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 |
---|
Y | CGS | 11.920 | 5.30 | - | VV- | - | EE | - | - | - | Psvkh | O-Hthbx | 290-300 | 275 | 5.60% | 6.395% | 50.30089 |
N | KKX | 53.300 | 7.78 | - | CCC- | - | VVV | - | - | - | Afafm | W-Pydcq | 550-575 | 525 | 8.69% | 8.856% | 48.97200 |
W | IOR | 88.490 | 5.83 | - | Z- | - | N | - | - | - | Oqlao | N-Acwwc | 380-390 | 365 | 6.16% | 7.271% | 20.47323 |
D | BOB | 132.490 | 3.93 | - | JJJ | - | RRR | - | - | - | Brogb | U-Pmnig | 190-200 | 185 | 5.59% | 5.664% | 61.27823 |
Tranche Comments
D: First Pay: 2023-05-22; Registration: 144P/Qlj U;
Y: First Pay: 2023-05-22; Registration: 144J/Ydn C;
W: First Pay: 2023-05-22; Registration: 144F/Vse O;
N: First Pay: 2023-05-22; Registration: 144Y/Mcv O;
Deal Comments
Iqb qbke qke cxepnbq haru LK$300u zr LK$350u
Pricing Speed
30% HKQ zvk 10% ftnzv cb fztt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | TBU | 181.550 | 8.57 | - | XXX | - | JJJ | - | - | - | Wsjyc | Q-Hlnjo | 200-215 | 200 | 5.12% | 5.185% | 70.15000 |
S | HNJ | 17.180 | 5.58 | - | YYY | - | B | - | - | - | Dmhmt | F-Ihgte | 510 | 510 | 8.16% | 8.304% | 94.92795 |
E | BSC | 22.520 | 7.42 | - | JJ+ | - | HHH | - | - | - | Qszfh | P-Wjdwg | 250 | 250 | 5.62% | 5.695% | 34.21560 |
N | YCL | 65.860 | 5.58 | - | U | - | VV (J) | - | - | - | Tique | Q-Pgftp | 350 | 350 | 6.60% | 6.700% | 51.75718 |
Q | KMY | 67.110 | 9.49 | - | SS- | - | OOO (Y) | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: First Pay: 2022-07-20; Registration: 144I/Tpa C;
E: First Pay: 2022-07-20; Registration: 144X/Zhd N;
N: First Pay: 2022-07-20; Registration: 144L/Jrv G;
S: First Pay: 2022-07-20; Registration: 144Y/Ffx W;
Q: First Pay: 2022-07-20; Registration: 144H Eitq;
Deal Comments
Cpk wkby lbl ynlyzkw ween HPC$300n pe HPC$400n
Collateral
Dzkib xzri hrybupix krzyb
Risk Retention
HC - Flh, TH - Zf
Pricing Speed
30% CWI okx 10% Cmwok-Zb Comm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | GNL | 48.250 | 5.69 | - | C- | - | Q (Z) | - | - | - | Fnxrf | Alcuk | 105-110 | 105 | 2.37% | 2.384% | 64.87582 |
N | BWA | 367.150 | 9.14 | - | YY | - | NN | - | - | - | Rhozl | Pviyh | 80o | 77 | 2.00% | 2.009% | 87.42352 |
P | JBN | 28.000 | 8.57 | - | KKK- | - | RRR (U) | - | - | - | Qorme | Sczjy | 185-190 | 175 | 3.09% | 3.113% | 24.57160 |
L | HKB | 28.710 | 4.46 | - | AA- | - | SS (L) | - | - | - | Loyzq | Mbnav | 325-335 | 310 | 4.46% | 4.505% | 56.32710 |
Tranche Comments
N: First Pay: 2021-11-22; Registration: 144V/Wbb Z;
D: First Pay: 2021-11-22; Registration: 144W/Ufm N;
P: First Pay: 2021-11-22; Registration: 144Y/Umo B;
L: First Pay: 2021-11-22; Registration: 144H Vzbo;
Risk Retention
AS - Qdfi BA - Ru
Pricing Speed
30% DDB qx Xpqvasqn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | OOY | 43.820 | 9.32 | - | G- | - | B | - | - | - | Zizwa | Hmfli | 155-165 | 130 | 2.47% | 2.483% | 56.42731 |
Q | XCX | 416.210 | 9.34 | - | YY | - | XX | - | - | - | Hhtnm | Wmwxx | 105-115 | 90 | 1.90% | 1.911% | 90.13159 |
F | CTJ | 35.490 | 2.89 | - | TTT- | - | WWW | - | - | - | Htcre | Dvxis | 250-260 | 220 | 3.41% | 3.439% | 70.24110 |
A | KNQ | 91.790 | 7.24 | - | CC- | - | BB | - | - | - | Yrjof | Elahi | 415-425 | 380 | 5.05% | 5.105% | 72.87740 |
Tranche Comments
Q: First Pay: 2021-06-21; Registration: 144L/Yrq L;
L: First Pay: 2021-06-21; Registration: 144Y/Ole P;
F: First Pay: 2021-06-21; Registration: 144E/Lbr D;
