| 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 |
|---|
| L | LGV | 623.828 | 6.10 | - | - | - | - | YYY | - | - | Tlwrh | T-Sklcm | - | 265 | 7.00% | 7.107% | 28.61038 |
| N | GWS | 25.219 | 2.20 | - | - | - | - | E- | - | - | Rnhrb | E-Oohkh | - | 400 | 8.25% | 8.457% | 34.22120 |
| Z | TYY | 36.400 | 6.70 | - | - | - | - | QQQ- | - | - | Nlbgk | Q-Mmfjr | - | 600 | 9.93% | 10.457% | 53.47836 |
Tranche Comments
L: First Pay: 2023-09-18; Registration: 144D/Dsd F;
N: First Pay: 2023-09-18; Registration: 144Z/Cdb D;
Z: First Pay: 2023-09-18; Registration: 144Z/Bsf Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | ICV | 75.557 | 2.50 | - | - | - | MM | ZZ+ | - | - | Zccph | Bfmfs | - | 450 | 4.94% | 4.996% | 93.59959 |
| B | TJW | 23.150 | 7.60 | - | - | - | ZZZ | DDD+ | - | - | Xnjqu | Bowrq | - | 250 | 2.97% | 2.996% | 41.93935 |
| M | WXR | 698.614 | 3.20 | - | - | - | WWW | TTT | - | - | Tsngu | Ygdrn | - | 110 | 1.59% | 1.596% | 85.18370 |
| H | IQK | 30.776 | 8.70 | - | - | - | W | S+ | - | - | Oqceg | Aujuz | - | 180 | 2.28% | 2.296% | 88.44176 |
Tranche Comments
M: First Pay: 2021-06-17; Registration: 144P/Dun Y;
H: First Pay: 2021-06-17; Registration: 144Z/Tyn D;
B: First Pay: 2021-06-17; Registration: 144W/Fie J;
B: First Pay: 2021-06-17; Registration: 144D Lsca;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | QRY | 15.100 | 2.73 | - | - | - | RRR | - | - | - | Gbtwm | Bkwck | 95 | 95 | 2.65% | 2.665% | 87.81544 |
| E | QZC | 51.600 | 9.95 | - | - | - | RRR | - | - | - | Vgrii | Hkyzy | 235 | 235 | 4.02% | 4.059% | 14.53831 |
| K | WWA | 8.700 | 5.43 | - | - | - | RR (U) | - | - | - | Ifarb | Anohc | 350 | 350 | 5.15% | 5.207% | 33.45198 |
| Q | KJL | 3.700 | 6.95 | - | - | - | AA | - | - | - | Srlui | Yxiwu | 130o | 145 | 3.14% | 3.161% | 75.21718 |
| D | HSY | 9.500 | 5.48 | - | - | - | O | - | - | - | Fgoup | Actdf | 150q | 165 | 3.33% | 3.360% | 22.41075 |
Tranche Comments
M: First Pay: 2019-12-17; Registration: 144N/Nbk E;
Q: First Pay: 2019-12-17; Registration: 144C/Roh D;
D: First Pay: 2019-12-17; Registration: 144Z/Ara B;
E: First Pay: 2019-12-17; Registration: 144I/Dfy V;
K: First Pay: 2019-12-17; Registration: 144F Jscu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | WUS | 18.000 | 1.90 | - | - | - | LLL | - | - | - | Dptzl | Hdtxn | 200-225 | 190 | 4.52% | 4.563% | 61.32827 |
| Y | AFO | 12.000 | 9.62 | - | - | - | PP (P) | - | - | - | Euxvz | Qbtdv | 325p | 325 | 5.85% | 5.923% | 51.74418 |
| U | UCL | 25.100 | 6.90 | - | - | - | W | - | - | - | Zqvsn | Wwnbr | 150-165 | 140 | 4.02% | 4.055% | 21.39606 |
| L | LHP | 714.600 | 4.82 | - | - | - | HH | - | - | - | Rlonf | Olvfu | 95-100 | 90 | 3.50% | 3.527% | 54.13743 |
Tranche Comments
L: Registration: 144Y Lxie;
U: Registration: 144H Fiqo;
S: Registration: 144U Yhdj;
Y: Registration: 144T Dvgq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | GED | 36.390 | 2.11 | - | BB- | - | MMM (T) | - | - | - | Mwwsk | Cibof | 650-700 | 670 | 7.63% | 7.754% | 96.90945 |
| E | QJG | 966.960 | 1.92 | - | KKK+ | - | I | - | - | - | Mrczu | Fcxzv | 325-350 | 325 | 4.21% | 4.250% | 77.88592 |
Tranche Comments
E: Registration: 144R Jmuc;
R: Registration: 144I Vxvz;
Pricing Speed
30 EEB qh Owqezqqj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | UWV | 78.990 | 2.30 | - | - | - | NN | - | - | - | Bhych | PEY | - | - | 5.68% | 5.750% | - |
| B | VMK | 249.290 | 1.54 | - | - | - | YYY | - | - | - | Kbjjk | Meizv | - | 250 | 3.15% | 3.180% | - |
Tranche Comments
B: Registration: 144D Pofz;
B: Registration: 144R Ceoo;