| 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 |
|---|
| I-2 | TLM | 36.000 | 6.52 | Mww | - | WWW | - | - | - | - | Nebbpzcy | ATJC | 120-125 | 110 | EGKB+110 | - | 415.00000 |
| C-1 | KZE | 631.200 | 1.86 | Thh | - | AAA | - | - | - | - | Ujxyl | A-Pqhnv | 120-125 | 110 | 6.16% | 6.246% | 59.62337 |
| Z | YXD | 80.880 | 2.67 | Ohh1 | - | AAA | - | - | - | - | - | - | - | - | - | - | Retained |
| U | KET | 52.120 | 5.88 | Ga2 | - | U | - | - | - | - | Ofqzg | U-Txtpa | 165-175 | 160 | 6.15% | 6.239% | 39.73126 |
| J | OHO | 24.920 | 9.96 | Rjj | - | JJ | - | - | - | - | Hnkjx | I-Jlrrh | 145-155 | 140 | 5.97% | 6.047% | 64.84788 |
Tranche Comments
C-1: First Pay: 2023-10-16; Registration: 144Q/Fuu R;
I-2: First Pay: 2023-10-16; Registration: 144W/Lad N;
J: First Pay: 2023-10-16; Registration: 144O/Gyy W;
U: First Pay: 2023-10-16; Registration: 144P/Kka P;
Z: First Pay: 2023-10-16; Registration: 144N/Nkz V;
Pricing Speed
50% RRJ ns pcnxwini
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | CPV | 735.300 | 4.94 | Qii | - | NNN | - | - | - | - | Wlqqf | L-Itnro | 130-135 | 125 | 5.65% | 5.719% | 79.90060 |
| Q | JXW | 83.640 | 8.84 | L2 | - | K | - | - | - | - | Gmkbg | T-Dgdig | 235-245 | 220 | 6.07% | 6.151% | 21.42620 |
| U | EOJ | 30.240 | 1.55 | Trr2 | - | OOO | - | - | - | - | Qyiju | B-Hhzsv | 295-305 | 285 | 6.69% | 6.791% | 76.13883 |
| O-2 | EXD | 77.000 | 9.85 | Mvv | - | BBB | - | - | - | - | Emqktwlt | QQAX | 130-135 | 125 | XEED+125 | - | 143.00000 |
| D | BJC | 69.510 | 5.10 | Zp2 | - | EE | - | - | - | - | Safpq | H-Hwpve | 190-200 | 170 | 5.59% | 5.659% | 42.94607 |
Tranche Comments
S-1: First Pay: 2023-05-15; Registration: 144H/Tio T;
O-2: First Pay: 2023-05-15; Registration: 144Z/Tnl A;
D: First Pay: 2023-05-15; Registration: 144M/Ncj K;
Q: First Pay: 2023-05-15; Registration: 144O/Mmg M;
U: First Pay: 2023-05-15; Registration: 144N/Osa A;
Deal Comments
Wxg ygql eqj xajjqgy kxhm HR$500m jh HR$750m
Risk Retention
MX - Qid, OM - Fg
Pricing Speed
50% AAD hl Othaljhv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | WUY | 46.320 | 8.64 | D2 | - | O | - | - | - | - | Wralg | Guuik | 70-75 | 67 | 1.23% | 1.234% | 51.37213 |
| J-1 | VCF | 833.845 | 4.48 | Zjj | - | MMM | - | - | - | - | Cylvx | PBBV | 27-30 | 23 | 0.47% | 0.477% | 76.64563 |
| K | OXB | 70.300 | 7.15 | Us2 | - | SS | - | - | - | - | Zmyuh | Rbvyb | 50-55 | 45 | 1.00% | 0.995% | 49.54192 |
| Q | JAE | 38.830 | 8.18 | Spp2 | - | WWW | - | - | - | - | Ipqmw | Fihiz | 100-105 | 95 | 1.53% | 1.528% | 71.82860 |
| O-2 | SLS | 370.000 | 4.40 | Wtt | - | QQQ | - | - | - | - | Zurhpqar | 1aV | 27-30 | 23 | 1jA+23 | - | 281.00000 |
Tranche Comments
J-1: First Pay: 2021-04-15; Registration: 144F/Pyv B;
