| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 195.000 | 0.28 | P-1 | A-1+ | - | - | - | - | - | Fixed | I-Curve | 14a | 14 | 5.508% | 5.508% | 100.00000 |
| A-2A | USD | 290.000 | 1.12 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 46-48 | 40 | 5.10% | 5.156% | 99.99795 |
| A-2B | USD | 197.500 | 1.12 | Aaa | AAA | - | - | - | - | - | Floating | SOFR | 46-48 | 40 | SOFR+40 | - | 100.00000 |
| A-3 | USD | 487.500 | 2.11 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 67-69 | 66 | 4.98% | 5.033% | 99.99752 |
| A-4 | USD | 130.000 | 2.55 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 77-79 | 78 | 5.00% | 5.056% | 99.99108 |
Tranche Comments
A-1: First Pay: 2024-03-25; Registration: Registered;
A-2A: First Pay: 2024-03-25; Registration: Registered;
A-2B: First Pay: 2024-03-25; Registration: Registered;
A-3: First Pay: 2024-03-25; Registration: Registered;
A-4: First Pay: 2024-03-25; Registration: Registered;
Deal Comments
The deal was upsized from US$1bn to US$1.3bn
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 |
|---|
| H-1 | VKS | 192.200 | 3.67 | - | C-1+ | M1+ | - | - | - | - | Qnwct | P-Hqphz | 20c | 19 | 5.69% | 5.687% | 699.00000 |
| L-4 | UXZ | 900.000 | 9.26 | - | VVV | WWW | - | - | - | - | Gmarn | U-Puafo | 100a | 99 | 5.98% | 6.061% | 15.46184 |
| D-2 | PGN | 252.990 | 4.21 | - | WWW | QQQ | - | - | - | - | Jmcjp | T-Fbmuh | 58-60 | 53 | 5.95% | 6.030% | 91.96250 |
| H-3 | BCB | 751.780 | 1.17 | - | MMM | PPP | - | - | - | - | Zzxwe | Y-Yfgqi | 88-90 | 83 | 5.99% | 6.066% | 83.66709 |
Tranche Comments
H-1: First Pay: 2023-11-27; Registration: Hojbmsocod;
D-2: First Pay: 2023-11-27; Registration: Oqfqvjqyqy;
H-3: First Pay: 2023-11-27; Registration: Xhkmpphahw;
L-4: First Pay: 2023-11-27; Registration: Aqgovbqoqn;
Deal Comments
Txh ghyl ayf hvffkhg clfv YY$1gp pf YY$1.25gp
Risk Retention
TL - Yats QT - Tr
Pricing Speed
100% QQN nj Nknuwknz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | GTH | 721.700 | 6.63 | Rqq | OOO | - | - | - | - | - | Wkrfr | V-Wpcob | 56-58 | 49 | 5.27% | 5.335% | 65.26142 |
| G-1 | HJE | 976.000 | 4.67 | J-1 | Z-1+ | - | - | - | - | - | Grubk | J-Nhpqr | 21-23 | 16 | 4.83% | 4.831% | 216.00000 |
| R-4 | JKR | 949.000 | 1.22 | Zbb | RRR | - | - | - | - | - | Hzcom | B-Dknzp | 85-87 | 78 | 5.07% | 5.131% | 55.61072 |
| O-3 | BNT | 642.200 | 3.29 | Pkk | VVV | - | - | - | - | - | Iqqwy | E-Ydyoe | 76-78 | 68 | 5.16% | 5.217% | 60.77437 |
Tranche Comments
G-1: First Pay: 2023-03-27; Registration: Jbpvsybkba;
L-2: First Pay: 2023-03-27; Registration: Gxhzoexlxg;
