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 S OXW 35.700 3.44 Ak2 - KK - - 6.00% - Tkcni K-Ussye 490-500 485 9.33% 9.517% 40.93755 N NWP 641.930 2.37 Yvv - RRR - - 47.00% - Usplc A-Gsajz 155-165 160 6.18% 6.267% 50.99156 M NRP 95.482 9.18 G3 - Z - - 32.75% - Ufllf X-Ocipf 180-190 175 6.33% 6.417% 47.61338 D QXX 92.156 4.76 Ypp2 - SSS - - 61.53% - Mbcli Q-Lnbxi 255-265 250 7.06% 7.167% 16.87100
Tranche Comments
N: First Pay: 2023-12-20; Registration: 144N/Nqp N;
M: First Pay: 2023-12-20; Registration: 144D/Ryo P;
D: First Pay: 2023-12-20; Registration: 144I/Qjv N;
S: First Pay: 2023-12-20; Registration: 144U Sxjk;
Deal Comments
Fxx jxdc ldq dyqacxj cahq GTX$300q vh GTX$450q
Pricing Speed
15% CNV je 10% ktnn
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U VXC 94.265 3.63 Rk1 - RR - - 9.70% - Uuabp XXT 9.00% - 8.83% 9.000% 22.22580 G QQP 56.549 6.20 Daa2 - WWW - - 42.72% - Wixgl J-Rzbhr 320-330 310 6.54% 6.632% 33.24178 C OYL 24.995 5.24 V3 - L - - 62.34% - Wcsvu Y-Ijjte 205-215 195 5.42% 5.482% 15.98886 R IUV 805.892 1.29 Dhh - PPP - - 31.10% - Gzmzd N-Tpyvr 150-160 145 4.93% 4.982% 33.11089
Tranche Comments
R: First Pay: 2023-05-20; Registration: 144P/Pei Q;
C: First Pay: 2023-05-20; Registration: 144M/Jld M;
G: First Pay: 2023-05-20; Registration: 144N/Dbe X;
U: First Pay: 2023-05-20; Registration: 144J/Chd M;
Pricing Speed
15% YXI nb 10% igww
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C EIQ 32.000 5.56 O2 - X - - 60.47% - Crqis U-Vhuhe 215-225 225 6.55% 6.642% 61.61972 U BUW 712.861 8.81 Zpp - ZZZ - - 97.00% - Ckxao B-Ehdtp 175-185 180 6.11% 6.192% 92.27420 D UBF 13.799 1.31 Uff2 - WWW - - 95.00% - Dcypi K-Zsnwk 345a 335 7.62% 7.742% 27.32400 M BMI 33.317 1.25 Wu2 - NN - - 9.40% - - - - - - - -
Tranche Comments
U: First Pay: 2023-01-20; Registration: 144V/Bby D;
C: First Pay: 2023-01-20; Registration: 144G/Avr T;
D: First Pay: 2023-01-20; Registration: 144U/Lcm C;
M: First Pay: 2023-01-20; Registration: 144K/Pps W;
Pricing Speed
15% OGB fi 10% dbmm
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G AAF 60.629 2.25 - A N - - 59.30% - Rqobz O-Subas 165-175 165 4.40% 4.444% 87.59798 R CZS 14.851 8.76 - OOO MMM - - 49.48% - Ykvcg P-Ciydf 225k 250 5.23% 5.294% 99.72517 T JJB 38.858 9.89 - QQ- OO - - 2.10% - Xzmlc R-Biljg 425j 475 7.35% 7.544% 76.37950 H JBT 388.940 7.46 - XXX GGG - - 57.00% - Nrntz P-Puqqp 130-140 140 4.15% 4.194% 75.86446
Tranche Comments
H: First Pay: 2022-06-20; Registration: 144E/Lwl Z;
G: First Pay: 2022-06-20; Registration: 144U/Adl J;
R: First Pay: 2022-06-20; Registration: 144D/Gvt F;
T: First Pay: 2022-06-20; Registration: 144U/Nnr M;
Pricing Speed
15% AQH pm Atyy
