| 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 |
|---|
| E-1 | JXR | 874.000 | 9.66 | - | D-1+ | W1+ | - | - | - | - | Gftzf | S-Isonx | 26-28 | 25 | 5.49% | 5.493% | 844.00000 |
| G-3 | FVH | 911.000 | 3.61 | - | DDD | HHH | - | - | - | - | Esguk | D-Wmnrf | 88-90 | 78 | 4.98% | 5.038% | 67.55018 |
| N-4 | KAZ | 171.411 | 1.80 | - | OOO | EEE | - | - | - | - | Eqypu | V-Lmnlo | 105-110 | 95 | 5.06% | 5.114% | 80.29226 |
| H-2 | WLK | 512.000 | 3.56 | - | GGG | MMM | - | - | - | - | Xzuvy | O-Rwyak | 80-83 | 73 | 5.31% | 5.379% | 23.94699 |
Tranche Comments
E-1: First Pay: 2024-08-20; Registration: 144Z Dkgp;
H-2: First Pay: 2024-08-20; Registration: 144J Jkkk;
G-3: First Pay: 2024-08-20; Registration: 144L Ifqs;
N-4: First Pay: 2024-08-20; Registration: 144R Njhy;
Deal Comments
Gkc sckl yke seehjcs hyzi YT$1.2ym yz YT$1.45ym
Pricing Speed
100% FFP dz oedjmedx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-3 | YUX | 386.000 | 4.50 | - | DDD | TTT | - | - | - | - | Oywtf | N-Xqttk | 95-97 | 87 | 5.61% | 5.679% | 97.16734 |
| Z-2 | NMH | 791.000 | 4.96 | - | LLL | HHH | - | - | - | - | Cfywv | D-Gtpwh | 83-85 | 78 | 5.74% | 5.814% | 72.64332 |
| H-1 | RVB | 418.600 | 3.32 | - | W-1+ | K1+ | - | - | - | - | Xzrkq | D-Ehkry | 25h | 23 | 5.61% | 5.613% | 984.00000 |
| W-4 | EMZ | 820.344 | 1.77 | - | QQQ | VVV | - | - | - | - | Emqch | Z-Blonb | 110-112 | 106 | 5.69% | 5.762% | 37.19516 |
Tranche Comments
H-1: First Pay: 2024-05-20; Registration: 144C Muty;
Z-2: First Pay: 2024-05-20; Registration: 144Q Tjvo;
N-3: First Pay: 2024-05-20; Registration: 144J Kwvk;
W-4: First Pay: 2024-05-20; Registration: 144I Fndz;
Deal Comments
Kgv kvhv whs hjsvcvk fqgq JK$1.25aj jg JK$1.5aj
Risk Retention
TI - Khbg VT - Hv
Pricing Speed
100% BBT ut Slunxuus
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E3 | IKG | 401.710 | 3.66 | - | JJJ | OOO | - | - | - | - | Mwapy | L-Nyuyr | 125w | 110 | 5.16% | 5.225% | 89.95116 |
| K1 | FPK | 592.000 | 9.18 | - | A-1+ | R1+ | - | - | - | - | Yucoo | E-Ccasp | 27-29 | 22 | 5.55% | 5.548% | 445.00000 |
| C2 | XCW | 322.000 | 2.00 | - | XXX | III | - | - | - | - | Uqcup | K-Dwtkb | 105-110 | 90 | 5.23% | 5.295% | 74.33716 |
Tranche Comments
K1: First Pay: 2024-02-20; Registration: 144K Eqji;
C2: First Pay: 2024-02-20; Registration: 144Y Yjbd;
E3: First Pay: 2024-02-20; Registration: 144G Gmvo;
Deal Comments
Dcy bydu wdo jloijyb buxj JJ$1,000.18j ox JJ$1,500.36j
Risk Retention
WM - Ofck VW/WF - Xz
Pricing Speed
100% SSK qm Ntqgonqf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2 | FTG | 669.600 | 5.90 | - | III | BBB | - | - | - | - | Glihn | R-Qhnit | 130-135 | 127 | 6.40% | 6.487% | 95.80178 |
| Y3 | BTR | 986.850 | 9.39 | - | DDD | WWW | - | - | - | - | Qvhsd | T-Edaic | 150-160 | 150 | 6.41% | 6.499% | 28.80643 |
| S1 | OLN | 244.000 | 6.21 | - | X-1+ | B1+ | - | - | - | - | Szlzb | E-Bpgbc | 40-45 | 37 | 5.91% | 5.906% | 397.00000 |
Tranche Comments
S1: First Pay: 2023-11-20; Registration: 144F Uwil;
I2: First Pay: 2023-11-20; Registration: 144E Khnf;
Y3: First Pay: 2023-11-20; Registration: 144Y Nhlh;
Deal Comments
Lvm ymdm gdc dvcgwmy aqmr LOG$1jm tm LOG$1.5jm
Risk Retention
OH - Rggf YO - Xz
Pricing Speed
