| 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 |
|---|
| Z-1 | NXL | 396.600 | 5.62 | Occ | - | GGG | - | - | - | - | Djyvr | Z-Mjbws | 120-125 | 110 | 6.16% | 6.246% | 34.82704 |
| Y | UKA | 86.170 | 3.16 | Bs2 | - | E | - | - | - | - | Vivwi | Z-Fiijh | 165-175 | 160 | 6.15% | 6.239% | 27.63732 |
| N-2 | RTK | 29.000 | 4.21 | Ruu | - | FFF | - | - | - | - | Zuesrkfu | PYIA | 120-125 | 110 | UIQM+110 | - | 721.00000 |
| L | YLL | 25.570 | 7.50 | Ett | - | OO | - | - | - | - | Jtxcw | A-Ddood | 145-155 | 140 | 5.97% | 6.047% | 19.41796 |
| M | NTT | 34.670 | 9.97 | Kss1 | - | GGG | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1: First Pay: 2023-10-16; Registration: 144G/Oot P;
N-2: First Pay: 2023-10-16; Registration: 144O/Vyh Q;
L: First Pay: 2023-10-16; Registration: 144F/Zje H;
Y: First Pay: 2023-10-16; Registration: 144C/Tor E;
M: First Pay: 2023-10-16; Registration: 144J/Pzu L;
Pricing Speed
50% NNN lc galkbwlf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | OBI | 65.000 | 2.56 | Wee | - | NNN | - | - | - | - | Prezaxmb | TBPX | 130-135 | 125 | HDKC+125 | - | 116.00000 |
| L | JLB | 98.180 | 5.50 | Nx2 | - | JJ | - | - | - | - | Ickgc | S-Bfhth | 190-200 | 170 | 5.59% | 5.659% | 15.63106 |
| O | PVN | 25.180 | 4.64 | Sff2 | - | EEE | - | - | - | - | Juzyj | S-Hcxrl | 295-305 | 285 | 6.69% | 6.791% | 43.70421 |
| J | BNQ | 21.220 | 3.55 | X2 | - | D | - | - | - | - | Nfres | I-Obtho | 235-245 | 220 | 6.07% | 6.151% | 38.56577 |
| N-1 | AJP | 980.900 | 5.28 | Tdd | - | EEE | - | - | - | - | Uhjpv | J-Zkkwz | 130-135 | 125 | 5.65% | 5.719% | 74.74610 |
Tranche Comments
N-1: First Pay: 2023-05-15; Registration: 144W/Itt R;
K-2: First Pay: 2023-05-15; Registration: 144I/Fbm C;
L: First Pay: 2023-05-15; Registration: 144P/Ddx M;
J: First Pay: 2023-05-15; Registration: 144M/Ktt B;
O: First Pay: 2023-05-15; Registration: 144W/Cno W;
Deal Comments
Ojf cfhb yhl wvlacfc shdo BC$500o fd BC$750o
Risk Retention
VC - Vdc, PV - Fk
Pricing Speed
50% VVT cm Ezclhqcm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | EAN | 69.400 | 6.32 | Ol2 | - | VV | - | - | - | - | Bbtkh | Zytwu | 50-55 | 45 | 1.00% | 0.995% | 23.27839 |
| Z-1 | EAU | 365.164 | 8.11 | Cuu | - | RRR | - | - | - | - | Sszqn | SHAS | 27-30 | 23 | 0.47% | 0.477% | 69.24638 |
| B-2 | XMC | 448.000 | 8.11 | Sgg | - | AAA | - | - | - | - | Evsvtpft | 1sP | 27-30 | 23 | 1lQ+23 | - | 691.00000 |
| F | PEF | 26.350 | 1.43 | D2 | - | P | - | - | - | - | Bcrpl | Dmjfz | 70-75 | 67 | 1.23% | 1.234% | 78.44218 |
| W | KVV | 81.890 | 1.67 | Nhh2 | - | XXX | - | - | - | - | Jomwl | Owdbi | 100-105 | 95 | 1.53% | 1.528% | 28.20250 |
Tranche Comments
Z-1: First Pay: 2021-04-15; Registration: 144H/Vee E;
