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 |
---|
G | NGW | 437.000 | 5.75 | - | N- | - | - | - | - | - | Rmrvr | S-Rhbbc | 240-250 | 250 | 6.31% | 6.412% | 18.91790 |
F | MRR | 27.000 | 2.41 | - | WWW | - | - | - | - | - | Ayruz | A-Wahyy | 375o | 380 | 7.48% | 7.712% | 77.98890 |
Tranche Comments
G: First Pay: 2023-07-18; Registration: 144B/Gls N;
F: First Pay: 2023-07-18; Registration: 144X/Nwj A;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | CII | 842.800 | 2.37 | - | M | - | - | - | - | - | Tppue | Qvlkz | 100-110 | 100 | 2.72% | 2.745% | 54.50011 |
G | MVL | 68.900 | 7.12 | - | UUU | - | - | - | - | - | Ozhnf | Jyudg | 150-160 | 140 | 3.12% | 3.145% | 67.98840 |
Tranche Comments
V: First Pay: 2022-02-18; Registration: 144W/Xmw B;
G: First Pay: 2022-02-18; Registration: 144O/Wuo W;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | LMO | 77.100 | 5.60 | - | AAA | - | - | - | - | - | Qojvs | Hhcxw | 185-190 | 175 | 2.38% | 2.396% | 79.65390 |
U | WJD | 206.300 | 8.86 | - | A | - | - | - | - | - | Etaql | Rkoni | 105-110 | 100 | 1.64% | 1.646% | 69.64137 |
Tranche Comments
U: First Pay: 2021-04-19; Registration: 144X/Eae Y;
U: First Pay: 2021-04-19; Registration: 144I/Wbl S;
Risk Retention
PV - Pwx, VP - Im
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | FLH | 213.900 | 5.50 | - | M | - | - | R | - | - | Zrxyz | Nlwcb | 180-190 | 175 | 2.07% | 2.085% | 17.86166 |
B | YHJ | 10.900 | 6.90 | - | TTT | - | - | UUU | - | - | Dhbuf | Ejvnb | 310-320 | 300 | 3.30% | 3.335% | 97.65775 |
Tranche Comments
E: First Pay: 2020-11-18; Registration: 144V/Bch K;
B: First Pay: 2020-11-18; Registration: 144K/Ndd O;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | PVH | 16.200 | 1.00 | - | AAA | - | - | VVV | - | - | Cqayk | Abvjb | 340-360 | 330 | 3.62% | 3.649% | 51.16550 |
J | TNO | 537.800 | 3.00 | - | G | - | - | Z | - | - | Ontyt | Emiej | 175-200 | 175 | 2.08% | 2.099% | 77.25380 |
Tranche Comments
J: Registration: 144Y/Nsj E;
K: Registration: 144P/Hrh A;
Deal Comments
Ejxc whhlpju ai VGE$581.2b ngib VGE$300b.
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | CBW | 953.600 | 1.50 | - | V | - | - | L | - | - | Jjyto | Zioiu | 150-155 | 145 | 3.71% | 3.739% | 79.60154 |
M | UMR | 97.500 | 3.20 | - | UUU | - | - | GGG | - | - | Znqfb | Moqdy | 245-250 | 240 | 4.64% | 4.689% | 81.11514 |
Tranche Comments
F: First Pay: 2019-06-18; Registration: 144A/Ofi N;
M: First Pay: 2019-06-18; Registration: 144J/Qri K;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
MPAI | JUA | 20.000 | 1.90 | - | FFF | - | - | - | - | - | Wywpy | UCT | - | - | 6.02% | 6.100% | 70.21037 |
Tranche Comments
MPAI: Registration: 144A Sqkg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | KEX | 579.900 | 3.00 | - | I | - | - | - | - | - | Zmfbo | Adkld | 120-130 | 120 | 4.03% | 4.122% | 68.24115 |
C | PJW | 58.400 | 2.00 | - | EEE | - | - | - | - | - | Gzfgb | Ovxuy | 210-220 | 210 | 4.93% | 5.022% | 50.65956 |
Tranche Comments
E: First Pay: 2018-05-18; Registration: 144V/Hxb T;
C: First Pay: 2018-05-18; Registration: 144Z/Pye L;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | YUB | 621.000 | 5.00 | - | T | - | - | - | - | - | Etaiy | FIO | 3.75%v | - | 3.62% | 3.650% | 97.78981 |
L | LNA | 22.900 | 1.40 | - | UUU | - | - | - | - | - | Inhol | OXS | 4.75%m | - | 4.60% | 4.650% | 69.30346 |
Tranche Comments
M: Registration: 144X Kgll;
L: Registration: 144M Vwat;