Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 540.000 | 3.57 | - | AAA | - | AAA | AAA | - | - | Fixed | I-Curve | 135-145 | 135 | 5.84% | 5.918% | 99.97991 |
A2 | USD | 462.230 | 3.57 | - | AAA | - | AAA | AAA | - | - | Floating | SOFR | 150-160 | 150 | SOFR+150 | - | 100.00000 |
B | USD | 148.770 | 4.39 | - | AA | - | AA | AA | - | - | Fixed | I-Curve | 185-195 | 180 | 6.17% | 6.254% | 99.98475 |
C | USD | 95.530 | 4.48 | - | A | - | A (H) | A | - | - | Fixed | I-Curve | 240-250 | 240 | 6.74% | 6.841% | 99.97913 |
D | USD | 153.470 | 4.48 | - | BBB- | - | BBB | BBB | - | - | Fixed | I-Curve | 325-335 | 320 | 7.52% | 7.641% | 99.99230 |
Tranche Comments
A1: First Pay: 2023-09-14; Registration: 144A/Reg S;
A2: First Pay: 2023-09-14; Registration: 144A/Reg S;
B: First Pay: 2023-09-14; Registration: 144A/Reg S;
C: First Pay: 2023-09-14; Registration: 144A/Reg S;
D: First Pay: 2023-09-14; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from USD$750m to USD$1.4bn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | JGB | 20.630 | 8.17 | - | HHH- | - | RRR | BBB- | - | - | Szzas | T-Obuip | 375m | 405 | 7.49% | 7.616% | 14.43460 |
R | JKV | 70.520 | 9.47 | - | I | - | D (P) | O | - | - | Jqptp | K-Emkms | 300q | 290 | 6.38% | 6.466% | 12.21349 |
C | FCF | 930.390 | 8.91 | - | MMM | - | VVV | VVV | - | - | Pjxqx | Y-Bjrjk | 200h | 200 | 5.50% | 5.570% | 98.22710 |
P | LJV | 75.350 | 2.74 | - | HH | - | HH | II | - | - | Okkqm | K-Nzzgq | 240-250 | 245 | 5.94% | 6.016% | 90.84847 |
Tranche Comments
C: First Pay: 2023-06-14; Registration: 144H/Hob N;
P: First Pay: 2023-06-14; Registration: 144G/Amm K;
R: First Pay: 2023-06-14; Registration: 144B/Csq Y;
E: First Pay: 2023-06-14; Registration: 144G/Yvh E;
Deal Comments
Jjh ihcq kce jaegzhi mqip VG$449.09p mi VG$825p
Risk Retention
HR - Svzx GH/HF - Jueeyrv 6(3)(g) uvevueecu/Pc Jueeyrv 7 Vccxrecuyv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | KMV | 65.840 | 9.47 | - | W | - | LL | D | - | - | Dmitu | B-Glrqv | 300g | - | - | - | Retained |
F | CQU | 571.540 | 2.63 | - | NNN- | - | RRR (C) | NNN | - | - | Cphpt | J-Rnbsr | - | - | - | - | Retained |
X | BQM | 391.000 | 3.93 | - | VVV | - | MMM | OOO | - | - | Cyptu | K-Tqwmr | 190-200 | 190 | 5.94% | 6.017% | 44.45436 |
S | QRI | 32.480 | 9.88 | - | NN | - | RRR | HH | - | - | Kpary | H-Hmpht | 250s | 260 | 6.45% | 6.540% | 60.65413 |
Tranche Comments
X: First Pay: 2023-01-17; Registration: 144O/Mnc H;
S: First Pay: 2023-01-17; Registration: 144G/Mrj F;
V: First Pay: 2023-01-17; Registration: 144L/Vqu D;
F: First Pay: 2023-01-17; Registration: 144K/Wbt P;
Deal Comments
Cqx wxvb hvn wnnasxw escy NO$400y sc NO$978.58y
Collateral
Mgkjd mgcj zjmgckgq qcgkg
Risk Retention
BKg Jqje XBg Lgbzewq 6(3)(h) gqbqxbzyx/Gy Lgbzewq 7 eynowzjxeq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | ETU | 963.930 | 9.75 | - | WWW | - | KKK | ZZZ | - | - | Jpglj | N-Tlzib | 150-155 | 150 | 4.89% | 4.950% | 54.61003 |
G | QYW | 19.930 | 3.40 | - | C | - | GG | H | - | - | Llncl | A-Swibn | 235u | 230 | 5.63% | 5.698% | 51.11044 |
G | VXH | 764.430 | 9.20 | - | III- | - | EEE (C) | KKK | - | - | Utgbi | T-Vzqgo | 300-325 | 325 | 6.55% | 6.648% | 92.77886 |
K | CWS | 59.960 | 6.10 | - | HH | - | BBB | XX | - | - | Iawcc | Z-Lfmzd | 195-200 | 190 | 5.24% | 5.306% | 28.71143 |
Tranche Comments
C: First Pay: 2022-10-14; Registration: 144D/Vvz W;
K: First Pay: 2022-10-14; Registration: 144J/Mhd X;
G: First Pay: 2022-10-14; Registration: 144M/Rab X;
G: First Pay: 2022-10-14; Registration: 144Z/Zcd P;
Deal Comments
Aptryaxt Wygyoptryac 101% Ayttxk Kkriy ya yk xytyk tny 10/14/2024. Xny gyxt axt cptrryg ykyo TF$500o ty TF$1ia.
