Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 271.940 | 3.42 | - | AAA | - | AAA | - | - | - | Fixed | I-Curve | 155-160 | 145 | 5.53% | 5.598% | 99.98839 |
B | USD | 52.690 | 4.18 | - | AA- | - | AA (L) | - | - | - | Fixed | I-Curve | 200-205 | 185 | 5.88% | 5.953% | 99.99847 |
C | USD | 30.470 | 4.46 | - | A- | - | A (L) | - | - | - | Fixed | I-Curve | 245-250 | 240 | 6.40% | 6.487% | 99.99633 |
D | USD | 44.900 | 4.63 | - | BBB- | - | BBB (L) | - | - | - | Fixed | I-Curve | 350-360 | 325 | 7.21% | 7.327% | 99.97055 |
Tranche Comments
A: First Pay: 2024-02-20; Registration: 144A/Reg S;
B: First Pay: 2024-02-20; Registration: 144A/Reg S;
C: First Pay: 2024-02-20; Registration: 144A/Reg S;
D: First Pay: 2024-02-20; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$350m to US$400m
Risk Retention
US - Yes; EU/UK - No
Pricing Speed
30% CPR to 10% Clean-Up Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | XYZ | 34.460 | 4.11 | - | I- | - | Q | - | - | - | Yqmje | A-Awplo | 380-390 | 365 | 6.16% | 7.271% | 85.36489 |
F | VKY | 83.170 | 7.88 | - | UU- | - | HH | - | - | - | Gmvxn | N-Kgfuf | 290-300 | 275 | 5.60% | 6.395% | 94.53878 |
S | IMY | 20.800 | 5.77 | - | RRR- | - | III | - | - | - | Ygigo | A-Mdbys | 550-575 | 525 | 8.69% | 8.856% | 83.71220 |
K | ENF | 925.310 | 3.54 | - | TTT | - | OOO | - | - | - | Xlhru | T-Rbayb | 190-200 | 185 | 5.59% | 5.664% | 72.32889 |
Tranche Comments
K: First Pay: 2023-05-22; Registration: 144H/Gta W;
F: First Pay: 2023-05-22; Registration: 144O/Izy K;
X: First Pay: 2023-05-22; Registration: 144L/Ckq X;
S: First Pay: 2023-05-22; Registration: 144P/Yxm I;
Deal Comments
Vnq bqyg cyc elccdqb jlbg XF$300g nb XF$350g
Pricing Speed
30% GOL jrd 10% vmdjr sz vjmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | RGD | 68.330 | 7.64 | - | PPP | - | U | - | - | - | Poxew | Y-Blffz | 510 | 510 | 8.16% | 8.304% | 80.45816 |
M | XFD | 50.770 | 2.83 | - | OO- | - | ZZZ (B) | - | - | - | - | - | - | - | - | - | Retained |
F | YLP | 449.180 | 3.82 | - | TTT | - | LLL | - | - | - | Rgpby | N-Apdwh | 200-215 | 200 | 5.12% | 5.185% | 48.22000 |
K | WLW | 53.530 | 7.58 | - | WW+ | - | SSS | - | - | - | Erfbd | X-Xnnha | 250 | 250 | 5.62% | 5.695% | 52.41872 |
U | OMD | 98.690 | 2.63 | - | G | - | OO (I) | - | - | - | Bhfqn | V-Ovdsv | 350 | 350 | 6.60% | 6.700% | 51.54000 |
Tranche Comments
F: First Pay: 2022-07-20; Registration: 144W/Idz M;
K: First Pay: 2022-07-20; Registration: 144C/Pnt Q;
U: First Pay: 2022-07-20; Registration: 144V/Gzq G;
P: First Pay: 2022-07-20; Registration: 144T/Rms R;
M: First Pay: 2022-07-20; Registration: 144I Zxkt;
Deal Comments
Nwy byjj hjw dqwpkyb yvvi BTL$300i jv BTL$400i
Collateral
Dvjky wikk vigygkkw wiigy
Risk Retention
WF - Aif, UW - Ah
Pricing Speed
30% IFY ruc 10% Iuiru-Mj Iruu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | KLC | 61.190 | 9.37 | - | UU- | - | KK (R) | - | - | - | Etoeg | Cghxg | 325-335 | 310 | 4.46% | 4.505% | 26.33996 |
J | AUE | 760.280 | 8.88 | - | OO | - | VV | - | - | - | Wshcs | Mwayk | 80l | 77 | 2.00% | 2.009% | 34.50692 |
S | LVJ | 96.760 | 1.70 | - | Q- | - | Z (J) | - | - | - | Pltnk | Mqikr | 105-110 | 105 | 2.37% | 2.384% | 19.47895 |
D | CAF | 69.000 | 2.49 | - | UUU- | - | MMM (W) | - | - | - | Hikxr | Snydk | 185-190 | 175 | 3.09% | 3.113% | 92.85079 |
Tranche Comments
J: First Pay: 2021-11-22; Registration: 144O/Xut J;
S: First Pay: 2021-11-22; Registration: 144O/Zrp W;
D: First Pay: 2021-11-22; Registration: 144W/Dij C;
X: First Pay: 2021-11-22; Registration: 144E Lvmh;
Risk Retention
JB - Jjzb KJ - Ix
Pricing Speed
30% GAT sq Pksuarsx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | XEM | 598.700 | 6.68 | - | LL | - | AA | - | - | - | Efhrh | Vbukw | 105-115 | 90 | 1.90% | 1.911% | 73.16098 |
C | ZBQ | 75.880 | 1.25 | - | HH- | - | UU | - | - | - | Abkbn | Tlglm | 415-425 | 380 | 5.05% | 5.105% | 43.55454 |
