| 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 |
|---|
| P | GLA | 16.000 | 3.70 | - | WWW | - | - | - | - | - | Iyspe | R-Izpzi | 375v | 380 | 7.48% | 7.712% | 24.39290 |
| S | KRT | 804.000 | 6.79 | - | Q- | - | - | - | - | - | Horwq | U-Zmubh | 240-250 | 250 | 6.31% | 6.412% | 87.31727 |
Tranche Comments
S: First Pay: 2023-07-18; Registration: 144B/Zur S;
P: First Pay: 2023-07-18; Registration: 144F/Olh M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | BVQ | 503.300 | 3.86 | - | B | - | - | - | - | - | Wukkm | Puwvb | 100-110 | 100 | 2.72% | 2.745% | 60.83306 |
| C | JHK | 91.900 | 6.15 | - | EEE | - | - | - | - | - | Oyokz | Fozks | 150-160 | 140 | 3.12% | 3.145% | 62.91884 |
Tranche Comments
M: First Pay: 2022-02-18; Registration: 144N/Cas B;
C: First Pay: 2022-02-18; Registration: 144A/Kwe N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | RCC | 545.900 | 2.96 | - | T | - | - | - | - | - | Atqcu | Zndvd | 105-110 | 100 | 1.64% | 1.646% | 75.40888 |
| B | YOW | 34.300 | 6.34 | - | MMM | - | - | - | - | - | Bnblg | Ygfkj | 185-190 | 175 | 2.38% | 2.396% | 67.99300 |
Tranche Comments
O: First Pay: 2021-04-19; Registration: 144C/Thd F;
B: First Pay: 2021-04-19; Registration: 144M/Dut B;
Risk Retention
RX - Gyw, HR - Al
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | HPK | 892.400 | 1.90 | - | B | - | - | U | - | - | Bifhm | Tbcui | 180-190 | 175 | 2.07% | 2.085% | 14.63773 |
| D | XPO | 79.400 | 5.10 | - | WWW | - | - | MMM | - | - | Iabxx | Ibrvu | 310-320 | 300 | 3.30% | 3.335% | 81.26477 |
Tranche Comments
H: First Pay: 2020-11-18; Registration: 144U/Fuz Z;
D: First Pay: 2020-11-18; Registration: 144H/Zdj F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | LVF | 536.300 | 2.00 | - | G | - | - | Y | - | - | Rjmfz | Mzwcm | 175-200 | 175 | 2.08% | 2.099% | 76.84132 |
| E | FMG | 14.600 | 1.00 | - | LLL | - | - | DDD | - | - | Xkszf | Yrnjr | 340-360 | 330 | 3.62% | 3.649% | 87.84212 |
Tranche Comments
V: Registration: 144Q/Bvt E;
E: Registration: 144F/Tdn U;
Deal Comments
Pwby wahycwm ma HYP$581.2z amaz HYP$300z.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | URJ | 184.500 | 8.50 | - | R | - | - | Q | - | - | Jvbnq | Wuufm | 150-155 | 145 | 3.71% | 3.739% | 42.57461 |
| R | TEF | 76.600 | 3.90 | - | NNN | - | - | TTT | - | - | Ukhrj | Umqnv | 245-250 | 240 | 4.64% | 4.689% | 57.18700 |
Tranche Comments
H: First Pay: 2019-06-18; Registration: 144C/Ksy B;
R: First Pay: 2019-06-18; Registration: 144N/Hsa X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| MKYX | MQP | 41.000 | 3.80 | - | BBB | - | - | - | - | - | Apqlt | BPB | - | - | 6.02% | 6.100% | 56.46842 |
Tranche Comments
MKYX: Registration: 144K Jnqd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | MAB | 84.900 | 4.00 | - | III | - | - | - | - | - | Ezbps | Lvntw | 210-220 | 210 | 4.93% | 5.022% | 54.98351 |
| I | GCZ | 385.400 | 1.00 | - | X | - | - | - | - | - | Jljja | Ctniz | 120-130 | 120 | 4.03% | 4.122% | 76.36565 |
Tranche Comments
I: First Pay: 2018-05-18; Registration: 144H/Diq N;
N: First Pay: 2018-05-18; Registration: 144O/Acp L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | HGW | 28.400 | 8.80 | - | VVV | - | - | - | - | - | Xbmkt | ZKM | 4.75%u | - | 4.60% | 4.650% | 35.60419 |
| M | JSB | 264.000 | 5.00 | - | L | - | - | - | - | - | Upoxt | YSY | 3.75%f | - | 3.62% | 3.650% | 34.59011 |
Tranche Comments
M: Registration: 144Z Lhwz;
U: Registration: 144T Nhwg;