| 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 | QTD | 910.000 | 6.80 | - | VVV- | - | - | LLL | - | - | Mbntk | Zbbvj | - | 135 | 3.13% | 3.139% | 898.00000 |
Tranche Comments
H-2: Registration: 144T/Cdl I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | WSE | 921.000 | 2.60 | - | PPP- | - | - | QQQ | - | - | Tpgfg | NJF | 2.75%n | - | 2.39% | 2.400% | 146.00000 |
Tranche Comments
Q-2: Registration: 144B/Bhp O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | KFK | 869.000 | 5.40 | - | HHH- | - | - | XXX | - | - | Htzcy | HFI | 4.00-4.25% | 228 | 3.88% | 3.900% | 525.00000 |
| F-1 | ZYP | 58.000 | 2.60 | - | DDD- | - | - | NNN | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: First Pay: 2020-01-27; Registration: 144A/Ubz M;
X-2: First Pay: 2020-01-27; Registration: 144J/Rwa Q;