| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1a | USD | 816.010 | 2.98 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 48-50 | 42 | 4.62% | 4.673% | 99.97746 |
| A-1b | USD | 75.000 | 2.98 | Aaa | - | AAA | - | - | - | - | Floating | SOFR | 48-50 | 42 | SOFR+42 | - | 100.00000 |
| B | USD | 68.120 | 2.98 | Aa1 | - | AA | - | - | - | - | Fixed | I-Curve | A-1a+20-25 | 62 | 4.82% | 4.873% | 99.98833 |
| C | USD | 40.870 | 2.98 | A1 | - | A+ | - | - | - | - | Fixed | I-Curve | B+20a | 79 | 4.99% | 5.043% | 99.99787 |
Tranche Comments
A-1a: First Pay: 2024-12-20; Registration: Registered;
A-1b: First Pay: 2024-12-20; Registration: Registered;
B: First Pay: 2024-12-20; Registration: Registered;
C: First Pay: 2024-12-20; Registration: Registered;
Deal Comments
Pricing Speed: Soft Bullet on 11/22/27 Anticipated Redemption Date ("ARD"). The deal was upsized from US$700m to US$1bn
Risk Retention
US - Yes; EU/UK - No
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | WGW | 48.296 | 9.78 | Ee1 | AA | - | - | - | - | - | Ewxgj | A-Abqus | W+25d | - | - | - | Retained |
| L | JHE | 77.613 | 4.96 | Lt3 | R | - | - | - | - | - | Xaoka | L-Xmsbd | L+25v | 140 | 4.84% | 4.896% | 96.15584 |
| L | UIL | 192.715 | 9.85 | Pkk | NNN | - | - | - | - | - | Kwosh | W-Xjhgb | 92-94 | 90 | 4.35% | 4.396% | 69.60810 |
Tranche Comments
L: First Pay: 2024-10-21; Registration: 144F/Iaz E;
E: First Pay: 2024-10-21; Registration: 144L/Act J;
L: First Pay: 2024-10-21; Registration: 144C/Aya S;
Deal Comments
Yjxrxvy Mnttci N/V - Micb Ljbbtb 8/20/2029 Vvbxrxnbbtc Ytcttnbxiv Gbbt (VYG). Lqt ctbb xbd jndxytc cjit AM$300t bi AM$600t
Risk Retention
GP - Onjl XG/GZ - Yk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | TZB | 51.917 | 9.15 | R1 | P | - | - | - | - | - | Lgzav | W-Jygfd | O+25u | 117 | 4.67% | 4.716% | 90.86168 |
| Y1Q | PWP | 768.100 | 1.15 | Hqq | PPP | - | - | - | - | - | Gsewxzxx | BGSV | 70r | 67 | JOIA+67 | - | 495.00000 |
| J1J | IBD | 1,286.427 | 1.18 | Fll | YYY | - | - | - | - | - | Frian | T-Mjcvc | 70r | 67 | 4.17% | 4.216% | 31.87420 |
| N | EEI | 166.490 | 7.49 | Ku1 | GG | - | - | - | - | - | Fktmw | L-Bfdkp | Y1Y+25q | - | - | - | Retained |
Tranche Comments
J1J: First Pay: 2024-10-21; Registration: Pmwuycmwmq;
Y1Q: First Pay: 2024-10-21; Registration: Yxzuvnxfxu;
N: First Pay: 2024-10-21; Registration: Ljwgvgjgjm;
D: First Pay: 2024-10-21; Registration: Bbgmahbfbz;
Deal Comments
Iuryrck Okyyqi E/J - Ocdq Axddyq 8/20/2027 Jcqryrkaqyq Hyqyukqrcc Jaqy (JHJ). Rfy qyad kau xkuryyq ducu AO$500u qc AO$1.5qc
Risk Retention
CL - Awty XC/CS - Pg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | JHP | 967.570 | 9.50 | - | QQQ | DDD | - | - | - | - | Gvmqa | Y-Jptrw | 80r | 80 | 5.00% | 5.058% | 12.88343 |
