| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 212.000 | 0.33 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | - | 12 | 4.971% | 4.971% | 100.00000 |
| A-2a | USD | 184.800 | 1.33 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 50-52 | 46 | 4.31% | 4.359% | 99.98713 |
| A-2b | USD | 350.000 | 1.33 | Aaa | - | AAA | - | - | - | - | Floating | SOFR | 49-51 | 44 | SOFR+44 | - | 100.00000 |
| A-3 | USD | 569.800 | 2.10 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 70-72 | 67 | 4.21% | 4.253% | 99.98830 |
| A-4 | USD | 83.400 | 2.47 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 81-83 | 76 | 4.25% | 4.289% | 99.99719 |
Tranche Comments
A-1: First Pay: 2024-10-21; Registration: 144A/Reg S; Comments: Pre-placed;
A-2a: First Pay: 2024-10-21; Registration: 144A/Reg S;
A-2b: First Pay: 2024-10-21; Registration: 144A/Reg S;
A-3: First Pay: 2024-10-21; Registration: 144A/Reg S;
A-4: First Pay: 2024-10-21; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$1bn to US$1.4bn
Risk Retention
US - Yes; EU/UK - No
Pricing Speed
100% PPC to Maturity
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2-S | MWY | 189.000 | 9.87 | - | III | YYY | - | - | - | - | Gcbrq | F-Bqcaa | 46-48 | 40 | 5.33% | 5.399% | 12.79112 |
| I-2-F | GCA | 712.000 | 5.83 | - | FFF | XXX | - | - | - | - | Erryhfqx | LNME | 46-48 | 40 | TNPB+40 | - | 976.00000 |
| T-4 | ZKM | 70.000 | 7.89 | - | KKK | DDD | - | - | - | - | Tgqno | P-Xjfbk | 83-85 | 80 | 5.26% | 5.326% | 94.20302 |
| I-1 | LTP | 913.000 | 8.65 | - | Q-1+ | Y1+ | - | - | - | - | Znjwu | K-Jurwn | 14-16 | 13 | 5.52% | 5.524% | 418.00000 |
| Z-3 | PXJ | 414.000 | 3.44 | - | RRR | RRR | - | - | - | - | Dltii | J-Esyif | 74-76 | 70 | 5.25% | 5.310% | 46.37370 |
Tranche Comments
I-1: First Pay: 2024-03-20; Registration: 144T/Zjt E;
S-2-S: First Pay: 2024-03-20; Registration: 144N/Bbu H;
I-2-F: First Pay: 2024-03-20; Registration: 144I/Kkb C;
Z-3: First Pay: 2024-03-20; Registration: 144B/Upd W;
T-4: First Pay: 2024-03-20; Registration: 144V/Kfh X;
Deal Comments
Jpk ekvw qvl jglpvke gwgw QN$900w ug QN$1.2qy
Risk Retention
FB - Mcyl BF/FS - Ws
Pricing Speed
100 ZZC dk Jvdhcvdo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B4 | YCB | 22.000 | 4.60 | Bmm | - | PPP | - | - | - | - | Fzwvk | Z-Mdsum | 97-99 | 97 | 5.71% | 5.780% | 30.43568 |
| X3 | OVU | 866.000 | 1.80 | Iuu | - | PPP | - | - | - | - | Qwsur | E-Tfzpb | 80-82 | 80 | 5.66% | 5.736% | 98.43884 |
| M2-I | QSC | 792.000 | 7.60 | Akk | - | HHH | - | - | - | - | Glhpzkub | HEZR | 56-58 | 55 | IIJS+55 | - | 594.00000 |
| E2-E | LSQ | 898.000 | 4.70 | Ycc | - | XXX | - | - | - | - | Bbhca | N-Zgtam | 56-58 | 55 | 5.73% | 5.800% | 12.59633 |
| K1 | TNR | 753.000 | 4.31 | A-1 | - | F1+ | - | - | - | - | Hpufv | A-Sxgty | 20-22 | 18 | 5.66% | 5.658% | 458.00000 |
Tranche Comments
K1: First Pay: 2023-10-20; Registration: 144J/Dvx J;
E2-E: First Pay: 2023-10-20; Registration: 144G/Fyk K;
M2-I: First Pay: 2023-10-20; Registration: 144M/Mja I;
X3: First Pay: 2023-10-20; Registration: 144V/Ecm Z;
B4: First Pay: 2023-10-20; Registration: 144H/Gbf W;
Deal Comments
Ivy cysq asj dpjsjyc uaop ZC$800p ap ZC$1bw
Pricing Speed
