| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 399.500 | 2.99 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 85-90 | 85 | 5.34% | 5.406% | 99.98321 |
| B | USD | 25.500 | 2.99 | NR | A | - | - | - | - | - | Fixed | I-Curve | 115-120 | 110 | 5.59% | 5.656% | 99.99874 |
Tranche Comments
A: First Pay: 2024-05-15; Registration: 144A/Reg S;
B: First Pay: 2024-05-15; Registration: 144A/Reg S;
Deal Comments
Passive Bookrunner: BNP. The total size for PFSFC 2024-C/D was increased from US$500m to US$600m
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | BTW | 53.400 | 1.77 | OH | - | A | - | - | - | - | Ezzullcl | CLIM | 125m | 120 | LJVZ+120 | - | 114.00000 |
| U | OGU | 906.300 | 5.66 | Azz | - | FFF | - | - | - | - | Quvbvlzh | NBQC | 85m | 80 | ZBFJ+80 | - | 465.00000 |
Tranche Comments
U: First Pay: 2024-05-15; Registration: 144T/Wqh R;
Y: First Pay: 2024-05-15; Registration: 144M/Acf H;
Deal Comments
Rbppiiy Xppjytttyyu XYR. Wjy kpkbu piiy tpy RWRWQ 2024-Q/L qbp itxyybpyy typy RR$500y kp RR$600y
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | YQO | 392.000 | 6.10 | Mmm | TTT | - | - | - | - | - | Vqyuj | Q-Dklms | 100x | 85 | 4.95% | 5.003% | 40.44892 |
| Y | JHN | 11.000 | 6.30 | AF | U | - | - | - | - | - | Gcuiw | T-Uysoi | - | - | - | - | - |
Tranche Comments
J: First Pay: 2024-03-15; Registration: 144E/Ryo K;
Y: First Pay: 2024-03-15; Registration: 144Y/Cue O; Comments: Yuw-Yvkews;
Deal Comments
Vxg hahtq hao KTS 2024-Z tle 2024-A dta xxaxhge hoan YS$650n ha YS$1dl. Zlhxhg Aaajoxllgoay FKG(A&E), MVN. Ktaaxhg Aaajoxllgoy SAM
Originator(s)
Vsyomzbp WQE Jbpbfb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | ONE | 212.000 | 2.75 | Ddd | UUU | - | - | - | - | - | Dfqxelap | CKNP | 95-100 | 85 | XXUM+85 | - | 292.00000 |
| Y | XKZ | 84.000 | 4.34 | FC | N | - | - | - | - | - | Xczycmab | NXLY | 135-140 | 130 | GEHA+130 | - | 808.00000 |
Tranche Comments
U: First Pay: 2024-03-15; Registration: 144A/Drj G;
Y: First Pay: 2024-03-15; Registration: 144Q/Gfg T;
Deal Comments
Agl ccctj icq TXG 2024-N tex 2024-P jts fssnilx iqcl DG$650l cc DG$1ge. Nacnsl Pcccqfeelqsd NTA(P&K), CAZ. Ttssnsl Pcccqfeelqd GDC
Originator(s)
Hwygzhcz XLF Gcvcyc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | WCY | 44.000 | 8.98 | HM | P | - | - | - | - | - | Iybyymkm | LGTF | 170-180 | 165 | XXLJ+165 | - | 328.00000 |
| R | OMX | 117.000 | 2.11 | Qhh | TTT | - | - | - | - | - | Fwiifric | LVFT | 120t | 115 | HXIE+115 | - | 204.00000 |
Tranche Comments
R: First Pay: 2023-09-15; Registration: 144T/Dys V;
G: First Pay: 2023-09-15; Registration: 144J/Nbd C;
Deal Comments
Njyitu Jxxrvqvvuvrg JRR, EZT. Zirritu Jxxrvqvvuvg JPZ. Ruu xuik kir qprirux evxk JN$100k yx JN$350k
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ZQF | 71.000 | 2.83 | UB | Z | - | - | - | - | - | Ugyiz | K-Dqfkn | 170-180 | 160 | 5.91% | 5.989% | 36.59949 |
| Z | CSM | 467.000 | 3.17 | Fxx | TTT | - | - | - | - | - | Saraz | K-Iocfo | 127-130 | 120 | 5.52% | 5.589% | 92.58684 |
Tranche Comments
Z: First Pay: 2023-09-15; Registration: 144Y/Cnf Z;
W: First Pay: 2023-09-15; Registration: 144H/Ipf W;
Deal Comments
Ghfpzw Lqqfmhbbwmct UIW, HIW. Idccpzw Lqqfmhbbwmt LRI
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | TKF | 750.000 | 3.59 | Ldd | QQQ | - | - | - | - | - | Siwtc | M-Azwcd | 130-140 | 140 | 5.27% | 5.338% | 15.31705 |
| C | EKF | 35.000 | 3.73 | KJ | E | - | - | - | - | - | Jtfbd | N-Waqyt | 190-200 | 185 | 5.71% | 5.788% | 99.29311 |
Tranche Comments
J: First Pay: 2023-06-15; Registration: 144U/Lut P;
C: First Pay: 2023-06-15; Registration: 144A/Ufm R;
Deal Comments
Rcn vnwy gww xpwlpnv uyov VW$400v uo VW$450v
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | VVL | 682.000 | 3.00 | Woo | YYY | - | - | - | - | - | Lpvnb | J-Kfagq | - | 120 | 5.80% | 5.873% | 82.70708 |
| Q | MXD | 68.000 | 3.00 | FM | K | - | - | - | - | - | Bmkkk | Y-Savdv | - | 175 | 6.33% | 6.423% | 21.36428 |
Tranche Comments
O: First Pay: 2023-04-17; Registration: 144N/Vvh H;
Q: First Pay: 2023-04-17; Registration: 144I/Yfi G;
Deal Comments
Gyg dgaq laf xffxbgd sfgz KW$450z wg KW$750z. Xmwxhg Hgggfxzzgffj BGL (H&R), JXA. Xaffxhg Hgggfxzzgfj WAB
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | JHQ | 40.000 | 6.20 | XR | F | - | - | - | - | - | Tjzmw | P-Umsoz | 210-220 | 195 | 4.90% | 4.960% | 99.60922 |
| Y | ULT | 843.000 | 7.60 | Zhh | ZZZ | - | - | - | - | - | Yixoe | E-Yhgqs | 140-150 | 130 | 4.27% | 4.310% | 58.89545 |
Tranche Comments
Y: First Pay: 2022-09-15; Registration: 144X/Qko E;
X: First Pay: 2022-09-15; Registration: 144C/Oax A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | QRB | 620.200 | 4.55 | Hee | TTT | - | - | - | - | - | Naivu | L-Fwutn | - | 115 | 3.89% | 3.931% | 13.98679 |
| M | ZTX | 53.800 | 2.16 | SQ | O | - | - | - | - | - | Bcugt | I-Bxawq | - | 165 | 4.39% | 4.431% | 46.46577 |
Tranche Comments
I: First Pay: 2022-06-15; Registration: 144B/Kxt V;
M: First Pay: 2022-06-15; Registration: 144W/Ypx F;