O-2: First Pay: 2021-04-15; Registration: 144C/Vmu D;
K: First Pay: 2021-04-15; Registration: 144U/Ljo I;
A: First Pay: 2021-04-15; Registration: 144J/Vea B;
Q: First Pay: 2021-04-15; Registration: 144A/Jku Y;
Pricing Speed
50% KKI kl jokuztkx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | GWW | 17.190 | 2.18 | Rk2 | - | ZZ | EE | - | - | - | Zyvvs | Zkxic | 115-125 | 100 | 1.24% | 1.247% | 20.58558 |
| Y | PCO | 63.790 | 9.79 | Yww2 | - | QQQ | AAA | - | - | - | Qokuj | Gbhzl | 275-285 | 260 | 2.83% | 2.852% | 77.36504 |
| O1 | TBI | 455.810 | 2.89 | Zjj | - | QQQ | ZZZ | - | - | - | Zbyjh | QODR | 75-80 | 65 | 0.87% | 0.874% | 56.88890 |
| N2 | UQO | 704.000 | 9.76 | Joo | - | VVV | TTT | - | - | - | Esurbqro | 1bH | 75-80 | 65 | - | - | 158.00000 |
| B | HRS | 27.480 | 2.11 | W2 | - | F | V | - | - | - | Oblsf | Wgarv | 205-215 | 190 | 2.14% | 2.150% | 62.60592 |
Tranche Comments
O1: First Pay: 2020-08-17; Registration: 144A/Onp Z;
N2: First Pay: 2020-08-17; Registration: 144J/Bho G;
E: First Pay: 2020-08-17; Registration: 144Z/Gly N;
B: First Pay: 2020-08-17; Registration: 144Z/Zfg Z;
Y: First Pay: 2020-08-17; Registration: 144O/Jkc G;
Deal Comments
DMBW Yrpmpwrvn Tp
Volcker Compliance
WH PP syqmqwurmn Xy
Pricing Speed
50% XXW bc Eebpphbu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | CHQ | 42.000 | 5.74 | Rzz | - | YYY | XXX | - | - | - | Kzuvxdat | 1qG | 47-50 | 48 | 1xG+48 | - | 375.00000 |
| U-1 | EBH | 419.300 | 2.71 | Hll | - | EEE | UUU | - | - | - | Jgjye | OZMX | 47-50 | 48 | 1.95% | 1.967% | 49.35070 |
| H | APM | 44.980 | 5.90 | Fq2 | - | SS | TT | - | - | - | Tawiz | Dxaua | 70j | 68 | 2.05% | 2.063% | 30.28514 |
| T | WCW | 2.510 | 4.21 | Eqq2 | - | QQQ | LLL | - | - | - | Mjkus | Xkmlv | 130-135 | 135 | 2.71% | 2.730% | 28.43222 |
| N | PNK | 3.220 | 3.27 | P2 | - | V | F | - | - | - | Owngr | Icyls | 90q | 90 | 2.27% | 2.282% | 57.27431 |
Tranche Comments
U-1: First Pay: 2019-09-16; Registration: 144E Susm;
A-2: First Pay: 2019-09-16; Registration: 144P Mfnm;
H: First Pay: 2019-09-16; Registration: 144A Wdgh;
N: First Pay: 2019-09-16; Registration: 144T Ihvy;
T: First Pay: 2019-09-16; Registration: 144J Btck;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | MBM | 89.820 | 2.90 | Kk2 | - | TT | UU | - | - | - | Eiisp | Xoiuc | 70-75 | 65 | 3.10% | 3.123% | 50.95816 |
| B | GHC | 43.200 | 5.96 | Sss2 | - | RRR | TTT | - | - | - | Juguu | Butol | 130-135 | 135 | 3.78% | 3.819% | 25.32873 |
| Q1 | IGN | 687.540 | 6.19 | Sii | - | MMM | PPP | - | - | - | Yfxzy | WMZK | 42-45 | 40 | 2.94% | 2.966% | 47.34439 |
| V | YIR | 73.600 | 2.98 | D2 | - | O | P | - | - | - | Lyosi | Wlnlt | 95-100 | 90 | 3.34% | 3.370% | 59.50269 |
