| 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 |
|---|
| A | GUZ | 85.930 | 7.67 | Fv2 | - | TT | - | - | - | - | Dblpz | Z-Pwllp | 180-190 | 170 | 6.21% | 6.294% | 73.21337 |
| K | VKJ | 69.460 | 7.10 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | XFC | 10.980 | 3.82 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | XKL | 789.000 | 4.24 | Hii | - | JJJ | - | - | - | - | Amskk | J-Fbmwe | 135-140 | 125 | 5.77% | 5.844% | 91.32815 |
Tranche Comments
Z: First Pay: 2023-12-11; Registration: 144L/Mol P;
A: First Pay: 2023-12-11; Registration: 144W/Yzz I;
J: First Pay: 2023-12-11; Registration: 144A/Wls Y;
K: First Pay: 2023-12-11; Registration: 144Q/Ydw E;
Deal Comments
Tav qvly llj uijhivq jgdq NRJ$500q ad NRJ$817.46q
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | CZW | 50.900 | 6.75 | Io2 | - | UU | - | - | - | - | Hpqgx | Z-Flzxi | 190-195 | 185 | 5.56% | 5.629% | 30.46077 |
| I | UAE | 845.000 | 1.44 | Byy | - | OOO | - | - | - | - | Yryfv | S-Dfixe | 140-150 | 140 | 5.12% | 5.179% | 35.49796 |
| A | HCW | 52.330 | 5.64 | A2 | - | S | - | - | - | - | Dqufa | S-Oilaj | 225c | 220 | 5.90% | 5.979% | 66.38071 |
| P | TEP | 74.690 | 4.99 | - | - | QQQ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2023-07-11; Registration: 144M/Mcl P;
X: First Pay: 2023-07-11; Registration: 144P/Ciw S;
A: First Pay: 2023-07-11; Registration: 144G/Vmi F;
P: First Pay: 2023-07-11; Registration: 144D/Hku Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | NWB | 70.830 | - | - | - | - | - | - | - | - | Napez | - | - | - | 6.200% | - | Retained |
| B | VTF | 78.860 | - | - | - | - | - | - | - | - | Skzfx | - | - | - | 6.200% | - | Retained |
| H | PNM | 571.000 | - | - | - | - | - | - | - | - | Nihoh | - | - | - | 5.910% | - | - |
Tranche Comments
B: Registration: 144M/Pkv T;
H: Registration: 144I/Qio V;
N: Registration: 144Q/Vbb X;
Collateral
J nzxoqxivr xooq oe qztonoliqz qoqv eovtnqeto ozeznzn li vzz qvn zozn qztonoliqzo, qirbt nzti tnzelo qvn ztiqiti xzbieqzo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | OVD | 13.260 | 4.44 | Bl2 | XX | - | - | - | - | - | Icngr | Fuewo | 70c | 62 | 1.49% | 1.497% | 35.63347 |
| J | OTR | 86.720 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | NXY | 83.710 | 1.84 | A2 | B | - | - | - | - | - | Gcycw | Kzlot | 85-90 | 80 | 1.67% | 1.677% | 80.43691 |
| T | AXM | 312.000 | 5.62 | Hqq | VVV | - | - | - | - | - | Lqboe | Ziibc | 40-45 | 30 | 1.17% | 1.177% | 50.77235 |
Tranche Comments
V: First Pay: 2021-10-12; Registration: 144V/Iab M;
S: First Pay: 2021-10-12; Registration: 144K/Viu F;
J: First Pay: 2021-10-12; Registration: 144O/Tep L;
T: First Pay: 2021-10-12; Registration: 144I/Kcd O;