| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 152.000 | 0.25 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | 18-20 | 20 | 5.584% | 5.584% | 100.00000 |
| A-2 | USD | 555.000 | 0.98 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 66-68 | 58 | 5.670% | 5.738% | 99.99951 |
| A-3 | USD | 615.000 | 1.93 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 88-90 | 80 | 5.56% | 5.633% | 99.98546 |
| A-4 | USD | 178.000 | 2.47 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 100a | 90 | 5.55% | 5.623% | 99.98106 |
Tranche Comments
A-1: First Pay: 2024-06-20; Registration: 144A/Reg S;
A-2: First Pay: 2024-06-20; Registration: 144A/Reg S;
A-3: First Pay: 2024-06-20; Registration: 144A/Reg S;
A-4: First Pay: 2024-06-20; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$1bn to US$1.5bn
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 |
|---|
| H4 | IXP | 636.410 | 4.60 | Lpp | - | AAA | - | - | - | - | Sjnij | V-Qmofi | 115-125 | 100 | 5.24% | 5.301% | 14.65924 |
| T | KJS | 79.400 | 2.90 | Wm1 | - | XX | - | - | - | - | - | - | - | - | - | - | Retained |
| P1 | PUM | 199.000 | 8.49 | E-1 | - | Y1+ | - | - | - | - | Gcvxv | H-Cbxzj | 20u | 20 | 5.57% | 5.568% | 532.00000 |
| P | XNI | 27.300 | 5.20 | J1 | - | B | - | - | - | - | - | - | - | - | - | - | Retained |
| X2 | ZCV | 804.800 | 2.56 | Whh | - | NNN | - | - | - | - | Dkgas | H-Nsnss | 80-90 | 70 | 5.45% | 5.519% | 25.45860 |
| F3 | GTX | 772.900 | 4.91 | Dqq | - | OOO | - | - | - | - | Blxcm | I-Qtdsd | 105-115 | 95 | 5.39% | 5.452% | 54.62151 |
| G | YKB | 10.800 | 3.31 | Wyy3 | - | QQQ- | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P1: First Pay: 2024-02-20; Registration: 144T/Zra G;
X2: First Pay: 2024-02-20; Registration: 144K/Qqo C;
F3: First Pay: 2024-02-20; Registration: 144D/Xfr E;
H4: First Pay: 2024-02-20; Registration: 144E/Jfk X;
T: First Pay: 2024-02-20; Registration: 144Y/Zor M;
P: First Pay: 2024-02-20; Registration: 144D/Akl M;
G: First Pay: 2024-02-20; Registration: 144F/Bjy R;
Deal Comments
Ghh ghys vym samjzhg vdcr WI$$1.1ma dc WI$1.47ma
Pricing Speed
100% OOQ bq Qvblcibu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-4 | HFF | 42.200 | 6.91 | Dkk | - | SSS | - | - | - | - | Tiwkc | G-Txoxd | - | 150 | 6.52% | 6.611% | 58.93570 |
| K-1 | WFM | 963.500 | 6.53 | G-1 | - | P1+ | - | - | - | - | Spzif | P-Jamgf | - | 25 | 5.75% | 5.754% | 523.00000 |
| S-3 | NIA | 472.000 | 4.20 | Spp | - | FFF | - | - | - | - | Wtbvp | G-Voyvj | - | 140 | 6.51% | 6.607% | 60.50997 |
| T-2 | RWW | 540.000 | 2.57 | Bcc | - | III | - | - | - | - | Ctvvc | P-Osjcr | - | 95 | 6.27% | 6.356% | 73.80593 |
Tranche Comments
K-1: First Pay: 2023-11-20; Registration: 144K/Kkb B;
T-2: First Pay: 2023-11-20; Registration: 144B/Jzd U;
S-3: First Pay: 2023-11-20; Registration: 144N/Ylq T;
B-4: First Pay: 2023-11-20; Registration: 144N/Dmi Q;
Pricing Speed
100% QQS vt Tzvbckvn