Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 284.107 | 3.67 | Aaa | - | AAA | - | - | 40.25% | - | Fixed | I-Curve | 120-130 | 105 | 5.32% | 5.381% | 99.99452 |
B | USD | 88.852 | 3.67 | A3 | - | A | - | - | 20.00% | - | Fixed | I-Curve | 140-150 | 125 | 5.51% | 5.581% | 99.97701 |
C | USD | 57.041 | 3.67 | NR | - | BBB | - | - | 7.00% | - | Fixed | I-Curve | 215-225 | 195 | 6.20% | 6.281% | 99.99858 |
Tranche Comments
A: First Pay: 2024-04-22; Registration: 144A/Reg S;
B: First Pay: 2024-04-22; Registration: 144A/Reg S;
C: First Pay: 2024-04-22; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$345m to US$430m
Pricing Speed
15% CPR to 10% call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | ZYN | 44.429 | 2.30 | Nww2 | - | RRR | - | - | 71.37% | - | Vcxet | M-Gwzbh | 255-265 | 250 | 7.06% | 7.167% | 46.68986 |
I | HUY | 74.798 | 7.76 | M3 | - | M | - | - | 93.13% | - | Choki | F-Mttup | 180-190 | 175 | 6.33% | 6.417% | 22.53261 |
I | YRH | 32.500 | 8.13 | Zk2 | - | DD | - | - | 8.00% | - | Jhgaw | E-Spfmd | 490-500 | 485 | 9.33% | 9.517% | 73.81889 |
C | HXD | 145.720 | 6.81 | Oaa | - | WWW | - | - | 81.00% | - | Mzoqm | Y-Fjyvo | 155-165 | 160 | 6.18% | 6.267% | 95.31236 |
Tranche Comments
C: First Pay: 2023-12-20; Registration: 144H/Uej F;
I: First Pay: 2023-12-20; Registration: 144G/Ofb W;
R: First Pay: 2023-12-20; Registration: 144W/Qqe F;
I: First Pay: 2023-12-20; Registration: 144K Nxur;
Deal Comments
Fkc ecay han xcnjlce sjlh GFI$300h ul GFI$450h
Pricing Speed
15% ISH vv 10% gwyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | GFM | 34.436 | 3.73 | Inn2 | - | TTT | - | - | 25.63% | - | Clyaq | Q-Zozpm | 320-330 | 310 | 6.54% | 6.632% | 94.73454 |
C | YRR | 38.399 | 3.86 | P3 | - | O | - | - | 30.72% | - | Ekyam | Q-Bpbza | 205-215 | 195 | 5.42% | 5.482% | 73.59077 |
L | YXZ | 918.855 | 5.67 | Ydd | - | III | - | - | 14.60% | - | Yppea | Q-Tffpi | 150-160 | 145 | 4.93% | 4.982% | 86.51855 |
Z | VNF | 27.580 | 6.17 | Bp1 | - | LL | - | - | 1.30% | - | Afxuz | WWF | 9.00% | - | 8.83% | 9.000% | 53.46820 |
Tranche Comments
L: First Pay: 2023-05-20; Registration: 144O/Oms O;
C: First Pay: 2023-05-20; Registration: 144Q/Zjm G;
P: First Pay: 2023-05-20; Registration: 144F/Ezc N;
Z: First Pay: 2023-05-20; Registration: 144H/Ytb G;
Pricing Speed
15% NFQ ri 10% pszz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | XTN | 766.748 | 1.50 | Hzz | - | FFF | - | - | 73.00% | - | Bvtzh | R-Chxyr | 175-185 | 180 | 6.11% | 6.192% | 93.80784 |
F | HZK | 24.845 | 1.43 | Cd2 | - | RR | - | - | 7.80% | - | - | - | - | - | - | - | - |
Z | CQS | 22.000 | 2.15 | M2 | - | U | - | - | 46.66% | - | Vqmis | S-Tnbuc | 215-225 | 225 | 6.55% | 6.642% | 58.96552 |
I | CZG | 62.931 | 8.38 | Iii2 | - | GGG | - | - | 43.00% | - | Dfowa | O-Axjlc | 345h | 335 | 7.62% | 7.742% | 82.75500 |
Tranche Comments
B: First Pay: 2023-01-20; Registration: 144M/Hal O;
Z: First Pay: 2023-01-20; Registration: 144D/Jem C;
I: First Pay: 2023-01-20; Registration: 144C/Mjb L;
F: First Pay: 2023-01-20; Registration: 144G/Xmg C;
Pricing Speed
15% IYF vq 10% kgll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | LJH | 90.266 | 7.83 | - | D | C | - | - | 45.34% | - | Xoioi | Z-Ewiby | 165-175 | 165 | 4.40% | 4.444% | 85.77220 |
G | QMF | 306.850 | 2.71 | - | KKK | YYY | - | - | 75.00% | - | Xczzt | S-Jdsii | 130-140 | 140 | 4.15% | 4.194% | 78.46674 |
I | GJB | 22.547 | 5.88 | - | ZZZ | III | - | - | 72.53% | - | Jsjwx | U-Xytdw | 225u | 250 | 5.23% | 5.294% | 76.20317 |
V | FIB | 62.764 | 7.56 | - | TT- | OO | - | - | 2.40% | - | Lpbvp | P-Nfork | 425o | 475 | 7.35% | 7.544% | 69.46180 |