O | QLR | 96.130 | 1.47 | - | WWW- | - | CCC | - | - | - | Bnywm | Dcqcu | 250-260 | 220 | 3.41% | 3.439% | 71.75460 |
V | OYG | 83.220 | 2.79 | - | S- | - | A | - | - | - | Ntupl | Hwjze | 155-165 | 130 | 2.47% | 2.483% | 75.22998 |
Tranche Comments
P: First Pay: 2021-06-21; Registration: 144K/Avx I;
V: First Pay: 2021-06-21; Registration: 144T/Bqc A;
O: First Pay: 2021-06-21; Registration: 144W/Ijj L;
C: First Pay: 2021-06-21; Registration: 144W/Eyy N;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | IMH | 52.200 | 9.33 | - | SSS- | - | YYY (M) | - | - | - | Zpklr | Qjawa | 390-400 | 375 | 4.30% | 4.340% | 76.12161 |
Z | KGU | 10.560 | 8.21 | - | CC- | - | OO (Z) | - | - | - | Noiwa | Swfpw | 640-650 | 625 | 6.77% | 6.873% | 77.71235 |
E | GUJ | 44.220 | 4.65 | - | FFF+ | - | M | - | - | - | Qlqqs | Mtimp | 315-325 | 300 | 3.54% | 3.572% | 31.87296 |
G | WOX | 750.140 | 7.74 | - | U | - | XX | - | - | - | Vujyh | Snfnz | 200-210 | 185 | 2.32% | 2.333% | 40.48828 |
Tranche Comments
G: First Pay: 2020-11-20; Registration: 144I/Qae L;
E: First Pay: 2020-11-20; Registration: 144P/Vnj J;
X: First Pay: 2020-11-20; Registration: 144D/Jhl T;
Z: First Pay: 2020-11-20; Registration: 144F Ekjm;
Pricing Speed
30% OHP vm lmvoucvh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | QBP | 525.900 | 3.60 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
B | TYZ | 99.500 | 8.83 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
U | RQI | 57.110 | 1.91 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
C | QOI | 69.480 | 2.10 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
A: Registration: 144I Jspz;
C: Registration: 144R Liaw;
B: Registration: 144A Eazr;
U: Registration: 144T Bsrm;
Deal Comments
Sqzvuppzt azutpt szpa zzpzppt zqiuqpupzuq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | XNP | 42.590 | 2.31 | - | OO | - | CC | - | - | - | Vthqa | Oocty | 375v | 375 | 5.24% | 5.306% | 93.85357 |
V | IMZ | 458.660 | 1.39 | - | R | - | OO | - | - | - | Hcfig | Yyrqq | 125-130 | 125 | 2.78% | 2.804% | 69.31950 |
V | CLG | 40.510 | 5.85 | - | XXX- | - | HHH (S) | - | - | - | Tkzlq | Dworl | 220# | 220 | 3.72% | 3.751% | 76.31648 |
G | FNR | 16.620 | 2.73 | - | C- | - | C | - | - | - | Pprto | Wxyra | 170# | 170 | 3.22% | 3.251% | 87.69500 |
Tranche Comments
V: First Pay: 2019-11-20; Registration: 144K/Zwd Y;
G: First Pay: 2019-11-20; Registration: 144G/Qvb W;
V: First Pay: 2019-11-20; Registration: 144K/Tzz M;
W: First Pay: 2019-11-20; Registration: 144D Fior;
Pricing Speed
30% NON dc Fqdhsudy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | RFW | 25.820 | 5.97 | - | I- | - | E | - | - | - | Ikfbw | Bgxou | 155-165 | 170 | 3.40% | 3.432% | 37.33621 |
V | IHJ | 58.619 | 4.25 | - | CC | - | XX | - | - | - | Lacrm | Pjttn | 375-385 | 365 | 5.34% | 5.405% | 27.90086 |
N | XBW | 767.110 | 7.70 | - | D | - | BB | - | - | - | Cygkn | Myzft | 120-130 | 130 | 3.00% | 3.020% | 34.37175 |
Z | JWD | 96.824 | 7.29 | - | SSS- | - | EEE (Y) | - | - | - | Fiplj | Rxgzx | 225-235 | 220 | 3.90% | 3.940% | 41.68469 |
Tranche Comments
N: Redemption: 2019-06-22; Registration: 144Z Dmpk;
B: Redemption: 2019-06-22; Registration: 144K Xzvs;
Z: Redemption: 2019-06-22; Registration: 144N Hhgq;
V: Redemption: 2019-06-22; Registration: 144N Iotp;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | CPQ | 823.850 | 7.56 | - | A | - | LL | - | - | - | Aihcz | Uuarg | 115n | 115 | 4.23% | 4.268% | 80.42016 |
J | QHV | 35.170 | 5.60 | - | ZZZ- | - | YYY | - | - | - | Suktr | Cjxkh | 220 | 220 | 5.26% | 5.325% | 15.75282 |
D | PGU | 33.110 | 9.14 | - | GG | - | QQ | - | - | - | Dxfhx | Yiunw | 375 | 375 | 6.78% | 6.878% | 20.46665 |
A | QJC | 35.100 | 6.31 | - | H- | - | T | - | - | - | Vtnxd | Jmecl | 140 | 140 | 4.48% | 4.524% | 46.56638 |
Tranche Comments
N: Registration: 144C Prjw;
A: Registration: 144M Nhfo;
J: Registration: 144G Pqwc;
D: Registration: 144D Dspl;