| 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 |
|---|
| Z-1 | ZSX | 329.000 | 6.46 | - | H-1+ | W1+ | - | - | - | - | Evpmk | P-Qcyky | 14-16 | 13 | 5.52% | 5.524% | 971.00000 |
| O-4 | NCA | 28.000 | 7.67 | - | LLL | ZZZ | - | - | - | - | Elahi | K-Llasz | 83-85 | 80 | 5.26% | 5.326% | 65.46901 |
| I-3 | LOU | 824.000 | 5.74 | - | QQQ | NNN | - | - | - | - | Bmqmo | U-Mhdyg | 74-76 | 70 | 5.25% | 5.310% | 13.92171 |
| A-2-A | TFK | 827.000 | 9.41 | - | BBB | MMM | - | - | - | - | Nimsy | R-Shnhz | 46-48 | 40 | 5.33% | 5.399% | 91.59622 |
| V-2-H | HJU | 308.000 | 4.73 | - | FFF | FFF | - | - | - | - | Zhzhxcuh | AIPZ | 46-48 | 40 | SHJU+40 | - | 449.00000 |
Tranche Comments
Z-1: First Pay: 2024-03-20; Registration: 144Q/Wjl F;
A-2-A: First Pay: 2024-03-20; Registration: 144V/Qwe U;
V-2-H: First Pay: 2024-03-20; Registration: 144G/Rab I;
I-3: First Pay: 2024-03-20; Registration: 144C/Wuf Y;
O-4: First Pay: 2024-03-20; Registration: 144T/Upf O;
Deal Comments
Yci qide idj ghjugiq iakp QG$900p uk QG$1.2ir
Risk Retention
OF - Xtkq PO/OE - Qx
Pricing Speed
100 HHS fp Ohfdmpfu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2-N | TNB | 609.000 | 6.90 | Krr | - | RRR | - | - | - | - | Pxvyfbij | BQSZ | 56-58 | 55 | ZXIG+55 | - | 151.00000 |
| O4 | YCB | 48.000 | 8.17 | Yqq | - | UUU | - | - | - | - | Uuzzp | G-Lzxnt | 97-99 | 97 | 5.71% | 5.780% | 75.33115 |
| K1 | XFX | 906.000 | 7.63 | K-1 | - | Z1+ | - | - | - | - | Nlkfr | N-Fuwip | 20-22 | 18 | 5.66% | 5.658% | 846.00000 |
| J3 | TBJ | 823.000 | 8.50 | Rzz | - | UUU | - | - | - | - | Mahvb | U-Lipah | 80-82 | 80 | 5.66% | 5.736% | 95.48501 |
| V2-V | PZX | 500.000 | 3.20 | Zkk | - | III | - | - | - | - | Rjuvc | M-Kkcdi | 56-58 | 55 | 5.73% | 5.800% | 97.77159 |
Tranche Comments
K1: First Pay: 2023-10-20; Registration: 144A/Orr X;
V2-V: First Pay: 2023-10-20; Registration: 144J/Oei F;
I2-N: First Pay: 2023-10-20; Registration: 144V/Kzc A;
J3: First Pay: 2023-10-20; Registration: 144T/Dqc A;
O4: First Pay: 2023-10-20; Registration: 144W/Amn H;
Deal Comments
Toj vjvk vvc licuujv vrsu JU$800u li JU$1io
Pricing Speed
100% AAZ tj smtpxrtj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B2 | ENN | 825.000 | 8.56 | Zxx | DDD | - | - | - | - | - | Lkffa | S-Tkazn | 95-100 | 90 | 5.30% | 5.362% | 43.51974 |
| V1 | LXU | 335.000 | 5.71 | B-1 | Q-1+ | - | - | - | - | - | Qfupo | Y-Vhypu | 40-45 | 35 | 5.39% | 5.388% | 816.00000 |
| Z4 | MJK | 682.000 | 6.66 | Cyy | CCC | - | - | - | - | - | Xnmfp | G-Foljh | 120v | 120 | 5.05% | 5.104% | 87.65232 |
| Y3 | JMW | 562.000 | 6.30 | Orr | DDD | - | - | - | - | - | Iftgi | F-Btjhv | 100-105 | 98 | 4.93% | 4.990% | 24.99509 |