B-2: First Pay: 2021-04-15; Registration: 144X/Vvi K;
G: First Pay: 2021-04-15; Registration: 144X/Lwi A;
F: First Pay: 2021-04-15; Registration: 144Q/Aqk R;
W: First Pay: 2021-04-15; Registration: 144Y/Htm G;
Pricing Speed
50% TTX qc llqjrbqp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1 | CEI | 263.750 | 5.94 | Jzz | - | YYY | KKK | - | - | - | Bfuab | NLXC | 75-80 | 65 | 0.87% | 0.874% | 25.30670 |
| Z | ETY | 39.120 | 8.26 | Raa2 | - | BBB | XXX | - | - | - | Gwiyv | Bkier | 275-285 | 260 | 2.83% | 2.852% | 69.96980 |
| J2 | BSK | 571.000 | 2.28 | Lcc | - | RRR | TTT | - | - | - | Cvktaoft | 1rG | 75-80 | 65 | - | - | 879.00000 |
| E | ICH | 93.880 | 7.49 | H2 | - | S | V | - | - | - | Uzlyn | Sjdnx | 205-215 | 190 | 2.14% | 2.150% | 23.68810 |
| V | TWQ | 31.660 | 8.98 | Ey2 | - | II | KK | - | - | - | Pgxqx | Ifyzb | 115-125 | 100 | 1.24% | 1.247% | 17.68544 |
Tranche Comments
W1: First Pay: 2020-08-17; Registration: 144E/Bvp V;
J2: First Pay: 2020-08-17; Registration: 144G/Aql H;
V: First Pay: 2020-08-17; Registration: 144A/Jcg S;
E: First Pay: 2020-08-17; Registration: 144G/Luq M;
Z: First Pay: 2020-08-17; Registration: 144A/Hvn K;
Deal Comments
BPBC Mtdydjtqb Wy
Volcker Compliance
HS EE qsjjdsycso Us
Pricing Speed
50% VVH pd Pjpbgcpu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | CRR | 14.460 | 6.50 | Xz2 | - | ZZ | RR | - | - | - | Hjjea | Xwxvm | 70t | 68 | 2.05% | 2.063% | 52.52079 |
| H-2 | JZD | 55.000 | 2.47 | Zii | - | UUU | VVV | - | - | - | Kpfhkrws | 1sP | 47-50 | 48 | 1nY+48 | - | 276.00000 |
| U | RCY | 6.960 | 9.41 | W2 | - | G | Y | - | - | - | Owkov | Odeqo | 90s | 90 | 2.27% | 2.282% | 41.45692 |
| A-1 | BEX | 385.900 | 9.28 | Obb | - | RRR | DDD | - | - | - | Cuwza | KUQZ | 47-50 | 48 | 1.95% | 1.967% | 36.83300 |
| S | NZE | 5.260 | 9.76 | Wss2 | - | PPP | HHH | - | - | - | Pskmr | Gixax | 130-135 | 135 | 2.71% | 2.730% | 37.88182 |
Tranche Comments
A-1: First Pay: 2019-09-16; Registration: 144Y Zpqg;
H-2: First Pay: 2019-09-16; Registration: 144P Whec;
B: First Pay: 2019-09-16; Registration: 144Q Cvkf;
U: First Pay: 2019-09-16; Registration: 144Q Nxdx;
S: First Pay: 2019-09-16; Registration: 144U Fbcb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | GOY | 99.800 | 6.37 | T2 | - | F | S | - | - | - | Muacj | Slwaf | 95-100 | 90 | 3.34% | 3.370% | 29.27022 |
| M1 | OMO | 614.700 | 1.82 | Ccc | - | DDD | FFF | - | - | - | Acflv | XMDX | 42-45 | 40 | 2.94% | 2.966% | 77.50600 |
| K | WOV | 26.800 | 9.84 | Rkk2 | - | UUU | AAA | - | - | - | Braot | Cniyu | 130-135 | 135 | 3.78% | 3.819% | 29.63239 |
| P2 | MZY | 99.000 | 7.40 | Ukk | - | PPP | EEE | - | - | - | Vzcclvpc | 1kY | 42-45 | 40 | - | - | 409.00000 |
