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 |
---|
B | GSK | 81.654 | 3.12 | D3 | - | Z | - | - | 26.46% | - | Ptitl | J-Saqcv | 180-190 | 175 | 6.33% | 6.417% | 10.89642 |
I | NOQ | 28.700 | 8.16 | Po2 | - | CC | - | - | 6.00% | - | Bhuzt | Y-Ugazf | 490-500 | 485 | 9.33% | 9.517% | 24.79144 |
C | FQG | 897.800 | 2.75 | Iff | - | III | - | - | 64.00% | - | Qywwr | H-Cwuxu | 155-165 | 160 | 6.18% | 6.267% | 96.14130 |
Y | NER | 24.595 | 1.44 | Zoo2 | - | CCC | - | - | 76.84% | - | Jqmlj | G-Ansxz | 255-265 | 250 | 7.06% | 7.167% | 73.18494 |
Tranche Comments
C: First Pay: 2023-12-20; Registration: 144O/Nib H;
B: First Pay: 2023-12-20; Registration: 144I/Vne S;
Y: First Pay: 2023-12-20; Registration: 144K/Xii T;
I: First Pay: 2023-12-20; Registration: 144W Bjto;
Deal Comments
Chb cbyj yyc zncxabc duiu AVD$300u zi AVD$450u
Pricing Speed
15% ZHN ve 10% iiuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | UWR | 61.511 | 6.17 | Mo1 | - | GG | - | - | 2.70% | - | Aliwy | BVQ | 9.00% | - | 8.83% | 9.000% | 97.22200 |
Q | PYZ | 850.557 | 1.35 | Boo | - | UUU | - | - | 98.70% | - | Twkzo | J-Qtymc | 150-160 | 145 | 4.93% | 4.982% | 35.53181 |
D | URT | 17.277 | 9.78 | G3 | - | S | - | - | 91.53% | - | Shfzf | F-Jqjnc | 205-215 | 195 | 5.42% | 5.482% | 38.47978 |
Y | FUN | 61.705 | 3.68 | Puu2 | - | AAA | - | - | 61.82% | - | Ayyue | A-Yimob | 320-330 | 310 | 6.54% | 6.632% | 16.54312 |
Tranche Comments
Q: First Pay: 2023-05-20; Registration: 144W/Fbi S;
D: First Pay: 2023-05-20; Registration: 144K/Vvu C;
Y: First Pay: 2023-05-20; Registration: 144H/Wfs V;
O: First Pay: 2023-05-20; Registration: 144Z/Wfn I;
Pricing Speed
15% ZJD np 10% pkzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | VLH | 61.000 | 6.65 | M2 | - | L | - | - | 60.35% | - | Rjlta | V-Tktuh | 215-225 | 225 | 6.55% | 6.642% | 25.81936 |
Y | POD | 289.687 | 5.16 | Gff | - | XXX | - | - | 18.00% | - | Apvhh | N-Yzrlm | 175-185 | 180 | 6.11% | 6.192% | 96.72277 |
X | HMB | 90.896 | 3.47 | Kb2 | - | XX | - | - | 3.70% | - | - | - | - | - | - | - | - |
C | PWR | 56.535 | 4.46 | Xkk2 | - | TTT | - | - | 30.00% | - | Kuimp | N-Lcqri | 345t | 335 | 7.62% | 7.742% | 90.23700 |
Tranche Comments
Y: First Pay: 2023-01-20; Registration: 144H/Zuu D;
L: First Pay: 2023-01-20; Registration: 144L/Rfn X;
C: First Pay: 2023-01-20; Registration: 144U/Yyf Q;
X: First Pay: 2023-01-20; Registration: 144N/Ltd K;
Pricing Speed
15% FEI js 10% wnss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | RCC | 148.420 | 1.89 | - | CCC | QQQ | - | - | 84.00% | - | Dpouh | F-Aoyyw | 130-140 | 140 | 4.15% | 4.194% | 22.44517 |
M | HBJ | 18.905 | 9.74 | - | G | D | - | - | 82.96% | - | Pmveg | S-Wipak | 165-175 | 165 | 4.40% | 4.444% | 50.60652 |
E | PRE | 29.928 | 2.10 | - | BBB | YYY | - | - | 33.99% | - | Ltufo | U-Ajwff | 225b | 250 | 5.23% | 5.294% | 23.90498 |
S | QBY | 22.488 | 5.10 | - | EE- | VV | - | - | 4.90% | - | Vfsjf | R-Bogbr | 425n | 475 | 7.35% | 7.544% | 80.82400 |
Tranche Comments
R: First Pay: 2022-06-20; Registration: 144I/Nie M;
M: First Pay: 2022-06-20; Registration: 144D/Fdk E;
E: First Pay: 2022-06-20; Registration: 144Q/Abu W;
S: First Pay: 2022-06-20; Registration: 144C/Eaq Q;
Pricing Speed
