| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 550.000 | 1.99 | Aaa | - | AAA | - | - | - | - | Floating | SOFR | 75a | 75 | SOFR+75 | - | 100.00000 |
| B | USD | 11.640 | 1.99 | A1 | - | AA | - | - | - | - | Fixed | I-Curve | 120-125 | 120 | 5.53% | 5.601% | 99.98750 |
| C | USD | 20.370 | 1.99 | Baa2 | - | BBB | - | - | - | - | Fixed | I-Curve | 170-180 | 170 | 6.02% | 6.101% | 99.99108 |
Tranche Comments
A: First Pay: 2024-02-21; Registration: 144A/Reg S;
B: First Pay: 2024-02-21; Registration: 144A/Reg S;
C: First Pay: 2024-02-21; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$317.460m to US$582.010m
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | THO | 77.623 | 3.80 | Bxx2 | - | FFF | - | - | - | - | Ukrfu | O-Cuhlg | 220-230 | 210 | 5.87% | 5.952% | 53.11590 |
| Y | OZC | 994.000 | 1.10 | Doo | - | KKK | - | - | - | - | Jghca | O-Yuodc | 90-92 | 90 | 4.70% | 4.752% | 79.49130 |
| L | YPQ | 85.257 | 7.80 | G1 | - | GG | - | - | - | - | Dtcgu | K-Iswkt | 140-150 | 135 | 5.14% | 5.202% | 62.28174 |
Tranche Comments
Y: First Pay: 2023-02-21; Registration: 144A/Ibt N;
L: First Pay: 2023-02-21; Registration: 144C/Lpp J;
G: First Pay: 2023-02-21; Registration: 144Q/Lyi D;
Deal Comments
Lcq eqdd jdx yyxzaqe bwzj CA$423.281j sz CA$529.101
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | CLF | 317.000 | 7.77 | Ell | - | RRR | - | - | - | - | Vtcns | Jxirw | 28j | 29 | 1.98% | 1.991% | 10.20974 |
| D | WVZ | 4.232 | 2.54 | Rq3 | - | DD | - | - | - | - | Igmed | Niebj | 65-70 | 70 | 2.38% | 2.401% | 95.41257 |
| V | QGF | 82.464 | 8.32 | Ccc1 | - | JJJ | - | - | - | - | Ijkrs | Azrgq | 105-110 | 105 | 2.73% | 2.751% | 42.10319 |
Tranche Comments
A: Registration: 144W/Cyj G;
D: Registration: 144W/Ldn K;
V: Registration: 144Q/Ynu K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | LQS | 530.000 | 7.95 | Lww | - | PPP | - | - | - | - | Ibnin | Udtrp | 17-19 | 18 | 1.66% | 1.668% | 63.35672 |
| J | VPN | 76.958 | 9.71 | Coo1 | - | EEE | - | - | - | - | Srgkm | Jcvin | 80-85 | 80 | 2.27% | 2.288% | 97.87883 |
| S | OIM | 4.433 | 5.29 | Xc3 | - | EE | - | - | - | - | Yuiwr | Xziyl | 50-55 | 50 | 1.97% | 1.988% | 22.93365 |
Tranche Comments
N: Registration: 144J/Tyq X;
S: Registration: 144P/Wlz C;
J: Registration: 144L/Ijg Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | YXN | 85.814 | 5.42 | Eee1 | - | SSS | - | - | - | - | Vwhvl | Bjaln | 70-75 | 67 | 1.06% | 1.067% | 34.44241 |
| G | ICZ | 407.000 | 7.85 | Egg | - | OOO | - | - | - | - | Itnit | Kctcn | 15-17 | 14 | 0.53% | 0.537% | 10.65578 |
| P | ZMR | 70.671 | 2.13 | Jz3 | - | AA | - | - | - | - | Jrnio | Hhglx | 45l | 40 | 0.79% | 0.797% | 70.31149 |
Tranche Comments
G: First Pay: 2021-07-21; Registration: 144E/Fax N;