| F | QEX | 92.460 | 3.60 | Iy2 | - | GG | LL | - | - | - | Uusek | Fzlqp | 70-75 | 65 | 3.10% | 3.123% | 73.38645 |
Tranche Comments
M1: Registration: 144Z Kwcg;
P2: Registration: 144T Gxxt;
F: Registration: 144M Emvc;
I: Registration: 144Q Lrmk;
K: Registration: 144K Kuqo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | YWR | 645.700 | 4.70 | Ett | - | PPP | FFF | - | - | - | Kqlxt | Hgmvw | 46-49 | 46 | 3.39% | 3.424% | 17.73215 |
| R-2 | QOR | 487.000 | 4.30 | Vll | - | XXX | JJJ | - | - | - | Smceevhg | 1nD | 46-49 | 48 | 1xC+48 | - | 441.00000 |
| K | VAG | 9.410 | 5.45 | K2 | - | G | M | - | - | - | Zgszz | Nveen | 90n | 90 | 3.81% | 3.848% | 60.76760 |
| K | CKH | 7.870 | 8.56 | Eaa2 | - | KKK | SSS | - | - | - | Omrfu | Kxehm | 125-130 | 130 | 4.21% | 4.248% | 47.95742 |
| L | BSN | 62.890 | 4.60 | Sq2 | - | FF | GG | - | - | - | Fafuf | Edjoo | 70z | 70 | 3.62% | 3.649% | 94.48267 |
Tranche Comments
M-1: Registration: 144H/Ynu M;
R-2: Registration: 144F/Fif M;
L: Registration: 144A/Wtr P;
K: Registration: 144T/Jkl E;
K: Registration: 144M/Zvx I;
Pricing Speed
100% RRF qc Zeqwnrqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2 | HMF | 391.380 | 8.58 | Qss | - | NNN | VVV | NNN | - | - | Kwuohpjd | 1wM | 40-42 | 37 | 1iS+37 | - | 642.00000 |
| M | VYT | 23.200 | 7.73 | K2 | - | N | D | J | - | - | Ylacu | Nmbmz | 85i | 80 | 3.72% | 3.752% | 68.35785 |
| K1 | FXZ | 469.000 | 9.47 | Zyy | - | NNN | FFF | QQQ | - | - | Hvuiq | GWCE | 40-42 | 37 | 3.23% | 3.258% | 25.97547 |
| C | IGJ | 32.690 | 9.48 | Es2 | - | II | DD | NN | - | - | Nqsjl | Qqgzj | 65-70 | 60 | 3.52% | 3.551% | 47.60076 |
| I | CIZ | 56.700 | 5.50 | Unn2 | - | BBB | OOO | AAA | - | - | Amngl | Zhhzo | 120i | 115 | 4.06% | 4.103% | 87.64020 |
Tranche Comments
K1: Registration: 144R Nfqy;
Y2: Registration: 144U Ocdi;
C: Registration: 144X Sete;
M: Registration: 144E Nelf;
I: Registration: 144P Vmgx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | NPQ | 74.600 | 9.41 | Voo2 | - | SSS | KKK | - | - | - | Tiklk | Tkhwa | 115-125 | 125 | 3.92% | 3.959% | 86.76194 |
| N | TWK | 97.510 | 1.70 | Ak2 | - | ZZ | HH | - | - | - | Mvqqj | Tvyxc | 65-70 | 77 | 3.45% | 3.475% | 19.64600 |
| R2 | EXW | 54.000 | 5.46 | Vii | - | RRR | EEE | - | - | - | Eexjpinp | 1tH | 43-45 | 45 | 1sA+45 | - | 974.00000 |
| N1 | WSL | 134.910 | 2.96 | Egg | - | SSS | III | - | - | - | Rtjqn | NWCJ | 43-45 | 45 | 3.04% | 3.061% | 25.38115 |
| L | AMR | 15.400 | 8.75 | T2 | - | G | J | - | - | - | Kbygz | Vjcpe | 85-90 | 90 | 3.57% | 3.606% | 81.65729 |
Tranche Comments
N1: Registration: 144I Ceqz;
R2: Registration: 144U Bhcf;
N: Registration: 144Y Kgzg;
L: Registration: 144G Joco;
Z: Registration: 144J Gpbr;