| 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 |
|---|
| D-2 | BRS | 527.000 | 9.10 | - | KKK- | - | - | LLL | - | - | Mgcoa | Qwhyg | - | 135 | 3.13% | 3.139% | 422.00000 |
Tranche Comments
D-2: Registration: 144X/Hwr E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | RLG | 104.000 | 8.20 | - | WWW- | - | - | YYY | - | - | Vyhmb | PHV | 2.75%s | - | 2.39% | 2.400% | 404.00000 |
Tranche Comments
D-2: Registration: 144V/Dfx B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | MCF | 751.000 | 7.50 | - | KKK- | - | - | JJJ | - | - | Tsrbl | ISV | 4.00-4.25% | 228 | 3.88% | 3.900% | 202.00000 |
| F-1 | RHV | 76.000 | 4.60 | - | BBB- | - | - | OOO | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: First Pay: 2020-01-27; Registration: 144Z/Btc F;
V-2: First Pay: 2020-01-27; Registration: 144A/Nlo O;