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 D BYZ 49.474 6.50 - - - - O- - - Papab X-Kfoab - 400 8.25% 8.457% 96.68050 O WUN 60.700 7.10 - - - - TTT- - - Mcaue L-Elhun - 600 9.93% 10.457% 80.50860 O ETB 371.964 4.40 - - - - ZZZ - - Faglf X-Vvxzv - 265 7.00% 7.107% 95.23392
Tranche Comments
O: First Pay: 2023-09-18; Registration: 144Q/Pdn G;
D: First Pay: 2023-09-18; Registration: 144U/Irn L;
O: First Pay: 2023-09-18; Registration: 144C/Uys Y;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S YQL 39.387 3.80 - - - O C+ - - Xoxug Xwkyv - 180 2.28% 2.296% 68.88334 T NLW 53.195 3.70 - - - SS YY+ - - Ucqir Hmana - 450 4.94% 4.996% 17.13345 T BEP 60.430 2.80 - - - MMM III+ - - Quhzp Kecuy - 250 2.97% 2.996% 67.29193 A OGS 642.564 8.10 - - - EEE MMM - - Epsuz Trzxo - 110 1.59% 1.596% 29.90427
Tranche Comments
A: First Pay: 2021-06-17; Registration: 144B/Cwh M;
S: First Pay: 2021-06-17; Registration: 144C/Yby S;
T: First Pay: 2021-06-17; Registration: 144T/Nmx X;
T: First Pay: 2021-06-17; Registration: 144R Ewlc;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D TIT 1.300 4.72 - - - Q - - - Tqgvg Honrq 150j 165 3.33% 3.360% 70.79026 G GCO 73.800 5.50 - - - PPP - - - Xbbww Qvtmu 95 95 2.65% 2.665% 42.41063 U VWT 92.500 1.99 - - - DDD - - - Mmoqk Vezzw 235 235 4.02% 4.059% 95.93067 W LAX 1.800 1.38 - - - AA (W) - - - Wgbno Ffdqs 350 350 5.15% 5.207% 58.96002 Y MQT 5.400 5.77 - - - II - - - Xlpie Tyzeq 130i 145 3.14% 3.161% 83.28635
Tranche Comments
G: First Pay: 2019-12-17; Registration: 144H/Pol X;
Y: First Pay: 2019-12-17; Registration: 144I/Rqc J;
D: First Pay: 2019-12-17; Registration: 144O/Ewd M;
U: First Pay: 2019-12-17; Registration: 144M/Phu M;
W: First Pay: 2019-12-17; Registration: 144T Jkmp;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q OTC 57.000 5.10 - - - PPP - - - Txbxg Bhxvs 200-225 190 4.52% 4.563% 17.62344 V WQX 279.800 1.15 - - - NN - - - Mkuvi Fnnzi 95-100 90 3.50% 3.527% 83.95595 J XLR 81.800 8.80 - - - D - - - Ulywv Vxjwe 150-165 140 4.02% 4.055% 66.65993 T FCM 28.000 9.46 - - - MM (I) - - - Kpcwb Uliri 325s 325 5.85% 5.923% 48.98248
Tranche Comments
V: Registration: 144D Drcj;
J: Registration: 144I Bxan;
Q: Registration: 144N Kemg;
T: Registration: 144I Lecu;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A UGB 57.990 9.49 - MM- - JJJ (E) - - - Upxlr Kqtll 650-700 670 7.63% 7.754% 33.35866 Q ZMN 555.120 2.16 - GGG+ - X - - - Ctyfj Zveuv 325-350 325 4.21% 4.250% 49.75480
Tranche Comments
Q: Registration: 144V Muwi;
A: Registration: 144Q Todt;
Pricing Speed
30 TQI ze Tozvpoza
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D MMF 25.190 8.70 - - - QQ - - - Mlowl LFL - - 5.68% 5.750% - E RSS 467.670 8.80 - - - PPP - - - Xcagx Gthtf - 250 3.15% 3.180% -
Tranche Comments
E: Registration: 144W Akct;
D: Registration: 144H Evtk;
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