Tranche Comments
G: First Pay: 2022-06-20; Registration: 144Y/Imk L;
D: First Pay: 2022-06-20; Registration: 144X/Wnt E;
I: First Pay: 2022-06-20; Registration: 144C/Azt M;
V: First Pay: 2022-06-20; Registration: 144L/Xjo K;
Pricing Speed
15% DJZ zg Dppp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | HPW | 174.560 | 7.57 | - | DDD | XXX | - | - | 96.90% | - | Qlvha | Zgatq | 45-50 | 45 | 1.43% | 1.442% | 60.72210 |
L | UKG | 86.985 | 4.23 | - | A | P | - | - | 85.30% | - | Ugmom | Qjurq | 90-95 | 85 | 1.83% | 1.842% | 60.65267 |
L | OKA | 93.550 | 2.40 | - | VVV | WWW | - | - | 1.70% | - | Ucvne | Sxkjx | 115-125 | 125 | 2.23% | 2.242% | 59.23047 |
Tranche Comments
T: First Pay: 2022-01-20; Registration: 144T/Pbu P;
L: First Pay: 2022-01-20; Registration: 144Y/Hwp B;
L: First Pay: 2022-01-20; Registration: 144X/Qcl A;
Pricing Speed
15% Rop, 10% Rqcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | WQC | 200.600 | 6.35 | - | N | X | - | - | 69.54% | - | Plxjq | Jbedg | 115-125 | 95 | 1.44% | 1.451% | 66.66478 |
O | WUO | 698.394 | 4.62 | - | KKK | JJJ | - | - | 77.10% | - | Wzzut | Ukyvw | 80-85 | 65 | 1.14% | 1.151% | 30.25790 |
T | ZCU | 55.988 | 6.10 | - | GG | XX | - | - | 8.10% | - | Objak | Ydvgk | 290-300 | 270 | 3.17% | 3.201% | 96.10512 |
P | QEA | 35.790 | 7.79 | - | AAA | UUU | - | - | 2.60% | - | Ninsj | Ywrzz | 175-185 | 145 | 1.94% | 1.951% | 27.76453 |
Tranche Comments
O: First Pay: 2021-06-21; Registration: 144I/Odr F;
Q: First Pay: 2021-06-21; Registration: 144X/Uih V;
P: First Pay: 2021-06-21; Registration: 144W/Jne B;
T: First Pay: 2021-06-21; Registration: 144K/Hyc G;
Pricing Speed
15% IXN, 10% IGDD
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | UFV | 60.254 | 1.62 | - | L | I | - | - | 32.50% | - | Dnroo | Ugjxr | 300-315 | 250 | 2.73% | 2.750% | 21.62406 |
L | KYE | 78.300 | 7.54 | - | UUU | FFF | - | - | 1.60% | - | Aocxw | Pnxqr | 485-500 | 400 | 4.21% | 4.250% | 22.82494 |
G | JNB | 948.100 | 1.13 | - | YYY | GGG | - | - | 33.20% | - | Pkahj | Cirnp | 185-200 | 150 | 1.74% | 1.750% | 35.85340 |
L | KKZ | 26.652 | 5.21 | - | RR | AA | - | - | 4.80% | - | Vcnhl | Scaqx | 725n | 700 | 7.14% | 7.250% | 73.37173 |
Tranche Comments
G: First Pay: 2020-08-20; Registration: 144J/Ouu A;
X: First Pay: 2020-08-20; Registration: 144B/Tnt H;
L: First Pay: 2020-08-20; Registration: 144C/Idj W;
L: First Pay: 2020-08-20; Registration: 144M/Ruu P;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | XJF | 756.327 | 6.63 | - | KKK | AAA | - | - | - | - | Eroao | Eldvn | 85-90 | 78 | 2.22% | 2.235% | 62.22221 |
V | XMX | 49.510 | 4.25 | - | SSS+ | MMM | - | - | - | - | Nrarm | Peuqr | 130-135 | 125 | 2.68% | 2.705% | 35.56450 |
V | QMR | 23.861 | 5.62 | - | D+ | P | - | - | - | - | Tpiyn | Jqkdm | 110p | 100 | 2.44% | 2.455% | 45.75987 |
Tranche Comments
J: First Pay: 2019-11-20; Registration: 144P/Krr J;
V: First Pay: 2019-11-20; Registration: 144I/Don U;
V: First Pay: 2019-11-20; Registration: 144Z/Mup R;
Pricing Speed
15% HBF, 10% HYPP
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | TEP | 500.956 | 6.79 | - | PPP | KKK | - | - | - | - | Liipr | Rwbxn | 73-75 | 71 | 2.89% | 2.917% | 48.39368 |
R | ABG | 94.777 | 9.43 | - | BBB+ | GGG | - | - | - | - | Aiibe | Wdmac | 115-120 | 115 | 3.33% | 3.357% | 93.40442 |
X | UPH | 61.445 | 9.32 | - | T | K | - | - | - | - | Hqlql | Zodni | 85-90 | 82 | 3.00% | 3.027% | 10.20396 |
Tranche Comments
D: First Pay: 2019-07-22; Registration: 144C Jnzk;
X: First Pay: 2019-07-22; Registration: 144T Ferx;
R: First Pay: 2019-07-22; Registration: 144T Lgil;
Pricing Speed
15.0% AQL vo 10.0% Amlrd-xb Armm