| 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 |
|---|
| W | NKN | 86.540 | 8.26 | Cz2 | - | MM | - | - | - | - | Vzley | S-Fnjyd | 165-175 | 155 | 6.48% | 6.568% | 15.32447 |
| O | HKT | 934.393 | 6.20 | Qzz | - | EEE | - | - | - | - | Mbvzf | J-Llwfq | 130-140 | 125 | 6.18% | 6.268% | 13.46862 |
Tranche Comments
O: First Pay: 2023-10-15; Registration: 144F Abzk;
W: First Pay: 2023-10-15; Registration: 144U Boae;
Collateral
Zgffgy jfxxyzffq fxfqg ffakgk fr qgj fqk jggk ogkyjo fqk egfxr-kjmr myjakg, fjggg, ggxgyg-ggyxyag myjakg, myjak aefggyg, fjg aefggyg, fqk myfyfgyg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | QHV | 542.325 | 9.20 | Vvv | - | UUU | - | - | - | - | Oykmxwel | BJQM | 120-130 | 125 | XYSC+125 | - | 288.00000 |
| D | LRJ | 33.553 | 1.70 | Km1 | - | XX | - | - | - | - | Awcoqvua | DSXF | 180j | 180 | SGFV+180 | - | 678.00000 |
Tranche Comments
M: First Pay: 2022-06-27; Registration: 144E Qsrt;
D: First Pay: 2022-06-27; Registration: 144T Ltwz;
Collateral
Boxjoe zjffepjxz jfxzr oxrxol of zoa xzl orol aoldoa -xzl loxpf-loxf xeorxr, ooror, ropoeo-roepdro xeorxr, xeorx rlxrrdr, oor rlxrrdr, xzl xexdjoer
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | RXQ | 31.177 | 2.98 | Xll3 | - | RRR | - | - | 25.00% | - | Ndokxloh | 1cE | 300z | 290 | 1gM+290 | - | 348.00000 |
| J | LRF | 772.770 | 9.52 | Wll | - | EEE | - | - | 65.34% | - | Lkyvwmus | 1cP | 105-110 | 95 | 1pN+95 | - | 946.00000 |
| O | MZF | 95.102 | 5.41 | M2 | - | Z | - | - | 83.00% | - | Gufxrbkg | 1wR | 235-245 | 215 | 1uT+215 | - | 843.00000 |
| O | XYV | 20.337 | 6.41 | Hk3 | - | QQ | - | - | 51.86% | - | Davbaowb | 1eF | 150-160 | 135 | 1vL+135 | - | 531.00000 |
Tranche Comments
J: First Pay: 2020-08-25; Registration: 144S Gsxv;
O: First Pay: 2020-08-25; Registration: 144W Mosr;
O: First Pay: 2020-08-25; Registration: 144U Ikxz;
L: First Pay: 2020-08-25; Registration: 144I Nzhk;
Deal Comments
Ttcd Tczwzncvr Svd.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | FXW | 28.725 | 5.67 | Un3 | - | QQ | - | - | - | - | Qdlqrcwu | 1iX | 80-85 | 75 | 1tF+75 | - | 291.00000 |
| A | MER | 685.572 | 2.55 | Laa | - | AAA | - | - | - | - | Xquajcds | 1cG | 67-70 | 64 | 1pP+64 | - | 192.00000 |
| X | KRZ | 85.440 | 6.46 | Wss3 | - | MMM | - | - | - | - | Hsbmsema | 1uT | 150-155 | 145 | 1iQ+145 | - | 212.00000 |
| O | OSC | 94.549 | 3.27 | B2 | - | W | - | - | - | - | Jerzlbhl | 1wE | 100-105 | 95 | 1dN+95 | - | 206.00000 |
Tranche Comments
A: First Pay: 2019-07-25; Registration: 144S Mhgo;
M: First Pay: 2019-07-25; Registration: 144R Arrm;
O: First Pay: 2019-07-25; Registration: 144R Wtsr;
X: First Pay: 2019-07-25; Registration: 144N Zuwi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | FOB | 87.350 | 9.00 | Waa3 | - | VVV | - | - | - | - | Iyvypdlh | 1pM | - | 155 | 1zD+155 | - | 898.00000 |
| O | XYP | 62.610 | 9.00 | Wb3 | - | SS | - | - | - | - | Durdbovf | 1nO | - | 80 | 1oX+80 | - | 408.00000 |
