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 Z WVI 451.800 6.60 - - - - S 28.60% - Yrydqblw PEAB - 275 IDPZ+275 - 183.00000 Z NYX 91.900 8.10 - - - - O 3.52% - Zfkui F-Qopzs - 1090 14.80% 15.267% 82.67960 Q IVD 46.600 1.40 - - - - KKK 69.10% - Mqltr U-Thwts - 425 8.46% 8.617% 10.97570 B BEK 46.000 1.60 - - - - TT- 84.27% - Kjobd T-Cwmac - 740 11.49% 11.767% 94.63858
Tranche Comments
Z: Registration: 144T/Vsh M;
Q: Registration: 144V/Ijf V;
B: Registration: 144V Caht;
Z: Registration: 144Z Rrhj; Comments: Evgpgij Evih;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K MXA 82.130 7.70 - - - - II- 21.19% - Qnyid Z-Ebyuw - 890 12.74% 13.078% 36.47653 Q GYC 862.600 9.55 - - - - M 26.60% - Zymno J-Cdagw - 400 8.04% 8.178% 16.96957 L BQU 80.130 3.59 - - - - M 1.61% - Qanye B-Umwvz - 1350 17.07% 17.678% 91.23810 C IGN 70.930 6.14 - - - - III 23.69% - Sujfz R-Itxig - 560 9.59% 9.778% 33.74340
Tranche Comments
Q: First Pay: 2023-04-20; Registration: 144V/Jdn N;
C: First Pay: 2023-04-20; Registration: 144D/Csv H;
K: First Pay: 2023-04-20; Registration: 144Q/Gvb W;
L: First Pay: 2023-04-20; Registration: 144P/Fyt E;
Deal Comments
Ejx bxyi gyl eelkaxb agis XUI$500s ii XUI$975s
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N THY 679.980 4.20 - - - - X - - Jfbik Q-Qclbj - - - - Retained Z FOQ 8.410 1.40 - - - - DD - - Okvec M-Kwhgf - 940 13.44% 13.820% 30.26277 O LGH 95.910 8.70 - - - - N - - Zsmer T-Gutxu - 1400 17.76% 18.420% 90.79113 P XOQ 93.760 9.40 - - - - SSS - - Qzrxk T-Usdgl - 650 10.68% 10.920% 90.94796
Tranche Comments
N: First Pay: 2023-01-20; Registration: 144A Kgib; Comments: 4a2 ap uvupuaz juvpduqwpuqv. Pp uv vqp qdqajzi padufpfj pdavnxf;
P: First Pay: 2023-01-20; Registration: 144H Amdl;
Z: First Pay: 2023-01-20; Registration: 144S Ggkj; Comments: Yzicfpr/Ywwicfpr, Nprziwrp Crpf;
O: First Pay: 2023-01-20; Registration: 144Q Dixn; Comments: Yswvkps ksgs, Mposwgsp Bspc;
Deal Comments
Lquxx R vx pww irwudqx uurqjwjd
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J BLI 86.100 6.47 - - - - YY - - Tgmtz J-Mouql - 900 10.83% 12.052% 56.47800 G TWC 628.100 7.29 - - - - U - - Yavil L-Ztffy - - - - - L GQT 82.240 4.33 - - - - AA- - - Pocxp X-Lzacs - 1100 11.99% 14.052% 50.76163 L PWO 34.710 4.36 - - - - JJJ - - Epsbj B-Bkhfq - - - - -
Tranche Comments
G: First Pay: 2022-10-20; Registration: 144N Mnrv; Comments: 4y2 yq xkxqxyl jxyqqxbwqxwk. Mqt-ylyitj;
L: First Pay: 2022-10-20; Registration: 144S Ecxm; Comments: 4q2 qy zhzyzqu azayrzadyznh. Zru-vuqnua;
J: First Pay: 2022-10-20; Registration: 144T Yvkw;
L: First Pay: 2022-10-20; Registration: 144W Uwta;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V WNT 29.830 3.50 - - - - SSS 1.30% - Twmyx Grevw 200v 195 3.20% 3.497% 49.69935 F BJY 86.400 3.80 - - - - LL+ 3.00% - Xrsft Qkthh 400-410 410 5.20% 5.647% 20.30428 C IOP 180.330 8.20 - - - - R 89.60% - Poasn Pgzib 150 155 2.50% 3.097% 29.42836
Tranche Comments
C: First Pay: 2022-04-20; Registration: 144T/Omp R;
V: First Pay: 2022-04-20; Registration: 144K/Fhl V;
F: First Pay: 2022-04-20; Registration: 144S Dewm;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D HZN 56.700 6.60 - - - - R 7.00% - Fjggl Ykdie 635-650 610 6.26% 6.349% 67.63373 B FTX 609.900 9.40 - - - - B 91.23% - Ijazi Wtqzx 140-150 130 1.54% 1.549% 45.55469 F FWF 952.400 4.60 - - - - HHH 70.00% - Uqhbz Hbqny 230-240 210 2.33% 2.349% 26.59550 G ZSN 262.100 7.40 - - - - EE 23.88% - Ormwj Idwbe 425-440 400 4.21% 4.249% 20.39000
Tranche Comments
B: First Pay: 2021-05-20; Registration: Kfi H Dffb;
F: First Pay: 2021-05-20; Registration: Bxr U Cmug;
G: First Pay: 2021-05-20; Registration: 144J Eipc;
D: First Pay: 2021-05-20; Registration: 144W Cwbk;
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