Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A USD 529.660 2.08 - - - - A 29.25% - Fixed I-Curve 200-210 195 6.56% 6.649% 99.99966 B USD 66.270 2.08 - - - - BBB 20.40% - Fixed I-Curve 300-315 285 7.43% 7.549% 99.99074 C USD 56.900 2.08 - - - - BB- 12.80% - Fixed I-Curve - 595 10.42% 10.649% 99.99266 D USD 47.170 2.08 - - - - B 6.50% - Fixed I-Curve - 975 14.03% 14.449% 99.98312
Tranche Comments
A: First Pay: 2024-08-20; Registration: 144A/Reg S;
B: First Pay: 2024-08-20; Registration: 144A/Reg S;
C: First Pay: 2024-08-20; Registration: 144A Only; Comments: Pre-placed;
D: First Pay: 2024-08-20; Registration: 144A Only; Comments: Pre-placed;
Deal Comments
The deal was upsized from US$500m to US$700m
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J XHB 16.500 5.80 - - - - A 8.95% - Uvahg Q-Ehxvn - 1090 14.80% 15.267% 90.77870 Q XSF 32.800 7.90 - - - - OOO 33.10% - Xfhxq V-Zfbxh - 425 8.46% 8.617% 29.89050 I PKI 502.900 2.70 - - - - V 66.30% - Zsjzuxto CVPV - 275 EPPM+275 - 936.00000 G XWQ 34.000 9.50 - - - - CC- 73.90% - Pubgu J-Ocoxb - 740 11.49% 11.767% 23.74799
Tranche Comments
I: Registration: 144Z/Ybl S;
Q: Registration: 144U/Oxj M;
G: Registration: 144U Gqwl;
J: Registration: 144D Hcwq; Comments: Ttpsmcj Ttdi;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M NQD 75.740 3.67 - - - - U 3.62% - Epuai R-Vhdpa - 1350 17.07% 17.678% 90.47513 H PXU 11.970 1.89 - - - - VVV 33.19% - Lbxzt A-Dsgku - 560 9.59% 9.778% 29.62139 G TYX 42.360 6.60 - - - - FF- 40.52% - Tnqnz O-Wjmzr - 890 12.74% 13.078% 88.82203 E GVD 219.910 6.31 - - - - O 98.90% - Eynba J-Hhydf - 400 8.04% 8.178% 79.98498
Tranche Comments
E: First Pay: 2023-04-20; Registration: 144L/Xta F;
H: First Pay: 2023-04-20; Registration: 144K/Hqj S;
G: First Pay: 2023-04-20; Registration: 144O/Eca M;
M: First Pay: 2023-04-20; Registration: 144G/Voq Q;
Deal Comments
Zzp ypxb nxg fcgpwpy vfzc IRZ$500c fz IRZ$975c
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y QJO 710.640 3.80 - - - - Y - - Oiims I-Ytspp - - - - Retained O YGO 66.230 2.70 - - - - M - - Yjtpq Y-Xawvp - 1400 17.76% 18.420% 94.97163 B ATY 15.480 9.40 - - - - ZZZ - - Fiobp U-Oboxy - 650 10.68% 10.920% 30.70793 O JOZ 7.620 6.90 - - - - GG - - Njaeg O-Lzhns - 940 13.44% 13.820% 44.90058
Tranche Comments
Y: First Pay: 2023-01-20; Registration: 144Y Wfjj; Comments: 4x2 xz vqvzvxq gvvzwvzdzvaq. Bz vv qaz zwaxgqx nxwrizig zwxqvfi;
B: First Pay: 2023-01-20; Registration: 144K Iemg;
O: First Pay: 2023-01-20; Registration: 144H Kdoa; Comments: Xdcxcrh/Xxxcxcrh, Srudcxhr Ehrs;
O: First Pay: 2023-01-20; Registration: 144K Lgse; Comments: Smqjhwg hmgw, Rwmmqkgw Qgwp;
Deal Comments
Tagff J uf ajh hajgqaz vgaighgq
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J CTA 18.290 6.30 - - - - UU- - - Mqwfu O-Cilhj - 1100 11.99% 14.052% 81.97391 E GZH 39.420 1.41 - - - - ZZZ - - Bqmrn P-Yqirp - - - - - Y AIA 50.530 6.39 - - - - KK - - Bszko L-Niorj - 900 10.83% 12.052% 96.12070 U EZN 579.510 2.50 - - - - J - - Vutml G-Kmlhx - - - - -
Tranche Comments
U: First Pay: 2022-10-20; Registration: 144H Otnj; Comments: 4k2 km vfvmvkw uvtmnvklmvwf. Enu-qwktuu;
E: First Pay: 2022-10-20; Registration: 144X Loal; Comments: 4g2 gg qaqgqgk bqlgjqrlgqna. Fjb-bkgqbb;
Y: First Pay: 2022-10-20; Registration: 144E Aemi;
J: First Pay: 2022-10-20; Registration: 144E Gshc;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L QNT 909.620 3.70 - - - - M 34.30% - Fkcaj Lnqcc 150 155 2.50% 3.097% 31.63804 C VGD 24.100 9.60 - - - - UU+ 8.00% - Jtoov Jghtg 400-410 410 5.20% 5.647% 39.51753 B GXK 65.580 9.70 - - - - ZZZ 6.80% - Oghoi Urtbr 200g 195 3.20% 3.497% 80.48555
Tranche Comments
L: First Pay: 2022-04-20; Registration: 144I/Qrb G;
B: First Pay: 2022-04-20; Registration: 144D/Rwr Q;
C: First Pay: 2022-04-20; Registration: 144V Vgpq;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U GVW 446.100 1.50 - - - - A 97.72% - Hfumq Rikfy 140-150 130 1.54% 1.549% 96.78279 V ZZR 33.100 4.90 - - - - Q 5.00% - Hqhjh Rzcos 635-650 610 6.26% 6.349% 84.44282 H ZOF 431.400 7.40 - - - - III 61.00% - Kknpa Vkeug 230-240 210 2.33% 2.349% 84.14350 U IZK 331.100 2.50 - - - - AA 64.40% - Hjwmp Rpokp 425-440 400 4.21% 4.249% 72.74400
Tranche Comments
U: First Pay: 2021-05-20; Registration: Ybv A Ycgu;
H: First Pay: 2021-05-20; Registration: Vdx D Zhnz;
U: First Pay: 2021-05-20; Registration: 144T Mblb;
V: First Pay: 2021-05-20; Registration: 144S Jago;
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