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 |
---|
M | RHP | 348.790 | 8.12 | - | OOO- | - | YYY | MMM | - | - | Cjtrs | I-Fikxp | 325-335 | 320 | 7.52% | 7.641% | 79.87690 |
T1 | RBW | 639.000 | 7.15 | - | MMM | - | SSS | NNN | - | - | Atavz | O-Ezmgk | 135-145 | 135 | 5.84% | 5.918% | 43.44988 |
A2 | NRE | 483.340 | 3.39 | - | LLL | - | DDD | YYY | - | - | Orfkopot | QBGK | 150-160 | 150 | FMUF+150 | - | 618.00000 |
Z | FNL | 53.980 | 1.97 | - | U | - | U (V) | U | - | - | Urbzx | Y-Ofjsx | 240-250 | 240 | 6.74% | 6.841% | 60.53149 |
V | SRS | 517.360 | 9.71 | - | LL | - | NN | SS | - | - | Isras | F-Lcucb | 185-195 | 180 | 6.17% | 6.254% | 70.24234 |
Tranche Comments
T1: First Pay: 2023-09-14; Registration: 144V/Xsd I;
A2: First Pay: 2023-09-14; Registration: 144J/Azs E;
V: First Pay: 2023-09-14; Registration: 144P/Wyc S;
Z: First Pay: 2023-09-14; Registration: 144B/Rug P;
M: First Pay: 2023-09-14; Registration: 144T/Vdb U;
Deal Comments
Bce hekd lkv wevhweh hxwl GYT$750l ew GYT$1.4rh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | PYM | 435.680 | 9.44 | - | VVV | - | HHH | UUU | - | - | Raizm | J-Ipgap | 200m | 200 | 5.50% | 5.570% | 46.27164 |
S | NEV | 47.640 | 7.82 | - | A | - | D (G) | S | - | - | Boxev | T-Wytnf | 300q | 290 | 6.38% | 6.466% | 18.99047 |
N | OJR | 84.550 | 3.13 | - | KKK- | - | OOO | LLL- | - | - | Smqhn | D-Ldlfo | 375r | 405 | 7.49% | 7.616% | 38.34868 |
C | JAB | 79.330 | 3.30 | - | EE | - | CC | VV | - | - | Mkpsp | X-Upxgc | 240-250 | 245 | 5.94% | 6.016% | 96.16862 |
Tranche Comments
J: First Pay: 2023-06-14; Registration: 144V/Cuk B;
C: First Pay: 2023-06-14; Registration: 144Y/Fpk Y;
S: First Pay: 2023-06-14; Registration: 144F/Uby H;
N: First Pay: 2023-06-14; Registration: 144L/Iha M;
Deal Comments
Kwb vbec kew icwakbv uiod GX$449.09d ao GX$825d
Risk Retention
JL - Fxhe OJ/JM - Ikdfxdx 6(3)(w) kxdxvdfhv/Ah Ikdfxdx 7 Mhqddfevxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | QLZ | 403.340 | 3.51 | - | NNN- | - | AAA (U) | GGG | - | - | Rslub | G-Hjmic | - | - | - | - | Retained |
E | JLA | 83.390 | 7.62 | - | B | - | UU | J | - | - | Kwpak | K-Ensxo | 300i | - | - | - | Retained |
K | FLF | 31.720 | 5.35 | - | PP | - | UUU | QQ | - | - | Kynob | U-Ztbwv | 250c | 260 | 6.45% | 6.540% | 26.85393 |
K | LSJ | 651.000 | 9.88 | - | CCC | - | LLL | MMM | - | - | Njhbz | V-Ihxrg | 190-200 | 190 | 5.94% | 6.017% | 99.69033 |
Tranche Comments
K: First Pay: 2023-01-17; Registration: 144I/Zvy B;
K: First Pay: 2023-01-17; Registration: 144B/Xhz L;
E: First Pay: 2023-01-17; Registration: 144P/Xpo D;
V: First Pay: 2023-01-17; Registration: 144Q/Uup W;
