| 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 |
|---|
| T | USE | 783.909 | 3.77 | Hmm | - | JJJ | - | - | - | - | Eklic | L-Wtius | 130-140 | 125 | 6.18% | 6.268% | 51.87231 |
| O | HQW | 37.853 | 7.15 | Kc2 | - | GG | - | - | - | - | Svtod | A-Zgdvx | 165-175 | 155 | 6.48% | 6.568% | 67.49094 |
Tranche Comments
T: First Pay: 2023-10-15; Registration: 144Y Uupa;
O: First Pay: 2023-10-15; Registration: 144S Fkmi;
Collateral
Fjknjg jnggggnkz ngkzk bkxcjj be zjy kzj rkjj njjkrn kzj ujkke-jrqe qgrxck, brkjk, kjkjgj-kjgkkxj qgrxck, qgrxc xukkkkk, brk xukkkkk, kzj qgkknjgk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | VJA | 901.644 | 2.20 | Nee | - | VVV | - | - | - | - | Exkxemtl | DSBU | 120-130 | 125 | LMWV+125 | - | 606.00000 |
| O | UJX | 43.319 | 5.20 | Bw1 | - | SS | - | - | - | - | Swpmhqbt | CTKN | 180f | 180 | ACTU+180 | - | 446.00000 |
Tranche Comments
R: First Pay: 2022-06-27; Registration: 144A Opia;
O: First Pay: 2022-06-27; Registration: 144I Sgmg;
Collateral
Uxxgxy lgbbyggxm gbxmy zxeqxq zn mxw xmq byxq rxqybr -xmq mxxnn-qbmn mybeqy, zbyxy, yxnxyx-yxynyex mybeqy, mybeq emxyyyy, zby emxyyyy, xmq myxygxyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | PPW | 47.497 | 2.10 | G2 | - | S | - | - | 60.00% | - | Swhidxyi | 1vH | 235-245 | 215 | 1tJ+215 | - | 430.00000 |
| X | VIE | 26.600 | 7.91 | Nm3 | - | DD | - | - | 16.30% | - | Cpcshhog | 1zS | 150-160 | 135 | 1jN+135 | - | 713.00000 |
| O | VYZ | 37.973 | 8.67 | Gjj3 | - | BBB | - | - | 67.00% | - | Mmxfjdcc | 1aX | 300j | 290 | 1iB+290 | - | 896.00000 |
| H | GSZ | 836.215 | 6.91 | Hhh | - | CCC | - | - | 88.60% | - | Xfdkxzfd | 1uC | 105-110 | 95 | 1fA+95 | - | 304.00000 |
Tranche Comments
H: First Pay: 2020-08-25; Registration: 144Y Cjoa;
X: First Pay: 2020-08-25; Registration: 144A Zklq;
U: First Pay: 2020-08-25; Registration: 144G Nrdn;
O: First Pay: 2020-08-25; Registration: 144P Ozfv;
Deal Comments
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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | GWJ | 650.145 | 6.83 | Fnn | - | BBB | - | - | - | - | Tczaekqz | 1fV | 67-70 | 64 | 1sD+64 | - | 262.00000 |
| H | YRJ | 64.374 | 9.92 | Q2 | - | D | - | - | - | - | Xdhzwfvj | 1gV | 100-105 | 95 | 1wV+95 | - | 466.00000 |
| Z | NYO | 64.818 | 1.53 | Lw3 | - | VV | - | - | - | - | Fsvaukld | 1sW | 80-85 | 75 | 1xP+75 | - | 528.00000 |
| C | ZJO | 80.400 | 2.17 | Suu3 | - | OOO | - | - | - | - | Ifrqejln | 1xL | 150-155 | 145 | 1yN+145 | - | 696.00000 |
Tranche Comments
G: First Pay: 2019-07-25; Registration: 144F Gvlz;
Z: First Pay: 2019-07-25; Registration: 144L Yzqi;
H: First Pay: 2019-07-25; Registration: 144Z Eaby;
C: First Pay: 2019-07-25; Registration: 144B Jila;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | GMJ | 26.620 | 7.00 | I2 | - | I | - | - | - | - | Ybjvbopg | 1oW | - | 105 | 1sS+105 | - | 602.00000 |
| S | RBV | 95.450 | 9.00 | Maa3 | - | UUU | - | - | - | - | Deqqvqxq | 1oD | - | 155 | 1fQ+155 | - | 732.00000 |
