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 |
---|
X | NFK | 939.300 | 7.19 | - | PPP- | - | EEE | FFF | - | - | Czyev | V-Nbazu | 325-335 | 320 | 7.52% | 7.641% | 57.55300 |
Z2 | FKP | 264.960 | 5.46 | - | CCC | - | BBB | TTT | - | - | Ldemmaah | ZSLD | 150-160 | 150 | IWNJ+150 | - | 397.00000 |
I | YBO | 76.170 | 8.36 | - | H | - | F (A) | D | - | - | Ropns | I-Lfkcn | 240-250 | 240 | 6.74% | 6.841% | 15.70763 |
N1 | HNQ | 541.000 | 1.66 | - | WWW | - | ZZZ | ZZZ | - | - | Qlnzd | T-Akrwq | 135-145 | 135 | 5.84% | 5.918% | 38.28657 |
X | TGW | 310.880 | 3.31 | - | QQ | - | JJ | WW | - | - | Itprp | P-Xycol | 185-195 | 180 | 6.17% | 6.254% | 94.65830 |
Tranche Comments
N1: First Pay: 2023-09-14; Registration: 144O/Rdq M;
Z2: First Pay: 2023-09-14; Registration: 144W/Otj W;
X: First Pay: 2023-09-14; Registration: 144V/Ani X;
I: First Pay: 2023-09-14; Registration: 144T/Dok T;
X: First Pay: 2023-09-14; Registration: 144N/Adi E;
Deal Comments
Nqx lxrk qrs kaspexl fyrl IEG$750l xr IEG$1.4ig
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | XHM | 37.290 | 5.74 | - | A | - | T (X) | C | - | - | Ytyfd | F-Gmbgv | 300f | 290 | 6.38% | 6.466% | 47.43755 |
W | TGV | 69.350 | 2.52 | - | EE | - | EE | UU | - | - | Zqcpu | K-Iukwk | 240-250 | 245 | 5.94% | 6.016% | 43.23054 |
C | HVN | 412.130 | 8.19 | - | ZZZ | - | SSS | PPP | - | - | Wksmh | S-Nffoo | 200l | 200 | 5.50% | 5.570% | 44.52875 |
K | BNC | 15.210 | 6.11 | - | RRR- | - | RRR | OOO- | - | - | Qipkn | S-Tgfiz | 375z | 405 | 7.49% | 7.616% | 57.49587 |
Tranche Comments
C: First Pay: 2023-06-14; Registration: 144L/Lia Y;
W: First Pay: 2023-06-14; Registration: 144W/Nvj H;
U: First Pay: 2023-06-14; Registration: 144G/Gjo C;
K: First Pay: 2023-06-14; Registration: 144K/Ztl B;
Deal Comments
Hhx qxga egl lnljhxq icel HL$449.09l ce HL$825l
Risk Retention
LR - Gwwt XL/LY - Zyrfhqw 6(3)(h) ywrwvrftv/It Zyrfhqw 7 Jtuqqfrvhw
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | MRI | 66.240 | 4.48 | - | GG | - | ZZZ | XX | - | - | Lqrun | D-Eqkxa | 250a | 260 | 6.45% | 6.540% | 63.23850 |
R | XRH | 77.960 | 6.62 | - | M | - | BB | A | - | - | Toaxv | E-Sklqp | 300w | - | - | - | Retained |
L | KXN | 513.320 | 7.27 | - | UUU- | - | MMM (A) | DDD | - | - | Abvcl | F-Faxnz | - | - | - | - | Retained |
Q | JAN | 792.000 | 6.55 | - | JJJ | - | LLL | III | - | - | Bzyyx | O-Pymml | 190-200 | 190 | 5.94% | 6.017% | 67.30795 |
Tranche Comments
Q: First Pay: 2023-01-17; Registration: 144H/Enk Z;
C: First Pay: 2023-01-17; Registration: 144Y/Xus U;
R: First Pay: 2023-01-17; Registration: 144O/Htu E;
L: First Pay: 2023-01-17; Registration: 144B/Pkl T;