| W2 | ZAA | 48.000 | 3.83 | Gvv | - | SSS | EEE | - | - | - | Nplavbrr | 1oO | 42-45 | 40 | - | - | 232.00000 |
Tranche Comments
Q1: Registration: 144I Mzlw;
W2: Registration: 144R Ypkt;
T: Registration: 144W Ncqo;
V: Registration: 144I Mzjq;
B: Registration: 144W Sefn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | ZXN | 5.330 | 3.74 | B2 | - | R | A | - | - | - | Wytrt | Vulbk | 90o | 90 | 3.81% | 3.848% | 31.16344 |
| L | TWD | 5.860 | 5.63 | Cnn2 | - | ZZZ | PPP | - | - | - | Oalqd | Voodn | 125-130 | 130 | 4.21% | 4.248% | 69.95562 |
| I-1 | EZI | 754.900 | 6.70 | Knn | - | NNN | AAA | - | - | - | Cgbys | Ckght | 46-49 | 46 | 3.39% | 3.424% | 95.48780 |
| W-2 | IKK | 365.000 | 4.30 | Ttt | - | TTT | ZZZ | - | - | - | Zcykuuvw | 1eT | 46-49 | 48 | 1aD+48 | - | 735.00000 |
| H | LNI | 40.300 | 3.88 | Xp2 | - | MM | ZZ | - | - | - | Lcozy | Trioy | 70e | 70 | 3.62% | 3.649% | 67.63904 |
Tranche Comments
I-1: Registration: 144F/End I;
W-2: Registration: 144A/Nvm H;
H: Registration: 144D/Bcg U;
J: Registration: 144O/Kin E;
L: Registration: 144N/Rtj A;
Pricing Speed
100% SSK gm Gdgvmega
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | VRA | 50.900 | 7.24 | X2 | - | J | Y | B | - | - | Asjiv | Hqmvy | 85s | 80 | 3.72% | 3.752% | 11.62640 |
| H | LPZ | 39.300 | 5.16 | Va2 | - | DD | QQ | WW | - | - | Iyvhg | Qcerv | 65-70 | 60 | 3.52% | 3.551% | 96.14278 |
| S | AAG | 85.900 | 6.30 | Rii2 | - | VVV | DDD | GGG | - | - | Xptqw | Yddxd | 120j | 115 | 4.06% | 4.103% | 17.48160 |
| M2 | OFK | 590.930 | 6.42 | Aqq | - | DDD | EEE | KKK | - | - | Uzwqtqqm | 1xQ | 40-42 | 37 | 1yV+37 | - | 793.00000 |
| O1 | CXY | 762.000 | 7.67 | Xtt | - | III | BBB | OOO | - | - | Nitgh | HBNX | 40-42 | 37 | 3.23% | 3.258% | 41.11240 |
Tranche Comments
O1: Registration: 144C Mvub;
M2: Registration: 144U Qahm;
H: Registration: 144F Nocp;
O: Registration: 144J Wvei;
S: Registration: 144L Hmef;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | UPS | 78.300 | 7.36 | D2 | - | R | S | - | - | - | Fcqaj | Etutw | 85-90 | 90 | 3.57% | 3.606% | 77.72964 |
| Z1 | AND | 948.190 | 8.89 | Edd | - | RRR | RRR | - | - | - | Vbrxy | ERQU | 43-45 | 45 | 3.04% | 3.061% | 85.46432 |
| H | TXV | 68.580 | 5.40 | Mk2 | - | CC | ZZ | - | - | - | Qfiyb | Gmdxw | 65-70 | 77 | 3.45% | 3.475% | 35.13051 |
| G2 | ICW | 68.000 | 7.94 | Hhh | - | XXX | TTT | - | - | - | Xulurxew | 1tJ | 43-45 | 45 | 1eH+45 | - | 744.00000 |
| N | ZIH | 94.400 | 6.68 | Eww2 | - | OOO | MMM | - | - | - | Fgtwt | Bbxen | 115-125 | 125 | 3.92% | 3.959% | 76.55681 |
Tranche Comments
Z1: Registration: 144F Mjvo;
G2: Registration: 144Y Jouf;
H: Registration: 144C Ffnh;
X: Registration: 144L Siua;
N: Registration: 144D Msvn;