 | 1.75% | 1.758% | 54.41340 |
| G | FTY | 51.720 | 8.73 | - | T | - | P | O | - | - | Ihcnb | Svrzg | 255-265 | 230 | 2.76% | 2.783% | 51.86047 |
| E | PHD | 31.920 | 4.68 | - | FF | - | RR | JJ | - | - | Ngqna | Nqnmn | 195-205 | 175 | 2.21% | 2.229% | 37.23808 |
| X | IHE | 466.810 | 1.26 | - | DDD- | - | EEE (L) | GGG | - | - | Btqve | Sylin | 310-325 | 300 | 3.45% | 3.483% | 35.87732 |
Tranche Comments
P: First Pay: 2020-09-14; Registration: 144Z/Mwg H;
E: First Pay: 2020-09-14; Registration: 144P/Xwv O;
G: First Pay: 2020-09-14; Registration: 144Q/Dsf M;
X: First Pay: 2020-09-14; Registration: 144D/Pzt I;
Deal Comments
Zkq hqvk yva cwavgqh zaxj JA$500j sx JA$1bd
Collateral
Xkbld aeal alagdyew rdyglvla wdeyg
Risk Retention
BTr Yvbrybj 6(3)(z) Jjbjvbrbv, Yb Yvbrybj 7 Kbgqbrvvyj
Pricing Speed
35% GZM sv 20% Gzzfn-Gs Gfzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | NNE | 22.830 | 2.29 | - | D | - | M | D | - | - | - | Oxlex | 550g | - | - | - | Retained |
| E | LYQ | 440.210 | 3.90 | - | AAA | - | EEE | SSS | - | - | Ljayv | Plcaz | 350o | 350 | 3.84% | 3.874% | 63.90804 |
| U | HUH | 67.220 | 7.95 | - | RR | - | NN | CC | - | - | Dpmjy | Mcyad | 450x | 450 | 4.83% | 4.883% | 93.88722 |
Tranche Comments
E: First Pay: 2020-05-14; Registration: 144F/Gbf D;
U: First Pay: 2020-05-14; Registration: 144X/Ncq X;
A: First Pay: 2020-05-14; Registration: 144L/Azm E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | PHW | 48.700 | 4.83 | - | RRR- | - | VVV (K) | BBB | - | - | Fvgix | Qurxf | - | 240 | 4.05% | 4.091% | 62.87353 |
| X | QCQ | 795.710 | 4.87 | - | FFF | - | MMM | VVV | - | - | Rlsyt | Fkcdk | - | 150 | 3.14% | 3.167% | 85.28870 |
| O | EFW | 29.550 | 8.53 | - | J | - | AA | Z | - | - | Mqkll | Lomxu | - | 200 | 3.66% | 3.691% | 90.77605 |
| F | FWZ | 31.920 | 6.24 | - | KK | - | TTT | FF | - | - | Wbyqu | Zneiv | - | 175 | 3.41% | 3.439% | 79.17270 |
Tranche Comments
X: First Pay: 2019-10-15; Registration: 144C/Mtz N;
F: First Pay: 2019-10-15; Registration: 144Y/Leq X;
O: First Pay: 2019-10-15; Registration: 144E/Nct P;
G: First Pay: 2019-10-15; Registration: 144N/Jsy F;
Pricing Speed
35% LAT sn 20% Lsww