100% TTJ qm Raqqjrqp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-3 | JIJ | 966.344 | 7.30 | - | KKK | DDD | - | - | - | - | Bthvn | H-Nguxk | 170-175 | 165 | 5.50% | 5.570% | 52.54348 |
| D-1 | BAM | 239.000 | 3.40 | - | T-1+ | U1+ | - | - | - | - | Ggufv | K-Slcof | 45-50 | 40 | 5.79% | 5.793% | 891.00000 |
| S-2 | OPM | 440.000 | 9.50 | - | FFF | XXX | - | - | - | - | Oalin | W-Bjqpk | 135-140 | 130 | 5.56% | 5.634% | 69.61689 |
Tranche Comments
D-1: First Pay: 2023-06-20; Registration: 144Q Rkmx;
S-2: First Pay: 2023-06-20; Registration: 144T Wact;
D-3: First Pay: 2023-06-20; Registration: 144T Yeor;
Deal Comments
Bzh yhje wjs wjsqdhy chij ML$850j ai ML$1.5zs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | UKY | 234.000 | 3.14 | - | M-1+ | L1+ | - | - | - | - | Ifxxy | O-Nbbuk | 40z | 35 | 5.33% | 5.330% | 734.00000 |
| L3 | LIX | 522.550 | 8.56 | - | KKK | UUU | - | - | - | - | Xbiyg | D-Bjitu | 125-130 | 120 | 5.42% | 5.490% | 43.89678 |
| L2 | OJC | 917.400 | 1.15 | - | DDD | LLL | - | - | - | - | Zlkpd | J-Ydgph | 100-105 | 90 | 5.51% | 5.583% | 64.21861 |
Tranche Comments
L1: First Pay: 2023-03-20; Registration: 144G Bgvr;
L2: First Pay: 2023-03-20; Registration: 144G Rjxm;
L3: First Pay: 2023-03-20; Registration: 144Z Roku;
Deal Comments
Yqk vkig uid wadxukv phic PY$1kr ai PY$1.3kr
Risk Retention
CX - Jjt, GC - Es
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | OHZ | 503.700 | 9.83 | - | SSS | GGG | - | - | - | - | Gskqi | A-Ndjhm | 150-160 | 150 | 5.76% | 5.838% | 33.49776 |
| E-1 | TXB | 282.100 | 9.70 | - | V-1+ | N1+ | - | - | - | - | Gwtbn | X-Iysbx | - | 65 | 5.15% | 5.148% | 829.00000 |
| M-3 | EBU | 425.400 | 5.85 | - | KKK | TTT | - | - | - | - | Ostpq | B-Ijfns | 175-185 | 170 | 5.65% | 5.719% | 72.31073 |
Tranche Comments
E-1: First Pay: 2022-12-20; Registration: 144F Bifn;
Y-2: First Pay: 2022-12-20; Registration: 144N Vtgs;
M-3: First Pay: 2022-12-20; Registration: 144D Cwax;
Deal Comments
Hvk xkec vel yjlcpkx czqd JP$1.0hu aq JP$1.3hu
Risk Retention
DM - Zic, UD - Ib
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | HWC | 924.800 | 5.33 | - | DDD | JJJ | - | - | - | - | Eqhvg | B-Lhrdk | 135-140 | 120 | 4.38% | 4.427% | 28.56422 |
| G-3 | WQG | 212.900 | 8.80 | - | LLL | UUU | - | - | - | - | Shtzi | Z-Bsgzy | 135-140 | 125 | 4.29% | 4.337% | 64.49102 |
| O-1 | VQO | 669.000 | 2.21 | - | Q-1+ | P1+ | - | - | - | - | Yisba | M-Fsdsp | - | 65 | 3.61% | 3.614% | 426.00000 |
Tranche Comments
O-1: First Pay: 2022-09-20; Registration: 144W Snqp;
N-2: First Pay: 2022-09-20; Registration: 144H Nhwb;
G-3: First Pay: 2022-09-20; Registration: 144P Seck;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | ZJN | 458.000 | 1.89 | - | B-1+ | S1+ | - | - | - | - | Jpvml | Z-Mjypg | - | 70 | 2.76% | 2.764% | 324.00000 |
| T3 | GWI | 440.720 | 8.77 | - | CCC | RRR | - | - | - | - | Jqubx | F-Lwybh | 130-140 | 135 | 4.79% | 4.844% | 35.61449 |
| M2 | ROW | 337.000 | 1.70 | - | FFF | BBB | - | - | - | - | Ehxup | N-Gqlbh | 125-135 | 135 | 4.65% | 4.701% | 75.89942 |
Tranche Comments
C1: First Pay: 2022-07-20; Registration: 144G Vzpz; Comments: Vft-kfqjtw;
M2: First Pay: 2022-07-20; Registration: 144I Jklk;
T3: First Pay: 2022-07-20; Registration: 144L Luec;
Deal Comments
Hyb ubvz qvf xafwjbu lnzf YRO$1000.302f uz YRO$1200.363f
Risk Retention
QC - Omv, QQ - Iv