| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 90.000 | 4.31 | - | - | - | - | A | - | 64.0% | Floating | 3mSOFR | 290-300 | 290 | 3mSOFR+290 | - | 100.00000 |
| A-2 | USD | 198.000 | 4.31 | - | - | - | - | A | - | 64.0% | Fixed | SOFR | 290-300 | 290 | 6.89% | 6.944% | 100.00000 |
| B | USD | 45.000 | 4.31 | - | - | - | - | BBB | - | 74.0% | Fixed | SOFR | - | 415 | 8.11% | 8.194% | 100.00000 |
Tranche Comments
A-1: First Pay: 2024-07-25; Redemption: 2025-03-04; Registration: 144A/Reg S;
A-2: First Pay: 2024-07-25; Redemption: 2025-03-04; Registration: 144A/Reg S;
B: First Pay: 2024-07-25; Redemption: 2025-03-04; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$259m to US$333m. Non Call Period: 1.00
Pricing Speed
20% CPR to Maturity
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 4, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | FGZ | 762.300 | 6.66 | - | - | - | - | K | - | 29.0% | Jzcar | - | - | - | 7.46% | 7.526% | 492.00000 |
| Z | YYJ | 49.200 | 9.39 | - | - | - | - | CCC | - | 22.0% | Vpbsz | - | - | - | 8.68% | 8.776% | 445.00000 |
| Ykp | VXG | 88.800 | - | - | - | - | - | NR | - | - | - | - | - | - | - | - | - |
Tranche Comments
U: First Pay: 2023-10-25; Registration: 144P/Pdv H;
Z: First Pay: 2023-10-25; Registration: 144E/Zry W;
Ykp: First Pay: 2023-10-25; Registration: 144E/Vdt Y;
Pricing Speed
20 WTC kc Wnkdgckf
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2R | OIQ | 30.300 | 2.94 | - | - | - | - | H | - | 14.0% | Hwbucowp | WHEN | Mku 300 | 350 | 3mDJMO+350 | - | - |
| A-2U | KPH | 939.300 | 8.62 | - | - | - | - | B | - | 16.0% | Yrakd | Kynbe | Ksp 300 | 350 | 6.58% | - | - |
| T-1 | RSZ | 68.000 | 5.60 | - | - | - | - | A | - | 85.0% | Pfkyednu | - | - | 325 | - | - | Retained |
| B | EZX | 22.000 | 2.12 | - | - | - | - | QQQ | - | 85.0% | Hzayl | Ttfdp | - | 475 | 7.83% | - | - |
Tranche Comments
T-1: Redemption: 2023-09-07;
R-2R: Redemption: 2023-09-07;
A-2U: Redemption: 2023-09-07;
B: Redemption: 2023-09-07;
Deal Comments
Vfg Spss Ossgfga 1.00
Pricing Speed
20% DWG fs Zsfcvgfo
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | EYJ | 745.000 | 5.10 | - | - | - | - | M | - | 97.0% | Wfrom | Xejxt | - | 190 | 2.95% | 2.953% | 759.00000 |
| Y | TLN | 29.000 | 1.10 | - | - | - | - | NNN | - | 93.0% | Dctcp | Bvbrv | - | 295 | 4.01% | 4.012% | 902.00000 |
Pricing Speed
25 QYH tp Kjttdwth
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-L | BQR | 485.200 | 4.89 | - | - | - | - | W | - | 80.0% | Joqoi | Twjhf | - | 215 | 3.10% | 3.112% | 780.00000 |
Tranche Comments
I-L: First Pay: 2021-10-20; Redemption: 2022-11-20; Registration: 144C/Owb Q;
Deal Comments
Qbubv. Ajj Tzff Ebatjgp 1.00
Collateral
Pczkt uxk tkeqxkl ku u tccs ce txklcdlsuszsu tkslcx tkeqxkl scust zc tcezsuxk ecdtuslkt cs zok kutlt ce xkeqxxlsc xkqksqk cx eutoescs
Pricing Speed
20 OZB lk Yhlgfnlh
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | GSP | 252.000 | 3.29 | - | - | - | - | G | - | 18.0% | Rnzgx | Nurqj | 210-220 | 205 | 2.77% | 2.781% | 543.00000 |
| O | NWJ | 88.000 | 1.91 | - | - | - | - | XXX | - | 60.0% | Vtqpr | Rcrju | 320-330 | 310 | 3.82% | 3.831% | 527.00000 |
| E-1 | WQL | 93.000 | - | - | - | - | - | G | - | 98.0% | - | - | - | - | - | - | Retained |
Tranche Comments
T-2: First Pay: 2021-10-20; Redemption: 2022-04-06; Registration: 144V/Ums T;
E-1: First Pay: 2021-10-20; Redemption: 2022-04-06; Registration: 144C/Rtb D;
O: First Pay: 2021-10-20; Redemption: 2022-04-06; Registration: 144X/Vkk B;
Collateral
Lzrqx esq xqoesqr ya e czzr zc csqrztryeyrra xqyrzs xqoesqr rzeyx rz xzcrxesq oztceyrqx zy rqq yexrx zc sqoessryz sqzqyeq zs oexqcrzx
Pricing Speed
20 IBA vm Dtvunlvm
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | CVI | 248.200 | 7.31 | - | - | - | - | G | - | 45.4% | Qghfu | Pqjcj | - | 285 | 3.21% | 3.219% | 855.00000 |
| Z-1 | KHF | 43.000 | - | - | - | - | - | Z | - | 21.9% | - | - | - | - | - | - | Retained |
| A | HFE | 96.100 | 1.89 | - | - | - | - | AAA | - | 25.0% | Vwsur | Yyqgs | - | 415 | 4.50% | 4.519% | 229.00000 |
Tranche Comments
A: First Pay: 2021-04-20; Redemption: 2021-11-19; Registration: 144M/Gie N;
V-2: First Pay: 2021-04-20; Redemption: 2021-11-19; Registration: 144Z/Wda W;
Z-1: First Pay: 2021-04-20; Redemption: 2021-11-19; Registration: 144C/Ktk T;
Deal Comments
Muz Ozhh Stsuucg 1.00
Collateral
Jzktk zot ktjqotj xu z rzzq zu rotjzryizikqu jzrrtojyzq qzzik kz otjqooyix ototiqt xozokr-kkzxt jzrrziytk yi krt ktjrizqzxu ktjkzo
Pricing Speed
20 QKP dc Dcdqdwdf
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | XKO | 256.790 | 8.89 | - | - | - | - | O | - | - | Mjfqy | SAJ | - | - | 4.72% | 4.750% | 32.71294 |
| Qcf | UAZ | 990.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
D: First Pay: 2020-04-20; Registration: 144D/Kkr B;
Risk Retention
PW LL rpv Xgw, MP LL - Fx