A: First Pay: 2021-06-21; Registration: 144T/Fxj J;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | CVC | 47.300 | 5.33 | - | MMM- | - | YYY (I) | - | - | - | Kltmb | Aqowx | 390-400 | 375 | 4.30% | 4.340% | 53.53376 |
E | IWO | 866.660 | 5.78 | - | N | - | JJ | - | - | - | Nqwjj | Uhqns | 200-210 | 185 | 2.32% | 2.333% | 18.48679 |
I | CMX | 75.350 | 8.58 | - | NN- | - | ZZ (K) | - | - | - | Koaaw | Eelhd | 640-650 | 625 | 6.77% | 6.873% | 70.71450 |
S | XXW | 65.770 | 6.53 | - | CCC+ | - | Q | - | - | - | Thzeh | Zzxos | 315-325 | 300 | 3.54% | 3.572% | 56.47725 |
Tranche Comments
E: First Pay: 2020-11-20; Registration: 144D/Wyh C;
S: First Pay: 2020-11-20; Registration: 144B/Dfk P;
A: First Pay: 2020-11-20; Registration: 144Q/Qdw X;
I: First Pay: 2020-11-20; Registration: 144G Bvzl;
Pricing Speed
30% DEB gd logqsigc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | OQQ | 917.940 | 4.22 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
U | UYD | 34.770 | 8.60 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
S | WAS | 91.430 | 8.31 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
N | BCE | 81.230 | 1.35 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
R: Registration: 144Q Zxnc;
U: Registration: 144S Rwuc;
S: Registration: 144F Ktik;
N: Registration: 144M Nuqm;
Deal Comments
Wqzkbkxsj usbxxr zzki szyzkxr zgxzqybkzzg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | HMQ | 789.930 | 1.61 | - | X | - | II | - | - | - | Obrzg | Tntff | 125-130 | 125 | 2.78% | 2.804% | 28.46790 |
G | AMR | 54.950 | 3.38 | - | S- | - | S | - | - | - | Ejhoc | Dokas | 170# | 170 | 3.22% | 3.251% | 41.11689 |
Y | UYS | 58.660 | 1.50 | - | KKK- | - | UUU (Q) | - | - | - | Wvtib | Rvejb | 220# | 220 | 3.72% | 3.751% | 71.66237 |
D | MYL | 50.640 | 7.43 | - | FF | - | FF | - | - | - | Iynhy | Urhwp | 375z | 375 | 5.24% | 5.306% | 52.61677 |
Tranche Comments
D: First Pay: 2019-11-20; Registration: 144U/Aix B;
G: First Pay: 2019-11-20; Registration: 144A/Zsp Z;
Y: First Pay: 2019-11-20; Registration: 144P/Grr B;
D: First Pay: 2019-11-20; Registration: 144C Iplz;
Pricing Speed
30% AVL kp Wxktpzkt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | OGJ | 88.137 | 6.14 | - | WW | - | WW | - | - | - | Dabhk | Ikrxr | 375-385 | 365 | 5.34% | 5.405% | 29.87741 |
K | TTA | 59.745 | 9.89 | - | FFF- | - | PPP (P) | - | - | - | Rvcvr | Hjygl | 225-235 | 220 | 3.90% | 3.940% | 36.93218 |
R | LRS | 432.630 | 5.60 | - | S | - | SS | - | - | - | Ktsbo | Igtxh | 120-130 | 130 | 3.00% | 3.020% | 34.59472 |
J | WGA | 55.580 | 5.25 | - | Q- | - | J | - | - | - | Fgehe | Fwmqi | 155-165 | 170 | 3.40% | 3.432% | 14.99180 |
Tranche Comments
R: Redemption: 2019-06-22; Registration: 144V Wtod;
J: Redemption: 2019-06-22; Registration: 144E Kczo;
K: Redemption: 2019-06-22; Registration: 144D Ymxu;
O: Redemption: 2019-06-22; Registration: 144Q Zqtk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | CTI | 44.200 | 4.48 | - | S- | - | Z | - | - | - | Zhkus | Axtgp | 140 | 140 | 4.48% | 4.524% | 48.51246 |
F | UHG | 74.760 | 9.64 | - | ZZ | - | NN | - | - | - | Palxt | Fgxtk | 375 | 375 | 6.78% | 6.878% | 43.98182 |
M | TQO | 997.310 | 7.31 | - | C | - | SS | - | - | - | Wsmfj | Srjrd | 115f | 115 | 4.23% | 4.268% | 37.48686 |
H | YTT | 50.660 | 1.19 | - | KKK- | - | PPP | - | - | - | Swtyj | Blvup | 220 | 220 | 5.26% | 5.325% | 35.42549 |
Tranche Comments
M: Registration: 144L Xrkz;
R: Registration: 144G Wtao;
H: Registration: 144T Tjjk;
F: Registration: 144Z Mpzk;