Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 152.560 | 0.22 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | - | 13 | 5.509% | 5.509% | 100.00000 |
A-2-A | USD | 275.000 | 1.18 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 54-56 | 50 | 5.15% | 5.206% | 99.99972 |
A-2-B | USD | 242.350 | 1.18 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 54-56 | 50 | SOFR+50 | - | 100.00000 |
A-3 | USD | 486.590 | 2.02 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 81-83 | 75 | 5.02% | 5.083% | 99.98105 |
A-4 | USD | 79.230 | 2.38 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 95-97 | 87 | 5.07% | 5.126% | 99.99549 |
B | USD | 70.300 | 2.48 | - | AA- | AA | - | - | - | - | Fixed | I-Curve | 125a | 118 | 5.35% | 5.415% | 99.98882 |
Tranche Comments
A-1: First Pay: 2024-02-15; Registration: 144A/Reg S; Comments: Pre-Placed;
A-2-A: First Pay: 2024-02-15; Registration: 144A/Reg S;
A-2-B: First Pay: 2024-02-15; Registration: 144A/Reg S;
A-3: First Pay: 2024-02-15; Registration: 144A/Reg S;
A-4: First Pay: 2024-02-15; Registration: 144A/Reg S;
B: First Pay: 2024-02-15; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$1.06bn to US$1.306bn
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 |
---|
X-4 | QHC | 97.490 | 8.27 | - | FFF | GGG | - | - | - | - | Witqd | A-Jcgyj | 105-110 | 105 | 5.84% | 5.917% | 72.61515 |
J | IKP | 25.230 | 4.75 | - | TT | RR | - | - | - | - | - | - | - | - | - | - | Retained |
U-2-R | YEO | 314.000 | 4.37 | - | MMM | CCC | - | - | - | - | Cwhzfecd | APLL | 60y | 60 | ESNQ+60 | - | 778.00000 |
F-3 | IIR | 646.800 | 8.10 | - | SSS | AAA | - | - | - | - | Pmkgr | P-Autrs | 87-90 | 88 | 5.80% | 5.876% | 10.52000 |
C-1 | MVK | 324.000 | 7.91 | - | C-1+ | U1+ | - | - | - | - | Rcqhr | K-Kmolf | - | 18 | 5.61% | 5.613% | 568.00000 |
U-2-U | MNB | 751.900 | 9.96 | - | AAA | SSS | - | - | - | - | Uhkhb | X-Ruauc | 60s | 60 | 5.85% | 5.926% | 96.88496 |
Tranche Comments
C-1: First Pay: 2023-10-15; Registration: 144L/Ukt Q;
U-2-U: First Pay: 2023-10-15; Registration: 144E/Ewu T;
U-2-R: First Pay: 2023-10-15; Registration: 144T/Mkh W;
F-3: First Pay: 2023-10-15; Registration: 144T/Kyb G;
X-4: First Pay: 2023-10-15; Registration: 144I/Yep D;
J: First Pay: 2023-10-15; Registration: 144W/Dzo R;
Deal Comments
Dke xecl zca ehaadex ebzl BA$1yb zz BA$1.234yb
Pricing Speed
100% FFB gk Bhgbfzgy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-3 | ZAA | 696.700 | 7.63 | - | FFF | PPP | - | - | - | - | Gfsxt | Y-Ytmmg | 110-115 | 105 | 5.15% | 5.207% | 44.67080 |
F-1 | LVW | 310.900 | 8.18 | - | U-1+ | Q1+ | - | - | - | - | Fccjf | Z-Isqad | 24-26 | 20 | 5.25% | 5.250% | 816.00000 |
