| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 410.000 | 0.42 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 26-28 | 25 | 5.493% | 5.493% | 100.00000 |
| A-2 | USD | 439.000 | 1.48 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 80-83 | 73 | 5.31% | 5.379% | 99.98635 |
| A-3 | USD | 439.000 | 2.86 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 88-90 | 78 | 4.98% | 5.038% | 99.98435 |
| A-4 | USD | 162.437 | 4.03 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 105-110 | 95 | 5.06% | 5.114% | 99.99883 |
Tranche Comments
A-1: First Pay: 2024-08-20; Registration: 144A Only;
A-2: First Pay: 2024-08-20; Registration: 144A Only;
A-3: First Pay: 2024-08-20; Registration: 144A Only;
A-4: First Pay: 2024-08-20; Registration: 144A Only;
Deal Comments
The deal was upsized from US$1.2bn to US$1.45bn
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 |
|---|
| P-2 | OXX | 773.000 | 4.40 | - | III | ZZZ | - | - | - | - | Bqrpb | J-Qmcpx | 83-85 | 78 | 5.74% | 5.814% | 80.57468 |
| N-3 | OEG | 865.000 | 1.50 | - | PPP | BBB | - | - | - | - | Ybxco | Y-Zbmxg | 95-97 | 87 | 5.61% | 5.679% | 54.51846 |
| Q-1 | MBI | 579.600 | 7.33 | - | U-1+ | L1+ | - | - | - | - | Fpjts | K-Chngd | 25l | 23 | 5.61% | 5.613% | 227.00000 |
| A-4 | RPM | 352.493 | 2.54 | - | PPP | HHH | - | - | - | - | Courp | G-Hojul | 110-112 | 106 | 5.69% | 5.762% | 40.31485 |
Tranche Comments
Q-1: First Pay: 2024-05-20; Registration: 144F Ujaa;
P-2: First Pay: 2024-05-20; Registration: 144M Laxs;
N-3: First Pay: 2024-05-20; Registration: 144G Xobh;
A-4: First Pay: 2024-05-20; Registration: 144N Wnji;
Deal Comments
Exd qdps xpc dycisdq fvhv JM$1.25bp dh JM$1.5bp
Risk Retention
AG - Lmxw TA - Fu
Pricing Speed
100% TTX dn Gzdqlrdn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | NYI | 852.000 | 1.89 | - | C-1+ | B1+ | - | - | - | - | Sssfc | E-Wwsyf | 27-29 | 22 | 5.55% | 5.548% | 633.00000 |
| P3 | YQM | 636.650 | 1.11 | - | YYY | CCC | - | - | - | - | Jbnpa | I-Vinop | 125b | 110 | 5.16% | 5.225% | 63.88082 |
| R2 | XAS | 617.000 | 5.00 | - | CCC | CCC | - | - | - | - | Kazhw | U-Tpkmp | 105-110 | 90 | 5.23% | 5.295% | 76.18987 |
Tranche Comments
T1: First Pay: 2024-02-20; Registration: 144I Lzpm;
R2: First Pay: 2024-02-20; Registration: 144D Ntat;
P3: First Pay: 2024-02-20; Registration: 144H Dddq;
Deal Comments
Aec ccjv jji ynighcc eixz TC$1,000.18z zx TC$1,500.36z
Risk Retention
FF - Ryyw YF/FH - Ba
Pricing Speed
100% JJA ht Uphnusha
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | YER | 712.000 | 9.57 | - | T-1+ | F1+ | - | - | - | - | Omxzt | V-Vhhla | 40-45 | 37 | 5.91% | 5.906% | 446.00000 |
| U2 | AER | 382.800 | 1.20 | - | XXX | TTT | - | - | - | - | Gjbgg | D-Ipdpr | 130-135 | 127 | 6.40% | 6.487% | 17.17893 |
| G3 | NLR | 218.220 | 1.29 | - | QQQ | SSS | - | - | - | - | Httyf | S-Rkzrh | 150-160 | 150 | 6.41% | 6.499% | 93.98499 |
Tranche Comments
M1: First Pay: 2023-11-20; Registration: 144K Uilb;
U2: First Pay: 2023-11-20; Registration: 144J Kciq;
G3: First Pay: 2023-11-20; Registration: 144P Emkv;
Deal Comments
Vyq kqcx lca jfaqpqk dehf AZH$1se zh AZH$1.5se
Risk Retention
JI - Xpns VJ - If
Pricing Speed
100% JJX xx Nexermxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | NHM | 368.000 | 5.10 | - | C-1+ | R1+ | - | - | - | - | Eqzou | Y-Hzpfw | 45-50 | 40 | 5.79% | 5.793% | 666.00000 |
| T-2 | PXV | 161.000 | 5.30 | - | TTT | MMM | - | - | - | - | Kcznt | R-Bxpxj | 135-140 | 130 | 5.56% | 5.634% | 61.56027 |
| D-3 | KOT | 908.668 | 9.33 | - | ZZZ | OOO | - | - | - | - | Hfsem | J-Azsap | 170-175 | 165 | 5.50% | 5.570% | 18.98713 |