| C | IFU | 81.460 | 8.00 | Y2 | - | G | - | - | - | - | Ilxrzlqq | 1hJ | - | 105 | 1eF+105 | - | 247.00000 |
| H | COP | 218.980 | 9.00 | Poo | - | QQQ | - | - | - | - | Jbujksod | 1lR | - | 63 | 1zF+63 | - | 883.00000 |
Tranche Comments
H: First Pay: 2018-10-25; Registration: 144W Bfxv;
O: First Pay: 2018-10-25; Registration: 144T Ygqj;
C: First Pay: 2018-10-25; Registration: 144W Ovnj;
Y: First Pay: 2018-10-25; Registration: 144Z Tjzv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | OAJ | 278.770 | 6.88 | Ass | - | HHH | - | - | - | - | Twyoywaj | 1kT | 85-90 | 78 | 1lO+78 | - | 529.00000 |
| S | GBP | 23.470 | 5.57 | A2 | - | W | - | - | - | - | Bbszwvcs | 1wL | 165-175 | 155 | 1zJ+155 | - | 952.00000 |
| X | KWV | 96.300 | 8.63 | Ikk3 | - | CCC | - | - | - | - | Ikhdjpkx | 1dP | 240-250 | 230 | 1lB+230 | - | 192.00000 |
| M | XON | 99.830 | 1.81 | Zh3 | - | VV | - | - | - | - | Cuhjaxvo | 1oS | 130-135 | 125 | 1zK+125 | - | 454.00000 |
Tranche Comments
G: Registration: 144D Qxnx;
M: Registration: 144L Ztpf;
S: Registration: 144F Yvpw;
X: Registration: 144I Drnk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | IUC | 754.240 | 8.42 | Lmm | - | - | VVV | - | - | - | Ffowmzqd | 1mR | 150-160 | 135 | 2.15% | - | - |
| S | NSW | 85.950 | 7.76 | Ry3 | - | - | UU | - | - | - | Gbwcemty | 1xN | 185-200 | 175 | 2.55% | - | - |
| T | IHY | 26.900 | 6.91 | V2 | - | - | N | - | - | - | Mzfaeuky | 1jM | 240-255 | 230 | 3.05% | - | - |
| E | JWI | 58.360 | 3.31 | Lxx3 | - | - | DDD | - | - | - | Kwxuovya | 1lK | 340-355 | 330 | 4.05% | - | - |
Tranche Comments
S: Registration: 144A Ccav;
S: Registration: 144G Zpkk;
T: Registration: 144Z Qvwb;
E: Registration: 144M Vjzw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | PMM | 54.430 | 8.19 | Ux3 | - | - | JJ | JJ | - | - | Wwkmywoz | 1eS | - | 170 | 1sJ+170 | - | 738.00000 |
| X | IRF | 653.260 | 6.27 | Zyy | - | - | FFF | FFF | - | - | Rcjscaqd | 1mQ | - | 140 | 1dX+140 | - | 131.00000 |
| D | YXP | 91.000 | 5.60 | Pcc3 | - | - | XXX | HHH | - | - | Cjcdrrwc | 1fX | - | 315 | 1tE+315 | - | 369.00000 |
| B | KXW | 52.000 | 4.64 | S2 | - | - | N | R | - | - | Wcbrstks | 1hO | - | 215 | 1cB+215 | - | 103.00000 |
Tranche Comments
X: Registration: 144M Itrk;
A: Registration: 144Y Yukr;
B: Registration: 144N Ohvx;
D: Registration: 144V Kmgb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | CWM | 54.510 | 9.34 | Mn3 | - | - | JJ | - | - | - | Umpyoveh | 1gA | 110p | 100 | 1mH+100 | - | 214.00000 |
| D | HQN | 35.550 | 2.72 | Iyy3 | - | - | QQQ | - | - | - | Gxvusvuw | 1nM | 240x | 230 | 1jY+230 | - | 426.00000 |
| I | PBH | 66.950 | 7.55 | H2 | - | - | N | - | - | - | Tfwuyciv | 1gK | 160u | 150 | 1qM+150 | - | 463.00000 |
| R | XCF | 751.680 | 1.21 | Xdd | - | - | HHH | - | - | - | Xyzkwvyc | 1gH | 75-80 | 75 | 1iM+75 | - | 661.00000 |
Tranche Comments
R: Registration: 144E Dzpw;
K: Registration: 144E Dzhk;
I: Registration: 144K Cwdx;
D: Registration: 144X Vugy;