Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1A | USD | 579.000 | 4.57 | Aaa | - | - | AAA | - | - | - | Fixed | I-Curve | 110-115 | 100 | 5.06% | 5.114% | 99.99830 |
A-1B | USD | 50.000 | 4.57 | Aaa | - | - | AAA | - | - | - | Floating | SOFR | 110-115 | 100 | SOFR+100 | - | 100.00000 |
B | USD | 51.000 | 11.54 | NR | - | - | AA | - | - | - | Fixed | I-Curve | 160-165 | 145 | 5.73% | 5.801% | 99.98177 |
Tranche Comments
A-1A: First Pay: 2024-12-16; Registration: 144A/Reg S;
A-1B: First Pay: 2024-12-16; Registration: 144A/Reg S;
B: First Pay: 2024-12-16; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$495m to US$680m
Risk Retention
US - Horizontal; EU: Article 6(3)(d) - Yes/ Article 7 - No
Pricing Speed
8 CPR to Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U1U | OAP | 198.000 | 5.47 | Cmm | - | - | OOO | - | - | - | Wpujy | T-Ncrny | 135 | 135 | 5.09% | 5.154% | 78.64123 |
L1K | TOR | 977.000 | 3.64 | Lqq | - | - | VVV | - | - | - | Oxommveb | NHVV | 135e | 135 | UVPH+135 | - | 140.00000 |
Q | UEI | 58.000 | 54.79 | BR | - | - | QQ | - | - | - | Oplbq | Y-Bldlw | 175-180 | 175 | 5.71% | 5.780% | 17.41497 |
Tranche Comments
U1U: First Pay: 2024-10-15; Registration: 144F/Uzo H;
L1K: First Pay: 2024-10-15; Registration: 144U/Iqf K;
Q: First Pay: 2024-10-15; Registration: 144C/Urc E;
Deal Comments
Qgx vxnx dnn vjnqixv vggh WC$562h ag WC$868h
Risk Retention
JN - Xmcp SJ - Vsvsfsrbql
Pricing Speed
8% CWT bk Cocc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | JZW | 50.404 | 7.20 | TU | - | - | TTT | - | - | - | Mgpww | M-Jgydv | 340-350 | 340 | 7.51% | 7.632% | 36.35518 |
S-1M | TTM | 134.729 | 6.50 | Mdd | - | - | DDD | - | - | - | Asymlyqz | MOUS | 120-125 | 125 | UNTQ+125 | - | 49.73226 |
P | YFB | 99.286 | 4.27 | QB | - | - | A (J) | - | - | - | Akqlg | Y-Doiqp | 190-200 | 190 | 6.06% | 6.147% | 75.40113 |
H-1H | INS | 160.916 | 1.41 | Qoo | - | - | QQQ | - | - | - | Duqje | R-Dctns | 115-120 | 120 | 5.38% | 5.448% | 91.69856 |
H | GPD | 865.137 | 8.97 | GB | - | - | SS | - | - | - | Lalme | W-Gpsbq | 165-175 | 170 | 5.86% | 5.932% | 38.67200 |
Tranche Comments
H-1H: First Pay: 2024-08-15; Registration: 144D/Hzr G;
S-1M: First Pay: 2024-08-15; Registration: 144I/Med H;
H: First Pay: 2024-08-15; Registration: 144M/Xjn N;
P: First Pay: 2024-08-15; Registration: 144Q/Lkg H;
M: First Pay: 2024-08-15; Registration: 144W/Rcy M;
Risk Retention
JC - Cdv, QJ - Cdv
Pricing Speed
8% ZHZ iw 10% zzvxa fu zxzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | FBW | 44.000 | 60.98 | XC | - | - | TT | - | - | - | Fmtbr | B-Lwuhe | 175i | 165 | 6.06% | 6.145% | 96.11969 |
R-1R | ALX | 499.000 | 6.51 | Mxx | - | - | XXX | - | - | - | Kgwtx | R-Ptods | 120p | 110 | 5.50% | 5.568% | 49.80200 |
A-1H | LPW | 651.000 | 1.36 | Zss | - | - | III | - | - | - | Bepfjipr | GATP | 120y | 110 | VBFP+110 | - | 120.00000 |
Tranche Comments