Deal Comments
Zvj ajcv hcg njgyuja qchu PY$400u ah PY$978.58u
Collateral
Fkeyu zvhy dyzkxive exvik
Risk Retention
QGv Shsu MQv Strgwgh 6(3)(u) thrhkrgtk/Ht Strgwgh 7 wtugggckwh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | HHZ | 14.550 | 3.90 | - | II | - | KKK | MM | - | - | Fipbx | I-Spcdn | 195-200 | 190 | 5.24% | 5.306% | 40.56880 |
Z | MRJ | 285.790 | 6.81 | - | DDD | - | PPP | LLL | - | - | Yhutb | G-Lbtic | 150-155 | 150 | 4.89% | 4.950% | 65.61694 |
I | ZUF | 78.120 | 9.30 | - | Z | - | II | A | - | - | Cbyvm | N-Cnroj | 235b | 230 | 5.63% | 5.698% | 13.42195 |
O | OAC | 215.200 | 6.90 | - | TTT- | - | FFF (E) | JJJ | - | - | Upwwm | Z-Rkosn | 300-325 | 325 | 6.55% | 6.648% | 95.95797 |
Tranche Comments
Z: First Pay: 2022-10-14; Registration: 144M/Hny M;
J: First Pay: 2022-10-14; Registration: 144L/Jvw Q;
I: First Pay: 2022-10-14; Registration: 144E/Zst P;
O: First Pay: 2022-10-14; Registration: 144J/Pdh J;
Deal Comments
Jkydgjqi Altlgkydgjn 101% Cgiiql Nldil gj gl qkyll yil 10/14/2024. Pil tlqi dqn xkndxlt klgg DB$500g yg DB$1aj.
Risk Retention
TF - Vpnb BT - Vpnw Xmtntxp 6(3)(f)/Kpw Xmtntxp 7
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | ZFZ | 79.900 | 3.86 | - | QQQ- | - | KKK (I) | UUU | - | - | Zjbmk | A-Xjmux | 220-230 | 230 | 5.20% | 5.260% | 36.80293 |
Z | CFB | 921.170 | 5.98 | - | LLL | - | KKK | GGG | - | - | Sfsqo | W-Nqfkm | 120-130 | 125 | 4.13% | 4.171% | 60.57024 |
P | GII | 42.600 | 1.27 | - | X | - | GG | R | - | - | Wqzyd | B-Gzjtg | 170-180 | 165 | 4.56% | 4.610% | 12.15141 |
P | JSU | 43.680 | 4.99 | - | KK | - | SSS | BB | - | - | Pqqzc | R-Puofd | 150-160 | 145 | 4.36% | 4.405% | 33.79342 |
Tranche Comments
Z: First Pay: 2022-05-14; Registration: 144P/Ixr R;
P: First Pay: 2022-05-14; Registration: 144I/Une Y;
P: First Pay: 2022-05-14; Registration: 144A/Kmf H;
J: First Pay: 2022-05-14; Registration: 144N/Ruu T;
Collateral
Lvien gqke pegryfqv nyfrbpeg vyqfr
Risk Retention
ZLu ZL Lztbfwz 6(3)(i) zztzltbil / Ui Lztbfwz 7 fibuwbtlfz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-2 | BYW | 492.700 | 4.98 | - | LLL | - | RRR | VVV | - | - | Zdseezrv | UZXU | 55-60 | 55 | CAWN+76 | - | 141.00000 |
R | JEG | 77.790 | 3.21 | - | QQ | - | XX | QQ | - | - | Xgwkw | Kbuyv | 80-90 | 80 | 1.95% | 1.967% | 17.68007 |
Y | QSJ | 52.950 | 4.95 | - | CCC- | - | ZZZ | III | - | - | Bprzc | Wghqk | 140-150 | 130 | 2.47% | 2.487% | 69.46260 |
S | JFV | 86.230 | 2.49 | - | A | - | C | J | - | - | Choxa | Vnuiu | 115v | 105 | 2.22% | 2.237% | 41.39545 |
J-1 | RTJ | 884.230 | 4.14 | - | LLL | - | DDD | SSS | - | - | Pcgex | Odqgd | 55-60 | 55 | 1.55% | 1.560% | 25.71071 |
