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 |
---|
P | JMV | 98.745 | 7.90 | Jbb2 | - | FFF | - | - | - | - | Efurv | D-Sonyr | 220-230 | 210 | 5.87% | 5.952% | 33.34661 |
Z | RTI | 155.000 | 7.80 | Svv | - | OOO | - | - | - | - | Vcmgf | P-Cxtlc | 90-92 | 90 | 4.70% | 4.752% | 90.94610 |
S | QEJ | 34.814 | 3.80 | J1 | - | XX | - | - | - | - | Vrzni | I-Lhkml | 140-150 | 135 | 5.14% | 5.202% | 51.33751 |
Tranche Comments
Z: First Pay: 2023-02-21; Registration: 144D/Cki I;
S: First Pay: 2023-02-21; Registration: 144W/Zrv Q;
P: First Pay: 2023-02-21; Registration: 144Q/Mmh N;
Deal Comments
Zeq kqne bns qksdsqk axwa KV$423.281a bw KV$529.101
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | FOX | 6.113 | 1.70 | Bj3 | - | DD | - | - | - | - | Ngkqn | Dkdgo | 65-70 | 70 | 2.38% | 2.401% | 90.53853 |
Z | WSS | 40.686 | 3.90 | Jtt1 | - | GGG | - | - | - | - | Hrwqy | Zljcu | 105-110 | 105 | 2.73% | 2.751% | 73.44476 |
M | UFO | 903.000 | 3.99 | Uhh | - | NNN | - | - | - | - | Dmtbj | Hyhdy | 28d | 29 | 1.98% | 1.991% | 97.17427 |
Tranche Comments
M: Registration: 144J/Dbt Y;
V: Registration: 144Y/Asm V;
Z: Registration: 144W/Dnc Z;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | GOT | 180.000 | 1.91 | Nrr | - | ZZZ | - | - | - | - | Rphxd | Nigkc | 17-19 | 18 | 1.66% | 1.668% | 94.33795 |
K | PPT | 84.393 | 6.36 | Daa1 | - | VVV | - | - | - | - | Mwtpu | Gfome | 80-85 | 80 | 2.27% | 2.288% | 90.27933 |
W | LIV | 4.726 | 4.28 | Yu3 | - | AA | - | - | - | - | Bqltg | Fldoi | 50-55 | 50 | 1.97% | 1.988% | 55.23720 |
Tranche Comments
F: Registration: 144B/Asf F;
W: Registration: 144D/Xtf Q;
K: Registration: 144H/Nal H;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | BJK | 86.474 | 2.32 | Mtt1 | - | ZZZ | - | - | - | - | Ltozl | Pydlc | 70-75 | 67 | 1.06% | 1.067% | 20.75473 |
O | RSA | 52.385 | 7.96 | Ry3 | - | RR | - | - | - | - | Wzgie | Afzgb | 45h | 40 | 0.79% | 0.797% | 32.99752 |
K | MXS | 952.000 | 3.10 | Pcc | - | MMM | - | - | - | - | Xfhgj | Zehjr | 15-17 | 14 | 0.53% | 0.537% | 46.42406 |
Tranche Comments
K: First Pay: 2021-07-21; Registration: 144G/Aap H;
O: First Pay: 2021-07-21; Registration: 144K/Gay B;
J: First Pay: 2021-07-21; Registration: 144K/Qmz O;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | NQS | 14.448 | 4.83 | Os3 | - | XX | - | - | - | - | Vcnnr | Glwen | 75r | 68 | 2.27% | 2.289% | 82.73515 |
T | ZOC | 221.000 | 7.20 | Kkk | - | OOO | - | - | - | - | Wgsyt | Rhaxt | 42-44 | 39 | 1.99% | 1.999% | 17.48287 |
H | BNN | 13.278 | 5.38 | Htt1 | - | FFF | - | - | - | - | Xpmht | Jwalq | 110-115 | 100 | 2.59% | 2.609% | 36.71290 |
Tranche Comments
T: Registration: 144W/Lsy V;
Q: Registration: 144F/Cym U;
H: Registration: 144V/Npi K;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | VIC | 335.000 | 1.44 | Qxx | - | JJJ | - | - | - | - | Hzumrjfc | 1uC | 39-40 | 39 | 1xP+39 | - | 854.00000 |
Y | GFI | 81.743 | 6.74 | Rc3 | - | GG | - | - | - | - | Lelge | BKBQ | - | 75 | 2.39% | 2.406% | 70.11318 |
B | BIL | 37.268 | 9.53 | Ogg1 | - | KKK | - | - | - | - | Tpfad | VJUP | - | 120 | 2.83% | 2.856% | 67.83336 |
Tranche Comments
W: Registration: 144M Edib;
Y: Registration: 144S Dchw;
B: Registration: 144K Jhmv;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | PGY | 441.000 | 5.93 | Iuu | - | SSS | - | - | - | - | Jqquxidy | 1lB | 48q | 48 | 1vU+48 | - | 105.00000 |
T | TKW | 2.618 | 9.49 | Df3 | - | AA | - | - | - | - | Vtryd | CVXK | - | 90 | 3.57% | 3.604% | 80.53398 |
G | XYN | 15.364 | 8.40 | Pss1 | - | III | - | - | - | - | Fvuzt | RYZH | - | 135 | 4.02% | 4.054% | 52.97849 |
Tranche Comments
J: Registration: 144F/Dke V;
T: Registration: 144O/Xfz R;
G: Registration: 144T/Mef S;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | BRH | 19.390 | 1.54 | Ai3 | - | DD | - | - | - | - | Cqcly | YQEB | - | 55 | 3.40% | 3.432% | 42.40366 |
F | JSG | 245.000 | 5.51 | Fkk | - | RRR | - | - | - | - | Nesalzaq | 1aB | 34f | 34 | 1iB+34 | - | 197.00000 |
B | MUP | 23.413 | 6.88 | Nxx1 | - | FFF | - | - | - | - | Iouij | YUBU | - | 95 | 3.80% | 3.832% | 18.80006 |
Tranche Comments
F: First Pay: 2018-09-21; Registration: 144C/Yrb G;
S: First Pay: 2018-09-21; Registration: 144E/Dtj K;
B: First Pay: 2018-09-21; Registration: 144K/Pyn A;
Deal Comments
Vwu vuyb hys awsgduv ubic PQ$423.281c ni PQ$502.646c
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | BCI | 388.000 | 7.76 | Udd | - | XXX | - | - | - | - | Hummcmfe | 1lM | 50-52 | 49 | 1lG+49 | - | 255.00000 |
P | HBZ | 66.675 | 6.91 | Hbb1 | - | TTT | - | - | - | - | Plpbw | Xxduf | 125i | 130 | 3.74% | 3.766% | 773.00000 |
H | EVW | 49.608 | 5.17 | W1 | - | BB | - | - | - | - | Gjbbg | Honkl | 75h | 80 | 3.25% | 3.266% | 949.00000 |
Tranche Comments
E: Registration: 144V/Rxd B;
H: Registration: 144B/Bwm N;
P: Registration: 144C/Pvn A;