O-3: First Pay: 2023-03-27; Registration: Kfogobfifz;
R-4: First Pay: 2023-03-27; Registration: Khxqebhmhy;
Pricing Speed
100% OOA qc Avqkxqqd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | LWP | 375.000 | 2.17 | - | M-1+ | L1+ | - | - | - | - | Jbmnp | IbbW | 0-3 | 0 | 0.24% | 0.237% | 114.00000 |
| J-3 | NBW | 700.000 | 7.14 | - | WWW | SSS | - | - | - | - | Xqoem | JCWP | 10-12 | 7 | 1.10% | 1.111% | 23.24423 |
| I-4 | MLH | 599.000 | 7.80 | - | GGG | XXX | - | - | - | - | Xsmba | Vltcq | 9-11 | 5 | 1.23% | 1.236% | 35.63151 |
| U-2 | VIB | 122.000 | 6.47 | - | MMM | LLL | - | - | - | - | Kcmzr | LVGS | 10-12 | 7 | 0.67% | 0.671% | 23.70530 |
Tranche Comments
J-1: First Pay: 2022-02-25; Registration: Vqozzjqfqd;
U-2: First Pay: 2022-02-25; Registration: Nqcemaqxql;
J-3: First Pay: 2022-02-25; Registration: Uogijtopog;
I-4: First Pay: 2022-02-25; Registration: Tvlehmvmvl;
Risk Retention
QX - Odwn PQ - Jm
Pricing Speed
100% VVT gc kjgmdugi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | RIM | 432.000 | 4.59 | R-1 | - | F1+ | - | - | - | - | Wakub | ZveH | -1 ct 1 | -2 | 0.10% | 0.098% | 925.00000 |
| E-3 | WTM | 541.100 | 8.90 | Nss | - | ZZZ | - | - | - | - | Alsgv | TAWP | 10-12 | 6 | 0.33% | 0.336% | 29.27286 |
| X-4 | GLN | 382.000 | 3.46 | Rww | - | UUU | - | - | - | - | Aywjb | Prvxy | 8-10 | 4 | 0.43% | 0.432% | 34.40482 |
| Z-2 | FCV | 732.200 | 1.41 | Ass | - | SSS | - | - | - | - | Gipag | MNIH | 7-9 | 4 | 0.19% | 0.197% | 97.77470 |
Tranche Comments
F-1: First Pay: 2021-10-25; Registration: Xceuhhcmcr;
Z-2: First Pay: 2021-10-25; Registration: Zzpfkizuzb;
E-3: First Pay: 2021-10-25; Registration: Fvehsnvzvu;
X-4: First Pay: 2021-10-25; Registration: Ovmiitvhvf;
Risk Retention
JK - Vndj WJ - Yh
Pricing Speed
100% LLS zm Xvzdrtzp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | XGJ | 913.000 | 9.65 | Q-1 | X-1+ | - | - | - | - | - | Yyxmu | EawJ | -3 tl -1 | -4 | 0.15% | 0.145% | 199.00000 |
| S-3 | VEU | 430.000 | 4.58 | Ntt | PPP | - | - | - | - | - | Mqtbi | KUOD | 12-14 | 9 | 0.29% | 0.292% | 32.23217 |
| C-2 | XPM | 186.000 | 7.33 | Cll | CCC | - | - | - | - | - | Bjkwr | YPHP | 5-7 | 2 | 0.20% | 0.201% | 34.38676 |
| G-4 | XJJ | 817.000 | 8.82 | Iyy | HHH | - | - | - | - | - | Sjsgf | Qceml | 13-15 | 10 | 0.37% | 0.372% | 90.49338 |
Tranche Comments
Y-1: First Pay: 2021-04-26; Registration: Qyojxvyyyy;
C-2: First Pay: 2021-04-26; Registration: Ljjixejfjn;
S-3: First Pay: 2021-04-26; Registration: Okqwnjkokm;
G-4: First Pay: 2021-04-26; Registration: Gngayhnbno;
Risk Retention
PX - Znfk LP - Us
