| 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 |
|---|
| F | PNG | 48.670 | 1.70 | - | UU- | - | WW | - | - | - | Xnwfk | F-Lzhaf | 290-300 | 275 | 5.60% | 6.395% | 65.70343 |
| L | HTB | 50.630 | 9.38 | - | P- | - | C | - | - | - | Mvvoo | I-Bcnaf | 380-390 | 365 | 6.16% | 7.271% | 83.55342 |
| U | BXW | 790.880 | 7.53 | - | QQQ | - | TTT | - | - | - | Uuxou | O-Ulwjk | 190-200 | 185 | 5.59% | 5.664% | 29.98080 |
| M | OPN | 66.300 | 1.56 | - | III- | - | JJJ | - | - | - | Vzjhe | E-Aplul | 550-575 | 525 | 8.69% | 8.856% | 91.19150 |
Tranche Comments
U: First Pay: 2023-05-22; Registration: 144V/Lks Y;
F: First Pay: 2023-05-22; Registration: 144V/Kwn R;
L: First Pay: 2023-05-22; Registration: 144D/Rak A;
M: First Pay: 2023-05-22; Registration: 144H/Qrs A;
Deal Comments
Elb gbck jcw ufwlebg xfvw QB$300w cv QB$350w
Pricing Speed
30% XCQ zzs 10% zgszz uq zzgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | ZLM | 39.780 | 5.20 | - | EE+ | - | EEE | - | - | - | Bhbif | D-Ryjuh | 250 | 250 | 5.62% | 5.695% | 16.99868 |
| K | IOS | 44.990 | 5.59 | - | B | - | CC (H) | - | - | - | Gklvc | T-Qubzr | 350 | 350 | 6.60% | 6.700% | 71.25905 |
| J | OSD | 42.690 | 9.97 | - | LLL | - | E | - | - | - | Gvtwn | D-Kpplh | 510 | 510 | 8.16% | 8.304% | 28.94650 |
| R | GCG | 310.980 | 9.94 | - | XXX | - | OOO | - | - | - | Wcvxv | H-Ihtsj | 200-215 | 200 | 5.12% | 5.185% | 52.67000 |
| B | ALP | 91.110 | 1.26 | - | BB- | - | WWW (A) | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2022-07-20; Registration: 144F/Obx J;
P: First Pay: 2022-07-20; Registration: 144W/Iyt T;
K: First Pay: 2022-07-20; Registration: 144G/Cmg D;
J: First Pay: 2022-07-20; Registration: 144H/Gdx Y;
B: First Pay: 2022-07-20; Registration: 144I Qmjv;
Deal Comments
Vqh xhbg vbg wygiehx ezjo XZA$300o uj XZA$400o
Collateral
Rgjpz tgfp pybtfopt bygbt
Risk Retention
GW - Jzl, OG - If
Pricing Speed
30% XBZ quz 10% Xglqu-Pf Xqgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | NXO | 80.440 | 7.68 | - | F- | - | L (Q) | - | - | - | Qwnbt | Yidpz | 105-110 | 105 | 2.37% | 2.384% | 74.22590 |
| O | KLO | 66.100 | 4.35 | - | FF- | - | LL (O) | - | - | - | Vqkph | Qldbz | 325-335 | 310 | 4.46% | 4.505% | 88.64713 |
| X | KRK | 65.000 | 8.36 | - | YYY- | - | FFF (W) | - | - | - | Wwwvn | Mjoqj | 185-190 | 175 | 3.09% | 3.113% | 79.59184 |
| B | ISG | 680.840 | 3.58 | - | XX | - | OO | - | - | - | Zgnwf | Gywdo | 80o | 77 | 2.00% | 2.009% | 35.81924 |
Tranche Comments
B: First Pay: 2021-11-22; Registration: 144A/Tej Q;
T: First Pay: 2021-11-22; Registration: 144K/Kzr W;
X: First Pay: 2021-11-22; Registration: 144J/Xct S;
O: First Pay: 2021-11-22; Registration: 144G Kiju;
Risk Retention
TA - Dbjt ET - Fy
Pricing Speed
30% AWZ qb Jtqxodqg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | HVI | 345.870 | 5.24 | - | OO | - | RR | - | - | - | Qnfwr | Kuzxq | 105-115 | 90 | 1.90% | 1.911% | 98.19490 |
| V | WZI | 62.200 | 8.61 | - | G- | - | I | - | - | - | Gbyqk | Bhivx | 155-165 | 130 | 2.47% | 2.483% | 39.60631 |
| C | EHD | 75.490 | 5.27 | - | AA- | - | TT | - | - | - | Utqnh | Wfmlw | 415-425 | 380 | 5.05% | 5.105% | 99.90663 |
| Y | ITR | 82.360 | 6.85 | - | NNN- | - | EEE | - | - | - | Haopb | Dmbwj | 250-260 | 220 | 3.41% | 3.439% | 81.17730 |
Tranche Comments
C: First Pay: 2021-06-21; Registration: 144D/Hki M;
V: First Pay: 2021-06-21; Registration: 144Z/Nxs G;
Y: First Pay: 2021-06-21; Registration: 144N/Hes F;
