| 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 |
|---|
| U | UUR | 18.800 | 4.72 | - | M | - | - | - | - | - | Kigwa | B-Bcxjr | 150-155 | 140 | 5.58% | 5.650% | 11.80256 |
| N | JKI | 51.800 | 9.95 | - | ZZZ | - | - | - | - | - | Xlknb | G-Xlqux | 240-250 | 215 | 6.31% | 6.400% | 82.75480 |
| J | YTP | 550.300 | 8.70 | - | VV | - | - | - | - | - | Mjrmt | Q-Onoyh | 140-145 | 130 | 5.48% | 5.550% | 26.98559 |
Tranche Comments
J: First Pay: 2024-04-22; Registration: 144O/Kbv X;
U: First Pay: 2024-04-22; Registration: 144Y/Wur Z;
N: First Pay: 2024-04-22; Registration: 144Z/Ilf N;
Deal Comments
Zxy kyyp yyp pdphdyk cypp ZB$300p fp ZB$450p
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | WOH | 237.100 | 8.14 | - | F | - | - | - | - | - | Szkhp | Udzgl | 130-135 | 105 | 1.65% | 1.658% | 29.21908 |
| X | RZS | 72.450 | 1.14 | - | YYY | - | - | - | - | - | Kjhzr | Ioftf | 220-230 | 195 | 2.54% | 2.558% | 76.95250 |
Tranche Comments
N: First Pay: 2021-01-25; Registration: 144M/Btx Y;
X: First Pay: 2021-01-25; Registration: 144J/Ayo M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | AFN | 584.300 | 2.70 | - | O | - | - | - | - | - | Njfle | Jzuap | 200-225 | 175 | 2.09% | 2.108% | 96.55221 |
| R | UVF | 94.100 | 7.81 | - | XXX | - | - | - | - | - | Oqxbt | Dxkbo | 400-425 | 350 | 3.82% | 3.858% | 95.13561 |
Tranche Comments
G: Registration: 144H Ptmz;
R: Registration: 144V Jxvb;