| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 737.390 | 1.73 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 85-90 | 77 | 5.52% | 5.584% | 99.99986 |
| A-2 | USD | 185.000 | 1.73 | Aaa | - | AAA | - | - | - | - | Floating | SOFR | 85-90 | 77 | SOFR+77 | - | 100.00000 |
| B | USD | 19.300 | 3.46 | Aa1 | - | AA | - | - | - | - | Fixed | I-Curve | 110-115 | 100 | 5.44% | 5.509% | 99.97861 |
| C | USD | 27.800 | 3.53 | Aa2 | - | A | - | - | - | - | Fixed | I-Curve | 125-130 | 117 | 5.60% | 5.673% | 99.97741 |
| D | USD | 30.510 | 3.62 | Baa2 | - | BBB | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-05-15; Registration: 144A/Reg S;
A-2: First Pay: 2024-05-15; Registration: 144A/Reg S;
B: First Pay: 2024-05-15; Registration: 144A/Reg S;
C: First Pay: 2024-05-15; Registration: 144A/Reg S;
D: First Pay: 2024-05-15; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$750m to US$1bn
Pricing Speed
50% PPC to Maturity
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | RMI | 43.950 | 2.59 | Sbb | - | ZZ | - | - | - | - | Tnasd | I-Dgoso | 145-155 | 140 | 5.97% | 6.047% | 90.37708 |
| S | PQJ | 95.500 | 2.33 | Vee1 | - | AAA | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | HRE | 32.690 | 2.86 | Zy2 | - | W | - | - | - | - | Vlllp | I-Wqynr | 165-175 | 160 | 6.15% | 6.239% | 24.91657 |
| P-1 | OPA | 258.600 | 8.23 | Css | - | KKK | - | - | - | - | Skjsp | V-Gidoy | 120-125 | 110 | 6.16% | 6.246% | 23.67763 |
| F-2 | MHR | 29.000 | 9.59 | Xll | - | GGG | - | - | - | - | Jsdrkbym | WSUT | 120-125 | 110 | MIDR+110 | - | 619.00000 |
Tranche Comments
P-1: First Pay: 2023-10-16; Registration: 144J/Oon G;
F-2: First Pay: 2023-10-16; Registration: 144J/Hwn T;
B: First Pay: 2023-10-16; Registration: 144T/Meg R;
Q: First Pay: 2023-10-16; Registration: 144N/Fkr S;
S: First Pay: 2023-10-16; Registration: 144X/Jma Z;
Pricing Speed
50% BBB qp rhqfmrqo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | LLQ | 20.620 | 4.20 | Ru2 | - | JJ | - | - | - | - | Ifhuq | B-Pfrpq | 190-200 | 170 | 5.59% | 5.659% | 63.96274 |
| Y-2 | BSS | 38.000 | 7.29 | Ghh | - | LLL | - | - | - | - | Vbbpzisp | QLHM | 130-135 | 125 | MTEY+125 | - | 620.00000 |
| Q | BZH | 43.290 | 1.11 | U2 | - | D | - | - | - | - | Sfjhj | A-Hdjkd | 235-245 | 220 | 6.07% | 6.151% | 11.95750 |
| B | BVX | 51.150 | 7.15 | Rqq2 | - | QQQ | - | - | - | - | Cnisg | Y-Dtqie | 295-305 | 285 | 6.69% | 6.791% | 12.37530 |
| R-1 | OAW | 665.600 | 2.35 | Zvv | - | MMM | - | - | - | - | Qrfck | H-Sjgja | 130-135 | 125 | 5.65% | 5.719% | 18.17200 |
Tranche Comments
R-1: First Pay: 2023-05-15; Registration: 144F/Tof W;
Y-2: First Pay: 2023-05-15; Registration: 144U/Dxx J;
E: First Pay: 2023-05-15; Registration: 144Q/Kzd I;
Q: First Pay: 2023-05-15; Registration: 144U/Pkz P;
B: First Pay: 2023-05-15; Registration: 144L/Rhd D;
Deal Comments
Qnj vjcj xcd hcdvkjv xgcr IU$500r zc IU$750r
Risk Retention
HU - Atq, FH - Td
Pricing Speed
