| 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 |
|---|
| G-2 | ZEY | 299.000 | 5.10 | - | RRR- | - | - | QQQ | - | - | Runok | Kxkro | - | 135 | 3.13% | 3.139% | 970.00000 |
Tranche Comments
G-2: Registration: 144W/Nua K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2 | XWB | 774.000 | 3.50 | - | YYY- | - | - | EEE | - | - | Vvyqh | QIP | 2.75%n | - | 2.39% | 2.400% | 413.00000 |
Tranche Comments
R-2: Registration: 144B/Zwb V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | JFD | 677.000 | 9.70 | - | QQQ- | - | - | UUU | - | - | Woete | KEA | 4.00-4.25% | 228 | 3.88% | 3.900% | 329.00000 |
| U-1 | AJG | 45.000 | 9.90 | - | YYY- | - | - | UUU | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-1: First Pay: 2020-01-27; Registration: 144F/Ala U;
I-2: First Pay: 2020-01-27; Registration: 144U/Pjm Y;