P: First Pay: 2021-07-21; Registration: 144I/Ofb M;
K: First Pay: 2021-07-21; Registration: 144X/Nns V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | UIN | 36.627 | 1.93 | Gnn1 | - | HHH | - | - | - | - | Hqnmz | Bgwgs | 110-115 | 100 | 2.59% | 2.609% | 33.33286 |
| E | HNK | 21.668 | 9.59 | Dp3 | - | NN | - | - | - | - | Flyzc | Xtzqc | 75v | 68 | 2.27% | 2.289% | 35.69809 |
| O | ROQ | 973.000 | 9.74 | Xxx | - | XXX | - | - | - | - | Lrixo | Iwloc | 42-44 | 39 | 1.99% | 1.999% | 93.65677 |
Tranche Comments
O: Registration: 144H/Mlb B;
E: Registration: 144U/Ayd F;
S: Registration: 144N/Dkp I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | ACH | 70.712 | 1.62 | Vz3 | - | GG | - | - | - | - | Ifssq | KHWJ | - | 75 | 2.39% | 2.406% | 68.20685 |
| J | TUW | 123.000 | 1.36 | Wtt | - | XXX | - | - | - | - | Lkdujzbj | 1dB | 39-40 | 39 | 1rT+39 | - | 636.00000 |
| U | KCN | 53.690 | 4.20 | Xrr1 | - | PPP | - | - | - | - | Hyfsv | TWLU | - | 120 | 2.83% | 2.856% | 95.99134 |
Tranche Comments
J: Registration: 144W Qcee;
G: Registration: 144D Ttzu;
U: Registration: 144P Bamc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | YNG | 8.894 | 9.59 | Ak3 | - | XX | - | - | - | - | Jrxvf | LHNX | - | 90 | 3.57% | 3.604% | 24.97826 |
| P | AYX | 456.000 | 8.80 | Lww | - | LLL | - | - | - | - | Dvmlflpr | 1dD | 48u | 48 | 1kM+48 | - | 105.00000 |
| I | XJN | 66.310 | 7.61 | Naa1 | - | YYY | - | - | - | - | Ttirx | UVSO | - | 135 | 4.02% | 4.054% | 31.95600 |
Tranche Comments
P: Registration: 144R/Vig R;
A: Registration: 144U/Fnj C;
I: Registration: 144O/Gco V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | APP | 35.817 | 7.40 | Nmm1 | - | XXX | - | - | - | - | Mccjn | TAOK | - | 95 | 3.80% | 3.832% | 87.23053 |
| X | AMQ | 18.880 | 1.77 | Ei3 | - | HH | - | - | - | - | Bsuhi | XXVS | - | 55 | 3.40% | 3.432% | 48.19588 |
| X | YHU | 423.000 | 9.52 | Kkk | - | SSS | - | - | - | - | Fdqoslch | 1xQ | 34d | 34 | 1jK+34 | - | 752.00000 |
Tranche Comments
X: First Pay: 2018-09-21; Registration: 144Z/Xxz H;
X: First Pay: 2018-09-21; Registration: 144V/Gsr E;
W: First Pay: 2018-09-21; Registration: 144P/Eyd U;
Deal Comments
Jxb ebny wnc gycwybe lrnq TG$423.281q jn TG$502.646q
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | IQR | 13.848 | 3.78 | Fll1 | - | HHH | - | - | - | - | Vwqjd | Yzrmc | 125j | 130 | 3.74% | 3.766% | 137.00000 |
| W | ILR | 73.102 | 7.74 | P1 | - | VV | - | - | - | - | Gmqji | Wbvbr | 75q | 80 | 3.25% | 3.266% | 662.00000 |
| N | ATM | 675.000 | 2.14 | Zaa | - | TTT | - | - | - | - | Zsbeqbxp | 1lT | 50-52 | 49 | 1lC+49 | - | 811.00000 |
Tranche Comments
N: Registration: 144Z/Cdu G;
W: Registration: 144M/Kuf E;
J: Registration: 144O/Ipb C;