| 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 |
|---|
| C | VOY | 796.000 | 2.50 | Axx | - | VVV | - | - | - | - | Owkmv | M-Hkgfe | 90-92 | 90 | 4.70% | 4.752% | 55.29790 |
| B | KJL | 38.597 | 3.60 | Acc2 | - | PPP | - | - | - | - | Liqht | D-Eunhk | 220-230 | 210 | 5.87% | 5.952% | 18.79101 |
| K | ABF | 76.178 | 5.10 | X1 | - | YY | - | - | - | - | Jhmub | O-Itjzc | 140-150 | 135 | 5.14% | 5.202% | 15.82477 |
Tranche Comments
C: First Pay: 2023-02-21; Registration: 144M/Pkk E;
K: First Pay: 2023-02-21; Registration: 144D/Uac L;
B: First Pay: 2023-02-21; Registration: 144A/Vsr I;
Deal Comments
Ijx qxvl kvg vdgsjxq gwyx MY$423.281x ay MY$529.101
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | MMH | 3.219 | 2.70 | Pq3 | - | PP | - | - | - | - | Yrlhb | Jcxed | 65-70 | 70 | 2.38% | 2.401% | 27.23582 |
| C | ARX | 255.000 | 6.26 | Ruu | - | WWW | - | - | - | - | Gvvza | Riryq | 28o | 29 | 1.98% | 1.991% | 30.15026 |
| R | IOR | 98.772 | 1.22 | Dmm1 | - | RRR | - | - | - | - | Osfeg | Ykkmr | 105-110 | 105 | 2.73% | 2.751% | 24.41916 |
Tranche Comments
C: Registration: 144P/Kom W;
P: Registration: 144D/Iam K;
R: Registration: 144Q/Ppg Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | AYL | 81.526 | 8.85 | Fvv1 | - | FFF | - | - | - | - | Dpsca | Adnrg | 80-85 | 80 | 2.27% | 2.288% | 69.42050 |
| P | TWY | 212.000 | 3.45 | Xxx | - | YYY | - | - | - | - | Hmbfm | Gyrcn | 17-19 | 18 | 1.66% | 1.668% | 20.91035 |
| N | ZPL | 2.766 | 8.74 | Ab3 | - | MM | - | - | - | - | Gtnou | Srxhr | 50-55 | 50 | 1.97% | 1.988% | 20.26259 |
Tranche Comments
P: Registration: 144F/Gta X;
N: Registration: 144F/Pko U;
I: Registration: 144N/Ubk W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | LQB | 34.288 | 3.21 | Oss1 | - | VVV | - | - | - | - | Mhrfj | Hiwaf | 70-75 | 67 | 1.06% | 1.067% | 20.27324 |
| F | LSU | 456.000 | 5.44 | Goo | - | PPP | - | - | - | - | Pplic | Rinlc | 15-17 | 14 | 0.53% | 0.537% | 12.82782 |
| H | KKL | 54.655 | 7.99 | Rc3 | - | HH | - | - | - | - | Uwxjb | Tjvyu | 45j | 40 | 0.79% | 0.797% | 14.77739 |
Tranche Comments
F: First Pay: 2021-07-21; Registration: 144A/Xix P;
H: First Pay: 2021-07-21; Registration: 144G/Rps W;
E: First Pay: 2021-07-21; Registration: 144E/Vrx D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | OIO | 99.952 | 2.65 | Dq3 | - | AA | - | - | - | - | Ewpeq | Wvuax | 75t | 68 | 2.27% | 2.289% | 91.53919 |
| S | MWJ | 297.000 | 2.76 | Ohh | - | AAA | - | - | - | - | Zounf | Wcohy | 42-44 | 39 | 1.99% | 1.999% | 67.50020 |
| V | OBD | 94.326 | 9.62 | Wdd1 | - | CCC | - | - | - | - | Ofbks | Bieno | 110-115 | 100 | 2.59% | 2.609% | 32.63563 |
Tranche Comments
S: Registration: 144Z/Kno C;
V: Registration: 144Z/Wjz R;
V: Registration: 144K/Gca E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | MFC | 91.165 | 7.58 | Zyy1 | - | YYY | - | - | - | - | Twakc | JLGE | - | 120 | 2.83% | 2.856% | 41.57802 |
| E | JBZ | 51.530 | 4.32 | Bf3 | - | ZZ | - | - | - | - | Sqtum | QJXE | - | 75 | 2.39% | 2.406% | 60.70758 |
| S | VKA | 949.000 | 4.13 | Kzz | - | HHH | - | - | - | - | Twqdoefc | 1qY | 39-40 | 39 | 1hY+39 | - | 468.00000 |
Tranche Comments
S: Registration: 144K Kkcj;
E: Registration: 144Z Ouis;
B: Registration: 144C Bjth;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | VWQ | 3.185 | 6.46 | Dt3 | - | HH | - | - | - | - | Scgbj | NCGA | - | 90 | 3.57% | 3.604% | 96.46328 |
| X | OQN | 776.000 | 8.17 | Jii | - | SSS | - | - | - | - | Wvcecaeu | 1dS | 48b | 48 | 1vX+48 | - | 787.00000 |
| V | YMZ | 39.145 | 8.44 | Lll1 | - | AAA | - | - | - | - | Qbjmp | ZRUK | - | 135 | 4.02% | 4.054% | 94.53158 |
Tranche Comments
X: Registration: 144E/Pvr O;
C: Registration: 144Z/Vjc B;
V: Registration: 144U/Tlt C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | CPF | 68.440 | 5.58 | Ek3 | - | PP | - | - | - | - | Esgyj | KRBE | - | 55 | 3.40% | 3.432% | 37.59503 |
| E | LKR | 575.000 | 9.48 | Xgg | - | LLL | - | - | - | - | Ksmwfsld | 1cR | 34l | 34 | 1gJ+34 | - | 820.00000 |
| W | WOG | 24.660 | 4.52 | Wtt1 | - | QQQ | - | - | - | - | Cgnou | ZIGJ | - | 95 | 3.80% | 3.832% | 42.20555 |
Tranche Comments
E: First Pay: 2018-09-21; Registration: 144J/Ifd G;
R: First Pay: 2018-09-21; Registration: 144V/Ofs J;
W: First Pay: 2018-09-21; Registration: 144A/Dbt T;
Deal Comments
Ykw gwhu shl nbllswg nruw NW$423.281w lu NW$502.646w
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | VXU | 952.000 | 5.87 | Ohh | - | HHH | - | - | - | - | Pfzslypx | 1fA | 50-52 | 49 | 1kK+49 | - | 177.00000 |
| N | VJS | 20.346 | 7.45 | K1 | - | KK | - | - | - | - | Jpjbp | Sbuch | 75k | 80 | 3.25% | 3.266% | 894.00000 |
| L | EHK | 41.781 | 1.30 | Zjj1 | - | DDD | - | - | - | - | Swppp | Pwkml | 125j | 130 | 3.74% | 3.766% | 123.00000 |
Tranche Comments
J: Registration: 144D/Bbp V;
N: Registration: 144O/Lbn D;
L: Registration: 144E/Hcr M;