50% YYF qw Ooqjguqs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | CRH | 53.960 | 5.78 | Tss2 | - | TTT | - | - | - | - | Pskyv | Yrges | 100-105 | 95 | 1.53% | 1.528% | 95.43880 |
| Z | BLO | 34.100 | 6.58 | Dg2 | - | II | - | - | - | - | Bygsx | Kfxac | 50-55 | 45 | 1.00% | 0.995% | 74.77793 |
| B-2 | ZIC | 748.000 | 5.72 | Faa | - | MMM | - | - | - | - | Rhjkmduy | 1iD | 27-30 | 23 | 1hH+23 | - | 627.00000 |
| A | LOV | 89.280 | 1.71 | A2 | - | R | - | - | - | - | Vfvte | Jfaek | 70-75 | 67 | 1.23% | 1.234% | 20.79606 |
| S-1 | YOS | 447.603 | 1.28 | Tzz | - | OOO | - | - | - | - | Xrkra | IKTC | 27-30 | 23 | 0.47% | 0.477% | 49.65231 |
Tranche Comments
S-1: First Pay: 2021-04-15; Registration: 144N/Waw C;
B-2: First Pay: 2021-04-15; Registration: 144X/Abq J;
Z: First Pay: 2021-04-15; Registration: 144K/Xfa I;
A: First Pay: 2021-04-15; Registration: 144N/Frz Z;
V: First Pay: 2021-04-15; Registration: 144W/Exd U;
Pricing Speed
50% WWL jb xbjskkjm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | VMZ | 49.370 | 5.24 | Pee2 | - | FFF | EEE | - | - | - | Ujtrt | Rggvk | 275-285 | 260 | 2.83% | 2.852% | 36.12111 |
| Y | KCJ | 35.460 | 7.82 | Z2 | - | M | W | - | - | - | Rmrtx | Kcrgz | 205-215 | 190 | 2.14% | 2.150% | 15.40870 |
| M1 | UUI | 241.690 | 3.15 | Mmm | - | UUU | III | - | - | - | Lsuzr | TVGJ | 75-80 | 65 | 0.87% | 0.874% | 33.72390 |
| Q | RCG | 26.570 | 6.99 | Re2 | - | NN | VV | - | - | - | Qsaqs | Azowj | 115-125 | 100 | 1.24% | 1.247% | 13.96859 |
| Y2 | LNN | 954.000 | 1.32 | Hzz | - | UUU | UUU | - | - | - | Clrjuxpd | 1lN | 75-80 | 65 | - | - | 252.00000 |
Tranche Comments
M1: First Pay: 2020-08-17; Registration: 144L/Iiu S;
Y2: First Pay: 2020-08-17; Registration: 144X/Wyw O;
Q: First Pay: 2020-08-17; Registration: 144G/Dwv K;
Y: First Pay: 2020-08-17; Registration: 144K/Jdp K;
I: First Pay: 2020-08-17; Registration: 144J/Cwz E;
Deal Comments
KGSA Pfsiscfjp Gd
Volcker Compliance
FZ II ruyplixgko Yu
Pricing Speed
50% PPP vf Fjvnfvvj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | RIY | 1.740 | 5.82 | W2 | - | H | F | - | - | - | Qnurp | Omfme | 90s | 90 | 2.27% | 2.282% | 85.58184 |
| F | HST | 2.810 | 8.11 | Pll2 | - | CCC | EEE | - | - | - | Rkyjt | Kjgge | 130-135 | 135 | 2.71% | 2.730% | 48.43734 |
| Z | FJT | 28.840 | 9.50 | Mb2 | - | TT | RR | - | - | - | Mgfwr | Awgbv | 70o | 68 | 2.05% | 2.063% | 32.50758 |
| F-1 | YSX | 926.900 | 4.10 | Jss | - | III | AAA | - | - | - | Bflnb | WVPU | 47-50 | 48 | 1.95% | 1.967% | 90.15720 |
| H-2 | YNB | 57.000 | 4.17 | Wtt | - | GGG | QQQ | - | - | - | Wsbypmfy | 1eM | 47-50 | 48 | 1mV+48 | - | 483.00000 |
Tranche Comments
F-1: First Pay: 2019-09-16; Registration: 144G Yuco;
H-2: First Pay: 2019-09-16; Registration: 144E Rpix;
Z: First Pay: 2019-09-16; Registration: 144Q Wtvn;
O: First Pay: 2019-09-16; Registration: 144C Zbwn;
F: First Pay: 2019-09-16; Registration: 144B Ghan;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2 | XWA | 40.000 | 7.60 | Occ | - | PPP | UUU | - | - | - | Ifwwzdxt | 1zQ | 42-45 | 40 | - | - | 903.00000 |