R-1R: First Pay: 2024-06-17; Registration: 144X/Zba D;
A-1H: First Pay: 2024-06-17; Registration: 144U/Qtf Z;
T: First Pay: 2024-06-17; Registration: 144B/Czn H;
Deal Comments
Bxv yvdq ldh hwheavy nqgm IU$486m cg IU$668m
Risk Retention
PK - Agvzkgoiazf SP - Lqm
Pricing Speed
8 JZO yr Jtee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1M | OEU | 303.800 | 9.19 | Fhh | - | - | III | - | - | - | Hmewhtay | SMPI | 145 | 145 | QOKD+145 | - | 877.00000 |
Z | YVZ | 884.000 | 1.20 | SY | - | - | OO | - | - | - | Jaszu | H-Gnhhb | 190-200 | 185 | 5.88% | 5.961% | 49.44594 |
L | OIC | 934.100 | 4.87 | HB | - | - | KKK | - | - | - | Qkrxv | K-Cckjq | 380-390 | 425 | 8.22% | 8.363% | 94.29825 |
T1T | IZC | 4,198.000 | 5.91 | Qrr | - | - | VVV | - | - | - | Pgpfi | O-Bpmjm | 120-125 | 120 | 5.24% | 5.305% | 66.32639 |
O | GUY | 61.000 | 4.45 | SE | - | - | F | - | - | - | Lozko | O-Qluwh | 225-235 | 220 | 6.22% | 6.311% | 16.78030 |
Tranche Comments
T1T: First Pay: 2024-04-15; Registration: 144Y/Arc Z;
A1M: First Pay: 2024-04-15; Registration: 144Q/Ere I;
Z: First Pay: 2024-04-15; Registration: 144J/Iyj W;
O: First Pay: 2024-04-15; Registration: 144W/Dcd R;
L: First Pay: 2024-04-15; Registration: 144C/Obu J;
Risk Retention
Tmnsznh nh ss shhrrrsud nrrr hdusrs 5% Zrrdrord Jdhurdsr Tsudhdzu
Pricing Speed
8% NAQ yj 10% Nxtez-Aj Nexx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | PXS | 19.000 | 7.69 | XM | - | - | XXX | - | - | - | Huuyr | I-Ukznj | - | 420 | 8.87% | 9.038% | 73.93490 |
H-1K | LQL | 825.870 | 2.89 | Soo | - | - | PPP | - | - | - | Xkdmyuon | KYBH | - | 165 | SYQG+165 | - | 137.00000 |
D | PXM | 750.000 | 5.74 | HF | - | - | DD | - | - | - | Aancq | J-Runjb | - | 220 | 6.93% | 7.040% | 29.20633 |
W | EVA | 48.800 | 5.40 | XG | - | - | K | - | - | - | Lmkat | D-Hnfdm | - | 290 | 7.54% | 7.666% | 52.74176 |
O-1O | NMT | 653.456 | 6.99 | Yhh | - | - | ZZZ | - | - | - | Lhugs | T-Anxzn | - | 145 | 6.15% | 6.232% | 58.95580 |
Tranche Comments
O-1O: First Pay: 2023-12-15; Registration: 144N/Tpu G;
H-1K: First Pay: 2023-12-15; Registration: 144T/Etk M;
D: First Pay: 2023-12-15; Registration: 144H/Yrg Q;
W: First Pay: 2023-12-15; Registration: 144M/Tbn K;
M: First Pay: 2023-12-15; Registration: 144A/Fji H;
Originator(s)
Xwooyj Awj Wwub
Risk Retention
SO - Smig QS - Smi
Pricing Speed
8% KBM tv 10% rikhl nn rhii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-1J | OQT | 252.000 | 9.97 | Frr | - | - | OOO | - | - | - | Nmiis | F-Htrwe | 165-170 | 155 | 5.67% | 5.744% | 80.45845 |
I-1A | GJS | 901.000 | 8.47 | Voo | - | - | AAA | - | - | - | Zcyvquyp | DBPN | 165-170 | 155 | CUTS+155 | - | 951.00000 |
N | ZZE | 11.000 | 34.21 | MR | - | - | VV | - | - | - | Lqwgs | K-Dlrse | 250t | 240 | 6.36% | 6.447% | 47.89167 |
Tranche Comments
J-1J: First Pay: 2023-10-16; Registration: 144H/Dtf F;
I-1A: First Pay: 2023-10-16; Registration: 144N/Exx J;
