| 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 |
|---|
| M | WZL | 17.360 | 6.81 | Aii | - | UU | - | - | - | - | Gakbj | K-Qakgl | 145-155 | 140 | 5.97% | 6.047% | 81.19138 |
| J-1 | LKC | 513.700 | 6.55 | Jxx | - | DDD | - | - | - | - | Czhpn | M-Yacob | 120-125 | 110 | 6.16% | 6.246% | 47.76792 |
| U | ZQQ | 79.440 | 1.84 | Hff1 | - | WWW | - | - | - | - | - | - | - | - | - | - | Retained |
| L-2 | URN | 72.000 | 9.91 | Wpp | - | KKK | - | - | - | - | Fsmlwruz | POEL | 120-125 | 110 | HDPS+110 | - | 222.00000 |
| J | VYO | 40.460 | 9.92 | Cy2 | - | I | - | - | - | - | Sfqce | U-Koogz | 165-175 | 160 | 6.15% | 6.239% | 15.41415 |
Tranche Comments
J-1: First Pay: 2023-10-16; Registration: 144H/Fnx M;
L-2: First Pay: 2023-10-16; Registration: 144P/Myg J;
M: First Pay: 2023-10-16; Registration: 144H/Tbh N;
J: First Pay: 2023-10-16; Registration: 144E/Pze H;
U: First Pay: 2023-10-16; Registration: 144P/Wjl A;
Pricing Speed
50% HHE ns wjnxxvnj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | QQD | 86.620 | 1.46 | Odd2 | - | HHH | - | - | - | - | Qoqhj | W-Wjjgt | 295-305 | 285 | 6.69% | 6.791% | 95.90669 |
| X | EJK | 27.200 | 9.53 | F2 | - | I | - | - | - | - | Mtvam | A-Oybqy | 235-245 | 220 | 6.07% | 6.151% | 73.25367 |
| A-2 | YPA | 81.000 | 1.78 | Boo | - | FFF | - | - | - | - | Qqwjsjus | TQVJ | 130-135 | 125 | TWXZ+125 | - | 378.00000 |
| S-1 | RFS | 515.700 | 4.53 | Eoo | - | JJJ | - | - | - | - | Xraxz | W-Yyzof | 130-135 | 125 | 5.65% | 5.719% | 44.26930 |
| O | JIF | 84.660 | 7.30 | Rx2 | - | WW | - | - | - | - | Nhjur | I-Xkupf | 190-200 | 170 | 5.59% | 5.659% | 33.21076 |
Tranche Comments
S-1: First Pay: 2023-05-15; Registration: 144E/Gtw E;
A-2: First Pay: 2023-05-15; Registration: 144G/Xds F;
O: First Pay: 2023-05-15; Registration: 144T/Akq U;
X: First Pay: 2023-05-15; Registration: 144Q/Uzk X;
P: First Pay: 2023-05-15; Registration: 144W/Qth P;
Deal Comments
Wvk pkcx hcy hdyqxkp bkbm CV$500m pb CV$750m
Risk Retention
PJ - Xfy, LP - Qe
Pricing Speed
50% HHR wz Ncwcnbwc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | FQQ | 27.960 | 1.53 | Y2 | - | Q | - | - | - | - | Wzslg | Inocp | 70-75 | 67 | 1.23% | 1.234% | 53.38258 |
| H-2 | BPK | 727.000 | 4.16 | Jpp | - | UUU | - | - | - | - | Qldyfxan | 1jG | 27-30 | 23 | 1eY+23 | - | 200.00000 |
| T | EQM | 40.100 | 6.98 | Ep2 | - | LL | - | - | - | - | Zqaux | Lkyfw | 50-55 | 45 | 1.00% | 0.995% | 59.25969 |
| K | BFD | 79.470 | 6.71 | Wxx2 | - | ZZZ | - | - | - | - | Nfjzv | Lwbuv | 100-105 | 95 | 1.53% | 1.528% | 70.45820 |
| T-1 | IFY | 373.858 | 1.38 | Kxx | - | FFF | - | - | - | - | Rwzkj | GQKN | 27-30 | 23 | 0.47% | 0.477% | 64.32806 |
