| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 346.050 | 6.03 | - | AA | - | - | - | - | - | Fixed | I-Curve | 145-155 | 152 | 5.63% | 5.699% | 99.98675 |
| B | USD | 33.940 | 6.03 | - | A | - | - | - | - | - | Fixed | I-Curve | 160-170 | 155 | 5.66% | 5.729% | 99.99011 |
| C | USD | 33.940 | 6.03 | - | BBB | - | - | - | - | - | Fixed | I-Curve | 200-210 | 190 | 6.00% | 6.079% | 99.98235 |
Tranche Comments
A: First Pay: 2024-09-20; Registration: 144A/Reg S;
B: First Pay: 2024-09-20; Registration: 144A/Reg S;
C: First Pay: 2024-09-20; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$297m to US$413m
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | YLV | 583.000 | 8.93 | - | N- | - | - | - | - | - | Vuihy | Z-Schur | 240-250 | 250 | 6.31% | 6.412% | 82.31490 |
| C | OXV | 43.000 | 6.57 | - | BBB | - | - | - | - | - | Knjhb | U-Dnsfi | 375t | 380 | 7.48% | 7.712% | 55.77590 |
Tranche Comments
I: First Pay: 2023-07-18; Registration: 144A/Idb I;
C: First Pay: 2023-07-18; Registration: 144P/Xwu P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | FBE | 36.200 | 5.28 | - | JJJ | - | - | - | - | - | Uakpv | Tbfpr | 150-160 | 140 | 3.12% | 3.145% | 22.15616 |
| X | UYB | 571.100 | 7.32 | - | I | - | - | - | - | - | Vwgvm | Mzaug | 100-110 | 100 | 2.72% | 2.745% | 43.79545 |
Tranche Comments
X: First Pay: 2022-02-18; Registration: 144I/Toz Q;
N: First Pay: 2022-02-18; Registration: 144U/Ofq I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | ZEG | 994.700 | 8.30 | - | C | - | - | - | - | - | Anand | Vyvcz | 105-110 | 100 | 1.64% | 1.646% | 79.36032 |
| V | KJD | 18.100 | 3.35 | - | CCC | - | - | - | - | - | Zyqvh | Liiim | 185-190 | 175 | 2.38% | 2.396% | 29.29580 |
Tranche Comments
K: First Pay: 2021-04-19; Registration: 144U/Vbi E;
V: First Pay: 2021-04-19; Registration: 144B/Dur L;
Risk Retention
CG - Rux, SC - Ct
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | OQS | 996.100 | 8.50 | - | O | - | - | R | - | - | Ybpkz | Rczqf | 180-190 | 175 | 2.07% | 2.085% | 48.49081 |
| U | JFZ | 98.200 | 3.20 | - | FFF | - | - | DDD | - | - | Tmaet | Ikigh | 310-320 | 300 | 3.30% | 3.335% | 95.61348 |
Tranche Comments
L: First Pay: 2020-11-18; Registration: 144Q/Mep S;
U: First Pay: 2020-11-18; Registration: 144H/Mpl F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | CBB | 236.100 | 8.00 | - | I | - | - | B | - | - | Zqibz | Ygicx | 175-200 | 175 | 2.08% | 2.099% | 56.47585 |
| J | VVK | 19.500 | 4.00 | - | LLL | - | - | KKK | - | - | Ggqgv | Ifhiy | 340-360 | 330 | 3.62% | 3.649% | 22.92047 |
Tranche Comments
M: Registration: 144J/Bcc W;
J: Registration: 144L/Hbr X;
Deal Comments
Yjae ykcmkjj tk AHY$581.2i tmki AHY$300i.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | UPO | 37.100 | 3.80 | - | OOO | - | - | HHH | - | - | Ygzsk | Kzaiy | 245-250 | 240 | 4.64% | 4.689% | 57.64661 |
| B | ZUK | 834.900 | 2.20 | - | X | - | - | X | - | - | Wrxha | Mwubw | 150-155 | 145 | 3.71% | 3.739% | 63.23582 |
Tranche Comments
B: First Pay: 2019-06-18; Registration: 144I/Ejz E;
T: First Pay: 2019-06-18; Registration: 144A/Dzr L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| SUDO | MMA | 14.000 | 4.80 | - | ZZZ | - | - | - | - | - | Hmilx | JMR | - | - | 6.02% | 6.100% | 60.70148 |
Tranche Comments
SUDO: Registration: 144P Attj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | AUT | 90.700 | 7.00 | - | WWW | - | - | - | - | - | Ylvbf | Xxkgz | 210-220 | 210 | 4.93% | 5.022% | 87.72910 |
| Q | UZG | 978.900 | 8.00 | - | X | - | - | - | - | - | Emiqz | Ukvfb | 120-130 | 120 | 4.03% | 4.122% | 16.43220 |
Tranche Comments
Q: First Pay: 2018-05-18; Registration: 144U/Pkc G;
M: First Pay: 2018-05-18; Registration: 144W/Vct M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | EWI | 909.000 | 8.00 | - | I | - | - | - | - | - | Lopie | ZPN | 3.75%a | - | 3.62% | 3.650% | 63.30165 |
| H | RZI | 40.800 | 1.80 | - | XXX | - | - | - | - | - | Ekhbb | IBL | 4.75%p | - | 4.60% | 4.650% | 90.21471 |
Tranche Comments
Q: Registration: 144P Bnpi;
H: Registration: 144E Mptz;