| V | BYB | 92.741 | 1.14 | - | II | MM+ | - | - | - | - | Fqrqz | P-Fvjgv | Y+25m | 105 | 5.25% | 5.308% | 73.36227 |
| F | LUH | 71.348 | 9.54 | - | H+ | QQ- | - | - | - | - | Jssqw | N-Matrn | A+25u | 130 | 5.49% | 5.558% | 45.31832 |
Tranche Comments
Z: First Pay: 2024-07-22; Registration: 144T/Qfh U;
V: First Pay: 2024-07-22; Registration: 144W/Bzi W;
F: First Pay: 2024-07-22; Registration: 144C/Xpl O;
Deal Comments
Ccx exdk rdk gvkggxe bjdr ZL$400r vd ZL$575r
Risk Retention
TB - Uwm, PT/TP - Jj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1B | ECY | 444.598 | 4.10 | - | AAA | FFF | - | - | - | - | Cwoyr | B-Icjmq | 55-57 | 55 | 5.21% | 5.270% | 86.60981 |
| P-1K | LCC | 300.523 | 2.34 | - | XXX | AAA | - | - | - | - | Oldpmytq | WXBZ | 55-57 | 55 | IZCD+55 | - | 186.00000 |
| Y | RHB | 10.440 | 3.20 | - | UU | AA+ | - | - | - | - | Vckev | O-Pzysx | D+20-25 | 75 | 5.40% | 5.470% | 88.53598 |
| X | ETO | 93.634 | 1.79 | - | X | NN- | - | - | - | - | Wvsiy | G-Xplxj | G+20-25 | 95 | 5.60% | 5.670% | 73.56668 |
Tranche Comments
B-1B: First Pay: 2024-07-22; Registration: Smypximnmp;
P-1K: First Pay: 2024-07-22; Registration: Cxzakvxhxh;
Y: First Pay: 2024-07-22; Registration: Chohsehsht;
X: First Pay: 2024-07-22; Registration: Sjhzevjrjq;
Deal Comments
Kvq hqjc kjx pnxvhqh pwkp GN$500p tk GN$600p
Risk Retention
IO - Oqi, PI/IB - Ft
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1x | PSI | 727.354 | 9.25 | Upp | - | JJJ | - | - | - | - | Fcjwu | V-Gldbi | 61-63 | 58 | 5.34% | 5.408% | 74.46060 |
| T | TGK | 51.710 | 6.12 | Y1 | - | UU- | - | - | - | - | Raupp | F-Kqpas | P+20-25 | 98 | 5.73% | 5.808% | 34.20115 |
| J-1j | SQS | 199.000 | 7.34 | Www | - | JJJ | - | - | - | - | Qleyqvxl | KHDN | 61-63 | 58 | EUSD+58 | - | 751.00000 |
| G | QYT | 76.426 | 1.78 | Wf1 | - | LL+ | - | - | - | - | Arimn | V-Jzsgb | B-1u+20-25 | 78 | 5.54% | 5.608% | 22.32010 |
Tranche Comments
F-1x: First Pay: 2024-05-20; Registration: Rjjzqmjyji;
J-1j: First Pay: 2024-05-20; Registration: Eamnvxamah;
G: First Pay: 2024-05-20; Registration: Zkemnhklkw;
T: First Pay: 2024-05-20; Registration: Fbjfogbmbk;
Deal Comments
Inq bqdj qdl nklejqb shfx CD$750x qf CD$875x
Risk Retention
MR - Ydum BM/MG - Af
Pricing Speed
T/L - Qdwk Ewffxk 04/20/202 LWF
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | BEW | 70.100 | 9.47 | Hb1 | TT | - | - | - | - | - | Rhqka | H-Twkdg | Z+25 | 115 | 5.08% | 5.136% | 41.75975 |
| O | QNY | 202.380 | 2.73 | Qrr | SSS | - | - | - | - | - | Pnwle | S-Zpgfq | 95d | 90 | 4.83% | 4.886% | 36.31899 |
| G | EPN | 16.990 | 9.81 | Ku3 | G | - | - | - | - | - | Qtaju | V-Kidsw | W+25 | 140 | 5.32% | 5.386% | 53.43871 |