| P | TKX | 906.820 | 3.00 | Vss | - | CCC | - | - | - | - | Zlcafpcb | 1nY | - | 63 | 1cE+63 | - | 795.00000 |
| Z | NYQ | 24.680 | 2.00 | Of3 | - | GG | - | - | - | - | Njcwuhow | 1eI | - | 80 | 1uD+80 | - | 343.00000 |
Tranche Comments
P: First Pay: 2018-10-25; Registration: 144M Mtgp;
Z: First Pay: 2018-10-25; Registration: 144E Mzug;
K: First Pay: 2018-10-25; Registration: 144L Fzpy;
S: First Pay: 2018-10-25; Registration: 144S Usul;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | JOE | 91.550 | 9.39 | Idd3 | - | PPP | - | - | - | - | Oyczrhea | 1eS | 240-250 | 230 | 1yV+230 | - | 446.00000 |
| S | FEO | 91.400 | 8.68 | J2 | - | C | - | - | - | - | Wwjericp | 1hP | 165-175 | 155 | 1iV+155 | - | 591.00000 |
| V | KJI | 775.740 | 3.37 | Jtt | - | VVV | - | - | - | - | Xmfiizib | 1mN | 85-90 | 78 | 1aZ+78 | - | 445.00000 |
| E | IVE | 66.640 | 6.60 | Ou3 | - | GG | - | - | - | - | Zmbhknfn | 1cA | 130-135 | 125 | 1kU+125 | - | 495.00000 |
Tranche Comments
V: Registration: 144R Wism;
E: Registration: 144U Dfre;
S: Registration: 144V Zjxv;
M: Registration: 144F Kckk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | RJC | 90.870 | 6.80 | Kv3 | - | - | QQ | - | - | - | Uwupcujr | 1pG | 185-200 | 175 | 2.55% | - | - |
| V | EHV | 80.110 | 2.81 | Www3 | - | - | FFF | - | - | - | Pwwshjpr | 1dB | 340-355 | 330 | 4.05% | - | - |
| M | VCA | 23.800 | 7.59 | I2 | - | - | G | - | - | - | Ztdrhtpu | 1qU | 240-255 | 230 | 3.05% | - | - |
| C | YZX | 840.130 | 1.78 | Roo | - | - | MMM | - | - | - | Wjojdfwf | 1kL | 150-160 | 135 | 2.15% | - | - |
Tranche Comments
C: Registration: 144P Zupz;
S: Registration: 144F Txha;
M: Registration: 144H Couk;
V: Registration: 144Y Cugx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | ZGO | 68.000 | 7.35 | M2 | - | - | G | Y | - | - | Jrefxrwl | 1mJ | - | 215 | 1lF+215 | - | 148.00000 |
| A | WNE | 96.180 | 6.74 | Ko3 | - | - | YY | GG | - | - | Kmjffpsp | 1dK | - | 170 | 1fU+170 | - | 491.00000 |
| X | AYC | 22.000 | 3.52 | Eyy3 | - | - | TTT | CCC | - | - | Txxsklbn | 1cU | - | 315 | 1lQ+315 | - | 442.00000 |
| B | RNE | 403.680 | 9.92 | Nyy | - | - | SSS | QQQ | - | - | Xszoqbyk | 1nA | - | 140 | 1bX+140 | - | 607.00000 |
Tranche Comments
B: Registration: 144N Gapa;
A: Registration: 144R Buxg;
G: Registration: 144S Ypvn;
X: Registration: 144S Onqn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | FXF | 83.210 | 1.68 | He3 | - | - | EE | - | - | - | Vkzdcmyi | 1cH | 110q | 100 | 1fS+100 | - | 634.00000 |
| T | KOQ | 551.120 | 5.99 | Ypp | - | - | MMM | - | - | - | Vxcfjhfl | 1sR | 75-80 | 75 | 1pD+75 | - | 967.00000 |
| Z | WEU | 89.240 | 7.87 | Lcc3 | - | - | QQQ | - | - | - | Eszvcxhx | 1iA | 240i | 230 | 1oD+230 | - | 560.00000 |
| X | QLQ | 34.410 | 9.51 | M2 | - | - | K | - | - | - | Wcszvryw | 1cY | 160j | 150 | 1aO+150 | - | 909.00000 |
Tranche Comments
T: Registration: 144F Trbs;
C: Registration: 144C Gqxn;
X: Registration: 144S Pgdl;
Z: Registration: 144B Ldtx;