| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 306.000 | 0.44 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 25a | 23 | 4.720% | 4.724% | 100.00000 |
| A-2 | USD | 451.000 | 1.54 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 78-80 | 67 | 4.69% | 4.746% | 99.98544 |
| A-3 | USD | 451.000 | 2.93 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 85-87 | 72 | 4.56% | 4.608% | 99.98792 |
| A-4 | USD | 192.495 | 4.12 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 100-102 | 88 | 4.70% | 4.755% | 99.96784 |
Tranche Comments
A-1: First Pay: 2024-11-20; Registration: 144A Only;
A-2: First Pay: 2024-11-20; Registration: 144A Only;
A-3: First Pay: 2024-11-20; Registration: 144A Only;
A-4: First Pay: 2024-11-20; Registration: 144A Only;
Deal Comments
The deal was upsized from US$1.325bn to US$1.4bn
Risk Retention
US - Yes; EU - No
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 |
|---|
| X-1 | QAE | 732.000 | 6.64 | - | M-1+ | N1+ | - | - | - | - | Fhbvu | R-Tdgzx | 26-28 | 25 | 5.49% | 5.493% | 300.00000 |
| P-4 | GVH | 844.999 | 7.40 | - | LLL | KKK | - | - | - | - | Unczi | E-Mzryy | 105-110 | 95 | 5.06% | 5.114% | 13.46604 |
| N-2 | GQX | 526.000 | 7.36 | - | YYY | FFF | - | - | - | - | Nvyhz | K-Mvuxv | 80-83 | 73 | 5.31% | 5.379% | 81.15732 |
| G-3 | BXY | 391.000 | 9.35 | - | HHH | PPP | - | - | - | - | Xbbwq | V-Tlxzx | 88-90 | 78 | 4.98% | 5.038% | 84.52327 |
Tranche Comments
X-1: First Pay: 2024-08-20; Registration: 144L Wsgf;
N-2: First Pay: 2024-08-20; Registration: 144Y Xvcr;
G-3: First Pay: 2024-08-20; Registration: 144K Exla;
P-4: First Pay: 2024-08-20; Registration: 144T Draq;
Deal Comments
Wqk hkdh fde ujeeekh araf FW$1.2pb ya FW$1.45pb
Pricing Speed
100% VVV jo tvjxbjjw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | CST | 675.000 | 2.22 | - | TTT | III | - | - | - | - | Gqxed | I-Pwfwz | 83-85 | 78 | 5.74% | 5.814% | 46.82122 |
| Z-1 | CZW | 340.600 | 6.80 | - | U-1+ | Y1+ | - | - | - | - | Asrhk | S-Ypqcu | 25v | 23 | 5.61% | 5.613% | 475.00000 |
| A-4 | EWX | 513.982 | 4.90 | - | HHH | LLL | - | - | - | - | Uuoxu | E-Dwmrz | 110-112 | 106 | 5.69% | 5.762% | 34.72664 |
| E-3 | VPX | 363.000 | 1.10 | - | TTT | ZZZ | - | - | - | - | Glbau | Q-Njqzu | 95-97 | 87 | 5.61% | 5.679% | 16.29947 |
Tranche Comments
Z-1: First Pay: 2024-05-20; Registration: 144T Nubu;
F-2: First Pay: 2024-05-20; Registration: 144M Cfcv;
E-3: First Pay: 2024-05-20; Registration: 144K Antj;
A-4: First Pay: 2024-05-20; Registration: 144F Dlxl;
Deal Comments
Xvw wwxj axg hhgqeww iwkm YS$1.25sh ik YS$1.5sh
Risk Retention
VJ - Cgyx UV - Ul
Pricing Speed
100% AAF cg Iacejgcy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2 | TOJ | 169.000 | 4.00 | - | BBB | RRR | - | - | - | - | Jvphg | V-Hopcc | 105-110 | 90 | 5.23% | 5.295% | 70.94253 |
| T3 | WZL | 740.440 | 9.85 | - | WWW | UUU | - | - | - | - | Doupt | R-Gnrxp | 125s | 110 | 5.16% | 5.225% | 52.38441 |
| A1 | ETL | 628.000 | 2.19 | - | E-1+ | U1+ | - | - | - | - | Gkfqj | V-Rgzze | 27-29 | 22 | 5.55% | 5.548% | 613.00000 |
Tranche Comments
A1: First Pay: 2024-02-20; Registration: 144Y Fhfi;
Y2: First Pay: 2024-02-20; Registration: 144A Qumv;
T3: First Pay: 2024-02-20; Registration: 144B Wtrx;
Deal Comments
Rrn bnkq qkk gzknvnb zarq RA$1,000.18q xr RA$1,500.36q
Risk Retention
MI - Cvvb GM/MP - Qu
Pricing Speed
100% KKG ld Zplfzwle
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2 | QVH | 471.100 | 1.50 | - | KKK | LLL | - | - | - | - | Miyqs | D-Fmqaf | 130-135 | 127 | 6.40% | 6.487% | 22.47221 |
| X3 | MVT | 977.260 | 7.87 | - | QQQ | RRR | - | - | - | - | Vuygp | E-Hwbcy | 150-160 | 150 | 6.41% | 6.499% | 93.94986 |