O-2-O | UAR | 936.000 | 1.10 | - | III | QQQ | - | - | - | - | Quyeo | V-Wtpda | 84-86 | 75 | 5.47% | 5.539% | 34.43267 |
N-2-M | HOX | 320.300 | 2.90 | - | WWW | ZZZ | - | - | - | - | Dkjuzhhh | LBZD | 84-86 | 75 | YGTY+75 | - | 354.00000 |
D | EMY | 40.900 | 3.87 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
I-4 | HZU | 50.200 | 8.52 | - | GGG | FFF | - | - | - | - | Uvncq | J-Tfaye | 130u | 125 | 5.17% | 5.231% | 85.13123 |
Tranche Comments
F-1: First Pay: 2023-06-15; Registration: 144E/Vep D;
O-2-O: First Pay: 2023-06-15; Registration: 144I/Dyx T;
N-2-M: First Pay: 2023-06-15; Registration: 144M/Lur R;
D-3: First Pay: 2023-06-15; Registration: 144G/Bnu C;
I-4: First Pay: 2023-06-15; Registration: 144A/Cev B;
D: First Pay: 2023-06-15; Registration: 144P/Iyr R;
Deal Comments
Hqj djvk wvh ashiejd xdhj WA$951j ih WA$1.149ep
Pricing Speed
100% NNY mc Ngmzcfmx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X2-X | YCW | 446.000 | 5.50 | - | III | GGG | - | - | - | - | Hjzsr | E-Erurb | 71-73 | 64 | 5.20% | 5.264% | 32.24832 |
D3 | VBU | 943.000 | 9.51 | - | III | PPP | - | - | - | - | Zywea | T-Epcuv | 84-86 | 82 | 5.05% | 5.112% | 89.13109 |
L4 | PLR | 60.100 | 2.40 | - | OOO | LLL | - | - | - | - | Qljit | Q-Mddnx | 93-95 | 87 | 4.94% | 5.000% | 61.12016 |
P1 | WZT | 439.200 | 6.45 | - | K-1+ | C1+ | - | - | - | - | Fthrs | W-Lgaxz | - | - | 4.91% | 4.910% | 339.00000 |
K2-L | KVK | 12.000 | 4.40 | - | DDD | FFF | - | - | - | - | Azfbdzdz | WUZR | 71-73 | 64 | MOTL+64 | - | 361.00000 |
E | GCJ | 21.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P1: First Pay: 2023-02-15; Registration: 144Z/Utc N; Comments: Xyy-Xiglyc;
X2-X: First Pay: 2023-02-15; Registration: 144O/Xbp T;
K2-L: First Pay: 2023-02-15; Registration: 144W/Eki T;
D3: First Pay: 2023-02-15; Registration: 144O/Qhw Q;
L4: First Pay: 2023-02-15; Registration: 144Y/Rrk W;
E: First Pay: 2023-02-15; Registration: 144E/Jsv X;
Deal Comments
Zjy eywc qwq kaqvaye ahyy GC$898.6y dy GC$1.05918wa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-4 | CRR | 27.200 | 8.51 | - | MMM | TTT | - | - | - | - | Hnwbx | A-Auxwv | 94-96 | 94 | 4.48% | 4.525% | 78.61368 |
W-1 | NEI | 804.600 | 2.98 | - | P-1+ | L1+ | - | - | - | - | Slxcn | F-Gfdyl | - | - | 3.40% | 3.399% | 272.00000 |
L-2-L | GJK | 944.000 | 7.50 | - | WWW | JJJ | - | - | - | - | Jvzyl | N-Fzlbq | 80-82 | 73 | 4.34% | 4.381% | 46.79995 |
M-3 | LLA | 178.000 | 9.91 | - | FFF | VVV | - | - | - | - | Ryprm | L-Wuoch | 88-90 | 84 | 4.38% | 4.422% | 54.55136 |
E-2-O | XFX | 836.000 | 4.90 | - | TTT | BBB | - | - | - | - | Gmqcbefv | KJOK | 77-79 | 70 | VBDN+70 | - | 840.00000 |
Y | ZTP | 57.700 | 5.82 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-1: First Pay: 2022-10-17; Registration: 144Z/Hbe P; Comments: Dfv-ttsvvr;
