| 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 |
|---|
| G | GSP | 929.000 | 2.53 | Yll | MMM | - | XXX | - | - | - | Pepxknsn | ABVV | 85l | 85 | TGVH+85 | - | 300.00000 |
| B | NTE | 89.782 | 6.32 | X3 | DV | - | U | - | - | - | Lclxr | T-Vgalv | 135-140 | 135 | 6.26% | 6.338% | 603.00000 |
| T | CVL | 33.506 | 8.99 | Ktt2 | TN | - | DDD | - | - | - | Trljz | L-Vatlu | 205-215 | 205 | 6.94% | 7.038% | 136.00000 |
Tranche Comments
G: First Pay: 2023-10-26; Registration: 144L/Grv Y;
B: First Pay: 2023-10-26; Registration: 144Z/Orv Q;
T: First Pay: 2023-10-26; Registration: 144D/Uex E;
Deal Comments
Fcy nyie jik xwkpayn vihn WE$434.784n fh WE$650n
Risk Retention
BU - Dneb EB/BS - Dne
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | QZM | 46.370 | 2.77 | U2 | JS | - | D | - | - | - | Gfkty | NEHJ | 32-37 | 45 | 1.08% | 1.086% | 731.00000 |
| R | VMJ | 190.000 | 5.99 | Tss | TTT | - | III | - | - | - | Dyzsywne | UGGN | 22s | 22 | NUTH+22 | - | 701.00000 |
| A | TGP | 43.160 | 9.64 | Fjj2 | JP | - | BBB | - | - | - | Ghncl | VGDC | 57-62 | 70 | 1.33% | 1.336% | 595.00000 |
Tranche Comments
R: First Pay: 2021-11-26; Registration: 144U/Rqo H;
Q: First Pay: 2021-11-26; Registration: 144Y/Iav G;
A: First Pay: 2021-11-26; Registration: 144P/Ctp J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | ZIZ | 41.530 | 9.51 | F2 | JF | - | L | - | - | - | Sarsa | Migyj | S+25-30 | 75 | 2.03% | 2.034% | 398.00000 |
| U | KPX | 614.000 | 4.99 | Lyy | NNN | - | JJJ | - | - | - | Ewcwy | Rdqxy | 25q | 25 | 1.53% | 1.534% | 538.00000 |
| U | HII | 40.940 | 5.95 | Wgg2 | SU | - | TTT | - | - | - | Nuaav | Hncnf | H+25-30 | 115 | 2.42% | 2.434% | 984.00000 |
Tranche Comments
U: First Pay: 2021-11-26; Registration: 144Y/Dbe U;
U: First Pay: 2021-11-26; Registration: 144Y/Gbb W;
U: First Pay: 2021-11-26; Registration: 144C/Ajk H;
Risk Retention
LA-Wxfb WL-Wxfb LR-Wxf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | UGT | 31.324 | 6.27 | V2 | HG | - | I | - | - | - | Bqfxv | YKGY | 75s | 70 | 2.33% | 2.342% | 150.00000 |
| F | KHK | 33.975 | 9.70 | Pcc2 | AN | - | III | - | - | - | Uurgy | TUMF | 105r | 100 | 2.63% | 2.642% | 798.00000 |
| U | WII | 845.000 | 6.59 | Yhh | WWW | - | JJJ | - | - | - | Swwaukri | 1bT | 37g | 37 | 1pT+37 | - | 679.00000 |
Tranche Comments
U: First Pay: 2020-02-26; Registration: 144L/Nco Z;
B: First Pay: 2020-02-26; Registration: 144V/Yjw E;
F: First Pay: 2020-02-26; Registration: 144D/Vvr V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | MHP | 65.777 | 5.86 | Gtt2 | QE | - | UUU | - | - | - | Dwspu | AKAJ | 135-145 | 135 | 3.92% | 3.947% | 497.00000 |
| H | VTO | 248.000 | 9.48 | Mii | RRR | - | HHH | - | - | - | Wlcem | NDHF | 48e | 46 | 3.04% | 3.057% | 237.00000 |
| L | RIV | 93.538 | 5.60 | P2 | UD | - | U | - | - | - | Grgtk | NVSI | 100i | 95 | 3.52% | 3.547% | 919.00000 |
Tranche Comments
H: Registration: 144Q Mhnc;
L: Registration: 144G Scsp;
X: Registration: 144C Tpbt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | QPK | 242.000 | 2.71 | Hvv | JJJ | - | TTT | - | - | - | Sykrayal | 1gN | 48b | 48 | 1eU+48 | - | 425.00000 |
| O | UOD | 15.611 | 1.32 | S2 | JM | - | P | - | - | - | Spzcx | TJEH | 100b | 95 | 3.52% | 3.547% | 573.00000 |
| D | MIJ | 83.765 | 5.69 | Bxx2 | EP | - | NNN | - | - | - | Zylpv | ICVY | 135-145 | 135 | 3.92% | 3.947% | 815.00000 |
Tranche Comments
S: Registration: 144Q Mpgh;
O: Registration: 144H Wokk;
D: Registration: 144Y Zkag;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | FQN | 463.000 | 9.77 | Thh | RRR | - | HHH | - | - | - | Mjcwazzr | 1tI | - | 35 | 1bK+35 | - | 968.00000 |
Tranche Comments
F: Registration: 144B Rhmj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | YLF | 327.000 | 3.80 | Zcc | NNN | - | SSS | - | - | - | Gbcrytny | 1hY | 25-26 | 25 | 1wY+25 | - | 284.00000 |
Tranche Comments
J: Registration: 144M Fvvs;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | OPD | 585.000 | 8.87 | Krr | VVV | - | QQQ | - | - | - | Apdhbsny | 1kF | 72m | 72 | 1cI+72 | - | 751.00000 |
Tranche Comments
Y: Registration: 144F Oxgk;
Deal Comments
Flsyxkv pzvj $500jjn