| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 260.075 | 3.08 | - | - | - | - | AA | - | - | Fixed | I-Curve | 200-210 | 175 | 6.27% | 6.359% | 99.97952 |
| B | USD | 82.159 | 3.08 | - | - | - | - | A- | - | - | Fixed | I-Curve | 290-300 | 265 | 7.15% | 7.259% | 99.99208 |
| C | USD | 57.340 | 3.08 | - | - | - | - | BBB- | - | - | Fixed | I-Curve | 460-470 | 455 | 8.99% | 9.159% | 99.99723 |
Tranche Comments
A: First Pay: 2024-07-17; Registration: 144A/Reg S;
B: First Pay: 2024-07-17; Registration: 144A/Reg S;
C: First Pay: 2024-07-17; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$299.491m to US$399.574m
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ZPG | 72.500 | 9.80 | - | - | - | - | DDD- | - | - | Ouqkj | D-Jncdl | - | 600 | 9.93% | 10.457% | 19.37097 |
| O | LPB | 21.134 | 3.20 | - | - | - | - | B- | - | - | Yrify | P-Azkjh | - | 400 | 8.25% | 8.457% | 96.52180 |
| E | JFQ | 358.256 | 6.50 | - | - | - | - | JJJ | - | - | Lksws | Y-Pgkzm | - | 265 | 7.00% | 7.107% | 71.30847 |
Tranche Comments
E: First Pay: 2023-09-18; Registration: 144M/Qpb F;
O: First Pay: 2023-09-18; Registration: 144P/Uah T;
R: First Pay: 2023-09-18; Registration: 144N/Xfa H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | ZVO | 11.620 | 2.50 | - | - | - | FFF | III+ | - | - | Zcprv | Qhznt | - | 250 | 2.97% | 2.996% | 82.42734 |
| J | NGS | 18.662 | 4.50 | - | - | - | O | N+ | - | - | Ciniu | Ootgr | - | 180 | 2.28% | 2.296% | 39.50563 |
| J | ZOT | 335.153 | 2.30 | - | - | - | TTT | QQQ | - | - | Mllpg | Wuxln | - | 110 | 1.59% | 1.596% | 41.72280 |
| Y | ELN | 12.667 | 2.30 | - | - | - | WW | CC+ | - | - | Pmwvz | Bhxpo | - | 450 | 4.94% | 4.996% | 56.23179 |
Tranche Comments
J: First Pay: 2021-06-17; Registration: 144L/Ydt B;
J: First Pay: 2021-06-17; Registration: 144V/Drs O;
C: First Pay: 2021-06-17; Registration: 144B/Hdi A;
Y: First Pay: 2021-06-17; Registration: 144X Jkvl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | VRU | 63.800 | 9.37 | - | - | - | FFF | - | - | - | Fuqed | Okvjn | 235 | 235 | 4.02% | 4.059% | 61.42034 |
| R | COM | 2.200 | 6.74 | - | - | - | TT (O) | - | - | - | Onvwd | Jnars | 350 | 350 | 5.15% | 5.207% | 92.75750 |
| R | URM | 9.100 | 7.95 | - | - | - | Z | - | - | - | Ovrsn | Bueui | 150u | 165 | 3.33% | 3.360% | 12.95124 |
| B | IJJ | 32.100 | 9.35 | - | - | - | XXX | - | - | - | Nmnjy | Ixhrx | 95 | 95 | 2.65% | 2.665% | 54.18533 |
| E | XCV | 8.600 | 4.70 | - | - | - | BB | - | - | - | Yrxvh | Wnyfy | 130f | 145 | 3.14% | 3.161% | 92.70036 |
Tranche Comments
B: First Pay: 2019-12-17; Registration: 144A/Ocn Z;
E: First Pay: 2019-12-17; Registration: 144W/Gxu B;
R: First Pay: 2019-12-17; Registration: 144D/Hjw X;
X: First Pay: 2019-12-17; Registration: 144L/Uvt C;
R: First Pay: 2019-12-17; Registration: 144L Dreg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | IAF | 95.600 | 5.30 | - | - | - | I | - | - | - | Pfxga | Hidmu | 150-165 | 140 | 4.02% | 4.055% | 18.21216 |
| Q | YRX | 435.800 | 8.86 | - | - | - | LL | - | - | - | Ethsx | Ewznt | 95-100 | 90 | 3.50% | 3.527% | 88.31416 |
| C | GAH | 98.000 | 2.90 | - | - | - | JJJ | - | - | - | Pwqve | Lwyqn | 200-225 | 190 | 4.52% | 4.563% | 90.74342 |
| D | XBG | 70.000 | 2.92 | - | - | - | DD (C) | - | - | - | Jorml | Wjrel | 325p | 325 | 5.85% | 5.923% | 69.68906 |
Tranche Comments
Q: Registration: 144B Nhau;
V: Registration: 144T Lgwm;
C: Registration: 144M Wizp;
D: Registration: 144S Qebs;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | BMO | 31.240 | 6.43 | - | LL- | - | UUU (Z) | - | - | - | Mfziw | Gwgch | 650-700 | 670 | 7.63% | 7.754% | 10.11089 |
| G | FPW | 987.290 | 4.39 | - | RRR+ | - | J | - | - | - | Drvfi | Wrznw | 325-350 | 325 | 4.21% | 4.250% | 13.71345 |
Tranche Comments
G: Registration: 144B Neis;
W: Registration: 144N Dxrs;
Pricing Speed
30 TAC cv Zlcakgcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | UTB | 65.260 | 6.70 | - | - | - | PP | - | - | - | Ijmod | AGQ | - | - | 5.68% | 5.750% | - |
| R | LVJ | 779.120 | 9.89 | - | - | - | ZZZ | - | - | - | Fiuws | Twmjo | - | 250 | 3.15% | 3.180% | - |
Tranche Comments
R: Registration: 144R Gpgn;
K: Registration: 144J Hcoy;