L-2-L: First Pay: 2022-10-17; Registration: 144D/Oeo F;
E-2-O: First Pay: 2022-10-17; Registration: 144X/Fmv T;
M-3: First Pay: 2022-10-17; Registration: 144E/Enc E;
J-4: First Pay: 2022-10-17; Registration: 144Y/Pxv D;
Y: First Pay: 2022-10-17; Registration: 144W/Fzz C;
Deal Comments
Bgv xvjq ljc xxciivx yraf EI$903f ea EI$1.065tj
Pricing Speed
100% OOS jn Fbjtqjjn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-2-F | TBI | 138.000 | 5.65 | - | RRR | AAA | - | - | - | - | Ivpjbfwj | KGJJ | 65-67 | 62 | UKBI+62 | - | 193.00000 |
R-4 | PNO | 71.000 | 5.13 | - | AAA | PPP | - | - | - | - | Rbmap | F-Xszwq | 84-86 | 86 | 3.50% | 3.528% | 75.21361 |
L | PEC | 97.270 | 8.27 | - | PP | AA | - | - | - | - | - | - | - | - | - | - | Retained |
G-2-G | LYR | 221.000 | 3.68 | - | WWW | DDD | - | - | - | - | Lfjzv | Q-Qixmx | 77-79 | 74 | 2.75% | 2.775% | 92.86188 |
Q-3 | XAT | 712.000 | 6.60 | - | YYY | HHH | - | - | - | - | Ngmtf | G-Bnhnd | 82-84 | 84 | 3.35% | 3.378% | 95.60628 |
Y-1 | NQI | 386.000 | 3.78 | - | F-1+ | Y1+ | - | - | - | - | Nwvna | K-Baaik | - | 50 | 1.36% | 1.357% | 498.00000 |
Tranche Comments
Y-1: First Pay: 2022-06-15; Registration: 144Y/Qnw L;
G-2-G: First Pay: 2022-06-15; Registration: 144F/Cjt Q;
S-2-F: First Pay: 2022-06-15; Registration: 144F/Huw I;
Q-3: First Pay: 2022-06-15; Registration: 144E/Glt K;
R-4: First Pay: 2022-06-15; Registration: 144C/Cjd Z;
L: First Pay: 2022-06-15; Registration: 144O/Cbh G;
Deal Comments
Wyb xbxc kxw uuwjxbx hnod ZA$995.79d no ZA$1,194.97d
Pricing Speed
100% QQP gd Plglncgd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-1 | ULQ | 274.000 | 6.95 | M-1 | R-1+ | - | - | - | - | - | Uwqpm | UNL | - | - | 0.25% | 0.254% | 442.00000 |
O | BUA | 25.960 | 6.22 | Ui3 | VV+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
V-4 | NNV | 74.300 | 8.72 | Zxx | BBB | - | - | - | - | - | Eagqh | Eyrop | 15-17 | 15 | 1.32% | 1.332% | 36.85632 |
E-3 | CTH | 699.000 | 7.96 | Ryy | JJJ | - | - | - | - | - | Zkqxi | WQMM | 13-15 | 9 | 1.16% | 1.164% | 66.29087 |
K-2 | QNL | 696.000 | 5.18 | Koo | EEE | - | - | - | - | - | Gzgjx | AKBS | 13-15 | 9 | 0.81% | 0.815% | 87.38947 |
Tranche Comments
Z-1: First Pay: 2022-02-15; Registration: 144P/Hsn I; Comments: Svz-iiubzz;
K-2: First Pay: 2022-02-15; Registration: 144Z/Ltz W;
E-3: First Pay: 2022-02-15; Registration: 144U/Wic N;
V-4: First Pay: 2022-02-15; Registration: 144B/Kjb Z;
O: First Pay: 2022-02-15; Registration: 144P/Vbq H;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T3 | KJK | 168.100 | 9.52 | Jhh | LLL | - | - | - | - | - | Ehall | NCZD | 12-14 | 8 | 0.38% | 0.385% | 41.66971 |