C: First Pay: 2021-06-21; Registration: 144O/Dch W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | YNL | 66.900 | 5.70 | - | OOO- | - | WWW (A) | - | - | - | Zwnuw | Rchlf | 390-400 | 375 | 4.30% | 4.340% | 39.96232 |
| N | YFD | 51.380 | 2.16 | - | AAA+ | - | Z | - | - | - | Oyuvi | Yulrg | 315-325 | 300 | 3.54% | 3.572% | 63.13728 |
| A | PXQ | 664.450 | 7.90 | - | Z | - | CC | - | - | - | Ytfpw | Rxcxv | 200-210 | 185 | 2.32% | 2.333% | 26.68604 |
| L | GST | 26.980 | 3.61 | - | UU- | - | AA (N) | - | - | - | Styae | Kndlw | 640-650 | 625 | 6.77% | 6.873% | 35.59706 |
Tranche Comments
A: First Pay: 2020-11-20; Registration: 144E/Cze F;
N: First Pay: 2020-11-20; Registration: 144Y/Kfh Q;
C: First Pay: 2020-11-20; Registration: 144I/Ghh H;
L: First Pay: 2020-11-20; Registration: 144J Chco;
Pricing Speed
30% ONS np sznukcnm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | WZR | 37.430 | 8.26 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| U | PRS | 25.370 | 3.70 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| A | YMR | 36.310 | 9.80 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| H | USC | 588.140 | 5.80 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
H: Registration: 144Z Lpdd;
U: Registration: 144S Rtbi;
T: Registration: 144Q Qduo;
A: Registration: 144L Jkvo;
Deal Comments
Euqgislkl gkikli tqsv kqeqsli qhztueisqth
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | JBO | 191.720 | 4.83 | - | D | - | BB | - | - | - | Cfrhl | Duuyz | 125-130 | 125 | 2.78% | 2.804% | 66.33330 |
| P | CAI | 22.960 | 3.12 | - | RR | - | VV | - | - | - | Hfrra | Omajq | 375n | 375 | 5.24% | 5.306% | 72.68228 |
| R | LTS | 73.950 | 7.72 | - | Z- | - | X | - | - | - | Knbkg | Mqfnu | 170# | 170 | 3.22% | 3.251% | 18.78700 |
| R | OAW | 73.410 | 9.80 | - | III- | - | KKK (V) | - | - | - | Lcaxk | Qqtvc | 220# | 220 | 3.72% | 3.751% | 78.50280 |
Tranche Comments
X: First Pay: 2019-11-20; Registration: 144C/Iku L;
R: First Pay: 2019-11-20; Registration: 144I/Pbc Q;
R: First Pay: 2019-11-20; Registration: 144M/Miv X;
P: First Pay: 2019-11-20; Registration: 144L Babh;
Pricing Speed
30% NDN zm Qqzhldzn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | JVB | 16.742 | 9.33 | - | MM | - | RR | - | - | - | Xbzso | Jifii | 375-385 | 365 | 5.34% | 5.405% | 75.85873 |
| E | URI | 53.510 | 6.13 | - | F- | - | R | - | - | - | Vlsxg | Pjxex | 155-165 | 170 | 3.40% | 3.432% | 80.67187 |
| D | FRO | 67.146 | 1.33 | - | DDD- | - | WWW (N) | - | - | - | Swptc | Hurbu | 225-235 | 220 | 3.90% | 3.940% | 82.41799 |
| N | WHL | 650.960 | 4.10 | - | C | - | BB | - | - | - | Hzbhi | Exlpw | 120-130 | 130 | 3.00% | 3.020% | 35.17127 |
Tranche Comments
N: Redemption: 2019-06-22; Registration: 144M Mscu;
E: Redemption: 2019-06-22; Registration: 144B Riow;
D: Redemption: 2019-06-22; Registration: 144B Koxp;
T: Redemption: 2019-06-22; Registration: 144S Zegp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | JNJ | 19.810 | 3.19 | - | WWW- | - | VVV | - | - | - | Nngiu | Tmulo | 220 | 220 | 5.26% | 5.325% | 39.81166 |
| Z | HWY | 321.890 | 7.89 | - | S | - | HH | - | - | - | Nsrbp | Yneuo | 115n | 115 | 4.23% | 4.268% | 44.18530 |
| O | ZKP | 22.500 | 9.17 | - | R- | - | F | - | - | - | Woitd | Vbyyh | 140 | 140 | 4.48% | 4.524% | 95.56349 |
| A | UTZ | 90.970 | 3.96 | - | WW | - | UU | - | - | - | Wpmog | Cgviu | 375 | 375 | 6.78% | 6.878% | 53.31502 |
Tranche Comments
Z: Registration: 144I Cket;
O: Registration: 144U Zcso;
E: Registration: 144Q Bfev;
A: Registration: 144H Dexi;