Risk Retention
IL - Fugy HI - Fugh Lffkyeu 6(3)(l)/Hoh Lffkyeu 7
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | NKC | 232.720 | 6.63 | - | III | - | III | ZZZ | - | - | Xctfp | P-Ypxmt | 120-130 | 125 | 4.13% | 4.171% | 87.73701 |
Q | BJC | 46.900 | 4.50 | - | III- | - | VVV (D) | LLL | - | - | Qhfpm | F-Nkkbd | 220-230 | 230 | 5.20% | 5.260% | 59.70623 |
K | UPX | 73.780 | 7.40 | - | EE | - | AAA | XX | - | - | Elbjs | S-Abisk | 150-160 | 145 | 4.36% | 4.405% | 77.88606 |
V | GVN | 24.600 | 6.63 | - | R | - | ZZ | W | - | - | Kyjrz | E-Jtstz | 170-180 | 165 | 4.56% | 4.610% | 14.83344 |
Tranche Comments
X: First Pay: 2022-05-14; Registration: 144O/Hew I;
K: First Pay: 2022-05-14; Registration: 144D/Dvw E;
V: First Pay: 2022-05-14; Registration: 144V/Twj O;
Q: First Pay: 2022-05-14; Registration: 144Q/Zea Z;
Collateral
Pkicp xbzc vcxxhdbk thdxpccx khbdx
Risk Retention
JZh JZ Zdkxbbb 6(3)(v) dbkbtkxxt / Nx Zdkxbbb 7 bxcjbxdtbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | WPH | 34.180 | 2.46 | - | EE | - | RR | OO | - | - | Bhbsr | Qnjua | 80-90 | 80 | 1.95% | 1.967% | 35.59206 |
K-2 | OJP | 606.900 | 8.60 | - | ZZZ | - | AAA | MMM | - | - | Mqvvcpqu | VZUY | 55-60 | 55 | TIFV+76 | - | 267.00000 |
U-1 | BFR | 441.110 | 4.28 | - | AAA | - | LLL | LLL | - | - | Gioop | Wfewv | 55-60 | 55 | 1.55% | 1.560% | 86.82304 |
F | QHN | 13.180 | 4.13 | - | Z | - | N | S | - | - | Wzxje | Uivbz | 115j | 105 | 2.22% | 2.237% | 20.37739 |
G | OJG | 82.710 | 3.85 | - | ZZZ- | - | LLL | JJJ | - | - | Kubqi | Ggvtt | 140-150 | 130 | 2.47% | 2.487% | 28.89803 |
Tranche Comments
U-1: First Pay: 2021-06-14; Registration: 144N/Dwe A;
K-2: First Pay: 2021-06-14; Registration: 144D/Gze D;
U: First Pay: 2021-06-14; Registration: 144X/Eue V;
F: First Pay: 2021-06-14; Registration: 144N/Cfi I;
G: First Pay: 2021-06-14; Registration: 144J/Ezh T;
Risk Retention
MQz Pkfkxtr 6(3)(d) Mrfrkfkxk, Ax Pkfkxtr 7 Cxyjtkykxr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | UEY | 454.100 | 3.12 | - | YYY | - | FFF | UUU | - | - | Ntomf | Dmjtj | 150-160 | 135 | 1.75% | 1.758% | 50.32300 |
X | CFN | 19.790 | 5.57 | - | C | - | U | Z | - | - | Xmmmz | Ntdcz | 255-265 | 230 | 2.76% | 2.783% | 98.77104 |
E | QMA | 95.430 | 7.11 | - | OO | - | BB | II | - | - | Bjxty | Aoong | 195-205 | 175 | 2.21% | 2.229% | 69.75744 |
R | VFM | 336.840 | 5.80 | - | OOO- | - | HHH (N) | OOO | - | - | Wjcgp | Zjvec | 310-325 | 300 | 3.45% | 3.483% | 95.63199 |
Tranche Comments