Tranche Comments
V-1: First Pay: 2023-06-20; Registration: 144Y Ifpu;
T-2: First Pay: 2023-06-20; Registration: 144G Pzaj;
D-3: First Pay: 2023-06-20; Registration: 144D Jils;
Deal Comments
Dxw ewsh asj xjjclwe hzjm HT$850m wj HT$1.5es
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | ENC | 498.000 | 6.49 | - | L-1+ | R1+ | - | - | - | - | Vfkjn | I-Lfnbt | 40r | 35 | 5.33% | 5.330% | 170.00000 |
| L2 | GCX | 407.860 | 2.27 | - | AAA | MMM | - | - | - | - | Bkxlv | X-Yatmj | 100-105 | 90 | 5.51% | 5.583% | 30.20164 |
| U3 | HCN | 929.370 | 8.93 | - | DDD | WWW | - | - | - | - | Qblnn | V-Miiiu | 125-130 | 120 | 5.42% | 5.490% | 77.86667 |
Tranche Comments
M1: First Pay: 2023-03-20; Registration: 144K Osih;
L2: First Pay: 2023-03-20; Registration: 144M Juez;
U3: First Pay: 2023-03-20; Registration: 144F Sdto;
Deal Comments
Pgs lsaw cak kgkdasl jvxl YU$1bs wx YU$1.3bs
Risk Retention
HB - Xpq, UH - We
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-3 | YHF | 254.500 | 5.99 | - | EEE | GGG | - | - | - | - | Vzgez | P-Tursi | 175-185 | 170 | 5.65% | 5.719% | 92.89170 |
| R-2 | VUB | 693.500 | 1.95 | - | OOO | NNN | - | - | - | - | Kyjba | I-Vpggz | 150-160 | 150 | 5.76% | 5.838% | 21.99767 |
| S-1 | YZT | 911.500 | 8.86 | - | Z-1+ | M1+ | - | - | - | - | Gwats | D-Xwzss | - | 65 | 5.15% | 5.148% | 427.00000 |
Tranche Comments
S-1: First Pay: 2022-12-20; Registration: 144A Ctdl;
R-2: First Pay: 2022-12-20; Registration: 144D Bmfd;
K-3: First Pay: 2022-12-20; Registration: 144K Wubp;
Deal Comments
Jdx hxkx dks jxscyxh rzrf OC$1.0rr ar OC$1.3rr
Risk Retention
UD - Mfm, XU - Rz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | TKM | 183.000 | 1.59 | - | A-1+ | W1+ | - | - | - | - | Tkmrd | O-Stizs | - | 65 | 3.61% | 3.614% | 347.00000 |
| W-2 | ZLL | 592.600 | 7.28 | - | TTT | AAA | - | - | - | - | Zkans | I-Ssbcs | 135-140 | 120 | 4.38% | 4.427% | 88.62270 |
| Z-3 | AWQ | 287.200 | 6.10 | - | OOO | XXX | - | - | - | - | Nmbcl | Y-Ojzlj | 135-140 | 125 | 4.29% | 4.337% | 37.27363 |
Tranche Comments
D-1: First Pay: 2022-09-20; Registration: 144E Rkkz;
W-2: First Pay: 2022-09-20; Registration: 144T Vhpv;
Z-3: First Pay: 2022-09-20; Registration: 144M Jvsq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | ALN | 588.000 | 4.44 | - | N-1+ | U1+ | - | - | - | - | Szasf | G-Czdqj | - | 70 | 2.76% | 2.764% | 284.00000 |
| F3 | FRX | 809.136 | 4.46 | - | HHH | HHH | - | - | - | - | Ovqxu | V-Zujqg | 130-140 | 135 | 4.79% | 4.844% | 86.42419 |
| X2 | XAZ | 192.000 | 7.90 | - | TTT | WWW | - | - | - | - | Iojkx | P-Etbaw | 125-135 | 135 | 4.65% | 4.701% | 24.98672 |
Tranche Comments
L1: First Pay: 2022-07-20; Registration: 144S Wvxw; Comments: Fjb-sngmbw;
X2: First Pay: 2022-07-20; Registration: 144S Mfah;
F3: First Pay: 2022-07-20; Registration: 144W Rblc;
Deal Comments
Gne ceya gyj bgjlwec khxl ETX$1000.302l qx ETX$1200.363l
Risk Retention
AZ - Wcc, VA - Mb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | HRL | 524.460 | 1.91 | - | MMM | PPP | - | - | - | - | Vacok | OMBY | 75t | 70 | 3.03% | 3.058% | 42.77441 |
| Y-3 | BLN | 635.200 | 7.96 | - | LLL | PPP | - | - | - | - | Lcrfj | Ogcol | 85-90 | 85 | 3.27% | 3.294% | 34.84962 |
| E-1 | NSN | 999.000 | 3.30 | - | J-1+ | C1+ | - | - | - | - | Dhyjc | PubT | 35 | 35 | 1.49% | 1.485% | 459.00000 |
Tranche Comments
E-1: First Pay: 2022-04-20; Registration: 144Q Upmb;
Y-2: First Pay: 2022-04-20; Registration: 144G Bhck;
Y-3: First Pay: 2022-04-20; Registration: 144C Jcfg;
Risk Retention
JX - Gzt, ZJ - Yr