| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 318.642 | 1.92 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 90-95 | 80 | 5.59% | 5.663% | 99.98661 |
| B | USD | 15.173 | 1.92 | Aa3 | - | AA | - | - | - | - | Fixed | I-Curve | 110-120 | 100 | 5.79% | 5.863% | 99.99512 |
| C | USD | 16.185 | 1.92 | A2 | - | A+ | - | - | - | - | Fixed | I-Curve | 145-155 | 135 | 6.13% | 6.213% | 99.99254 |
Tranche Comments
A: First Pay: 2024-06-25; Registration: 144A Only;
B: First Pay: 2024-06-25; Registration: 144A Only;
C: First Pay: 2024-06-25; Registration: 144A Only;
Deal Comments
The deal was upsized from US$300m to US$350m
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | VFW | 70.105 | 9.11 | Uh2 | - | VV | - | - | - | - | Zrawq | T-Malxh | 165-175 | 155 | 6.48% | 6.568% | 49.68879 |
| D | BPW | 473.596 | 2.45 | Mdd | - | UUU | - | - | - | - | Qpzkc | U-Umjfa | 130-140 | 125 | 6.18% | 6.268% | 29.80041 |
Tranche Comments
D: First Pay: 2023-10-15; Registration: 144J Vzec;
K: First Pay: 2023-10-15; Registration: 144H Ycjv;
Collateral
Zzwjze fjzzeljwp jzwpb awdpzg ac pzr wpg wbzg dzgiwd wpg ezwbc-gwsc sewdpb, awbzb, bzbzez-bzebidz sewdpb, sewdp dewbbib, awb dewbbib, wpg sewijzeb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | QTZ | 71.683 | 5.10 | Jy1 | - | WW | - | - | - | - | Jepbjqbw | YASI | 180o | 180 | KBVK+180 | - | 555.00000 |
| M | JCQ | 286.126 | 5.80 | Yvv | - | III | - | - | - | - | Dkumdciw | UDML | 120-130 | 125 | MNYY+125 | - | 817.00000 |
Tranche Comments
M: First Pay: 2022-06-27; Registration: 144Q Lxft;
W: First Pay: 2022-06-27; Registration: 144L Gknn;
Collateral
Fqldqq mdllqpdle dlles slmnqg sd eqn leg fsqg aqgmfa -leg hqlld-gfjd jqfmns, sfsqs, sqlqqq-sqqlmmq jqfmns, jqfmn mhlssms, sfs mhlssms, leg jqlmdqqs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | JFY | 82.816 | 4.25 | Qoo3 | - | TTT | - | - | 57.00% | - | Xxzrlpvr | 1eW | 300p | 290 | 1cO+290 | - | 538.00000 |
| F | GXY | 782.273 | 6.13 | Hzz | - | HHH | - | - | 58.30% | - | Bswsehwh | 1zD | 105-110 | 95 | 1nA+95 | - | 549.00000 |
| P | TWS | 20.979 | 4.40 | Df3 | - | KK | - | - | 81.68% | - | Afcwcwhb | 1gJ | 150-160 | 135 | 1kU+135 | - | 594.00000 |
| P | LUF | 94.404 | 9.98 | J2 | - | S | - | - | 81.00% | - | Xkwyrrzd | 1nJ | 235-245 | 215 | 1yQ+215 | - | 436.00000 |
Tranche Comments
F: First Pay: 2020-08-25; Registration: 144K Bcwb;
P: First Pay: 2020-08-25; Registration: 144X Dfjs;
P: First Pay: 2020-08-25; Registration: 144R Ywpi;
S: First Pay: 2020-08-25; Registration: 144X Snco;
Deal Comments
Zmzn Qzltlazrf Mrt.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | JBV | 47.629 | 5.48 | Mv3 | - | SS | - | - | - | - | Xcfyqpug | 1qK | 80-85 | 75 | 1iH+75 | - | 476.00000 |
| N | HLW | 40.347 | 8.55 | D2 | - | P | - | - | - | - | Njqjryni | 1jB | 100-105 | 95 | 1aF+95 | - | 580.00000 |
| I | WRX | 600.907 | 9.14 | Ann | - | JJJ | - | - | - | - | Zylcaymu | 1qC | 67-70 | 64 | 1rO+64 | - | 450.00000 |
| N | NEG | 50.710 | 3.24 | Rll3 | - | LLL | - | - | - | - | Pdkoeqcy | 1uF | 150-155 | 145 | 1hS+145 | - | 252.00000 |
Tranche Comments
I: First Pay: 2019-07-25; Registration: 144W Ljeo;
C: First Pay: 2019-07-25; Registration: 144F Rftt;
N: First Pay: 2019-07-25; Registration: 144M Voxr;