| I1 | JVT | 184.000 | 8.70 | - | I-1+ | L1+ | - | - | - | - | Frkjx | F-Jmwql | 40-45 | 37 | 5.91% | 5.906% | 330.00000 |
Tranche Comments
I1: First Pay: 2023-11-20; Registration: 144S Rxki;
L2: First Pay: 2023-11-20; Registration: 144D Gpqu;
X3: First Pay: 2023-11-20; Registration: 144D Srtm;
Deal Comments
Hqv vvxe gxs jwsvyvv eepx VNZ$1yl gp VNZ$1.5yl
Risk Retention
DW - Bvsi OD - Yw
Pricing Speed
100% WWA zp Awzwjmzv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | NEI | 796.000 | 3.30 | - | M-1+ | E1+ | - | - | - | - | Bbmmz | O-Rgtzg | 45-50 | 40 | 5.79% | 5.793% | 582.00000 |
| D-2 | EPA | 849.000 | 2.90 | - | QQQ | PPP | - | - | - | - | Lvkjn | Q-Shpkv | 135-140 | 130 | 5.56% | 5.634% | 91.18908 |
| I-3 | CIN | 656.717 | 5.27 | - | AAA | OOO | - | - | - | - | Jatrr | F-Iprca | 170-175 | 165 | 5.50% | 5.570% | 13.22725 |
Tranche Comments
V-1: First Pay: 2023-06-20; Registration: 144U Quat;
D-2: First Pay: 2023-06-20; Registration: 144K Iooo;
I-3: First Pay: 2023-06-20; Registration: 144Q Zvwn;
Deal Comments
Ice hedk adk kdkcxeh zdcl DQ$850l xc DQ$1.5aa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | OPN | 727.000 | 3.28 | - | S-1+ | P1+ | - | - | - | - | Uojpc | X-Vqgux | 40l | 35 | 5.33% | 5.330% | 189.00000 |
| A3 | CET | 872.940 | 3.66 | - | DDD | VVV | - | - | - | - | Tlzvj | S-Hcjfc | 125-130 | 120 | 5.42% | 5.490% | 88.42847 |
| F2 | BMC | 828.170 | 6.22 | - | PPP | MMM | - | - | - | - | Mblxm | T-Dabkz | 100-105 | 90 | 5.51% | 5.583% | 92.60078 |
Tranche Comments
Q1: First Pay: 2023-03-20; Registration: 144X Ustt;
F2: First Pay: 2023-03-20; Registration: 144F Wvpe;
A3: First Pay: 2023-03-20; Registration: 144Q Vcnd;
Deal Comments
Ovj kjce eck hlkvhjk hpxa UX$1uy vx UX$1.3uy
Risk Retention
HZ - Trm, QH - Qf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-3 | LSA | 719.200 | 7.77 | - | LLL | VVV | - | - | - | - | Sgmse | J-Scwiy | 175-185 | 170 | 5.65% | 5.719% | 71.15720 |
| N-2 | IOP | 476.500 | 4.86 | - | EEE | MMM | - | - | - | - | Tqvrd | E-Unsjo | 150-160 | 150 | 5.76% | 5.838% | 83.32883 |
| G-1 | FQW | 560.500 | 8.26 | - | L-1+ | M1+ | - | - | - | - | Ffwog | I-Pidwn | - | 65 | 5.15% | 5.148% | 209.00000 |
Tranche Comments
G-1: First Pay: 2022-12-20; Registration: 144D Pxtt;
N-2: First Pay: 2022-12-20; Registration: 144X Qjkp;
M-3: First Pay: 2022-12-20; Registration: 144B Kiea;
Deal Comments
Osh uhqe gqy jkyiwhu juls KQ$1.0yg ll KQ$1.3yg
Risk Retention
PJ - Oml, EP - Ca
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | TWV | 293.600 | 9.82 | - | DDD | XXX | - | - | - | - | Hufht | V-Mgmyu | 135-140 | 120 | 4.38% | 4.427% | 81.27463 |
| L-1 | BOT | 281.000 | 2.27 | - | D-1+ | Y1+ | - | - | - | - | Earrt | K-Nghvm | - | 65 | 3.61% | 3.614% | 690.00000 |
| T-3 | URZ | 116.100 | 4.40 | - | JJJ | RRR | - | - | - | - | Ficxx | H-Xkxkb | 135-140 | 125 | 4.29% | 4.337% | 93.60966 |
Tranche Comments
L-1: First Pay: 2022-09-20; Registration: 144M Cgcj;
X-2: First Pay: 2022-09-20; Registration: 144Q Aikf;
T-3: First Pay: 2022-09-20; Registration: 144E Mukf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R3 | QMC | 374.335 | 4.50 | - | EEE | SSS | - | - | - | - | Bsvsc | N-Doclx | 130-140 | 135 | 4.79% | 4.844% | 14.65687 |
| R2 | WAU | 909.000 | 9.30 | - | III | YYY | - | - | - | - | Gysit | U-Zimpg | 125-135 | 135 | 4.65% | 4.701% | 72.41315 |
| I1 | HZD | 315.000 | 4.66 | - | P-1+ | O1+ | - | - | - | - | Iturm | D-Cjlhd | - | 70 | 2.76% | 2.764% | 287.00000 |
Tranche Comments
I1: First Pay: 2022-07-20; Registration: 144W Bcmu; Comments: Imy-fjfvyu;
R2: First Pay: 2022-07-20; Registration: 144H Xtnh;
R3: First Pay: 2022-07-20; Registration: 144J Ghcy;
Deal Comments
Bbn ynkq jkx qwxcwny igeh NOI$1000.302h le NOI$1200.363h
Risk Retention
YC - Jgf, YY - Ri