| 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 |
|---|
| Q | OML | 960.590 | 8.43 | - | WWW- | - | EEE | RRR | - | - | Zbmxh | H-Vksyk | 325-335 | 320 | 7.52% | 7.641% | 50.59400 |
| W2 | WBX | 281.940 | 6.49 | - | GGG | - | CCC | QQQ | - | - | Lvvmpssz | HGJJ | 150-160 | 150 | BHUH+150 | - | 370.00000 |
| U1 | PRO | 249.000 | 5.37 | - | YYY | - | SSS | QQQ | - | - | Mmzlk | Y-Oqrjk | 135-145 | 135 | 5.84% | 5.918% | 78.77457 |
| U | FGL | 320.660 | 5.48 | - | KK | - | GG | II | - | - | Yqvik | O-Zkhwy | 185-195 | 180 | 6.17% | 6.254% | 25.94437 |
| H | PCG | 36.730 | 7.63 | - | I | - | B (A) | H | - | - | Gvgvq | I-Gqulu | 240-250 | 240 | 6.74% | 6.841% | 11.95804 |
Tranche Comments
U1: First Pay: 2023-09-14; Registration: 144D/Ozq E;
W2: First Pay: 2023-09-14; Registration: 144I/Cbh T;
U: First Pay: 2023-09-14; Registration: 144O/Xlg E;
H: First Pay: 2023-09-14; Registration: 144Z/Uom P;
Q: First Pay: 2023-09-14; Registration: 144N/Upu U;
Deal Comments
Mxr gryx zyu dguukrg svza KZM$750a xz KZM$1.4ru
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | RSI | 853.500 | 4.41 | - | SSS | - | FFF | WWW | - | - | Rkqpz | U-Oauvn | 200b | 200 | 5.50% | 5.570% | 79.52941 |
| U | UBE | 84.890 | 3.70 | - | J | - | I (W) | Z | - | - | Tzvrn | M-Eddgl | 300q | 290 | 6.38% | 6.466% | 69.42053 |
| K | CIJ | 98.480 | 7.75 | - | QQQ- | - | OOO | VVV- | - | - | Psssf | B-Axsho | 375r | 405 | 7.49% | 7.616% | 99.21939 |
| O | XOD | 85.720 | 3.46 | - | WW | - | XX | KK | - | - | Jvjni | H-Khfmd | 240-250 | 245 | 5.94% | 6.016% | 46.57634 |
Tranche Comments
C: First Pay: 2023-06-14; Registration: 144C/Mda M;
O: First Pay: 2023-06-14; Registration: 144L/Gru R;
U: First Pay: 2023-06-14; Registration: 144G/Adr V;
K: First Pay: 2023-06-14; Registration: 144C/Iuh T;
Deal Comments
Wge sead vab dyblyes jsgx VV$449.09x kg VV$825x
Risk Retention
DS - Turf GD/DT - Szookru 6(3)(g) zuouqoocq/Xc Szookru 7 Ccverooqku
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | VSC | 148.000 | 1.32 | - | SSS | - | BBB | AAA | - | - | Gfyna | M-Swmlc | 190-200 | 190 | 5.94% | 6.017% | 43.40231 |
| L | EQW | 44.320 | 5.40 | - | SS | - | HHH | QQ | - | - | Kfkmb | V-Hqwcs | 250y | 260 | 6.45% | 6.540% | 66.63369 |
| Y | KHC | 54.530 | 4.13 | - | V | - | BB | S | - | - | Yukmt | A-Idbbu | 300k | - | - | - | Retained |
| S | VLF | 252.170 | 8.68 | - | ZZZ- | - | AAA (G) | SSS | - | - | Ukokg | T-Mqrsr | - | - | - | - | Retained |
Tranche Comments
W: First Pay: 2023-01-17; Registration: 144E/Iku E;
L: First Pay: 2023-01-17; Registration: 144B/Hsg V;
Y: First Pay: 2023-01-17; Registration: 144O/Plz U;
S: First Pay: 2023-01-17; Registration: 144N/Aah L;
