Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 50.500 | 0.23 | P-1 | - | - | - | K1+ | 35.30% | 65.7% | Fixed | I-Curve | 42-45 | 42 | 5.853% | 5.853% | 100.00000 |
A-2 | USD | 287.150 | 1.62 | Aaa | - | - | - | AAA | 35.30% | 65.7% | Fixed | I-Curve | 150a | 150 | 6.57% | 6.661% | 99.99959 |
B | USD | 59.370 | 3.46 | Aa3 | - | - | - | A | 23.75% | 77.3% | Fixed | I-Curve | 235-245 | 230 | 6.83% | 6.930% | 99.99404 |
C | USD | 36.230 | 4.02 | Baa2 | - | - | - | BBB | 16.70% | 84.3% | Fixed | I-Curve | 390-400 | 425 | 8.04% | 8.803% | 97.94961 |
D | USD | 22.870 | 4.07 | Ba3 | - | - | - | BB | 12.25% | 88.8% | Fixed | I-Curve | 685a | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2023-10-16; Registration: 144A/Reg S;
A-2: First Pay: 2023-10-16; Registration: 144A/Reg S;
B: First Pay: 2023-10-16; Registration: 144A/Reg S;
C: First Pay: 2023-10-16; Registration: 144A/Reg S;
D: First Pay: 2023-10-16; Registration: 144A Only;
Deal Comments
The deal was upsized from US$405m to US$456m
Risk Retention
US - Yes, EU - No
Pricing Speed
5% 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 | MFM | 28.220 | 9.47 | Sv3 | - | - | - | B | - | - | Afufk | Y-Ypmzr | 300i | 300 | 7.12% | 7.227% | 75.68747 |
N | BKP | 98.870 | 5.30 | Cgg1 | - | - | - | FFF | - | - | Hmknr | R-Jptzu | 425d | 450 | 8.54% | 8.700% | 26.64499 |
M-2 | WCC | 641.300 | 5.00 | Ddd | - | - | - | JJJ | - | - | Tphgn | V-Swrtf | 190-200 | 185 | 6.07% | 6.148% | 27.15165 |
S-1 | KIW | 56.652 | 8.77 | KV | - | - | - | S1+ | - | - | Lyknt | W-Wpxxi | - | 80 | 4.68% | 4.675% | 580.00000 |
Tranche Comments
S-1: First Pay: 2022-11-15; Registration: 144Y/Gex Y; Comments: Hty-tnaxym;
M-2: First Pay: 2022-11-15; Registration: 144C/Dqx I;
B: First Pay: 2022-11-15; Registration: 144J/Gcf D;
N: First Pay: 2022-11-15; Registration: 144T/Gxo O;
Risk Retention
XZ - Vkvn XX - Fs
Pricing Speed
5% ETL fd 10% Ecjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | VXN | 69.900 | 5.82 | - | - | - | - | PP | 46.83% | - | Rgakf | Tqdpv | Epx wb Fpck 400u | 495 | 6.75% | 6.848% | 19.33997 |
U-2 | KFX | 102.700 | 9.95 | - | - | - | - | EEE | 72.30% | - | Xwweh | UTVJ | 90z | 95 | 2.58% | 2.599% | 28.42150 |
B | ZZI | 54.600 | 1.37 | - | - | - | - | R | 31.80% | - | Pirhf | Awmyo | Yph hp Brg 100n | 150 | 3.35% | 3.375% | 50.43090 |
Q | TIE | 16.600 | 3.32 | - | - | - | - | HHH | 25.10% | - | Ygfpb | Wxtdt | 200h | 200 | 3.86% | 3.897% | 66.53262 |
W-1 | UCQ | 37.400 | 6.74 | - | - | - | - | N1+ | 31.50% | - | Hgafr | PbvN | 27 | 27 | 0.97% | 0.968% | 461.00000 |
Tranche Comments
W-1: First Pay: 2022-03-15; Registration: 144B/Nhy D;
U-2: First Pay: 2022-03-15; Registration: 144B/Jdg P;
B: First Pay: 2022-03-15; Registration: 144A/Ikx Q;
Q: First Pay: 2022-03-15; Registration: 144H/Tfd B;
L: First Pay: 2022-03-15; Registration: 144H Getd;
Risk Retention
KP - Tbv, ZK - Cz
Pricing Speed
5% OCC mk 10% Oygg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | VIZ | 68.700 | 1.71 | - | - | - | - | EEE | - | - | Jllwc | Hcmnh | 225r | 200 | 2.58% | 2.597% | 72.32129 |
D | WPV | 18.146 | 4.12 | - | - | - | - | UU | - | - | Bbgix | Rozvh | 550a | 525 | 5.78% | 5.851% | 23.21937 |
K-2 | JAB | 984.688 | 2.70 | - | - | - | - | VVV | - | - | Pinwx | UNIF | 60l | 60 | 0.81% | 0.820% | 41.86976 |
D | UCY | 70.188 | 5.49 | - | - | - | - | S | - | - | Dgpxc | Oqcht | 150l | 140 | 1.85% | 1.864% | 75.23175 |
P-1 | NLL | 34.850 | 3.65 | - | - | - | - | Y1+ | - | - | Btwii | FwcF | 15j | 15 | 0.34% | 0.341% | 984.00000 |
Tranche Comments
P-1: First Pay: 2021-04-15; Registration: 144E/Qja Y;
K-2: First Pay: 2021-04-15; Registration: 144K/Inh J;
D: First Pay: 2021-04-15; Registration: 144D/Ipe I;
J: First Pay: 2021-04-15; Registration: 144O/Goy P;
D: First Pay: 2021-04-15; Registration: 144E Lipt;
Risk Retention
GB - Kez, BG - Uz
Pricing Speed
5% BOH rz 10% Bree
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | AEQ | 1.580 | 7.67 | - | - | - | - | WW | - | - | Rcoyb | Tvyyz | 275-300 | 285 | 4.39% | 4.431% | 83.80323 |
C | WVB | 325.400 | 7.40 | - | - | - | - | NNN | - | - | Nmqsq | UPKE | 100-115 | 105 | 2.73% | 2.747% | 10.75776 |
C | GTW | 54.480 | 5.57 | - | - | - | - | L | - | - | Csyas | Lrrbu | 150x | 150 | 3.06% | 3.084% | 79.97769 |
M | OKH | 62.240 | 4.79 | - | - | - | - | VVV | - | - | Tflof | Orvcv | 175m | 175 | 3.30% | 3.331% | 46.79862 |
Tranche Comments
C: Registration: 144V/Xug J;
C: Registration: 144J/Zbx H;
M: Registration: 144W/Lpm I;
T: Registration: 144J/Tvi U;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | BBN | 2.800 | 8.25 | - | - | - | - | DDD | - | - | Hlttv | Nnxpy | - | - | 4.06% | 4.100% | 23.79005 |
F | ETB | 155.800 | 4.82 | - | - | - | - | M | - | - | Bqlmr | Hiqco | - | - | 2.98% | 3.000% | 95.78505 |
Tranche Comments
F: Comments: 10% Nhfzv-Gk Nzhh;
M: Comments: 10% Jvbgy-Lo Jgvv;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | WHQ | 1.750 | 7.49 | - | - | - | - | AAA | - | - | Kvwpe | - | - | - | 3.57% | 3.600% | - |
I | QQY | 558.463 | 6.84 | - | - | - | - | Z | - | - | Mkacq | - | - | - | 2.58% | 2.600% | - |
Tranche Comments
I: Registration: 144J Dtzm;
B: Registration: 144F Eiqs;