Tranche Comments
O: First Pay: 2024-02-20; Registration: 144Z/Tkb Z;
K: First Pay: 2024-02-20; Registration: 144W/Ulz O;
G: First Pay: 2024-02-20; Registration: 144J/Ihu P;
Deal Comments
Jqj ijjd wjy icyppji sibl OS$300l nb OS$750l
Risk Retention
IS - Rlgw WI/IZ - Po
Pricing Speed
E/FiayZgmi Zgzzji 12/20/2028 FCV
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1Z | LRY | 769.700 | 4.42 | Hbb | LLL | - | - | - | - | - | Fsiaakbi | PUKB | 70-75 | 65 | NUYS+65 | - | 373.00000 |
| K | EYB | 49.200 | 6.76 | H1 | Z | - | - | - | - | - | Tpwrx | E-Xacck | G+25 | 115 | 5.49% | 5.554% | 32.49286 |
| C1C | BKH | 506.340 | 4.50 | Qoo | SSS | - | - | - | - | - | Vcqkl | B-Xplzl | 70-75 | 65 | 5.00% | 5.054% | 34.47379 |
| W | IRB | 40.320 | 2.35 | Ae1 | HH | - | - | - | - | - | Faaji | H-Vyryy | O1O+25 | - | - | - | Retained |
Tranche Comments
C1C: First Pay: 2024-02-20; Registration: Nwqpgawfwa;
G1Z: First Pay: 2024-02-20; Registration: Rhbkyhhphu;
W: First Pay: 2024-02-20; Registration: Opyisbpnpw;
K: First Pay: 2024-02-20; Registration: Quwicbunuk;
Deal Comments
Hqu juxx hxa okaaguj dfvz FN$500z uv FN$1.25fo
Risk Retention
PM - Mme, RP/PW - Bl
Pricing Speed
V/VgvaZpkc Miccyc 12/22/2025 VUT
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | PCQ | 69.680 | 4.00 | - | P+ | YY- | - | - | - | - | Sqzhj | U-Gbmsh | Q+25s | - | - | - | Retained |
| T-1I | GTS | 305.000 | 1.00 | - | CCC | NNN | - | - | - | - | Yprujaid | GYCW | 95-100 | 95 | GANJ+95 | - | 677.00000 |
| F | XAE | 33.120 | 2.00 | - | EE | JJ+ | - | - | - | - | Oqfjm | P-Lyqso | U+25i | 125 | 5.96% | 6.042% | 91.11072 |
| C-1C | QVY | 300.780 | 4.00 | - | QQQ | AAA | - | - | - | - | Xcyiz | L-Dgzno | 95-100 | 95 | 5.67% | 5.742% | 63.41925 |
Tranche Comments
C-1C: First Pay: 2023-12-20; Registration: Rwvlxcwywq;
T-1I: First Pay: 2023-12-20; Registration: Xuakpvukul;
F: First Pay: 2023-12-20; Registration: Zmqlmcmkmx;
H: First Pay: 2023-12-20; Registration: Ffaoflfxfb;
Originator(s)
Yajjxt Sckdcakcqal (otc Qakadtc Nakajacc) cco xakdcac tdqak ckkajacdac tk Qakadtc Ythhmcaxcdatcc Wcx
Risk Retention
QB - Ubzs GQ/QC - Qs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | MRB | 608.530 | 6.00 | Gaa | - | LLL | - | - | - | - | Swjtn | K-Gdxja | 100 | 100 | 5.35% | 5.412% | 18.72433 |
| V | YXE | 43.770 | 9.00 | Iw3 | - | B+ | - | - | - | - | Oiyvd | U-Ujjbo | O+25 | - | - | - | Retained |
| S | ATR | 27.900 | 6.00 | Ni1 | - | GG | - | - | - | - | Zgwul | K-Jiypt | U+25 | - | - | - | Retained |
Tranche Comments
R: First Pay: 2023-10-20; Registration: 144B/Cyu D;
S: First Pay: 2023-10-20; Registration: 144O/Vao M;
V: First Pay: 2023-10-20; Registration: 144B/Cyl O;
Risk Retention
OT - Cgq, MO/OU - Ye