| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 375.200 | 5.96 | - | AA | - | - | - | - | - | Fixed | I-Curve | 140-145 | 130 | 5.48% | 5.550% | 99.96654 |
| B | USD | 40.700 | 5.96 | - | A | - | - | - | - | - | Fixed | I-Curve | 150-155 | 140 | 5.58% | 5.650% | 99.97775 |
| C | USD | 34.100 | 5.96 | - | BBB | - | - | - | - | - | Fixed | I-Curve | 240-250 | 215 | 6.31% | 6.400% | 99.97040 |
Tranche Comments
A: First Pay: 2024-04-22; Registration: 144A/Reg S;
B: First Pay: 2024-04-22; Registration: 144A/Reg S;
C: First Pay: 2024-04-22; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$300m to US$450m
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ZMS | 62.710 | 6.96 | - | CCC | - | - | - | - | - | Tcngg | Nneuq | 220-230 | 195 | 2.54% | 2.558% | 32.26830 |
| B | GKC | 750.300 | 3.97 | - | V | - | - | - | - | - | Igyhm | Bvrmh | 130-135 | 105 | 1.65% | 1.658% | 55.99827 |
Tranche Comments
B: First Pay: 2021-01-25; Registration: 144N/Kat Z;
R: First Pay: 2021-01-25; Registration: 144H/Ucl F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | LEP | 620.600 | 2.35 | - | N | - | - | - | - | - | Bmljm | Mjbqj | 200-225 | 175 | 2.09% | 2.108% | 20.73459 |
| T | QIJ | 30.200 | 5.95 | - | VVV | - | - | - | - | - | Dnxvs | Lhbpt | 400-425 | 350 | 3.82% | 3.858% | 32.53470 |
Tranche Comments
S: Registration: 144B Bokr;
T: Registration: 144V Gdqi;