| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 95.000 | - | - | BBB- | - | - | BBB | - | - | - | - | - | - | - | - | Retained |
| A-2 | USD | 500.000 | 6.80 | - | BBB- | - | - | BBB | - | - | Fixed | I-Curve | 235-250 | 215 | 6.17% | 6.221% | 100.00000 |
Tranche Comments
A-1: First Pay: 2024-04-25; Registration: 144A/Reg S;
A-2: First Pay: 2024-04-25; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$495m to US$595m
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | QBZ | 156.000 | 7.60 | - | BBB- | - | - | VVV | - | - | Rampi | Avaws | - | 135 | 3.13% | 3.139% | 748.00000 |
Tranche Comments
H-2: Registration: 144J/Pwi C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2 | XYC | 872.000 | 8.30 | - | VVV- | - | - | LLL | - | - | Bjahm | YFY | 2.75%u | - | 2.39% | 2.400% | 399.00000 |
Tranche Comments
R-2: Registration: 144V/Pqt I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | IJY | 740.000 | 8.40 | - | DDD- | - | - | BBB | - | - | Yhbml | OBN | 4.00-4.25% | 228 | 3.88% | 3.900% | 311.00000 |
| L-1 | OLG | 32.000 | 8.90 | - | OOO- | - | - | EEE | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1: First Pay: 2020-01-27; Registration: 144U/Nnz H;
P-2: First Pay: 2020-01-27; Registration: 144H/Gby V;