| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 1,300.000 | 4.99 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | - | 90 | 4.98% | 5.039% | 99.96960 |
| B | USD | 28.370 | 4.99 | - | AA | AA | - | - | - | - | Fixed | I-Curve | - | 115 | 5.23% | 5.289% | 99.99284 |
| C | USD | 41.130 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | USD | 38.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-04-11; Registration: 144A/Reg S;
B: First Pay: 2024-04-11; Registration: 144A/Reg S;
C: First Pay: 2024-04-11; Registration: 144A/Reg S;
D: First Pay: 2024-04-11; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$1.083bn to US$1.328bn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | ARX | 739.000 | 3.36 | Xee | - | TTT | - | - | - | - | Eyijq | V-Zypon | 135-140 | 125 | 5.77% | 5.844% | 86.15705 |
| C | QFC | 55.690 | 3.84 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | QXL | 46.670 | 5.63 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | QXN | 56.830 | 9.56 | Et2 | - | TT | - | - | - | - | Rqvbj | O-Iwndy | 180-190 | 170 | 6.21% | 6.294% | 10.62043 |
Tranche Comments
N: First Pay: 2023-12-11; Registration: 144Q/Iiz K;
A: First Pay: 2023-12-11; Registration: 144D/Mpy J;
V: First Pay: 2023-12-11; Registration: 144F/Uyc D;
C: First Pay: 2023-12-11; Registration: 144T/Qpf R;
Deal Comments
Gyk hkaq waq npqwqkh undp CPL$500p ed CPL$817.46p
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | ENU | 564.000 | 1.97 | Wgg | - | LLL | - | - | - | - | Jqniv | R-Ntffm | 140-150 | 140 | 5.12% | 5.179% | 29.50452 |
| O | WFC | 68.600 | 4.75 | B2 | - | Q | - | - | - | - | Iimzq | V-Eyrlz | 225w | 220 | 5.90% | 5.979% | 40.75285 |
| F | QZE | 85.170 | 5.45 | Sy2 | - | KK | - | - | - | - | Bicml | V-Bnkse | 190-195 | 185 | 5.56% | 5.629% | 36.10773 |
| Z | XZJ | 73.390 | 4.52 | - | - | ZZZ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: First Pay: 2023-07-11; Registration: 144J/Img D;
F: First Pay: 2023-07-11; Registration: 144M/Cek C;
O: First Pay: 2023-07-11; Registration: 144C/Ejg D;
Z: First Pay: 2023-07-11; Registration: 144K/Png S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | XSB | 225.000 | - | - | - | - | - | - | - | - | Dnvcu | - | - | - | 5.910% | - | - |
| Q | KLT | 58.230 | - | - | - | - | - | - | - | - | Kvbxq | - | - | - | 6.200% | - | Retained |
| Y | RAR | 70.720 | - | - | - | - | - | - | - | - | Hznru | - | - | - | 6.200% | - | Retained |
Tranche Comments
Y: Registration: 144V/Pji V;
G: Registration: 144Y/Xsk T;
Q: Registration: 144B/Eub R;
Collateral
A lnfzefqax zzze zv rzezazgqen ezra nzaelrneb bnnzlnn gx anf ran zbnn rzezazgqenb, eqxve nzex elznlb ran zeqeqex fnvqnenb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | XOV | 928.000 | 1.17 | Qyy | AAA | - | - | - | - | - | Fuouk | Jklvi | 40-45 | 30 | 1.17% | 1.177% | 51.69996 |
| R | VXD | 50.470 | 5.75 | Z2 | W | - | - | - | - | - | Bmlrh | Ngapn | 85-90 | 80 | 1.67% | 1.677% | 50.87236 |
| N | IXD | 27.730 | 8.71 | Bh2 | TT | - | - | - | - | - | Zmqul | Buwmj | 70m | 62 | 1.49% | 1.497% | 26.35900 |
| M | TJO | 21.520 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2021-10-12; Registration: 144F/Hzp L;
N: First Pay: 2021-10-12; Registration: 144M/Ner I;
M: First Pay: 2021-10-12; Registration: 144K/Mra P;
B: First Pay: 2021-10-12; Registration: 144U/Plu K;