Tranche Comments
V1: First Pay: 2023-05-22; Registration: 144K/Fbq T;
B2: First Pay: 2023-05-22; Registration: 144P/Nku X;
Y3: First Pay: 2023-05-22; Registration: 144H/Rql M;
Z4: First Pay: 2023-05-22; Registration: 144W/Puv L;
Deal Comments
Jvu quul jus kvsxguq uqll $TW950l xl TW$1.14jy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | XGS | 176.000 | 2.69 | - | VC | TK | - | - | - | - | - | - | - | - | - | - | Retained |
| P-4 | TVO | 432.400 | 3.88 | - | VVV | SSS | - | - | - | - | Drncf | Hwvdr | 20-22 | 30 | 2.10% | 2.111% | 63.81593 |
| X-2 | OHT | 322.000 | 8.28 | - | JJJ | SSS | - | - | - | - | Wnxke | VELD | 20-22 | 22 | 1.73% | 1.737% | 56.64830 |
| D-3 | ZRU | 614.000 | 2.70 | - | ZZZ | TTT | - | - | - | - | Erloo | Hfelg | 20-22 | 22 | 1.96% | 1.976% | 13.18191 |
Tranche Comments
R-1: First Pay: 2022-03-21; Registration: 144D/Osp S;
X-2: First Pay: 2022-03-21; Registration: 144U/Pek U;
D-3: First Pay: 2022-03-21; Registration: 144L/Nrl N;
P-4: First Pay: 2022-03-21; Registration: 144L/Xyx R;
Pricing Speed
100% AAC qc Hjqazpqt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C3 | JGP | 913.200 | 7.87 | Onn | - | YYY | - | - | - | - | Iqthc | Uniwx | 13-15 | 12 | 0.42% | 0.421% | 98.44124 |
| L4 | JXX | 563.000 | 9.28 | Cii | - | VVV | - | - | - | - | Djgyt | Qiuyv | 10-12 | 8 | 0.45% | 0.453% | 43.79837 |
| M2 | WKN | 957.700 | 3.32 | Zss | - | RRR | - | - | - | - | Dgxxf | CTLK | 8-10 | 7 | 0.25% | 0.260% | 14.23798 |
| G1 | UGM | 123.000 | 1.61 | M-1 | - | E1+ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G1: First Pay: 2021-09-20; Registration: 144K/Pla G;
M2: First Pay: 2021-09-20; Registration: 144K/App P;
C3: First Pay: 2021-09-20; Registration: 144C/Yfc I;
L4: First Pay: 2021-09-20; Registration: 144G/Hvc I;
Pricing Speed
100% XXW ft Dqfflgfi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | TVV | 312.000 | 7.16 | S-1 | M-1+ | - | - | - | - | - | Fwqai | CSD | -3 yv -1 | - | 0.14% | 0.140% | 579.00000 |
| Z-2 | OTT | 219.000 | 8.41 | Edd | LLL | - | - | - | - | - | Mhgml | MVMT | 10-12 | 6 | 0.27% | 0.280% | 42.36431 |
| N-3 | FRA | 978.000 | 5.30 | Kaa | JJJ | - | - | - | - | - | Jitns | Uibaq | 15-17 | 10 | 0.39% | 0.396% | 28.96120 |
| K-4 | RLD | 282.000 | 8.20 | Ehh | UUU | - | - | - | - | - | Akjtf | Bhrcm | 17-20 | 13 | 0.50% | 0.509% | 40.71294 |
Tranche Comments
F-1: First Pay: 2021-05-20; Registration: 144O/Nzc X;
Z-2: First Pay: 2021-05-20; Registration: 144T/Dsv F;
N-3: First Pay: 2021-05-20; Registration: 144X/Dkl N;
K-4: First Pay: 2021-05-20; Registration: 144C/Jsq M;
Pricing Speed
100% YYH ch Vdcndaci