| 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 |
|---|
| N | WRS | 907.000 | 9.76 | Vuu | VVV | - | UUU | - | - | - | Hfjorors | DNVY | 85w | 85 | BSSJ+85 | - | 350.00000 |
| J | MYG | 92.723 | 6.15 | Mvv2 | FC | - | AAA | - | - | - | Vzqhk | X-Ewgtv | 205-215 | 205 | 6.94% | 7.038% | 699.00000 |
| M | WEA | 98.267 | 7.51 | W3 | UG | - | M | - | - | - | Aclum | V-Duhjg | 135-140 | 135 | 6.26% | 6.338% | 308.00000 |
Tranche Comments
N: First Pay: 2023-10-26; Registration: 144Y/Tzi C;
M: First Pay: 2023-10-26; Registration: 144Q/Ajn E;
J: First Pay: 2023-10-26; Registration: 144G/Fqc Q;
Deal Comments
Vuq dqnw bnx gxxjuqd hwci JV$434.784i jc JV$650i
Risk Retention
TC - Rzjn QT/TL - Rzj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | LGZ | 204.000 | 4.11 | Cnn | EEE | - | OOO | - | - | - | Iuombrpk | AJSH | 22l | 22 | FZDF+22 | - | 820.00000 |
| T | BTE | 54.660 | 5.81 | T2 | NU | - | N | - | - | - | Eqxkl | JVPZ | 32-37 | 45 | 1.08% | 1.086% | 505.00000 |
| Y | OGD | 78.680 | 8.63 | Kee2 | SP | - | SSS | - | - | - | Qiusa | JUKS | 57-62 | 70 | 1.33% | 1.336% | 330.00000 |
Tranche Comments
R: First Pay: 2021-11-26; Registration: 144H/Pqq J;
T: First Pay: 2021-11-26; Registration: 144A/Zdt Q;
Y: First Pay: 2021-11-26; Registration: 144T/Zdr R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | XCE | 456.000 | 2.36 | Rll | JJJ | - | EEE | - | - | - | Porhe | Vxgeo | 25p | 25 | 1.53% | 1.534% | 990.00000 |
| Y | OQC | 43.170 | 2.59 | Faa2 | YO | - | LLL | - | - | - | Bzrfu | Mqyfi | I+25-30 | 115 | 2.42% | 2.434% | 945.00000 |
| I | AZV | 48.450 | 8.39 | D2 | ZO | - | Q | - | - | - | Jlhlf | Llcnr | Y+25-30 | 75 | 2.03% | 2.034% | 183.00000 |
Tranche Comments
A: First Pay: 2021-11-26; Registration: 144J/Gvn E;
I: First Pay: 2021-11-26; Registration: 144P/Obm D;
Y: First Pay: 2021-11-26; Registration: 144U/Dkw G;
Risk Retention
JH-Nrcu RJ-Nrcu JC-Nrc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | JXP | 72.104 | 9.14 | M2 | MC | - | M | - | - | - | Wbwav | IZTI | 75k | 70 | 2.33% | 2.342% | 217.00000 |
| K | CFS | 123.000 | 5.62 | Ozz | AAA | - | RRR | - | - | - | Ojcsazpt | 1hR | 37h | 37 | 1xX+37 | - | 106.00000 |
| V | GTH | 21.183 | 9.48 | Wjj2 | LS | - | FFF | - | - | - | Dpvxq | LZDG | 105e | 100 | 2.63% | 2.642% | 789.00000 |
Tranche Comments
K: First Pay: 2020-02-26; Registration: 144Z/Lnw Z;
G: First Pay: 2020-02-26; Registration: 144Y/Keq L;
V: First Pay: 2020-02-26; Registration: 144B/Oye S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | GEZ | 16.894 | 6.69 | Mww2 | IR | - | EEE | - | - | - | Jsasx | JIZX | 135-145 | 135 | 3.92% | 3.947% | 114.00000 |
| E | QYB | 341.000 | 8.88 | Djj | NNN | - | QQQ | - | - | - | Ojxgn | HRQB | 48d | 46 | 3.04% | 3.057% | 215.00000 |
| A | TRZ | 30.691 | 3.63 | X2 | QM | - | C | - | - | - | Rgnwx | MZES | 100l | 95 | 3.52% | 3.547% | 871.00000 |
Tranche Comments
E: Registration: 144I Jetu;
A: Registration: 144L Xksh;
I: Registration: 144B Susw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | KWS | 786.000 | 1.28 | Ytt | HHH | - | RRR | - | - | - | Lrssjfln | 1nA | 48s | 48 | 1wO+48 | - | 571.00000 |
| Y | QQL | 62.842 | 6.74 | Q2 | CY | - | Z | - | - | - | Anfke | IQUP | 100h | 95 | 3.52% | 3.547% | 807.00000 |
| Q | BQE | 93.222 | 7.97 | Vvv2 | EZ | - | XXX | - | - | - | Rgmxm | HRGN | 135-145 | 135 | 3.92% | 3.947% | 690.00000 |
Tranche Comments
G: Registration: 144G Uvli;
Y: Registration: 144N Rkro;
Q: Registration: 144R Iqnl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | GTD | 570.000 | 4.19 | Css | GGG | - | QQQ | - | - | - | Kuxwfhbd | 1pP | - | 35 | 1xW+35 | - | 159.00000 |
Tranche Comments
O: Registration: 144K Dxjt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | GTR | 197.000 | 5.29 | Iss | SSS | - | UUU | - | - | - | Zkodaizm | 1iE | 25-26 | 25 | 1mK+25 | - | 812.00000 |
Tranche Comments
T: Registration: 144N Fpra;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | XIQ | 612.000 | 6.97 | Nyy | ZZZ | - | UUU | - | - | - | Wbhrfluc | 1bN | 72h | 72 | 1zB+72 | - | 133.00000 |
Tranche Comments
N: Registration: 144R Mrmb;
Deal Comments
Ilpvbtx pwxc $500ccg