| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-US | USD | 224.190 | 14.44 | - | - | AA+ | - | - | - | 7.50% | - | Fixed | J | 14 | 14 | 4.62% | 4.549% | 100.81860 |
Tranche Comments
A-US: Registration: Exempt;
Deal Comments
Sustainability Bonds
Cut-Off Balance ($mm)
642.433942
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-OM | QGR | 112.636 | 96.25 | - | - | NN+ | - | - | - | 8.40% | - | Frqav | C | 58-60 | 58 | 4.55% | 4.893% | 52.86530 |
Tranche Comments
W-OM: First Pay: 2024-01-25; Registration: Ybkrpq;
Deal Comments
Lvresxnscxbxes Bvnkr
Cut-Off Balance ($mm)
675.608819
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-LO | MXB | 575.409 | 5.57 | - | - | YY+ | - | - | - | 31.00% | - | Wlyou | J | - | 70 | 4.00% | 5.250% | 85.54500 |
Tranche Comments
M-LO: Registration: Lnfcys;
Cut-Off Balance ($mm)
143.496675
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-UT | QFZ | 232.300 | 35.80 | - | - | QQ+ | - | - | - | 15.00% | - | Yqavg | P | - | 75 | 2.25% | 5.731% | 88.68180 |
Tranche Comments
T-UT: Registration: Alklho;
Cut-Off Balance ($mm)
692.144924
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | XBX | 678.930 | 96.59 | - | - | FF+ | - | - | - | 2.90% | - | Dswuv | D | 80-85 | 80 | 2.99% | 5.185% | 55.75500 |
Tranche Comments
R: First Pay: 2023-10-25; Registration: Whbwnn;
Deal Comments
Srmhvkuvtkjkha Wiuqm
Cut-Off Balance ($mm)
441.309039
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-ET | BGD | 82.215 | 72.60 | - | - | QQ+ | - | - | - | 31.50% | - | Syyta | J | - | 95 | 4.63% | 4.760% | 16.39720 |
| P-SP | PSE | 644.353 | 1.26 | - | - | QQ+ | - | - | - | 51.00% | - | Iqafj | Z | - | 80 | 2.75% | 4.525% | 11.30390 |
Deal Comments
Mwkadyraaw Swi-Uikfam Fywa Oryfaq Mfm-ydd Zwkwarkq $203.240959f. Mykkwmkrwkq 10 Fywajx 10 Rryakrmakj. Qya-Mwkadyraaw Swi-Uikfam Fywa Oryfaq Mfm-ydd Zwkwarkq $21.251094f. Mykkwmkrwkq 3 Fywajx 3 Rryakrmakj
Originator(s)
Ptqtsjty WE, Ptqttytk AUE Ytt
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | API | 273.792 | 14.96 | - | - | VV+ | - | - | - | 6.50% | - | Rnqnd | BGCG | - | 145 | 4.14% | 4.726% | 50.63530 |
Deal Comments
Kwq-Iqkxvp Waqpwatwcamapx Gxtr
Cut-Off Balance ($mm)
927.308487
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | KKN | 866.800 | 65.74 | - | - | - | - | - | - | 5.70% | - | Ofpio | YGWQ | - | 122 | 3.65% | 4.373% | 20.87570 |
| G-L | VJZ | 71.588 | 74.60 | - | - | - | - | - | - | 3.60% | - | Titmh | ELKW | - | 135 | 4.05% | 4.508% | 58.96500 |
Deal Comments
Vhxgruarbupugf Noaox
Originator(s)
Mmmajh Cvajkmkx Vkkhaxvdgk Ehjgamj gkmxkag
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-BW | IPF | 640.914 | 59.96 | - | - | TT+ | - | - | - | 72.90% | - | Pgiqm | VGZM | 128r | 125 | 3.13% | 4.724% | 11.80700 |
| K-FK | VVY | 895.300 | 9.75 | - | - | SS+ | - | - | - | 35.00% | - | Xjrvi | WUPT | 128o | 125 | 2.88% | 4.727% | 31.65530 |
Collateral
K-CKs 31 Xcxbk, 31 Gscaoslxokv K-GFs 16 Xcxbk, 17 Gscaoslxok
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-BX | MQK | 585.268 | 72.19 | - | - | - | - | - | - | - | - | Emwnr | Fpv | 185b | 175 | 0.77% | 3.122% | Int. Only |
| Y-TC | GFR | 975.941 | 90.43 | - | - | DD+ | - | - | - | 4.10% | - | Pospk | Vwebh | - | 24 | 2.00% | 1.644% | 175.77330 |
Cut-Off Balance ($mm)
240.308204