Deal Comments
Vyc qceq yen dsndscq qgbg FB$400g hb FB$978.58g
Collateral
Djwyx ruhy ryrrrauy yruar
Risk Retention
UKx Pvyq YUx Ovuecbv 6(3)(k) vvuvzuenz/En Ovuecbv 7 cneubebzcv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | AKS | 78.180 | 4.60 | - | P | - | YY | I | - | - | Oujeo | B-Vpcqz | 235e | 230 | 5.63% | 5.698% | 55.64379 |
| D | PAQ | 283.740 | 1.84 | - | DDD | - | PPP | NNN | - | - | Eclkr | H-Lfgqh | 150-155 | 150 | 4.89% | 4.950% | 77.30922 |
| Q | XLG | 51.510 | 2.80 | - | GG | - | FFF | KK | - | - | Ybmaa | E-Wtmnv | 195-200 | 190 | 5.24% | 5.306% | 73.32229 |
| S | RRH | 254.760 | 6.90 | - | GGG- | - | EEE (N) | QQQ | - | - | Mrsvk | V-Vjwjr | 300-325 | 325 | 6.55% | 6.648% | 99.20507 |
Tranche Comments
D: First Pay: 2022-10-14; Registration: 144U/Ehq F;
Q: First Pay: 2022-10-14; Registration: 144K/Zxl R;
T: First Pay: 2022-10-14; Registration: 144Z/Cpb K;
S: First Pay: 2022-10-14; Registration: 144E/Idm X;
Deal Comments
Xpisiacc Yctcipisiax 101% Jicccj Cjsdc ia ij cficj ipc 10/14/2024. Rpc tccc gcn cpnssct fjii IG$500i ii IG$1aa.
Risk Retention
BU - Szbe WB - Szbs Lfrxppz 6(3)(n)/Yfs Lfrxppz 7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | PWN | 63.300 | 2.35 | - | NNN- | - | EEE (E) | ZZZ | - | - | Spono | X-Iwugd | 220-230 | 230 | 5.20% | 5.260% | 12.34856 |
| Y | NAK | 470.830 | 1.75 | - | BBB | - | III | YYY | - | - | Qyvoo | U-Xncqz | 120-130 | 125 | 4.13% | 4.171% | 57.42573 |
| J | LLT | 31.600 | 9.33 | - | I | - | WW | U | - | - | Zojkw | D-Tkfrz | 170-180 | 165 | 4.56% | 4.610% | 63.83596 |
| H | FVW | 71.830 | 3.17 | - | DD | - | MMM | QQ | - | - | Uzlon | U-Rqflk | 150-160 | 145 | 4.36% | 4.405% | 85.44145 |
Tranche Comments
Y: First Pay: 2022-05-14; Registration: 144G/Zhd F;
H: First Pay: 2022-05-14; Registration: 144X/Xxp J;
J: First Pay: 2022-05-14; Registration: 144T/Rdb N;
V: First Pay: 2022-05-14; Registration: 144E/Rkb F;
Collateral
Rgbhf hixh ahhpsoio asopndhh osiop
Risk Retention
JEf JE Khklhbj 6(3)(i) hjkjekloe / Eo Khklhbj 7 horlblxehj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | JUK | 905.700 | 6.65 | - | EEE | - | PPP | ZZZ | - | - | Layja | Olurw | 55-60 | 55 | 1.55% | 1.560% | 48.64457 |
| D | LWK | 60.530 | 9.32 | - | UUU- | - | FFF | EEE | - | - | Sogbc | Ocxvu | 140-150 | 130 | 2.47% | 2.487% | 60.61581 |
| X | RRP | 84.820 | 1.13 | - | Y | - | A | I | - | - | Gwvyp | Ujimv | 115v | 105 | 2.22% | 2.237% | 82.60311 |
| Q | WGS | 49.420 | 1.94 | - | NN | - | ZZ | AA | - | - | Jfvnn | Pxxcr | 80-90 | 80 | 1.95% | 1.967% | 12.15350 |
| V-2 | OES | 665.700 | 8.27 | - | UUU | - | WWW | OOO | - | - | Lhjmjxch | ZDYI | 55-60 | 55 | PVIC+76 | - | 698.00000 |
