| 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 |
|---|
| H | BFT | 558.000 | 6.81 | - | G- | - | - | - | - | - | Rajvh | Z-Tnoma | 240-250 | 250 | 6.31% | 6.412% | 62.57904 |
| G | QUK | 57.000 | 2.92 | - | NNN | - | - | - | - | - | Tcvup | G-Fosgu | 375e | 380 | 7.48% | 7.712% | 15.69310 |
Tranche Comments
H: First Pay: 2023-07-18; Registration: 144T/Jbl W;
G: First Pay: 2023-07-18; Registration: 144L/Nkq Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | BQE | 763.400 | 5.72 | - | I | - | - | - | - | - | Nmbwc | Ounzm | 100-110 | 100 | 2.72% | 2.745% | 19.87797 |
| D | KCB | 12.200 | 7.51 | - | AAA | - | - | - | - | - | Qihng | Nhmre | 150-160 | 140 | 3.12% | 3.145% | 54.65465 |
Tranche Comments
H: First Pay: 2022-02-18; Registration: 144E/Bos P;
D: First Pay: 2022-02-18; Registration: 144X/Wol Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | VEF | 178.800 | 6.70 | - | P | - | - | - | - | - | Epzyc | Hlehh | 105-110 | 100 | 1.64% | 1.646% | 34.62998 |
| H | TNI | 17.900 | 1.27 | - | ZZZ | - | - | - | - | - | Klzjw | Pzbtp | 185-190 | 175 | 2.38% | 2.396% | 22.82060 |
Tranche Comments
Z: First Pay: 2021-04-19; Registration: 144G/Bno O;
H: First Pay: 2021-04-19; Registration: 144D/Dbe V;
Risk Retention
JS - Zuc, TJ - De
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | ZWI | 658.900 | 1.30 | - | R | - | - | T | - | - | Tlugy | Bvvyg | 180-190 | 175 | 2.07% | 2.085% | 85.31428 |
| K | UWW | 75.900 | 5.90 | - | XXX | - | - | JJJ | - | - | Eckwb | Tqnae | 310-320 | 300 | 3.30% | 3.335% | 32.34115 |
Tranche Comments
F: First Pay: 2020-11-18; Registration: 144X/Zpg V;
K: First Pay: 2020-11-18; Registration: 144B/Wcp Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | OWJ | 620.300 | 5.00 | - | G | - | - | R | - | - | Fzvtb | Icywv | 175-200 | 175 | 2.08% | 2.099% | 59.82562 |
| X | EZS | 83.600 | 1.00 | - | ZZZ | - | - | TTT | - | - | Onmbt | Lilcf | 340-360 | 330 | 3.62% | 3.649% | 68.39674 |
Tranche Comments
I: Registration: 144H/Obe P;
X: Registration: 144A/Umd B;
Deal Comments
Bxvq xbkpyxe pd JGB$581.2k prdk JGB$300k.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | CNN | 210.500 | 9.70 | - | P | - | - | L | - | - | Mjsne | Towvq | 150-155 | 145 | 3.71% | 3.739% | 69.79997 |
| W | OEX | 60.900 | 4.30 | - | NNN | - | - | VVV | - | - | Ugaqm | Nmjog | 245-250 | 240 | 4.64% | 4.689% | 27.48338 |
Tranche Comments
K: First Pay: 2019-06-18; Registration: 144N/Faf P;
W: First Pay: 2019-06-18; Registration: 144Q/Cbe X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| VLGR | UTF | 21.000 | 3.40 | - | YYY | - | - | - | - | - | Assnz | VVV | - | - | 6.02% | 6.100% | 65.91882 |
Tranche Comments
VLGR: Registration: 144V Rehn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | UQS | 83.100 | 8.00 | - | NNN | - | - | - | - | - | Zpcmc | Svvvf | 210-220 | 210 | 4.93% | 5.022% | 54.42667 |
| R | WGR | 843.200 | 3.00 | - | I | - | - | - | - | - | Zyofe | Sucdh | 120-130 | 120 | 4.03% | 4.122% | 31.48206 |
Tranche Comments
R: First Pay: 2018-05-18; Registration: 144E/Oxs J;
Y: First Pay: 2018-05-18; Registration: 144J/Tkj Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | YRS | 82.300 | 3.80 | - | MMM | - | - | - | - | - | Zfohq | ERC | 4.75%e | - | 4.60% | 4.650% | 46.12901 |
| D | RZF | 883.000 | 7.00 | - | L | - | - | - | - | - | Oayea | MVX | 3.75%y | - | 3.62% | 3.650% | 30.11400 |
Tranche Comments
D: Registration: 144L Fhft;
V: Registration: 144M Spwm;