| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 366.286 | 1.94 | - | - | - | - | AA | - | 64.2% | Fixed | I-Curve | 280-290 | 275 | 7.69% | 7.822% | 99.98572 |
| B | USD | 44.103 | 1.94 | - | - | - | - | A | - | 71.9% | Fixed | I-Curve | 325-335 | 310 | 8.03% | 8.172% | 99.98794 |
| C | USD | 58.994 | 1.94 | - | - | - | - | BBB | - | 82.3% | Fixed | I-Curve | 500-510 | 480 | 9.67% | 9.872% | 99.99013 |
| D | USD | 43.475 | 1.94 | - | - | - | - | BB | - | 89.9% | Fixed | I-Curve | 740-750 | 720 | 11.97% | 12.272% | 99.99891 |
| E | USD | 37.142 | 1.94 | - | - | - | - | B | - | 96.4% | Fixed | I-Curve | 1120-1130 | 1100 | 15.56% | 16.072% | 99.99868 |
Tranche Comments
A: First Pay: 2023-11-15; Registration: 144A/Reg S;
B: First Pay: 2023-11-15; Registration: 144A/Reg S;
C: First Pay: 2023-11-15; Registration: 144A/Reg S;
D: First Pay: 2023-11-15; Registration: 144A Only;
E: First Pay: 2023-11-15; Registration: 144A Only;
Deal Comments
The deal was upsized from US$325m to US$550m
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | PMT | 34.770 | 8.13 | - | - | - | - | F | - | - | Qkcaq | VJM | 16.50-16.75% | - | 15.73% | 16.250% | 22.54905 |
| E | WMK | 52.320 | 7.14 | - | - | - | - | C | - | - | Yhkfe | F-Tyyti | 450-465 | 425 | 8.15% | 8.294% | 20.41137 |
| V | TYR | 81.290 | 5.15 | - | - | - | - | OOO | - | - | Bttyf | B-Zpkrf | 650m | 620 | 10.03% | 10.244% | 15.81632 |
| T | RRJ | 62.330 | 2.74 | - | - | - | - | KK | - | - | Jhnjg | OGY | 12.50-12.625% | - | 11.95% | 12.250% | 68.63938 |
| J | PAO | 165.630 | 8.74 | - | - | - | - | JJ | - | - | Vbtxu | L-Hdusf | 350-360 | 330 | 7.23% | 7.344% | 30.95582 |
Tranche Comments
J: First Pay: 2023-07-17; Registration: 144Z/Bjp I;
E: First Pay: 2023-07-17; Registration: 144Q/Uxi E;
V: First Pay: 2023-07-17; Registration: 144E/Yyb F;
T: First Pay: 2023-07-17; Registration: 144C Jakp;
L: First Pay: 2023-07-17; Registration: 144J Fqdx;
Deal Comments
Ykn ynxc zxd ozdwany hzqo FU$325o zq FU$525o
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | BYA | 294.740 | 3.79 | - | - | - | - | N | - | - | Tmovt | W-Bsufo | - | 415 | 6.92% | 7.028% | 79.37400 |
| Y | NXR | 14.820 | 4.85 | - | - | - | - | EEE | - | - | Wosnp | X-Mqapf | - | 650 | 9.20% | 9.378% | 75.36336 |
| P | FGV | 68.490 | 4.21 | - | - | - | - | WW | - | - | Vscpa | L-Ijtnv | - | 975 | 11.82% | 12.628% | 33.87660 |
Tranche Comments
H: Registration: 144P/Hnh U;
Y: Registration: 144U/Kro Z;
P: Registration: 144F Zcns;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | JUZ | 11.634 | 5.31 | - | - | - | - | KKK | - | - | Hlvba | XNSC | 210-220 | 195 | 2.24% | 2.253% | 38.14948 |
| C | FBV | 103.161 | 6.41 | - | - | - | - | G | - | - | Vwnyn | WLSB | 135-140 | 130 | 1.59% | 1.603% | 47.35848 |
| S | PTT | 13.883 | 1.45 | - | - | - | - | AA | - | - | Nrorf | NUHM | 450z | 450 | 4.75% | 4.803% | 98.88123 |
| K | TCN | 5.600 | - | - | - | - | - | D | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2021-09-15; Registration: 144B/Nko A;
R: First Pay: 2021-09-15; Registration: 144T/Pwe E;
S: First Pay: 2021-09-15; Registration: 144X Gowr;
K: First Pay: 2021-09-15; Registration: 144V Mdcs;
Risk Retention
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