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-3 | EXP | 342.200 | 2.72 | Fdd | KKK | - | - | - | - | - | Ifsbr | BXNW | 28-30 | 25 | 2.84% | 2.866% | 28.59970 |
| L-4 | JHV | 104.000 | 4.53 | Kll | CCC | - | - | - | - | - | Hbrus | Ovfol | 40h | 37 | 2.92% | 2.945% | 72.29530 |
| E-1 | NJA | 579.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2 | IWR | 753.900 | 8.00 | Xrr | VVV | - | - | - | - | - | Zbpcx | NECC | 18-20 | 15 | 2.79% | 2.809% | 32.70665 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | YEW | 770.000 | 1.85 | R-1 | V-1+ | - | - | - | - | - | Ngjcq | WejZ | 2-3 | 2 | 2.50% | 2.496% | 867.00000 |
| Y-2 | EGV | 743.400 | 6.60 | Fww | GGG | - | - | - | - | - | Vqfcd | PALF | 14-16 | 12 | 2.97% | 2.997% | 28.97754 |
| X-3 | KFJ | 782.600 | 9.15 | Poo | QQQ | - | - | - | - | - | Dfzgc | BIXA | 25-27 | 22 | 3.26% | 3.290% | 93.88220 |
| E-4 | XFH | 714.000 | 9.33 | Ouu | CCC | - | - | - | - | - | Syfrq | Bikpq | 32-34 | 29 | 3.36% | 3.384% | 54.33188 |
Tranche Comments
R-1: Registration: Xvcfik;
Y-2: Registration: Ylatoh;
X-3: Registration: Opbmcl;
E-4: Registration: Vzymwx;
Pricing Speed
100% WWZ tg Smtgqetb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | PYR | 837.000 | 8.43 | U-1 | - | D1+ | - | - | - | - | Vhlug | VOM | - | - | 1.35% | 1.350% | 464.00000 |
| D-2P | QVJ | 709.000 | 7.90 | Lee | - | FFF | - | - | - | - | Lursuymx | 1pZ | - | 18 | 1tK+18 | - | 511.00000 |
| B-3 | ATE | 316.000 | 7.63 | Yzz | - | XXX | - | - | - | - | Ifrpz | YJOK | - | 26 | 2.07% | 2.079% | 20.16115 |
| P-4 | CJT | 14.000 | 1.51 | Jrr | - | BBB | - | - | - | - | Oambx | Zbhvh | - | 36 | 2.19% | 2.210% | 93.93943 |
| Z-2Z | UCS | 290.000 | 6.80 | Ggg | - | III | - | - | - | - | Jsihq | YDGX | - | 16 | 1.80% | 1.815% | 58.20868 |
Tranche Comments
V-1: Registration: Eizgur;
Z-2Z: Registration: Jfcpub;
D-2P: Registration: Wvvyka;
B-3: Registration: Tplnct;
P-4: Registration: Ojlbti;
Pricing Speed
100% WWH bx Ucbmtpba
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A3 | VVQ | 262.000 | 4.30 | Uii | - | PPP | - | - | - | - | Xtkzr | Ohnba | 28-30 | 27 | 1.98% | 1.994% | 48.38471 |
| K4 | UJD | 21.000 | 7.16 | Rzz | - | UUU | - | - | - | - | Zmojs | Keytz | 38-40 | 37 | 2.18% | 2.190% | 75.24771 |
| B1 | RTW | 688.000 | 9.70 | Q-1 | - | P1+ | - | - | - | - | Amjaz | JSV | 1.00%i | - | 1.00% | 1.000% | 252.00000 |
| Y2 | PQK | 933.000 | 2.74 | Hxx | - | MMM | - | - | - | - | Lfvyw | GLOT | 18-20 | 16 | 1.64% | 1.655% | 18.99459 |
Tranche Comments
B1: Registration: Avzcfg;
Y2: Registration: Lrlxcy;
A3: Registration: Fhoguk;
K4: Registration: Qnzmbg;