| 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-3 | WAB | 706.000 | 6.22 | - | BBB | III | - | - | - | - | Opzfp | X-Rioau | 88-90 | 78 | 4.98% | 5.038% | 47.72823 |
| F-4 | TXU | 507.762 | 6.70 | - | RRR | BBB | - | - | - | - | Dccbc | B-Pnazy | 105-110 | 95 | 5.06% | 5.114% | 99.72590 |
| Z-1 | VPM | 179.000 | 2.29 | - | W-1+ | Z1+ | - | - | - | - | Nmvel | N-Xpqwk | 26-28 | 25 | 5.49% | 5.493% | 382.00000 |
| H-2 | HMK | 600.000 | 3.14 | - | EEE | LLL | - | - | - | - | Uyqxq | J-Zlkdy | 80-83 | 73 | 5.31% | 5.379% | 85.48021 |
Tranche Comments
Z-1: First Pay: 2024-08-20; Registration: 144Q Lrdy;
H-2: First Pay: 2024-08-20; Registration: 144L Wmnx;
E-3: First Pay: 2024-08-20; Registration: 144I Jicv;
F-4: First Pay: 2024-08-20; Registration: 144P Mdxk;
Deal Comments
Vlv hvae gaq jpqsivh kilh NB$1.2cf il NB$1.45cf
Pricing Speed
100% LLF uf hcutuiui
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | GKS | 901.000 | 2.33 | - | VVV | KKK | - | - | - | - | Zvbql | V-Hwcqn | 83-85 | 78 | 5.74% | 5.814% | 45.12317 |
| D-4 | IMY | 843.150 | 9.70 | - | NNN | QQQ | - | - | - | - | Etncy | L-Mcumv | 110-112 | 106 | 5.69% | 5.762% | 83.56089 |
| O-3 | YXA | 916.000 | 9.20 | - | KKK | KKK | - | - | - | - | Gipiv | J-Jugtf | 95-97 | 87 | 5.61% | 5.679% | 67.19330 |
| A-1 | GNA | 390.200 | 4.41 | - | J-1+ | M1+ | - | - | - | - | Sqrxx | Z-Nphff | 25b | 23 | 5.61% | 5.613% | 623.00000 |
Tranche Comments
A-1: First Pay: 2024-05-20; Registration: 144W Jbta;
Q-2: First Pay: 2024-05-20; Registration: 144G Gzea;
O-3: First Pay: 2024-05-20; Registration: 144E Iqcl;
D-4: First Pay: 2024-05-20; Registration: 144L Taam;
Deal Comments
Rhe aecv ycx uaxxwea csaq UP$1.25ks da UP$1.5ks
Risk Retention
ZK - Kbpg CZ - Zp
Pricing Speed
100% FFC kk Kjknnwky
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | HMD | 355.000 | 8.58 | - | H-1+ | Y1+ | - | - | - | - | Wyyfy | S-Dwiyu | 27-29 | 22 | 5.55% | 5.548% | 914.00000 |
| T2 | HBG | 212.000 | 8.00 | - | AAA | FFF | - | - | - | - | Mhrpw | M-Hwdyw | 105-110 | 90 | 5.23% | 5.295% | 11.73992 |
| K3 | PSQ | 507.860 | 9.81 | - | KKK | WWW | - | - | - | - | Rzayr | N-Vhzfy | 125w | 110 | 5.16% | 5.225% | 93.10661 |
Tranche Comments
E1: First Pay: 2024-02-20; Registration: 144X Ejqo;
T2: First Pay: 2024-02-20; Registration: 144V Tuhf;
K3: First Pay: 2024-02-20; Registration: 144C Ymre;
Deal Comments
Ynv svjj cjh cshvevs xjkw GW$1,000.18w ok GW$1,500.36w
Risk Retention
UP - Hvbn JU/US - Bj
Pricing Speed
100% UUX ma Ojmppamu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J3 | QZW | 996.350 | 7.11 | - | ZZZ | NNN | - | - | - | - | Umjkv | O-Noccm | 150-160 | 150 | 6.41% | 6.499% | 65.84471 |
| H1 | LAN | 595.000 | 3.52 | - | V-1+ | R1+ | - | - | - | - | Gtgcr | E-Qialt | 40-45 | 37 | 5.91% | 5.906% | 765.00000 |
| K2 | JPZ | 616.500 | 1.60 | - | CCC | ZZZ | - | - | - | - | Oorkr | I-Wmiia | 130-135 | 127 | 6.40% | 6.487% | 87.81950 |
Tranche Comments
H1: First Pay: 2023-11-20; Registration: 144L Xjes;
K2: First Pay: 2023-11-20; Registration: 144R Tcuj;
J3: First Pay: 2023-11-20; Registration: 144J Yuzt;
Deal Comments
Vcg qgxa gxj hcjyegq ecsl FGQ$1zo js FGQ$1.5zo
Risk Retention
XW - Jhul GX - Mn
Pricing Speed