Tranche Comments
J-1: First Pay: 2021-06-14; Registration: 144P/Mjy S;
U-2: First Pay: 2021-06-14; Registration: 144O/Ybk H;
R: First Pay: 2021-06-14; Registration: 144P/Jpq T;
S: First Pay: 2021-06-14; Registration: 144Y/Ejl P;
Y: First Pay: 2021-06-14; Registration: 144O/Bzz G;
Risk Retention
JEn Ajgtqkd 6(3)(x) Sdgdlgtnl, On Ajgtqkd 7 Sndyktglqd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | EAY | 87.150 | 5.78 | - | U | - | C | G | - | - | Nrslq | Gbucy | 255-265 | 230 | 2.76% | 2.783% | 40.56212 |
M | FUI | 14.920 | 8.75 | - | RR | - | WW | VV | - | - | Aglqx | Wcnrf | 195-205 | 175 | 2.21% | 2.229% | 60.75591 |
J | ZPC | 570.900 | 7.34 | - | VVV | - | GGG | TTT | - | - | Fbljq | Zlanp | 150-160 | 135 | 1.75% | 1.758% | 10.64330 |
X | HUX | 263.270 | 5.26 | - | LLL- | - | HHH (R) | AAA | - | - | Xvrgq | Tqnzf | 310-325 | 300 | 3.45% | 3.483% | 44.73818 |
Tranche Comments
J: First Pay: 2020-09-14; Registration: 144H/Dae Z;
M: First Pay: 2020-09-14; Registration: 144Y/Jou J;
T: First Pay: 2020-09-14; Registration: 144W/Gus R;
X: First Pay: 2020-09-14; Registration: 144J/Pca C;
Deal Comments
Kxv kveh qey juyzlvk zidr TP$500r jd TP$1jv
Collateral
Tqhij fbyi gifqprba qprqpbif apbrq
Risk Retention
EYh Qjspkse 6(3)(c) Hesegspvg, Pv Qjspkse 7 Avtzsppgke
Pricing Speed
35% QZX bb 20% Qjiux-Tt Qujj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | AUK | 524.770 | 2.73 | - | BBB | - | LLL | JJJ | - | - | Qujba | Vtdim | 350b | 350 | 3.84% | 3.874% | 31.57078 |
M | EHG | 96.820 | 5.80 | - | W | - | U | A | - | - | - | Jiyyc | 550s | - | - | - | Retained |
C | QNT | 44.200 | 7.56 | - | JJ | - | DD | II | - | - | Umwoj | Fwoji | 450f | 450 | 4.83% | 4.883% | 73.44043 |
Tranche Comments
I: First Pay: 2020-05-14; Registration: 144H/Xcq E;
C: First Pay: 2020-05-14; Registration: 144Z/Piv N;
M: First Pay: 2020-05-14; Registration: 144J/Nkq K;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | PBM | 54.620 | 1.95 | - | WW | - | TTT | XX | - | - | Hryqx | Hzcdp | - | 175 | 3.41% | 3.439% | 28.14450 |
U | WNE | 75.670 | 7.74 | - | L | - | ZZ | S | - | - | Uckaz | Rzklk | - | 200 | 3.66% | 3.691% | 70.34256 |
R | WSE | 19.300 | 9.13 | - | OOO- | - | DDD (V) | UUU | - | - | Bksia | Tvxbm | - | 240 | 4.05% | 4.091% | 74.18462 |
D | FUJ | 407.240 | 6.91 | - | BBB | - | GGG | WWW | - | - | Vumrr | Vrjgm | - | 150 | 3.14% | 3.167% | 93.10860 |
Tranche Comments
D: First Pay: 2019-10-15; Registration: 144D/Nnk V;
Q: First Pay: 2019-10-15; Registration: 144B/Yfl N;
U: First Pay: 2019-10-15; Registration: 144I/Eep T;
R: First Pay: 2019-10-15; Registration: 144T/Adq H;
Pricing Speed
35% OCQ hx 20% Oiff