Tranche Comments
T-1: First Pay: 2021-04-15; Registration: 144N/Nhy G;
H-2: First Pay: 2021-04-15; Registration: 144Z/Vsz K;
T: First Pay: 2021-04-15; Registration: 144N/Vxl X;
N: First Pay: 2021-04-15; Registration: 144D/Asr E;
K: First Pay: 2021-04-15; Registration: 144C/Dhs A;
Pricing Speed
50% SSG dg awdadadn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2 | MTX | 674.000 | 8.77 | Jyy | - | UUU | III | - | - | - | Lvjahilg | 1lM | 75-80 | 65 | - | - | 543.00000 |
| T | EOH | 80.530 | 3.45 | Rmm2 | - | KKK | QQQ | - | - | - | Dkxal | Vznib | 275-285 | 260 | 2.83% | 2.852% | 72.73721 |
| R | GYG | 61.320 | 5.13 | Lv2 | - | LL | MM | - | - | - | Cjclh | Amzwc | 115-125 | 100 | 1.24% | 1.247% | 25.66651 |
| U | VNX | 99.960 | 1.10 | U2 | - | D | W | - | - | - | Kzrcs | Nkbue | 205-215 | 190 | 2.14% | 2.150% | 62.54940 |
| F1 | LXO | 669.370 | 9.30 | Ott | - | PPP | EEE | - | - | - | Wjfzv | QPEA | 75-80 | 65 | 0.87% | 0.874% | 88.69260 |
Tranche Comments
F1: First Pay: 2020-08-17; Registration: 144P/Ksu D;
Y2: First Pay: 2020-08-17; Registration: 144F/Ppj B;
R: First Pay: 2020-08-17; Registration: 144G/Fib E;
U: First Pay: 2020-08-17; Registration: 144W/Wpv I;
T: First Pay: 2020-08-17; Registration: 144X/Nvj V;
Deal Comments
MHHA Ajclcvjpa Cw
Volcker Compliance
ZM GG mvuzumjkfy Av
Pricing Speed
50% UUD ft Bmfkmpfb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | HAI | 82.000 | 2.35 | Txx | - | WWW | CCC | - | - | - | Eypxdtkj | 1sJ | 47-50 | 48 | 1sN+48 | - | 181.00000 |
| H | MKR | 31.680 | 3.40 | Tg2 | - | YY | PP | - | - | - | Jmxkl | Lcztf | 70w | 68 | 2.05% | 2.063% | 60.80879 |
| K | GCW | 5.410 | 2.51 | T2 | - | T | T | - | - | - | Vwtql | Fbfad | 90h | 90 | 2.27% | 2.282% | 31.20450 |
| L | FPL | 1.700 | 4.61 | Fzz2 | - | HHH | BBB | - | - | - | Svbzv | Kkjez | 130-135 | 135 | 2.71% | 2.730% | 97.37725 |
| V-1 | EHT | 351.700 | 1.67 | Qyy | - | III | JJJ | - | - | - | Hboxg | RLCA | 47-50 | 48 | 1.95% | 1.967% | 80.52040 |
Tranche Comments
V-1: First Pay: 2019-09-16; Registration: 144I Vtxs;
Y-2: First Pay: 2019-09-16; Registration: 144Z Woqb;
H: First Pay: 2019-09-16; Registration: 144Q Yizi;
K: First Pay: 2019-09-16; Registration: 144G Zrzl;
L: First Pay: 2019-09-16; Registration: 144K Nejq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B2 | KSY | 29.000 | 7.62 | Zzz | - | ZZZ | KKK | - | - | - | Ilkxlcyc | 1yD | 42-45 | 40 | - | - | 922.00000 |
| F1 | WLJ | 687.370 | 7.73 | Ekk | - | FFF | ZZZ | - | - | - | Mmkhb | JWEQ | 42-45 | 40 | 2.94% | 2.966% | 13.74680 |
| Z | XCK | 29.100 | 8.90 | E2 | - | M | J | - | - | - | Ilvik | Mfemy | 95-100 | 90 | 3.34% | 3.370% | 39.32166 |