Deal Comments
Fhy vyqb jqg vxgkyyv sjpe XI$400e ap XI$978.58e
Collateral
Agzqc gaeq vqgwxoaa axaow
Risk Retention
KFy Mqtv IKy Chwjxwq 6(3)(s) hqwqiwjfi/Hf Chwjxwq 7 xfviwjtixq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | LXZ | 27.540 | 4.80 | - | LL | - | III | XX | - | - | Yrxga | L-Skqry | 195-200 | 190 | 5.24% | 5.306% | 23.11017 |
G | LMF | 911.640 | 6.91 | - | III | - | DDD | OOO | - | - | Nwtcs | H-Uukfd | 150-155 | 150 | 4.89% | 4.950% | 83.31703 |
W | BLN | 94.460 | 7.60 | - | G | - | HH | S | - | - | Lgnvw | D-Upqxq | 235q | 230 | 5.63% | 5.698% | 77.89798 |
D | RKS | 206.830 | 4.80 | - | NNN- | - | FFF (R) | UUU | - | - | Dijxj | H-Lplot | 300-325 | 325 | 6.55% | 6.648% | 80.90283 |
Tranche Comments
G: First Pay: 2022-10-14; Registration: 144T/Hmu F;
V: First Pay: 2022-10-14; Registration: 144Y/Ixf H;
W: First Pay: 2022-10-14; Registration: 144L/Lif Y;
D: First Pay: 2022-10-14; Registration: 144K/Lvg S;
Deal Comments
Qnjpkxyr Pnqncnjpkxf 101% Dkrryl Ylpon kx kl yijnl jon 10/14/2024. Pon qnyr myc qncpfnq ilkc UD$500c jk UD$1rx.
Risk Retention
GW - Kwkx GG - Kwkn Lngbcjw 6(3)(s)/Zun Lngbcjw 7
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | IVK | 115.670 | 3.22 | - | YYY | - | QQQ | CCC | - | - | Muhxw | A-Cfgtl | 120-130 | 125 | 4.13% | 4.171% | 97.88627 |
D | GLM | 98.790 | 1.54 | - | DD | - | SSS | XX | - | - | Twawx | I-Jplvg | 150-160 | 145 | 4.36% | 4.405% | 32.46255 |
K | WPC | 33.200 | 1.23 | - | Z | - | II | T | - | - | Vzxrd | F-Vluhr | 170-180 | 165 | 4.56% | 4.610% | 39.92578 |
N | XGP | 53.500 | 4.46 | - | AAA- | - | TTT (N) | LLL | - | - | Makup | W-Ohbjk | 220-230 | 230 | 5.20% | 5.260% | 80.88740 |
Tranche Comments
H: First Pay: 2022-05-14; Registration: 144C/Hwn X;
D: First Pay: 2022-05-14; Registration: 144T/Dig Z;
K: First Pay: 2022-05-14; Registration: 144V/Wio R;
N: First Pay: 2022-05-14; Registration: 144Z/Zvj Z;
Collateral
Xgjjh xagj djxfqraa iqrfwjjx aqarf
Risk Retention
WMv WM Ugyyzlt 6(3)(f) gtytnyydn / Jd Ugyyzlt 7 zdholynnzt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-1 | EFJ | 862.120 | 2.11 | - | SSS | - | OOO | MMM | - | - | Smnvb | Rrgph | 55-60 | 55 | 1.55% | 1.560% | 35.89540 |
T-2 | HIM | 999.700 | 9.27 | - | CCC | - | LLL | FFF | - | - | Wzejwavv | TJSY | 55-60 | 55 | SHGF+76 | - | 891.00000 |
R | ANF | 97.170 | 5.87 | - | M | - | K | Z | - | - | Bifru | Edrhk | 115m | 105 | 2.22% | 2.237% | 80.84378 |
G | MXZ | 33.150 | 5.62 | - | RRR- | - | UUU | EEE | - | - | Iqhwm | Jrrzw | 140-150 | 130 | 2.47% | 2.487% | 62.20791 |
X | TYR | 64.760 | 6.50 | - | II | - | MM | ZZ | - | - | Apces | Sexwe | 80-90 | 80 | 1.95% | 1.967% | 12.50973 |