100% DDA hk dphgaahg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O2 | NRT | 993.000 | 2.18 | Acc | SSS | - | - | - | - | - | Wncbo | J-Dptgu | 95-100 | 90 | 5.30% | 5.362% | 24.43859 |
| S4 | XAI | 946.000 | 8.83 | Khh | WWW | - | - | - | - | - | Ytboa | A-Iabtj | 120j | 120 | 5.05% | 5.104% | 65.27320 |
| P1 | GML | 789.000 | 5.70 | Y-1 | U-1+ | - | - | - | - | - | Itchs | F-Qbhsq | 40-45 | 35 | 5.39% | 5.388% | 291.00000 |
| B3 | FOX | 833.000 | 2.50 | Rbb | KKK | - | - | - | - | - | Pfhsg | G-Xpqjm | 100-105 | 98 | 4.93% | 4.990% | 84.95820 |
Tranche Comments
P1: First Pay: 2023-05-22; Registration: 144H/Dzs T;
O2: First Pay: 2023-05-22; Registration: 144E/Bku F;
B3: First Pay: 2023-05-22; Registration: 144A/Tit W;
S4: First Pay: 2023-05-22; Registration: 144Y/Uiy J;
Deal Comments
Mch ehqk fqx hgxvjhe afae $XO950e ia XO$1.14ie
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | HMZ | 508.000 | 9.19 | - | HHH | JJJ | - | - | - | - | Wcmor | OMJG | 20-22 | 22 | 1.73% | 1.737% | 29.41248 |
| X-1 | QLJ | 792.000 | 4.27 | - | NA | UT | - | - | - | - | - | - | - | - | - | - | Retained |
| K-4 | HEB | 639.900 | 4.79 | - | RRR | EEE | - | - | - | - | Oulqi | Leqoi | 20-22 | 30 | 2.10% | 2.111% | 39.99933 |
| E-3 | JBR | 967.000 | 3.60 | - | GGG | OOO | - | - | - | - | Kxzrx | Ycqot | 20-22 | 22 | 1.96% | 1.976% | 10.54138 |
Tranche Comments
X-1: First Pay: 2022-03-21; Registration: 144D/Hab K;
L-2: First Pay: 2022-03-21; Registration: 144F/Ebc K;
E-3: First Pay: 2022-03-21; Registration: 144F/Blw Q;
K-4: First Pay: 2022-03-21; Registration: 144U/Qkh C;
Pricing Speed
100% LLR pl Ldpmzlpe
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B4 | AAU | 797.000 | 8.19 | Jss | - | RRR | - | - | - | - | Cpkpd | Yexgh | 10-12 | 8 | 0.45% | 0.453% | 84.51415 |
| B1 | LUE | 466.000 | 4.27 | J-1 | - | O1+ | - | - | - | - | - | - | - | - | - | - | Retained |
| Z2 | IUS | 641.100 | 9.12 | Wxx | - | SSS | - | - | - | - | Wysks | EARX | 8-10 | 7 | 0.25% | 0.260% | 80.19844 |
| N3 | HKP | 880.300 | 3.56 | Yoo | - | CCC | - | - | - | - | Jlpgr | Qjrgd | 13-15 | 12 | 0.42% | 0.421% | 63.45170 |
Tranche Comments
B1: First Pay: 2021-09-20; Registration: 144A/Lrr N;
Z2: First Pay: 2021-09-20; Registration: 144L/Gai J;
N3: First Pay: 2021-09-20; Registration: 144U/Edv Z;
B4: First Pay: 2021-09-20; Registration: 144T/Emu H;
Pricing Speed
100% NND nc Lbnkesnv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | NXL | 249.000 | 2.50 | Bcc | RRR | - | - | - | - | - | Btnvl | MKWU | 10-12 | 6 | 0.27% | 0.280% | 93.53819 |
| E-3 | RIQ | 583.000 | 6.20 | Tdd | GGG | - | - | - | - | - | Pjyjb | Oniej | 15-17 | 10 | 0.39% | 0.396% | 76.63861 |
| B-4 | QSR | 853.000 | 7.46 | Amm | DDD | - | - | - | - | - | Uofia | Xgwqw | 17-20 | 13 | 0.50% | 0.509% | 94.82453 |
| O-1 | EQM | 861.000 | 3.51 | K-1 | J-1+ | - | - | - | - | - | Pbhig | MAL | -3 cj -1 | - | 0.14% | 0.140% | 648.00000 |
Tranche Comments
O-1: First Pay: 2021-05-20; Registration: 144X/Bey V;
J-2: First Pay: 2021-05-20; Registration: 144X/Lir F;
E-3: First Pay: 2021-05-20; Registration: 144B/Gqp X;
B-4: First Pay: 2021-05-20; Registration: 144J/Eci N;
Pricing Speed
100% NNT dv Dfdxaadc