15% ANT um Azqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | NUA | 336.890 | 2.22 | - | BBB | HHH | - | - | 98.20% | - | Rqycm | Wwvgf | 45-50 | 45 | 1.43% | 1.442% | 27.93430 |
G | NHI | 47.814 | 8.14 | - | V | D | - | - | 17.40% | - | Gsmmh | Pfvvu | 90-95 | 85 | 1.83% | 1.842% | 75.18830 |
D | SUS | 59.490 | 1.17 | - | RRR | MMM | - | - | 7.80% | - | Xvbty | Irxvi | 115-125 | 125 | 2.23% | 2.242% | 50.88634 |
Tranche Comments
N: First Pay: 2022-01-20; Registration: 144H/Boe G;
G: First Pay: 2022-01-20; Registration: 144J/Taz L;
D: First Pay: 2022-01-20; Registration: 144T/Uoo V;
Pricing Speed
15% Dfg, 10% Ddxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | LWA | 384.735 | 5.72 | - | UUU | OOO | - | - | 93.90% | - | Ysnkn | Kiajn | 80-85 | 65 | 1.14% | 1.151% | 87.35508 |
W | VLP | 743.800 | 5.64 | - | B | N | - | - | 72.79% | - | Ouwca | Oftbe | 115-125 | 95 | 1.44% | 1.451% | 50.57492 |
E | OIL | 66.640 | 8.26 | - | LLL | RRR | - | - | 4.60% | - | Xsghw | Byrhb | 175-185 | 145 | 1.94% | 1.951% | 34.40146 |
L | JFG | 78.274 | 7.46 | - | FF | DD | - | - | 5.60% | - | Bgjbq | Pkhcy | 290-300 | 270 | 3.17% | 3.201% | 75.90427 |
Tranche Comments
C: First Pay: 2021-06-21; Registration: 144G/Exr L;
W: First Pay: 2021-06-21; Registration: 144K/Fju R;
E: First Pay: 2021-06-21; Registration: 144I/Jdx X;
L: First Pay: 2021-06-21; Registration: 144J/Ves C;
Pricing Speed
15% JFX, 10% JKFF
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | THK | 665.500 | 8.88 | - | EEE | YYY | - | - | 76.70% | - | Qnxoa | Mktha | 185-200 | 150 | 1.74% | 1.750% | 72.34190 |
O | KZB | 82.778 | 8.88 | - | RR | UU | - | - | 7.70% | - | Vhpik | Fmebi | 725q | 700 | 7.14% | 7.250% | 67.92993 |
N | HJJ | 95.500 | 7.54 | - | ZZZ | III | - | - | 7.70% | - | Ouqsh | Bcvkq | 485-500 | 400 | 4.21% | 4.250% | 53.50708 |
O | ORR | 64.388 | 6.14 | - | J | S | - | - | 37.30% | - | Agakw | Iwjxt | 300-315 | 250 | 2.73% | 2.750% | 63.11094 |
Tranche Comments
P: First Pay: 2020-08-20; Registration: 144X/Pci Z;
O: First Pay: 2020-08-20; Registration: 144O/Gzq A;
N: First Pay: 2020-08-20; Registration: 144B/Ubj M;
O: First Pay: 2020-08-20; Registration: 144I/Qhc L;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | YSQ | 102.275 | 9.64 | - | BBB | SSS | - | - | - | - | Rqcoo | Iundj | 85-90 | 78 | 2.22% | 2.235% | 45.47320 |
F | LHB | 17.195 | 7.42 | - | N+ | L | - | - | - | - | Uvtag | Dyhwt | 110w | 100 | 2.44% | 2.455% | 32.87154 |
H | TRT | 48.980 | 2.27 | - | MMM+ | WWW | - | - | - | - | Pihrs | Hohnh | 130-135 | 125 | 2.68% | 2.705% | 27.36080 |
Tranche Comments
X: First Pay: 2019-11-20; Registration: 144B/Eqi U;
F: First Pay: 2019-11-20; Registration: 144J/Bcj T;
H: First Pay: 2019-11-20; Registration: 144B/Jqi H;
Pricing Speed
15% DDU, 10% DJSS
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | WWB | 834.681 | 3.38 | - | KKK | PPP | - | - | - | - | Vnvrr | Ikqbl | 73-75 | 71 | 2.89% | 2.917% | 84.75690 |
B | AWJ | 68.308 | 1.37 | - | GGG+ | RRR | - | - | - | - | Xqghf | Ybiqx | 115-120 | 115 | 3.33% | 3.357% | 86.31574 |
W | HLH | 20.132 | 4.74 | - | V | R | - | - | - | - | Wkvwz | Gonew | 85-90 | 82 | 3.00% | 3.027% | 32.52391 |
Tranche Comments
I: First Pay: 2019-07-22; Registration: 144U Wajj;
W: First Pay: 2019-07-22; Registration: 144P Wnwk;
B: First Pay: 2019-07-22; Registration: 144B Gndl;
Pricing Speed
15.0% FEF yi 10.0% Fivav-wd Faii