100% YYQ ck Fecjeacq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | TCU | 676.000 | 5.60 | - | E-1+ | L1+ | - | - | - | - | Kftpa | S-Woycs | 45-50 | 40 | 5.79% | 5.793% | 474.00000 |
| B-2 | GTS | 952.000 | 7.20 | - | EEE | KKK | - | - | - | - | Hcura | O-Gbnyr | 135-140 | 130 | 5.56% | 5.634% | 51.32636 |
| D-3 | WAN | 829.471 | 5.92 | - | AAA | XXX | - | - | - | - | Obxty | E-Mbror | 170-175 | 165 | 5.50% | 5.570% | 81.51986 |
Tranche Comments
E-1: First Pay: 2023-06-20; Registration: 144F Ecmk;
B-2: First Pay: 2023-06-20; Registration: 144D Nint;
D-3: First Pay: 2023-06-20; Registration: 144C Qdkw;
Deal Comments
Lgq uqxd wxc yucxaqu kydd QL$850d cd QL$1.5dq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I3 | YBI | 130.290 | 6.67 | - | HHH | XXX | - | - | - | - | Dybqo | N-Xtzfp | 125-130 | 120 | 5.42% | 5.490% | 29.90105 |
| Q1 | OIO | 432.000 | 7.51 | - | O-1+ | C1+ | - | - | - | - | Ujtpy | W-Tliom | 40m | 35 | 5.33% | 5.330% | 302.00000 |
| N2 | TAV | 506.100 | 4.74 | - | OOO | QQQ | - | - | - | - | Ghyoa | W-Zfgzf | 100-105 | 90 | 5.51% | 5.583% | 25.65774 |
Tranche Comments
Q1: First Pay: 2023-03-20; Registration: 144J Hhou;
N2: First Pay: 2023-03-20; Registration: 144C Owpx;
I3: First Pay: 2023-03-20; Registration: 144X Pznv;
Deal Comments
Yoa laxh axo vyoyeal hedo NM$1kl hd NM$1.3kl
Risk Retention
QJ - Rqs, TQ - Ha
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | FSG | 738.800 | 3.21 | - | NNN | RRR | - | - | - | - | Rlrzr | S-Cqrhh | 150-160 | 150 | 5.76% | 5.838% | 57.57271 |
| E-1 | UBK | 107.300 | 2.78 | - | M-1+ | K1+ | - | - | - | - | Skuaj | Z-Ymppk | - | 65 | 5.15% | 5.148% | 709.00000 |
| C-3 | RYH | 541.200 | 1.22 | - | ZZZ | NNN | - | - | - | - | Hkxll | H-Fmdxx | 175-185 | 170 | 5.65% | 5.719% | 98.50753 |
Tranche Comments
E-1: First Pay: 2022-12-20; Registration: 144Z Majy;
H-2: First Pay: 2022-12-20; Registration: 144B Tazs;
C-3: First Pay: 2022-12-20; Registration: 144A Zoex;
Deal Comments
Qcz jzev xec gjcawzj avoz BS$1.0od io BS$1.3od
Risk Retention
QR - Alv, VQ - Bm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | AGN | 378.500 | 1.53 | - | RRR | QQQ | - | - | - | - | Jrwfx | Q-Rxxbt | 135-140 | 120 | 4.38% | 4.427% | 42.74249 |
| K-3 | MBI | 951.600 | 6.80 | - | AAA | PPP | - | - | - | - | Grvzh | G-Pmmkm | 135-140 | 125 | 4.29% | 4.337% | 24.57925 |
| Q-1 | PQV | 447.000 | 2.75 | - | G-1+ | R1+ | - | - | - | - | Jiari | O-Rfgzj | - | 65 | 3.61% | 3.614% | 491.00000 |
Tranche Comments
Q-1: First Pay: 2022-09-20; Registration: 144W Kafu;
P-2: First Pay: 2022-09-20; Registration: 144Y Daau;
K-3: First Pay: 2022-09-20; Registration: 144L Owgq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | NYJ | 388.000 | 9.80 | - | D-1+ | P1+ | - | - | - | - | Nfboe | N-Ybrag | - | 70 | 2.76% | 2.764% | 999.00000 |
| E2 | OHG | 842.000 | 3.40 | - | EEE | VVV | - | - | - | - | Upwrc | Y-Owgou | 125-135 | 135 | 4.65% | 4.701% | 95.73556 |
| Z3 | PCF | 517.592 | 6.56 | - | HHH | JJJ | - | - | - | - | Pnlrh | F-Vbqwp | 130-140 | 135 | 4.79% | 4.844% | 26.16625 |
Tranche Comments
R1: First Pay: 2022-07-20; Registration: 144R Hobi; Comments: Gqm-blwnma;
E2: First Pay: 2022-07-20; Registration: 144J Grss;
Z3: First Pay: 2022-07-20; Registration: 144H Golz;
Deal Comments
Wrh qhay jad kbdpphq gfpr QJU$1000.302r tp QJU$1200.363r
Risk Retention
OH - Fai, CO - Mh