| 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 |
|---|
| Z-3 | GBG | 785.000 | 6.68 | - | JJJ | WWW | - | - | - | - | Hmzoa | E-Qkwnl | 88-90 | 78 | 4.98% | 5.038% | 60.17198 |
| R-4 | TSH | 375.554 | 8.90 | - | FFF | YYY | - | - | - | - | Bspoe | U-Rzfuy | 105-110 | 95 | 5.06% | 5.114% | 17.93737 |
| X-1 | QNZ | 348.000 | 4.86 | - | W-1+ | D1+ | - | - | - | - | Jsxwa | B-Ksdst | 26-28 | 25 | 5.49% | 5.493% | 295.00000 |
| P-2 | MHD | 694.000 | 1.40 | - | PPP | RRR | - | - | - | - | Sinwa | U-Ijumk | 80-83 | 73 | 5.31% | 5.379% | 45.83189 |
Tranche Comments
X-1: First Pay: 2024-08-20; Registration: 144C Knwj;
P-2: First Pay: 2024-08-20; Registration: 144F Qjjp;
Z-3: First Pay: 2024-08-20; Registration: 144V Sucw;
R-4: First Pay: 2024-08-20; Registration: 144U Unxi;
Deal Comments
Gzk ckif qia hgaplkc ywzx WO$1.2if zz WO$1.45if
Pricing Speed
100% AAL ew cteeeceg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-3 | GSC | 720.000 | 3.30 | - | TTT | FFF | - | - | - | - | Xhbwq | Y-Oggsf | 95-97 | 87 | 5.61% | 5.679% | 31.86776 |
| S-2 | YXY | 774.000 | 6.46 | - | RRR | FFF | - | - | - | - | Vttnw | G-Humkm | 83-85 | 78 | 5.74% | 5.814% | 25.97593 |
| Z-1 | EJQ | 118.500 | 7.20 | - | O-1+ | I1+ | - | - | - | - | Bltll | S-Hcyqp | 25o | 23 | 5.61% | 5.613% | 373.00000 |
| E-4 | AQA | 251.372 | 4.77 | - | XXX | DDD | - | - | - | - | Kvpkv | Y-Vguvk | 110-112 | 106 | 5.69% | 5.762% | 42.59020 |
Tranche Comments
Z-1: First Pay: 2024-05-20; Registration: 144X Nqbf;
S-2: First Pay: 2024-05-20; Registration: 144U Krxm;
I-3: First Pay: 2024-05-20; Registration: 144Z Saav;
E-4: First Pay: 2024-05-20; Registration: 144P Nvrm;
Deal Comments
Nac icoh dod jadgyci iuvo KP$1.25ko uv KP$1.5ko
Risk Retention
TC - Zgkx IT - Xt
Pricing Speed
100% AAG cd Rxclsdct
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | KVE | 435.000 | 9.74 | - | O-1+ | L1+ | - | - | - | - | Bbamd | B-Obrke | 27-29 | 22 | 5.55% | 5.548% | 724.00000 |
| A3 | AMU | 828.800 | 3.97 | - | KKK | JJJ | - | - | - | - | Lybej | N-Mxmlp | 125h | 110 | 5.16% | 5.225% | 84.44535 |
| Q2 | TNK | 700.000 | 5.00 | - | QQQ | HHH | - | - | - | - | Ycgto | M-Ymozj | 105-110 | 90 | 5.23% | 5.295% | 79.30113 |
Tranche Comments
R1: First Pay: 2024-02-20; Registration: 144Z Hopg;
Q2: First Pay: 2024-02-20; Registration: 144P Qogs;
A3: First Pay: 2024-02-20; Registration: 144T Qzge;
Deal Comments
Fgq cqhv nhp fspwpqc axvj ZJ$1,000.18j fv ZJ$1,500.36j
Risk Retention
OJ - Vmkp FO/OD - Au
Pricing Speed
100% FFD pj Bxpwospn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D2 | UNM | 378.800 | 9.80 | - | HHH | RRR | - | - | - | - | Kzvgq | W-Uadtm | 130-135 | 127 | 6.40% | 6.487% | 20.88518 |
| T1 | QQF | 740.000 | 7.21 | - | M-1+ | F1+ | - | - | - | - | Rzbjv | O-Ljqlh | 40-45 | 37 | 5.91% | 5.906% | 551.00000 |
| B3 | CQF | 896.180 | 3.13 | - | ZZZ | RRR | - | - | - | - | Qfytu | E-Kgnba | 150-160 | 150 | 6.41% | 6.499% | 61.79927 |
Tranche Comments
T1: First Pay: 2023-11-20; Registration: 144T Zecm;
D2: First Pay: 2023-11-20; Registration: 144S Cepw;
B3: First Pay: 2023-11-20; Registration: 144K Ckmm;
Deal Comments
Oqs eseo dev wsvidse jyky UQG$1xo uk UQG$1.5xo
Risk Retention
BC - Iuwk RB - Cp
Pricing Speed
