| 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 |
|---|
| W | JLD | 952.000 | 8.35 | - | C- | - | - | - | - | - | Xovcv | O-Kcwat | 240-250 | 250 | 6.31% | 6.412% | 28.27784 |
| X | TZK | 82.000 | 1.44 | - | UUU | - | - | - | - | - | Aighc | Y-Bkspo | 375y | 380 | 7.48% | 7.712% | 24.94940 |
Tranche Comments
W: First Pay: 2023-07-18; Registration: 144Y/Wpp O;
X: First Pay: 2023-07-18; Registration: 144X/Yxb O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | VTF | 148.300 | 7.74 | - | Q | - | - | - | - | - | Ewfqr | Hxoze | 100-110 | 100 | 2.72% | 2.745% | 63.73426 |
| U | NXR | 14.900 | 1.80 | - | FFF | - | - | - | - | - | Fnsrh | Mzymo | 150-160 | 140 | 3.12% | 3.145% | 64.90845 |
Tranche Comments
N: First Pay: 2022-02-18; Registration: 144F/Aup D;
U: First Pay: 2022-02-18; Registration: 144U/Eik M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | QIX | 562.500 | 8.11 | - | I | - | - | - | - | - | Bwsal | Xudku | 105-110 | 100 | 1.64% | 1.646% | 78.95415 |
| Q | ZMA | 73.200 | 7.25 | - | UUU | - | - | - | - | - | Jpues | Kuakh | 185-190 | 175 | 2.38% | 2.396% | 82.46230 |
Tranche Comments
D: First Pay: 2021-04-19; Registration: 144W/Xvo I;
Q: First Pay: 2021-04-19; Registration: 144O/Jpx C;
Risk Retention
OB - Tpa, AO - He
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | VXW | 506.200 | 1.80 | - | R | - | - | K | - | - | Pobke | Ijatn | 180-190 | 175 | 2.07% | 2.085% | 24.52654 |
| J | JLM | 69.800 | 7.30 | - | DDD | - | - | CCC | - | - | Afoxm | Xjlau | 310-320 | 300 | 3.30% | 3.335% | 38.33563 |
Tranche Comments
N: First Pay: 2020-11-18; Registration: 144A/Ocu X;
J: First Pay: 2020-11-18; Registration: 144C/Tvs G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | XUZ | 738.700 | 9.00 | - | K | - | - | P | - | - | Oasyk | Fczdt | 175-200 | 175 | 2.08% | 2.099% | 99.86448 |
| J | JIO | 40.100 | 3.00 | - | GGG | - | - | DDD | - | - | Jkliw | Joibo | 340-360 | 330 | 3.62% | 3.649% | 90.52340 |
Tranche Comments
A: Registration: 144M/Rdn H;
J: Registration: 144P/Nxa X;
Deal Comments
Fcgx gkvlycn pk TUF$581.2g dwkg TUF$300g.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | ZYQ | 569.800 | 4.30 | - | G | - | - | A | - | - | Mlplr | Akmtn | 150-155 | 145 | 3.71% | 3.739% | 43.56715 |
| N | TWL | 46.800 | 7.10 | - | OOO | - | - | WWW | - | - | Brbgs | Dvrjx | 245-250 | 240 | 4.64% | 4.689% | 83.13178 |
Tranche Comments
L: First Pay: 2019-06-18; Registration: 144L/Hqi K;
N: First Pay: 2019-06-18; Registration: 144M/Nep Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| JIIA | REC | 28.000 | 8.80 | - | YYY | - | - | - | - | - | Swlnc | ESR | - | - | 6.02% | 6.100% | 49.64164 |
Tranche Comments
JIIA: Registration: 144L Pblg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | EMJ | 314.800 | 8.00 | - | S | - | - | - | - | - | Hvomu | Szaqt | 120-130 | 120 | 4.03% | 4.122% | 78.84619 |
| E | PAM | 20.800 | 6.00 | - | OOO | - | - | - | - | - | Yypsb | Yzakj | 210-220 | 210 | 4.93% | 5.022% | 70.76425 |
Tranche Comments
T: First Pay: 2018-05-18; Registration: 144O/Xxx P;
E: First Pay: 2018-05-18; Registration: 144T/Vma J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | RGV | 93.900 | 5.10 | - | ZZZ | - | - | - | - | - | Blrtz | UCO | 4.75%i | - | 4.60% | 4.650% | 37.91897 |
| I | TGW | 693.000 | 6.00 | - | S | - | - | - | - | - | Xgusb | NZX | 3.75%l | - | 3.62% | 3.650% | 48.36044 |
Tranche Comments
I: Registration: 144D Sgnj;
C: Registration: 144M Wxxt;