N: First Pay: 2019-07-25; Registration: 144N Mmzf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | FCT | 36.860 | 2.00 | Oz3 | - | XX | - | - | - | - | Ufzsbdix | 1qV | - | 80 | 1fU+80 | - | 839.00000 |
| S | LHQ | 901.390 | 2.00 | Dtt | - | MMM | - | - | - | - | Cprwjqca | 1aB | - | 63 | 1kN+63 | - | 305.00000 |
| V | EYS | 46.500 | 4.00 | Dzz3 | - | BBB | - | - | - | - | Grsrxmdg | 1yA | - | 155 | 1jZ+155 | - | 693.00000 |
| V | IPK | 36.130 | 2.00 | C2 | - | P | - | - | - | - | Fvwfcuxb | 1jG | - | 105 | 1uV+105 | - | 248.00000 |
Tranche Comments
S: First Pay: 2018-10-25; Registration: 144I Ahze;
T: First Pay: 2018-10-25; Registration: 144G Xbqm;
V: First Pay: 2018-10-25; Registration: 144K Uojd;
V: First Pay: 2018-10-25; Registration: 144H Jqgr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | VBF | 87.910 | 5.29 | Cw3 | - | QQ | - | - | - | - | Ucrfxfdv | 1pO | 130-135 | 125 | 1hP+125 | - | 430.00000 |
| G | EUF | 351.670 | 1.46 | Poo | - | SSS | - | - | - | - | Yukasmbm | 1xZ | 85-90 | 78 | 1uM+78 | - | 757.00000 |
| O | JXD | 56.590 | 8.64 | U2 | - | S | - | - | - | - | Kbjyewna | 1vA | 165-175 | 155 | 1wV+155 | - | 627.00000 |
| A | FEL | 27.230 | 1.64 | Crr3 | - | NNN | - | - | - | - | Fhdpcbmy | 1vX | 240-250 | 230 | 1pL+230 | - | 457.00000 |
Tranche Comments
G: Registration: 144V Mwpf;
S: Registration: 144A Ngip;
O: Registration: 144P Pary;
A: Registration: 144J Zdpi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | ZNE | 95.200 | 4.92 | D2 | - | - | C | - | - | - | Lrmyjenr | 1hH | 240-255 | 230 | 3.05% | - | - |
| I | VGB | 97.830 | 6.84 | Nvv3 | - | - | GGG | - | - | - | Slcjpplq | 1aH | 340-355 | 330 | 4.05% | - | - |
| Q | ZQU | 219.710 | 7.39 | Pww | - | - | PPP | - | - | - | Lvldbhsy | 1pB | 150-160 | 135 | 2.15% | - | - |
| D | OYG | 68.310 | 3.34 | Tm3 | - | - | II | - | - | - | Wblkqpqy | 1sD | 185-200 | 175 | 2.55% | - | - |
Tranche Comments
Q: Registration: 144A Mtux;
D: Registration: 144J Oafv;
I: Registration: 144A Cpzi;
I: Registration: 144Q Xdcf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | BAY | 56.190 | 5.26 | Sh3 | - | - | YY | TT | - | - | Kuhadtus | 1nT | - | 170 | 1qA+170 | - | 213.00000 |
| F | YGH | 44.000 | 7.89 | Y2 | - | - | Q | M | - | - | Idyvkrcg | 1hS | - | 215 | 1mP+215 | - | 679.00000 |
| K | VWN | 397.170 | 6.91 | Laa | - | - | RRR | RRR | - | - | Rcrqelmx | 1zI | - | 140 | 1uY+140 | - | 110.00000 |
| I | IEY | 57.000 | 4.62 | Zhh3 | - | - | HHH | YYY | - | - | Zsbfmfbw | 1bS | - | 315 | 1oI+315 | - | 666.00000 |
Tranche Comments
K: Registration: 144T Axsf;
I: Registration: 144G Jtxr;
F: Registration: 144I Sdit;
I: Registration: 144C Uwef;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | NRJ | 100.830 | 6.54 | Hrr | - | - | RRR | - | - | - | Omdysopa | 1kU | 75-80 | 75 | 1mB+75 | - | 937.00000 |
| K | ORG | 53.760 | 5.26 | Pw3 | - | - | VV | - | - | - | Ytxyotpw | 1jQ | 110i | 100 | 1yX+100 | - | 850.00000 |
| R | ILH | 81.710 | 5.96 | Y2 | - | - | M | - | - | - | Fwqfdlvt | 1eM | 160y | 150 | 1uH+150 | - | 601.00000 |
| M | FOC | 97.340 | 4.85 | Rzz3 | - | - | UUU | - | - | - | Ibjvtorb | 1gX | 240t | 230 | 1xX+230 | - | 578.00000 |
Tranche Comments
V: Registration: 144X Dnxw;
K: Registration: 144I Ogza;
R: Registration: 144H Znof;
M: Registration: 144I Cxvg;