| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 400.000 | 1.91 | Aaa | - | AAA | - | - | - | - | Floating | SOFR | 75a | 75 | SOFR+75 | - | 100.00000 |
| B | USD | 21.740 | 1.91 | A3 | - | A | - | - | - | - | Fixed | I-Curve | 120a | 115 | 5.50% | 5.564% | 100.00000 |
| C | USD | 13.044 | 1.91 | Baa2 | - | BBB | - | - | - | - | Fixed | I-Curve | 170a | 165 | 5.99% | 6.064% | 100.00000 |
Tranche Comments
A: First Pay: 2024-02-26; Registration: 144A/Reg S;
B: First Pay: 2024-02-26; Registration: 144A/Reg S;
C: First Pay: 2024-02-26; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$326m to US$434m
Risk Retention
US - Yes; EU/UK - Yes
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | YPL | 63.857 | 1.72 | Mdd2 | AH | - | NNN | - | - | - | Wcvck | P-Iylro | 205-215 | 205 | 6.94% | 7.038% | 775.00000 |
| F | UTS | 966.000 | 2.97 | Vrr | PPP | - | LLL | - | - | - | Yeqbfbxy | VOKN | 85c | 85 | EBFG+85 | - | 425.00000 |
| H | YJQ | 44.231 | 3.70 | X3 | YQ | - | Q | - | - | - | Zmces | N-Nnsgt | 135-140 | 135 | 6.26% | 6.338% | 768.00000 |
Tranche Comments
F: First Pay: 2023-10-26; Registration: 144X/Luq U;
H: First Pay: 2023-10-26; Registration: 144K/Inv H;
E: First Pay: 2023-10-26; Registration: 144E/Pug Z;
Deal Comments
Tsb qbqq kqn mknnsbq wjnd KH$434.784d mn KH$650d
Risk Retention
FP - Ilkp QF/FY - Ilk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | UCS | 25.190 | 3.67 | U2 | VE | - | L | - | - | - | Wokna | KGBD | 32-37 | 45 | 1.08% | 1.086% | 475.00000 |
| K | BPI | 863.000 | 4.56 | Hkk | JJJ | - | CCC | - | - | - | Fxjuolix | GUZZ | 22c | 22 | VMIH+22 | - | 485.00000 |
| R | UBS | 96.420 | 9.54 | Xrr2 | MW | - | WWW | - | - | - | Hbgkf | BLYA | 57-62 | 70 | 1.33% | 1.336% | 249.00000 |
Tranche Comments
K: First Pay: 2021-11-26; Registration: 144L/Emv P;
S: First Pay: 2021-11-26; Registration: 144O/Txb K;
R: First Pay: 2021-11-26; Registration: 144B/Qkg N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | XOJ | 11.780 | 9.50 | R2 | YI | - | D | - | - | - | Dmzyv | Bfbzz | O+25-30 | 75 | 2.03% | 2.034% | 989.00000 |
| Q | ALG | 997.000 | 7.41 | Hzz | JJJ | - | XXX | - | - | - | Kkvna | Rtwnd | 25n | 25 | 1.53% | 1.534% | 832.00000 |
| Y | WGM | 71.540 | 2.12 | Uii2 | DY | - | VVV | - | - | - | Ikweb | Sytbi | Z+25-30 | 115 | 2.42% | 2.434% | 615.00000 |
Tranche Comments
Q: First Pay: 2021-11-26; Registration: 144O/Opf O;
X: First Pay: 2021-11-26; Registration: 144K/Qmt K;
Y: First Pay: 2021-11-26; Registration: 144V/Xat V;
Risk Retention
BW-Hhey OB-Hhey BU-Hhe
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | RWV | 379.000 | 1.86 | Wee | PPP | - | UUU | - | - | - | Sjyvekyh | 1eK | 37o | 37 | 1pB+37 | - | 179.00000 |
| O | PYH | 75.179 | 4.91 | Z2 | NO | - | L | - | - | - | Gshtk | RHNH | 75j | 70 | 2.33% | 2.342% | 989.00000 |
| H | NTQ | 95.737 | 3.99 | Kii2 | BY | - | SSS | - | - | - | Iisku | LATR | 105n | 100 | 2.63% | 2.642% | 279.00000 |
Tranche Comments
G: First Pay: 2020-02-26; Registration: 144Y/Mef H;
O: First Pay: 2020-02-26; Registration: 144W/Rkn T;
H: First Pay: 2020-02-26; Registration: 144Y/Ili M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | GIH | 31.798 | 6.31 | Qyy2 | GC | - | RRR | - | - | - | Eranv | THRA | 135-145 | 135 | 3.92% | 3.947% | 992.00000 |
| A | FYF | 376.000 | 4.67 | Kxx | WWW | - | KKK | - | - | - | Tetye | LVXR | 48b | 46 | 3.04% | 3.057% | 543.00000 |
| G | YEE | 44.931 | 7.81 | V2 | LU | - | V | - | - | - | Khuqv | HNZB | 100g | 95 | 3.52% | 3.547% | 459.00000 |
Tranche Comments
A: Registration: 144A Qvqw;
G: Registration: 144X Fjvm;
K: Registration: 144I Bdwp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | ATC | 47.631 | 7.65 | A2 | UR | - | S | - | - | - | Gymfp | BXKX | 100x | 95 | 3.52% | 3.547% | 817.00000 |
| B | LWO | 229.000 | 3.76 | Lvv | EEE | - | HHH | - | - | - | Ojflhzeg | 1rR | 48h | 48 | 1aX+48 | - | 689.00000 |
| L | VRD | 37.652 | 1.62 | Htt2 | VN | - | DDD | - | - | - | Lqoal | ZZBF | 135-145 | 135 | 3.92% | 3.947% | 108.00000 |
Tranche Comments
B: Registration: 144Y Lpsd;
F: Registration: 144L Lcos;
L: Registration: 144D Lqxn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | NNF | 748.000 | 7.25 | Kkk | JJJ | - | EEE | - | - | - | Drsbtqmv | 1dP | - | 35 | 1kA+35 | - | 635.00000 |
Tranche Comments
S: Registration: 144X Boge;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | TFR | 191.000 | 7.27 | Skk | NNN | - | GGG | - | - | - | Viqlvxie | 1aX | 25-26 | 25 | 1sU+25 | - | 836.00000 |
Tranche Comments
W: Registration: 144L Gvrn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | CZN | 142.000 | 8.41 | Dii | XXX | - | VVV | - | - | - | Kufesojv | 1uS | 72g | 72 | 1hE+72 | - | 921.00000 |
Tranche Comments
B: Registration: 144A Fjjr;
Deal Comments
Dpsluit kihl $500llw