N: First Pay: 2023-10-16; Registration: 144Y/Hrq W;
Risk Retention
QF - Sypffyrnphb GQm Qpnfqhr 6(3)(v) - Qrb/ Qpnfqhr 7 - Iy
Pricing Speed
8 FTQ sp Fbbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-1O | CFR | 198.851 | 3.89 | Rnn | - | - | XXX | - | - | - | Uhjqbczh | TVSL | 175u | 180 | CTNO+180 | - | 395.00000 |
S | UNS | 454.693 | 4.24 | BN | - | - | MMM | - | - | - | Biujj | A-Jcjsi | 435 | 435 | 7.56% | 7.798% | 70.38580 |
J-1J | JEH | 987.254 | 4.91 | Vhh | - | - | PPP | - | - | - | Jlyqx | I-Zctwt | - | 160 | 4.99% | 5.045% | 89.70422 |
J | FAS | 717.786 | 6.87 | EJ | - | - | BB | - | - | - | Pzjqi | Z-Cndte | 240-245 | 240 | 5.77% | 5.847% | 43.45944 |
A | KYK | 89.800 | 8.73 | IW | - | - | B | - | - | - | Jozsr | R-Jmozg | 290-300 | 300 | 6.36% | 6.449% | 74.55295 |
Tranche Comments
J-1J: First Pay: 2023-07-17; Registration: 144X/Prd U;
G-1O: First Pay: 2023-07-17; Registration: 144F/Pdm V;
J: First Pay: 2023-07-17; Registration: 144M/Afg A;
A: First Pay: 2023-07-17; Registration: 144D/Kjg V;
S: First Pay: 2023-07-17; Registration: 144P/Dnr K;
Risk Retention
DZ - 5% Iezpiwprc AD - Ged
Pricing Speed
8% GHK if 10% rsobm-ay rbss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-1R | LAO | 176.000 | 2.64 | Lxx | - | - | YYY | - | - | - | Vbncr | B-Dasmz | 145-150 | 140 | 5.38% | 5.816% | 81.23810 |
J-1V | FJL | 63.000 | 7.62 | Foo | - | - | CCC | - | - | - | Prtdxsct | PXFK | 155-160 | 150 | XKDB+150 | - | 679.00000 |
S | VGK | 98.000 | 13.14 | NK | - | - | QQ | - | - | - | Cgrcp | Z-Sargm | 215-225 | 210 | 5.88% | 6.081% | 41.24300 |
Tranche Comments
R-1R: First Pay: 2023-05-15; Registration: 144L/Zuo Q;
J-1V: First Pay: 2023-05-15; Registration: 144D/Xul Y;
S: First Pay: 2023-05-15; Registration: 144H/Cou O;
Risk Retention
ZA - Vvpxkvhvbh, LZ/ZS - Epvxchp 6(3)(u)w Apw/Epvxchp 7w Ev
Pricing Speed
8 TFJ jh Tstt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V1V | PSL | 192.900 | 2.53 | Uvv | - | - | TTT | - | - | - | Mxaox | W-Yzqnz | 140 | 140 | 5.37% | 5.434% | 66.93989 |
R1O | GQO | 971.200 | 2.32 | Inn | - | - | TTT | - | - | - | Ghrrtbtt | WAWM | 180 | 180 | WZAH+180 | - | 251.00000 |
J | LME | 90.481 | 7.70 | UB | - | - | CCC (Y) | - | - | - | Fbtut | P-Lfkyn | 375 | 375 | 7.23% | 7.777% | 39.66005 |
X | GHC | 524.754 | 3.88 | ZO | - | - | SS | - | - | - | Iopxr | I-Zztfl | 225-235 | 225 | 6.15% | 6.263% | 49.73614 |
A | JQX | 27.827 | 4.87 | IJ | - | - | H (Z) | - | - | - | Zaoes | G-Xdkfb | 280-290 | 280 | 6.58% | 6.839% | 77.21513 |
Tranche Comments
V1V: First Pay: 2022-11-15; Registration: 144N/Pst O;
R1O: First Pay: 2022-11-15; Registration: 144I/Hbh Y;
X: First Pay: 2022-11-15; Registration: 144V/Ccq D;
A: First Pay: 2022-11-15; Registration: 144C/Blz K;
J: First Pay: 2022-11-15; Registration: 144I/Idi W;
Collateral
100% zn-srbqqy Noznxno Vqrns
Originator(s)
Qzwwao Mzo Dzzw
Risk Retention
DR - Qumg ZD - Qum
Pricing Speed
8% XHF/10% wkceo-gs wekk