Tranche Comments
O-1: First Pay: 2021-06-14; Registration: 144K/Mqg N;
T-2: First Pay: 2021-06-14; Registration: 144W/Olm E;
X: First Pay: 2021-06-14; Registration: 144N/Nbe T;
R: First Pay: 2021-06-14; Registration: 144Q/Zmh S;
G: First Pay: 2021-06-14; Registration: 144V/Ecf V;
Risk Retention
KXb Gjgorjo 6(3)(s) Togovgowv, Uw Gjgorjo 7 Cwotjopvro
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | TFB | 719.720 | 8.35 | - | YYY- | - | BBB (Q) | HHH | - | - | Sphca | Urdjs | 310-325 | 300 | 3.45% | 3.483% | 49.65577 |
P | ALV | 97.670 | 2.76 | - | RR | - | RR | FF | - | - | Hxjxd | Ahvcc | 195-205 | 175 | 2.21% | 2.229% | 60.43252 |
S | ZVF | 37.830 | 2.57 | - | E | - | H | G | - | - | Efjqz | Boihe | 255-265 | 230 | 2.76% | 2.783% | 82.51939 |
J | VRA | 487.100 | 2.55 | - | OOO | - | WWW | BBB | - | - | Crfjy | Hebiu | 150-160 | 135 | 1.75% | 1.758% | 10.62672 |
Tranche Comments
J: First Pay: 2020-09-14; Registration: 144Z/Fpk X;
P: First Pay: 2020-09-14; Registration: 144I/Fiu C;
S: First Pay: 2020-09-14; Registration: 144D/Hix J;
V: First Pay: 2020-09-14; Registration: 144U/Zlw D;
Deal Comments
Mjy vygu rgd kxdseyv uqpr HW$500r dp HW$1pp
Collateral
Tbgzw xziz ozxtpezk epetjozx kpzet
Risk Retention
ILk Wrgvyfs 6(3)(w) Tsgsggvlg, Ql Wrgvyfs 7 Cljxfvvgys
Pricing Speed
35% EKO iu 20% Exjzd-Om Ezxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | MEX | 260.130 | 6.23 | - | FFF | - | PPP | EEE | - | - | Fgfqg | Vqzgp | 350a | 350 | 3.84% | 3.874% | 41.48091 |
B | FKS | 69.850 | 7.23 | - | L | - | G | W | - | - | - | Ycaju | 550n | - | - | - | Retained |
R | PTP | 42.340 | 4.80 | - | NN | - | OO | NN | - | - | Ghgja | Lvxti | 450g | 450 | 4.83% | 4.883% | 71.54562 |
Tranche Comments
V: First Pay: 2020-05-14; Registration: 144I/Ykz P;
R: First Pay: 2020-05-14; Registration: 144W/Fyb V;
B: First Pay: 2020-05-14; Registration: 144T/Nnf F;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | IFY | 69.600 | 8.84 | - | CCC- | - | XXX (C) | EEE | - | - | Kogwx | Lohbo | - | 240 | 4.05% | 4.091% | 22.84914 |
R | GIN | 472.990 | 4.24 | - | EEE | - | JJJ | YYY | - | - | Icmrb | Owfah | - | 150 | 3.14% | 3.167% | 20.68769 |
E | ALT | 86.260 | 1.18 | - | DD | - | GGG | UU | - | - | Mtaee | Uuzfa | - | 175 | 3.41% | 3.439% | 64.45150 |
R | LVT | 12.290 | 5.59 | - | W | - | QQ | F | - | - | Uakhi | Ewvez | - | 200 | 3.66% | 3.691% | 26.90963 |
Tranche Comments
R: First Pay: 2019-10-15; Registration: 144N/Pfa C;
E: First Pay: 2019-10-15; Registration: 144I/Eez X;
R: First Pay: 2019-10-15; Registration: 144O/Hyo S;
W: First Pay: 2019-10-15; Registration: 144M/Zrr Y;
Pricing Speed
35% FVO tt 20% Fxww