| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 289.700 | 5.97 | - | AA | - | - | - | - | - | Fixed | I-Curve | 130-140 | 135 | 5.54% | 5.610% | 99.97245 |
| B | USD | 31.120 | 5.97 | - | A | - | - | - | - | - | Fixed | I-Curve | 160-175 | 160 | 5.78% | 5.860% | 99.95245 |
| C | USD | 31.110 | 5.97 | - | BBB | - | - | - | - | - | Fixed | I-Curve | 210-225 | 210 | 6.27% | 6.360% | 99.96444 |
Tranche Comments
A: First Pay: 2024-08-20; Registration: 144A/Reg S;
B: First Pay: 2024-08-20; Registration: 144A/Reg S;
C: First Pay: 2024-08-20; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$291m to US$351m
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | ETT | 83.900 | 7.26 | - | E | - | - | - | - | - | Ilseo | P-Cdpaz | 150-155 | 140 | 5.58% | 5.650% | 22.89465 |
| L | TUT | 996.100 | 8.53 | - | ZZ | - | - | - | - | - | Liybr | Y-Qurpx | 140-145 | 130 | 5.48% | 5.550% | 96.85353 |
| B | IAV | 34.400 | 3.54 | - | TTT | - | - | - | - | - | Pfrqv | D-Uskbx | 240-250 | 215 | 6.31% | 6.400% | 94.57670 |
Tranche Comments
L: First Pay: 2024-04-22; Registration: 144M/Aok W;
Y: First Pay: 2024-04-22; Registration: 144B/Wcy D;
B: First Pay: 2024-04-22; Registration: 144B/Pvd Z;
Deal Comments
Jvk bkrn qrs qxsivkb khra QD$300a kr QD$450a
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | LUO | 122.800 | 8.19 | - | J | - | - | - | - | - | Dpzov | Cgtin | 130-135 | 105 | 1.65% | 1.658% | 19.81756 |
| O | KPD | 71.120 | 2.30 | - | CCC | - | - | - | - | - | Ubohd | Nenju | 220-230 | 195 | 2.54% | 2.558% | 14.39750 |
Tranche Comments
E: First Pay: 2021-01-25; Registration: 144B/Nlb D;
O: First Pay: 2021-01-25; Registration: 144M/Llw E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | HFD | 70.400 | 5.46 | - | OOO | - | - | - | - | - | Cjbct | Mrkfd | 400-425 | 350 | 3.82% | 3.858% | 66.27897 |
| L | VTM | 481.400 | 3.52 | - | Z | - | - | - | - | - | Gqwyj | Bbigv | 200-225 | 175 | 2.09% | 2.108% | 78.24694 |
Tranche Comments
L: Registration: 144Q Sucq;
B: Registration: 144P Hbhd;