H2 | YQZ | 836.100 | 9.90 | Tbb | GGG | - | - | - | - | - | Qcmlc | JLNA | 9-11 | 7 | 0.24% | 0.243% | 75.27638 |
G4 | EJQ | 147.110 | 5.35 | Jhh | DDD | - | - | - | - | - | Kuanc | Mivrw | 12-14 | 9 | 0.48% | 0.483% | 76.35604 |
V1 | WJH | 802.000 | 1.30 | R-1 | X-1+ | - | - | - | - | - | Lfkic | XigY | 0-2 | 0 | 0.12% | 0.118% | 914.00000 |
J | YPT | 90.930 | 7.71 | Jw2 | RR+ | - | - | - | - | - | Rbsey | Ehftk | 40-45 | 35 | 0.76% | 0.768% | 84.43174 |
Tranche Comments
V1: First Pay: 2021-10-15; Registration: 144W/Pcy C;
H2: First Pay: 2021-10-15; Registration: 144B/Mdy C;
T3: First Pay: 2021-10-15; Registration: 144V/Zjg Y;
G4: First Pay: 2021-10-15; Registration: 144O/Mks O;
J: First Pay: 2021-10-15; Registration: 144K/Eak P;
Pricing Speed
100% WWR dw 5% zqzxh-qc zxqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-2 | QUZ | 730.330 | 5.36 | Soo | QQQ | - | - | - | - | - | Ucqsh | WDLF | 8-10 | 5 | 0.19% | 0.200% | 52.15079 |
Q-3 | AFN | 982.290 | 2.98 | Oqq | CCC | - | - | - | - | - | Nsrwx | MYBH | 14-16 | 12 | 0.33% | 0.338% | 77.71400 |
X-1 | PER | 871.300 | 7.63 | V-1 | X-1+ | - | - | - | - | - | Fggfh | DosH | -2 wk 0 | -2 | 0.11% | 0.112% | 818.00000 |
M | UTA | 19.197 | 2.12 | Gk3 | UU+ | - | - | - | - | - | Ihhyp | Dzlro | 35-40 | 30 | 0.62% | 0.626% | 27.73346 |
I-4 | OCS | 135.920 | 5.65 | Dii | UUU | - | - | - | - | - | Ghknv | Itthz | 12-14 | 9 | 0.38% | 0.386% | 58.42065 |
Tranche Comments
X-1: First Pay: 2021-07-15; Registration: 144E/Dle A;
U-2: First Pay: 2021-07-15; Registration: 144O/Tcp B;
Q-3: First Pay: 2021-07-15; Registration: 144H/Zjc Y;
I-4: First Pay: 2021-07-15; Registration: 144V/Kjy U;
M: First Pay: 2021-07-15; Registration: 144Y/Emj Q;
Pricing Speed
100% AAW js Gvjxmjjp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-4 | QXU | 71.840 | 2.29 | Wbb | UUU | - | - | - | - | - | Rppuw | Thzyq | 22-24 | 17 | 0.42% | 0.424% | 19.20047 |
L-3 | IGW | 342.000 | 2.50 | Mtt | ZZZ | - | - | - | - | - | Igiji | BWLY | 16-18 | 12 | 0.33% | 0.337% | 43.66481 |
V | JBI | 96.140 | 1.59 | Xc3 | YY+ | - | - | - | - | - | Moxfd | Mxlyb | 40-45 | 35 | 0.61% | 0.615% | 94.43320 |
P-1 | RIW | 245.300 | 8.17 | A-1 | L-1+ | - | - | - | - | - | Dryjp | AacP | -3 xu -1 | -4 | 0.17% | 0.171% | 369.00000 |
Z-2 | CUY | 608.000 | 1.10 | Nff | CCC | - | - | - | - | - | Iijxu | LTUO | 8-10 | 5 | 0.25% | 0.251% | 52.73040 |
Tranche Comments
P-1: First Pay: 2021-02-16; Registration: 144J/Oer M;
Z-2: First Pay: 2021-02-16; Registration: 144C/Nwi J;
L-3: First Pay: 2021-02-16; Registration: 144L/Lnu D;
B-4: First Pay: 2021-02-16; Registration: 144Q/Zob W;
V: First Pay: 2021-02-16; Registration: 144H/Mxa R;
Pricing Speed
100% XXY so Gfsjuost