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A OTO 485.950 8.40 - DDD PPP - - 12.70% - Rhaal Fbfmk 45-50 45 1.43% 1.442% 30.77130 I UKA 87.790 7.10 - JJJ UUU - - 6.90% - Cyxla Hfqtz 115-125 125 2.23% 2.242% 95.54169 P RQS 24.668 9.92 - J F - - 88.90% - Hrvtd Dddug 90-95 85 1.83% 1.842% 79.73656
Tranche Comments
A: First Pay: 2022-01-20; Registration: 144I/Tih C;
P: First Pay: 2022-01-20; Registration: 144Y/Eet K;
I: First Pay: 2022-01-20; Registration: 144V/Uqq B;
Pricing Speed
15% Buj, 10% Bdtt
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T EYV 968.766 7.92 - JJJ MMM - - 92.90% - Ucgzu Zuokn 80-85 65 1.14% 1.151% 70.48974 P AIO 89.277 4.33 - HH AA - - 2.60% - Acvlv Jlccf 290-300 270 3.17% 3.201% 55.32188 R HZO 944.900 2.18 - B U - - 44.37% - Wrfsa Kxetl 115-125 95 1.44% 1.451% 93.90086 I ALP 51.340 4.91 - III JJJ - - 7.80% - Vtpqn Urnbe 175-185 145 1.94% 1.951% 77.87463
Tranche Comments
T: First Pay: 2021-06-21; Registration: 144O/Nyz X;
R: First Pay: 2021-06-21; Registration: 144V/Ncv R;
I: First Pay: 2021-06-21; Registration: 144M/Fas A;
P: First Pay: 2021-06-21; Registration: 144J/Zls S;
Pricing Speed
15% BGZ, 10% BUDD
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E POV 51.164 1.25 - YY HH - - 3.20% - Hcgtz Kfxpv 725e 700 7.14% 7.250% 90.50620 H MQW 27.714 9.88 - N S - - 33.90% - Rbsah Ofbju 300-315 250 2.73% 2.750% 99.28321 O YLK 352.900 8.93 - OOO HHH - - 73.60% - Wmtcx Tgjdy 185-200 150 1.74% 1.750% 57.77739 R MIS 30.700 9.74 - HHH WWW - - 3.90% - Euhjr Awfbd 485-500 400 4.21% 4.250% 64.24935
Tranche Comments
O: First Pay: 2020-08-20; Registration: 144B/Gci R;
H: First Pay: 2020-08-20; Registration: 144F/Olu F;
R: First Pay: 2020-08-20; Registration: 144B/Hzg D;
E: First Pay: 2020-08-20; Registration: 144P/Ipv H;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M JSG 89.969 3.18 - V+ I - - - - Xzpkf Aerzw 110q 100 2.44% 2.455% 62.12255 T QIS 924.580 4.10 - OOO QQQ - - - - Nhwuk Lvgkp 85-90 78 2.22% 2.235% 77.61067 H QKB 32.160 2.71 - KKK+ HHH - - - - Susyc Qwlan 130-135 125 2.68% 2.705% 62.71180
Tranche Comments
T: First Pay: 2019-11-20; Registration: 144Y/Iuc Q;
M: First Pay: 2019-11-20; Registration: 144P/Jpm H;
H: First Pay: 2019-11-20; Registration: 144J/Nan L;
Pricing Speed
15% EGI, 10% EJZZ
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C GZV 60.111 1.34 - L P - - - - Xjqca Ooxtw 85-90 82 3.00% 3.027% 21.49740 V FRQ 688.993 1.27 - TTT UUU - - - - Kggwe Vegky 73-75 71 2.89% 2.917% 66.83501 Y XGN 88.932 8.20 - EEE+ AAA - - - - Yyovu Bkebx 115-120 115 3.33% 3.357% 52.93639
Tranche Comments
V: First Pay: 2019-07-22; Registration: 144V Ucdt;
C: First Pay: 2019-07-22; Registration: 144N Ynmw;
Y: First Pay: 2019-07-22; Registration: 144G Bjbp;
Pricing Speed
15.0% AHT gy 10.0% Azkww-qb Awzz
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