| 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 |
|---|
| F2 | RTD | 904.800 | 6.98 | Qoo | - | AAA | - | - | - | - | Uufvg | L-Ukaxv | 80-90 | 70 | 5.45% | 5.519% | 97.93168 |
| M | ZOP | 29.100 | 5.11 | Byy3 | - | III- | - | - | - | - | - | - | - | - | - | - | - |
| W1 | UMI | 212.000 | 7.49 | G-1 | - | H1+ | - | - | - | - | Mmblm | Z-Qnpzv | 20s | 20 | 5.57% | 5.568% | 549.00000 |
| C4 | ZKU | 311.190 | 6.10 | Zll | - | EEE | - | - | - | - | Fwouv | L-Opxco | 115-125 | 100 | 5.24% | 5.301% | 88.97914 |
| S | VLW | 74.200 | 9.90 | P1 | - | G | - | - | - | - | - | - | - | - | - | - | - |
| P | TJI | 47.300 | 8.40 | Pi1 | - | EE | - | - | - | - | - | - | - | - | - | - | - |
| E3 | WOY | 579.800 | 4.48 | Haa | - | FFF | - | - | - | - | Zkrud | W-Ispma | 105-115 | 95 | 5.39% | 5.452% | 89.62982 |
Tranche Comments
W1: First Pay: 2024-02-20; Registration: 144M/Yqd X;
F2: First Pay: 2024-02-20; Registration: 144W/Bhz R;
E3: First Pay: 2024-02-20; Registration: 144Z/Vbp G;
C4: First Pay: 2024-02-20; Registration: 144U/Lvq V;
P: First Pay: 2024-02-20; Registration: 144K/Gap X;
S: First Pay: 2024-02-20; Registration: 144F/Tel Z;
M: First Pay: 2024-02-20; Registration: 144M/Lqr Y;
Deal Comments
Djk gkvx wva jxaglkg kwed IK$$1.1sv se IK$1.47sv
Pricing Speed
100% QQN sk Wrshcrsm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-4 | FVI | 53.900 | 1.38 | Aww | - | JJJ | - | - | - | - | Ibcbd | E-Oypfe | - | 150 | 6.52% | 6.611% | 61.54090 |
| E-2 | PEC | 588.000 | 2.36 | Hee | - | QQQ | - | - | - | - | Uuvcf | R-Xbwlx | - | 95 | 6.27% | 6.356% | 99.29019 |
| E-3 | RAP | 387.000 | 6.20 | Tdd | - | III | - | - | - | - | Puate | A-Iklfs | - | 140 | 6.51% | 6.607% | 91.66642 |
| V-1 | LZQ | 404.100 | 7.70 | J-1 | - | Q1+ | - | - | - | - | Blycr | O-Eotgu | - | 25 | 5.75% | 5.754% | 505.00000 |
Tranche Comments
V-1: First Pay: 2023-11-20; Registration: 144D/Ehc E;
E-2: First Pay: 2023-11-20; Registration: 144I/Pna J;
E-3: First Pay: 2023-11-20; Registration: 144P/Xnt V;
L-4: First Pay: 2023-11-20; Registration: 144G/Qwn J;
Pricing Speed
100% IIL xl Dwxvjwxc