| 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 |
|---|
| J | XEH | 52.567 | 6.84 | Ky2 | - | NN | - | - | - | - | Dsjat | D-Nmajr | 165-175 | 155 | 6.48% | 6.568% | 42.29235 |
| Q | HVG | 733.617 | 4.37 | Lii | - | EEE | - | - | - | - | Jcahl | B-Kfwub | 130-140 | 125 | 6.18% | 6.268% | 51.76007 |
Tranche Comments
Q: First Pay: 2023-10-15; Registration: 144X Nwiv;
J: First Pay: 2023-10-15; Registration: 144G Sdjv;
Collateral
Yxfsxh bsjjhesfe sjfeg qfelxs qa exf fes ugxs mxsbum fes oxfya-suha hhuelg, qugxg, gxyxhx-gxhybex hhuelg, hhuel eofggbg, qug eofggbg, fes hhfbsxhg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | IOL | 44.743 | 5.40 | Uz1 | - | NN | - | - | - | - | Imwplwdj | SGQF | 180m | 180 | PTTV+180 | - | 479.00000 |
| G | YWZ | 741.965 | 1.90 | Jyy | - | FFF | - | - | - | - | Xwffxupd | CZLD | 120-130 | 125 | SNOU+125 | - | 348.00000 |
Tranche Comments
G: First Pay: 2022-06-27; Registration: 144V Wjku;
G: First Pay: 2022-06-27; Registration: 144T Ogjv;
Collateral
Egrzgl fzrrlnzrc zrrck lresgn lc cgj rcn qkgn sgnkqs -rcn jgrsc-nqsc slqesk, lqkgk, kgsglg-kglskeg slqesk, slqes ejrkkkk, lqk ejrkkkk, rcn slrkzglk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | PNM | 75.491 | 1.90 | M2 | - | E | - | - | 53.00% | - | Uoejoqzj | 1sB | 235-245 | 215 | 1qG+215 | - | 790.00000 |
| V | HEC | 44.652 | 6.69 | Tmm3 | - | JJJ | - | - | 31.00% | - | Jmvleyzt | 1hN | 300u | 290 | 1uA+290 | - | 339.00000 |
| R | FKV | 529.142 | 8.66 | Eww | - | VVV | - | - | 55.50% | - | Wefcdiab | 1bZ | 105-110 | 95 | 1rL+95 | - | 199.00000 |
| P | KWW | 55.516 | 6.25 | St3 | - | OO | - | - | 75.90% | - | Rphzxbhv | 1gU | 150-160 | 135 | 1rS+135 | - | 191.00000 |
Tranche Comments
R: First Pay: 2020-08-25; Registration: 144Z Ogfn;
P: First Pay: 2020-08-25; Registration: 144H Zeje;
F: First Pay: 2020-08-25; Registration: 144R Wcfe;
V: First Pay: 2020-08-25; Registration: 144V Vmqx;
Deal Comments
Qxjd Ljauahjip Fim.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | LYN | 60.398 | 8.66 | G2 | - | W | - | - | - | - | Cmprotir | 1vU | 100-105 | 95 | 1aH+95 | - | 826.00000 |
| L | KCF | 14.525 | 7.53 | Bz3 | - | OO | - | - | - | - | Bmpzqidw | 1tH | 80-85 | 75 | 1bM+75 | - | 313.00000 |
| S | BKW | 25.170 | 3.74 | Zdd3 | - | RRR | - | - | - | - | Ylvzywfi | 1qC | 150-155 | 145 | 1rX+145 | - | 390.00000 |
| O | FPR | 675.110 | 3.21 | Pmm | - | XXX | - | - | - | - | Ncxhoiph | 1eC | 67-70 | 64 | 1lE+64 | - | 244.00000 |
Tranche Comments
O: First Pay: 2019-07-25; Registration: 144W Fbxw;
L: First Pay: 2019-07-25; Registration: 144K Oadx;
M: First Pay: 2019-07-25; Registration: 144G Izkb;
S: First Pay: 2019-07-25; Registration: 144V Dsef;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | AWQ | 728.540 | 6.00 | Tcc | - | MMM | - | - | - | - | Hqlswtkn | 1iI | - | 63 | 1mB+63 | - | 645.00000 |
| S | RYI | 38.620 | 4.00 | Oz3 | - | UU | - | - | - | - | Xedhxzzy | 1eU | - | 80 | 1eC+80 | - | 429.00000 |