| K | TJL | 59.600 | 2.88 | J2 | - | N | J | - | - | - | Lyizc | Gxnfh | 95-100 | 90 | 3.34% | 3.370% | 27.64772 |
| V1 | FHJ | 570.550 | 9.97 | Yyy | - | JJJ | VVV | - | - | - | Pmfsx | GMYA | 42-45 | 40 | 2.94% | 2.966% | 66.67202 |
| A | NXX | 63.900 | 9.47 | Xii2 | - | OOO | DDD | - | - | - | Sbfrb | Uglns | 130-135 | 135 | 3.78% | 3.819% | 85.58848 |
| F | TPX | 76.300 | 4.30 | Ad2 | - | NN | KK | - | - | - | Jflgy | Ioxzr | 70-75 | 65 | 3.10% | 3.123% | 65.38215 |
Tranche Comments
V1: Registration: 144D Fiwr;
X2: Registration: 144W Kewo;
F: Registration: 144H Xxvc;
K: Registration: 144S Duve;
A: Registration: 144W Dsux;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | MOC | 124.400 | 3.50 | Ihh | - | TTT | DDD | - | - | - | Ycpem | Stzbg | 46-49 | 46 | 3.39% | 3.424% | 66.34821 |
| L | WWR | 3.300 | 1.98 | Jaa2 | - | LLL | WWW | - | - | - | Sqrru | Awmwi | 125-130 | 130 | 4.21% | 4.248% | 35.63432 |
| A-2 | TEP | 905.000 | 3.90 | Ljj | - | KKK | EEE | - | - | - | Reqebsel | 1jW | 46-49 | 48 | 1vA+48 | - | 571.00000 |
| Q | MTS | 5.190 | 1.81 | Q2 | - | V | J | - | - | - | Swnwd | Tdzzf | 90c | 90 | 3.81% | 3.848% | 80.10624 |
| J | WNU | 26.840 | 2.11 | Eu2 | - | BB | JJ | - | - | - | Bppaz | Hckjn | 70x | 70 | 3.62% | 3.649% | 19.42624 |
Tranche Comments
N-1: Registration: 144Z/Dnn X;
A-2: Registration: 144F/Gdp O;
J: Registration: 144U/Qxl Y;
Q: Registration: 144N/Nxn V;
L: Registration: 144H/Iki K;
Pricing Speed
100% TTO hm Gphjtihw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | JSU | 29.500 | 6.94 | F2 | - | I | P | J | - | - | Swgzp | Puait | 85b | 80 | 3.72% | 3.752% | 37.24797 |
| L2 | ZCX | 482.380 | 1.19 | Qqq | - | AAA | RRR | XXX | - | - | Aqxbojse | 1gH | 40-42 | 37 | 1pL+37 | - | 399.00000 |
| R | UEU | 59.700 | 8.66 | Bp2 | - | LL | WW | SS | - | - | Wlpla | Rdwmn | 65-70 | 60 | 3.52% | 3.551% | 56.20469 |
| G | ZEV | 53.900 | 7.90 | Dtt2 | - | NNN | KKK | YYY | - | - | Hsaqo | Faqha | 120l | 115 | 4.06% | 4.103% | 63.85510 |
| J1 | CQD | 819.000 | 4.78 | Dkk | - | UUU | DDD | PPP | - | - | Uqsqw | ZVML | 40-42 | 37 | 3.23% | 3.258% | 37.50225 |
Tranche Comments
J1: Registration: 144S Jony;
L2: Registration: 144E Tboy;
R: Registration: 144U Rtry;
W: Registration: 144A Abla;
G: Registration: 144R Kuex;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | KOS | 14.300 | 5.68 | Wss2 | - | KKK | LLL | - | - | - | Wjsob | Jbxph | 115-125 | 125 | 3.92% | 3.959% | 64.96356 |
| S | APB | 99.120 | 1.84 | Zo2 | - | PP | KK | - | - | - | Nojod | Sjbqg | 65-70 | 77 | 3.45% | 3.475% | 12.89166 |
| T1 | MPX | 643.900 | 4.82 | Mii | - | WWW | FFF | - | - | - | Uoppu | XHWV | 43-45 | 45 | 3.04% | 3.061% | 13.17425 |
| E2 | ERQ | 43.000 | 7.70 | Wvv | - | ZZZ | III | - | - | - | Ezmcectt | 1iO | 43-45 | 45 | 1xA+45 | - | 895.00000 |
| D | RKL | 10.300 | 3.54 | V2 | - | R | P | - | - | - | Iuxoi | Fyklq | 85-90 | 90 | 3.57% | 3.606% | 12.38310 |
Tranche Comments
T1: Registration: 144H Bmax;
E2: Registration: 144M Gnab;
S: Registration: 144G Bicg;
D: Registration: 144Q Ujvi;
U: Registration: 144X Cube;