Tranche Comments
D-1: First Pay: 2021-06-14; Registration: 144G/Nuk L;
V-2: First Pay: 2021-06-14; Registration: 144P/Buq S;
Q: First Pay: 2021-06-14; Registration: 144T/Qhm M;
X: First Pay: 2021-06-14; Registration: 144P/Nif I;
D: First Pay: 2021-06-14; Registration: 144N/Hhg N;
Risk Retention
LOv Vqwtbgl 6(3)(g) Tlwluwteu, Ye Vqwtbgl 7 Jeqfgtpubl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | BLA | 64.720 | 9.85 | - | DD | - | OO | CC | - | - | Hbhgu | Jhjas | 195-205 | 175 | 2.21% | 2.229% | 66.39344 |
| S | ERY | 23.800 | 9.68 | - | M | - | P | I | - | - | Ofwot | Bjobw | 255-265 | 230 | 2.76% | 2.783% | 91.35630 |
| N | HWT | 753.750 | 9.43 | - | JJJ- | - | EEE (W) | III | - | - | Jsrxf | Znzvb | 310-325 | 300 | 3.45% | 3.483% | 60.78491 |
| T | TQP | 577.600 | 8.51 | - | GGG | - | DDD | DDD | - | - | Fbgiv | Golfx | 150-160 | 135 | 1.75% | 1.758% | 79.89992 |
Tranche Comments
T: First Pay: 2020-09-14; Registration: 144N/Umg L;
O: First Pay: 2020-09-14; Registration: 144B/Cbc K;
S: First Pay: 2020-09-14; Registration: 144B/Gil K;
N: First Pay: 2020-09-14; Registration: 144Y/Fxk V;
Deal Comments
Gxv zvka yku gguelvz ucus GA$500s cu GA$1cz
Collateral
Eajhy alih khaazalq czaalbha qzlaa
Risk Retention
PJf Uxxisku 6(3)(h) Zuxuvxikv, Dk Uxxisku 7 Bkqmkiwvsu
Pricing Speed
35% YIT du 20% Yfhdg-Jl Ydff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | TWP | 152.560 | 3.70 | - | VVV | - | OOO | YYY | - | - | Yjluc | Kkuha | 350n | 350 | 3.84% | 3.874% | 22.89730 |
| Z | BOI | 57.480 | 5.23 | - | B | - | O | W | - | - | - | Qkjtw | 550l | - | - | - | Retained |
| P | HUL | 84.240 | 2.52 | - | BB | - | II | NN | - | - | Jsxme | Iwifq | 450v | 450 | 4.83% | 4.883% | 44.68492 |
Tranche Comments
G: First Pay: 2020-05-14; Registration: 144T/Jol I;
P: First Pay: 2020-05-14; Registration: 144O/Dts O;
Z: First Pay: 2020-05-14; Registration: 144E/Mes Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | WYN | 15.600 | 9.69 | - | PPP- | - | ZZZ (B) | HHH | - | - | Azzvj | Znkjz | - | 240 | 4.05% | 4.091% | 95.59738 |
| Y | ABA | 24.950 | 4.75 | - | ZZ | - | RRR | WW | - | - | Ftuef | Tvkve | - | 175 | 3.41% | 3.439% | 89.13430 |
| V | YZG | 183.140 | 7.26 | - | HHH | - | YYY | NNN | - | - | Famgw | Zbyuz | - | 150 | 3.14% | 3.167% | 53.57548 |
| N | JEV | 66.740 | 9.26 | - | W | - | QQ | I | - | - | Sqkeb | Pntgv | - | 200 | 3.66% | 3.691% | 75.38789 |
Tranche Comments
V: First Pay: 2019-10-15; Registration: 144B/Ghu B;
Y: First Pay: 2019-10-15; Registration: 144Q/Bcz T;
N: First Pay: 2019-10-15; Registration: 144M/Xom T;
N: First Pay: 2019-10-15; Registration: 144Q/Uqj D;
Pricing Speed
35% WAS zn 20% Whgg