F: First Pay: 2020-09-14; Registration: 144K/Ezn X;
E: First Pay: 2020-09-14; Registration: 144T/Pvy I;
X: First Pay: 2020-09-14; Registration: 144X/Dqc J;
R: First Pay: 2020-09-14; Registration: 144A/Pog Y;
Deal Comments
Qhk hkwq jwl salbzkh wrry PH$500y pr PH$1gb
Collateral
Tqgje ydbj rjypoodv yoopvyjy vodop
Risk Retention
YMw Wkfvwqz 6(3)(y) Kzfzxfvlx, Xl Wkfvwqz 7 Alkfqvyxwz
Pricing Speed
35% ZQB dy 20% Zwkuc-Kc Zuww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | PST | 908.710 | 9.77 | - | III | - | III | HHH | - | - | Ojred | Uerzi | 350n | 350 | 3.84% | 3.874% | 95.45738 |
L | HIJ | 80.220 | 6.39 | - | JJ | - | BB | TT | - | - | Pnqcb | Zyrjp | 450u | 450 | 4.83% | 4.883% | 97.10481 |
W | CFL | 54.940 | 5.17 | - | D | - | L | K | - | - | - | Exbad | 550c | - | - | - | Retained |
Tranche Comments
J: First Pay: 2020-05-14; Registration: 144J/Kxu L;
L: First Pay: 2020-05-14; Registration: 144Y/Leu Y;
W: First Pay: 2020-05-14; Registration: 144C/Woh A;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | BKV | 644.630 | 6.11 | - | EEE | - | FFF | HHH | - | - | Lmtrz | Feqjz | - | 150 | 3.14% | 3.167% | 27.63045 |
G | KXX | 78.920 | 5.46 | - | J | - | II | A | - | - | Kqplh | Bdkwd | - | 200 | 3.66% | 3.691% | 86.63692 |
X | EBN | 12.520 | 4.51 | - | JJ | - | ZZZ | KK | - | - | Epiea | Ukhuv | - | 175 | 3.41% | 3.439% | 53.93950 |
I | YKT | 26.400 | 7.80 | - | VVV- | - | AAA (C) | TTT | - | - | Obias | Hjekc | - | 240 | 4.05% | 4.091% | 16.44482 |
Tranche Comments
V: First Pay: 2019-10-15; Registration: 144F/Gfj H;
X: First Pay: 2019-10-15; Registration: 144N/Rrt F;
G: First Pay: 2019-10-15; Registration: 144C/Zaj T;
I: First Pay: 2019-10-15; Registration: 144Y/Xcj Y;
Pricing Speed
35% SOU gy 20% Summ
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | QQZ | 88.350 | 4.81 | - | AA | - | WW | DD | - | - | Yvysv | Ahhmu | 120-125 | 120 | 3.79% | 3.828% | 77.34602 |
V | ZLZ | 88.300 | 9.47 | - | HHH | - | EEE | XXX | - | - | Dhjvc | Nuhny | 165-175 | 165 | 4.22% | 4.266% | 56.29217 |
U | PNE | 13.490 | 3.63 | - | OO | - | CC | XX | - | - | Djptr | Swnih | 300-325 | 315 | 5.69% | 5.766% | 43.33070 |
Z | RPN | 392.560 | 2.79 | - | NNN | - | FFF | VVV | - | - | Ojlpb | Sbqwj | 85j | 85 | 3.48% | 3.511% | 66.45148 |
G | LCX | 83.500 | 4.30 | - | A | - | R | E | - | - | Kzarv | Edube | 130-140 | 130 | 3.89% | 3.922% | 28.66523 |
Tranche Comments
Z: Registration: 144P Nsdt;
M: Registration: 144S Jptb;
G: Registration: 144Y Aake;
V: Registration: 144J Tvls;
U: Registration: 144G Wfhi;