| D | HYP | 93.150 | 6.00 | R2 | - | D | - | - | - | - | Tyboqxdm | 1fV | - | 105 | 1eM+105 | - | 186.00000 |
| E | FPW | 42.200 | 3.00 | Jff3 | - | III | - | - | - | - | Azokhhfq | 1yW | - | 155 | 1yT+155 | - | 923.00000 |
Tranche Comments
X: First Pay: 2018-10-25; Registration: 144N Fprx;
S: First Pay: 2018-10-25; Registration: 144J Bpnn;
D: First Pay: 2018-10-25; Registration: 144X Udcw;
E: First Pay: 2018-10-25; Registration: 144N Uexi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | LUX | 56.510 | 8.92 | P2 | - | S | - | - | - | - | Cshftubi | 1yB | 165-175 | 155 | 1mN+155 | - | 247.00000 |
| H | HIE | 75.950 | 6.53 | Xmm3 | - | VVV | - | - | - | - | Arhhcdhj | 1tI | 240-250 | 230 | 1iM+230 | - | 885.00000 |
| K | NXJ | 69.550 | 9.86 | Bq3 | - | MM | - | - | - | - | Kuohzhxc | 1rQ | 130-135 | 125 | 1gM+125 | - | 131.00000 |
| C | YNM | 189.130 | 2.32 | Boo | - | III | - | - | - | - | Essxfafy | 1gS | 85-90 | 78 | 1xW+78 | - | 900.00000 |
Tranche Comments
C: Registration: 144H Itlc;
K: Registration: 144H Ickf;
Z: Registration: 144K Vkui;
H: Registration: 144P Orha;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | MGK | 184.640 | 7.38 | Wee | - | - | HHH | - | - | - | Uzlzokkt | 1mI | 150-160 | 135 | 2.15% | - | - |
| F | ANZ | 33.580 | 4.19 | Gaa3 | - | - | FFF | - | - | - | Sxwbaprd | 1fA | 340-355 | 330 | 4.05% | - | - |
| S | LXA | 30.600 | 1.17 | N2 | - | - | H | - | - | - | Yikchyji | 1rA | 240-255 | 230 | 3.05% | - | - |
| X | EXN | 97.390 | 5.30 | Eu3 | - | - | AA | - | - | - | Yjdlhcci | 1xA | 185-200 | 175 | 2.55% | - | - |
Tranche Comments
G: Registration: 144J Ikih;
X: Registration: 144F Uvcp;
S: Registration: 144K Uhnb;
F: Registration: 144W Kklf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | YIT | 63.000 | 9.61 | Pqq3 | - | - | BBB | EEE | - | - | Befqojey | 1pZ | - | 315 | 1tC+315 | - | 199.00000 |
| E | WAQ | 38.000 | 9.32 | J2 | - | - | U | Y | - | - | Wsvjxdvc | 1xX | - | 215 | 1oL+215 | - | 897.00000 |
| L | VKB | 647.730 | 6.73 | Pgg | - | - | ZZZ | ZZZ | - | - | Xdhjdrsh | 1bR | - | 140 | 1cH+140 | - | 822.00000 |
| G | FEG | 97.150 | 2.43 | Ht3 | - | - | DD | EE | - | - | Vjclbxip | 1lD | - | 170 | 1cP+170 | - | 847.00000 |
Tranche Comments
L: Registration: 144Q Hdri;
G: Registration: 144C Gbgr;
E: Registration: 144T Efef;
N: Registration: 144T Vkzm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | KHC | 41.640 | 2.76 | Gr3 | - | - | KK | - | - | - | Ncbclxhk | 1lD | 110z | 100 | 1lD+100 | - | 658.00000 |
| T | ZPP | 55.320 | 8.34 | V2 | - | - | J | - | - | - | Kmfhmpbc | 1mG | 160l | 150 | 1nS+150 | - | 150.00000 |
| V | UOZ | 71.200 | 9.99 | Qaa3 | - | - | HHH | - | - | - | Tkzcrvtu | 1tG | 240v | 230 | 1qL+230 | - | 271.00000 |
| Z | NTI | 202.690 | 1.65 | Iuu | - | - | XXX | - | - | - | Ayrkcohs | 1yM | 75-80 | 75 | 1wR+75 | - | 218.00000 |
Tranche Comments
Z: Registration: 144G Ugcx;
E: Registration: 144G Wjlj;
T: Registration: 144H Dqsv;
V: Registration: 144U Qwzw;