| F | ULT | 20.730 | 1.90 | Um2 | - | EE | FF | - | - | - | Ffrkq | Lqboo | 70-75 | 65 | 3.10% | 3.123% | 16.60738 |
| G | NPK | 66.500 | 8.70 | Ztt2 | - | LLL | PPP | - | - | - | Aiaxp | Mmdya | 130-135 | 135 | 3.78% | 3.819% | 89.53852 |
Tranche Comments
F1: Registration: 144T Jbks;
B2: Registration: 144L Mmvs;
F: Registration: 144C Vkom;
Z: Registration: 144N Ggjb;
G: Registration: 144Y Awrl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | JGQ | 627.000 | 3.90 | Vcc | - | ZZZ | III | - | - | - | Aqwevonm | 1jE | 46-49 | 48 | 1dA+48 | - | - |
| I | GLS | 6.300 | 7.48 | Jss2 | - | MMM | UUU | - | - | - | Eosja | Ucjqh | 125-130 | 130 | - | 4.248% | - |
| S | OCG | 8.780 | 7.24 | N2 | - | F | D | - | - | - | Ujfxu | Ahjqa | 90b | 90 | - | 3.848% | - |
| N | OWP | 92.100 | 8.25 | Dp2 | - | VV | NN | - | - | - | Ezsit | Bnbwj | 70r | 70 | - | 3.649% | - |
| Z-1 | BOP | 240.500 | 9.10 | Ett | - | CCC | UUU | - | - | - | Mzlnf | Hpjzp | 46-49 | 46 | - | 3.424% | - |
Pricing Speed
100% XXI mk Vkmhncmk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2 | ZEW | 952.620 | 9.99 | Jkk | - | UUU | GGG | ZZZ | - | - | Wrjxdzlr | 1sZ | 40-42 | 37 | 1kJ+37 | - | 884.00000 |
| M | OUX | 27.200 | 1.71 | O2 | - | S | E | H | - | - | Oghgb | Qffml | 85s | 80 | 3.72% | 3.752% | 44.95029 |
| H1 | GYY | 917.000 | 9.64 | Nww | - | GGG | AAA | VVV | - | - | Phuud | JUNJ | 40-42 | 37 | 3.23% | 3.258% | 13.85249 |
| G | IIV | 64.100 | 6.57 | Ja2 | - | ZZ | AA | AA | - | - | Npkkz | Nftrz | 65-70 | 60 | 3.52% | 3.551% | 32.33167 |
| U | KTJ | 11.600 | 6.80 | Dzz2 | - | UUU | HHH | YYY | - | - | Hyozg | Stoet | 120q | 115 | 4.06% | 4.103% | 79.92470 |
Tranche Comments
H1: Registration: 144T Iiou;
L2: Registration: 144C Uzrf;
G: Registration: 144C Apzi;
M: Registration: 144Y Lrbb;
U: Registration: 144B Knjo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | KLC | 953.840 | 4.45 | Eoo | - | GGG | VVV | - | - | - | Agpnf | WAEC | 43-45 | 45 | 3.04% | 3.061% | 16.75632 |
| C | GVL | 90.290 | 3.33 | Qh2 | - | OO | UU | - | - | - | Auylv | Ugpup | 65-70 | 77 | 3.45% | 3.475% | 56.99401 |
| M2 | OCX | 33.000 | 4.48 | Aff | - | DDD | GGG | - | - | - | Qkpveaui | 1oW | 43-45 | 45 | 1zO+45 | - | 487.00000 |
| T | IAI | 87.700 | 6.24 | D2 | - | S | E | - | - | - | Zsysg | Mbumc | 85-90 | 90 | 3.57% | 3.606% | 78.17217 |
| M | TNR | 27.800 | 5.99 | Vuu2 | - | XXX | LLL | - | - | - | Dywwq | Dlapv | 115-125 | 125 | 3.92% | 3.959% | 30.40356 |
Tranche Comments
L1: Registration: 144R Xmpx;
M2: Registration: 144G Jnne;
C: Registration: 144E Ktdj;
T: Registration: 144D Jmrm;
M: Registration: 144E Fquv;