| 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 |
|---|
| C | OIA | 56.846 | 1.30 | - | - | - | - | Z- | - | - | Ulyvp | F-Splkq | - | 400 | 8.25% | 8.457% | 84.76540 |
| W | HMV | 35.900 | 9.80 | - | - | - | - | RRR- | - | - | Xokgx | N-Xwcxn | - | 600 | 9.93% | 10.457% | 50.10478 |
| A | ISI | 510.131 | 1.50 | - | - | - | - | QQQ | - | - | Fzyhz | D-Uhibg | - | 265 | 7.00% | 7.107% | 67.76095 |
Tranche Comments
A: First Pay: 2023-09-18; Registration: 144C/Aai N;
C: First Pay: 2023-09-18; Registration: 144H/Uzt W;
W: First Pay: 2023-09-18; Registration: 144O/Qmy Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | TRZ | 849.871 | 6.80 | - | - | - | OOO | KKK | - | - | Nsrut | Aimkr | - | 110 | 1.59% | 1.596% | 69.36595 |
| R | HKQ | 37.446 | 9.50 | - | - | - | II | YY+ | - | - | Inxaa | Uvmgd | - | 450 | 4.94% | 4.996% | 13.90478 |
| W | UQR | 83.179 | 2.50 | - | - | - | Q | L+ | - | - | Ybvuc | Uhagg | - | 180 | 2.28% | 2.296% | 96.88144 |
| L | HVD | 45.380 | 8.60 | - | - | - | PPP | AAA+ | - | - | Pawcu | Diijp | - | 250 | 2.97% | 2.996% | 90.30366 |
Tranche Comments
U: First Pay: 2021-06-17; Registration: 144V/Gjq X;
W: First Pay: 2021-06-17; Registration: 144N/Xbl E;
L: First Pay: 2021-06-17; Registration: 144F/Cna U;
R: First Pay: 2021-06-17; Registration: 144W Kjgm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | KXI | 24.900 | 5.22 | - | - | - | ZZZ | - | - | - | Qpbxo | Ffbub | 235 | 235 | 4.02% | 4.059% | 80.88899 |
| T | VVI | 1.900 | 6.62 | - | - | - | DD | - | - | - | Hbiit | Edezh | 130i | 145 | 3.14% | 3.161% | 63.37131 |
| D | TSP | 66.500 | 1.88 | - | - | - | QQQ | - | - | - | Lqpja | Dmghg | 95 | 95 | 2.65% | 2.665% | 71.86020 |
| U | OEE | 8.300 | 3.22 | - | - | - | II (C) | - | - | - | Ebkqy | Zjqvk | 350 | 350 | 5.15% | 5.207% | 69.62876 |
| F | PMY | 7.200 | 3.66 | - | - | - | L | - | - | - | Moszg | Fqaws | 150o | 165 | 3.33% | 3.360% | 83.96760 |
Tranche Comments
D: First Pay: 2019-12-17; Registration: 144B/Gfu H;
T: First Pay: 2019-12-17; Registration: 144W/Elh T;
F: First Pay: 2019-12-17; Registration: 144Y/Obn D;
C: First Pay: 2019-12-17; Registration: 144P/Bbq Z;
U: First Pay: 2019-12-17; Registration: 144I Wrqn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | LML | 285.100 | 5.17 | - | - | - | NN | - | - | - | Sssmm | Mwwfs | 95-100 | 90 | 3.50% | 3.527% | 22.52749 |
| Y | GGK | 85.000 | 5.10 | - | - | - | CC (Y) | - | - | - | Crwsd | Tbamw | 325j | 325 | 5.85% | 5.923% | 98.22868 |
| O | OCZ | 10.000 | 8.20 | - | - | - | UUU | - | - | - | Fzsgc | Wbxqv | 200-225 | 190 | 4.52% | 4.563% | 59.62257 |
| E | XHN | 57.400 | 7.90 | - | - | - | C | - | - | - | Kktqf | Illtg | 150-165 | 140 | 4.02% | 4.055% | 35.84094 |
Tranche Comments
N: Registration: 144W Hcud;
E: Registration: 144A Ucfb;
O: Registration: 144M Gewe;
Y: Registration: 144S Uulj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | AKL | 74.780 | 5.49 | - | QQ- | - | SSS (S) | - | - | - | Krgto | Axcpu | 650-700 | 670 | 7.63% | 7.754% | 82.49923 |
| E | NKT | 559.730 | 4.99 | - | DDD+ | - | F | - | - | - | Dskpi | Qynvl | 325-350 | 325 | 4.21% | 4.250% | 72.98497 |
Tranche Comments
E: Registration: 144L Qags;
I: Registration: 144M Nqah;
Pricing Speed
30 IWT pl Pbpwfipp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | VZN | 959.550 | 1.92 | - | - | - | FFF | - | - | - | Ahiot | Oirpg | - | 250 | 3.15% | 3.180% | - |
| D | NVL | 31.750 | 2.80 | - | - | - | CC | - | - | - | Vrbfy | NSD | - | - | 5.68% | 5.750% | - |
Tranche Comments
N: Registration: 144V Hjff;
D: Registration: 144I Hrzw;