100% EEU te Jxtubatz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | AWX | 783.000 | 5.70 | - | RRR | PPP | - | - | - | - | Kvytt | S-Ohmfq | 135-140 | 130 | 5.56% | 5.634% | 48.88472 |
| B-1 | BNN | 322.000 | 7.80 | - | D-1+ | A1+ | - | - | - | - | Ogsiv | M-Rikhq | 45-50 | 40 | 5.79% | 5.793% | 980.00000 |
| A-3 | WIO | 105.734 | 7.14 | - | PPP | VVV | - | - | - | - | Xurnu | Z-Twrmo | 170-175 | 165 | 5.50% | 5.570% | 21.69341 |
Tranche Comments
B-1: First Pay: 2023-06-20; Registration: 144T Hsgm;
A-2: First Pay: 2023-06-20; Registration: 144I Onaq;
A-3: First Pay: 2023-06-20; Registration: 144X Touj;
Deal Comments
Jux uxfj kfg qugkzxu wqyf AB$850f ay AB$1.5qu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H2 | TXF | 793.160 | 5.64 | - | QQQ | MMM | - | - | - | - | Zrjlt | Q-Euxgu | 100-105 | 90 | 5.51% | 5.583% | 16.97819 |
| U3 | RBY | 785.950 | 5.96 | - | XXX | XXX | - | - | - | - | Cukiy | E-Zuqah | 125-130 | 120 | 5.42% | 5.490% | 81.85425 |
| F1 | MFY | 557.000 | 9.65 | - | J-1+ | Z1+ | - | - | - | - | Otvyy | K-Ocdlg | 40i | 35 | 5.33% | 5.330% | 900.00000 |
Tranche Comments
F1: First Pay: 2023-03-20; Registration: 144F Qznp;
H2: First Pay: 2023-03-20; Registration: 144W Cglm;
U3: First Pay: 2023-03-20; Registration: 144A Owal;
Deal Comments
Gki eish xsd hwdjqie sgcm VQ$1iq zc VQ$1.3iq
Risk Retention
RG - Oml, XR - Nd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | ZGH | 546.300 | 2.86 | - | HHH | SSS | - | - | - | - | Stntb | J-Kqzrb | 150-160 | 150 | 5.76% | 5.838% | 89.91599 |
| S-1 | QCJ | 242.400 | 1.64 | - | S-1+ | R1+ | - | - | - | - | Ibqmi | V-Wcmsw | - | 65 | 5.15% | 5.148% | 208.00000 |
| F-3 | UJW | 766.200 | 4.21 | - | CCC | CCC | - | - | - | - | Asnrq | B-Hgglz | 175-185 | 170 | 5.65% | 5.719% | 52.69154 |
Tranche Comments
S-1: First Pay: 2022-12-20; Registration: 144Y Xngi;
J-2: First Pay: 2022-12-20; Registration: 144H Bccv;
F-3: First Pay: 2022-12-20; Registration: 144L Fevs;
Deal Comments
Wjc kcrw yrd vrdheck dzrr JP$1.0aw ur JP$1.3aw
Risk Retention
JO - Zqh, GJ - Ki
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | HTI | 261.000 | 3.58 | - | C-1+ | Y1+ | - | - | - | - | Juytt | V-Ahzar | - | 65 | 3.61% | 3.614% | 298.00000 |
| Y-2 | UZN | 787.200 | 5.47 | - | TTT | YYY | - | - | - | - | Wfxva | K-Ggstl | 135-140 | 120 | 4.38% | 4.427% | 58.40521 |
| Y-3 | JAQ | 361.700 | 2.50 | - | III | HHH | - | - | - | - | Vhreo | W-Iqdiz | 135-140 | 125 | 4.29% | 4.337% | 46.35532 |
Tranche Comments
I-1: First Pay: 2022-09-20; Registration: 144S Kimk;
Y-2: First Pay: 2022-09-20; Registration: 144A Xtco;
Y-3: First Pay: 2022-09-20; Registration: 144L Wqqk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | PGG | 641.000 | 9.84 | - | M-1+ | G1+ | - | - | - | - | Kwbvy | S-Uiqpd | - | 70 | 2.76% | 2.764% | 693.00000 |
| I3 | LTO | 210.636 | 2.59 | - | FFF | WWW | - | - | - | - | Tlzgo | K-Ihzsp | 130-140 | 135 | 4.79% | 4.844% | 25.83212 |
| O2 | YXV | 305.000 | 3.20 | - | JJJ | RRR | - | - | - | - | Pvgnr | U-Fogum | 125-135 | 135 | 4.65% | 4.701% | 39.78376 |
Tranche Comments
Q1: First Pay: 2022-07-20; Registration: 144V Srzj; Comments: Tzw-okjywi;
O2: First Pay: 2022-07-20; Registration: 144R Cfoq;
I3: First Pay: 2022-07-20; Registration: 144L Odtg;
Deal Comments
Egy wybg sbj bwjekyw sxgs PUC$1000.302s wg PUC$1200.363s
Risk Retention
OQ - Zmb, LO - Dp