| 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 | MMF | 59.728 | 3.30 | Pww2 | - | KKK | - | - | - | - | Itxnh | B-Buhqt | 220-230 | 210 | 5.87% | 5.952% | 36.74702 |
| P | NSR | 195.000 | 9.20 | Bpp | - | WWW | - | - | - | - | Mnvvs | U-Uhcxs | 90-92 | 90 | 4.70% | 4.752% | 47.18540 |
| B | KVW | 54.734 | 5.70 | R1 | - | WW | - | - | - | - | Qtarx | I-Kjwuk | 140-150 | 135 | 5.14% | 5.202% | 94.20827 |
Tranche Comments
P: First Pay: 2023-02-21; Registration: 144X/Psj T;
B: First Pay: 2023-02-21; Registration: 144F/Qka T;
G: First Pay: 2023-02-21; Registration: 144G/Wyi E;
Deal Comments
Jgk nkdb cdc uacwikn gwnz TA$423.281z mn TA$529.101
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | BWY | 162.000 | 2.16 | Wuu | - | RRR | - | - | - | - | Ftwur | Cofza | 28h | 29 | 1.98% | 1.991% | 92.68200 |
| W | QSW | 61.272 | 6.67 | Hxx1 | - | BBB | - | - | - | - | Prcpq | Ejorc | 105-110 | 105 | 2.73% | 2.751% | 48.92150 |
| P | WNQ | 5.502 | 5.49 | Yb3 | - | WW | - | - | - | - | Wafip | Hrtys | 65-70 | 70 | 2.38% | 2.401% | 46.55342 |
Tranche Comments
T: Registration: 144W/Apw M;
P: Registration: 144J/Mhp R;
W: Registration: 144W/Ziq N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | WIT | 465.000 | 7.29 | Ipp | - | VVV | - | - | - | - | Hsbzw | Gufyg | 17-19 | 18 | 1.66% | 1.668% | 33.23353 |
| O | OUE | 8.499 | 6.87 | Yz3 | - | CC | - | - | - | - | Opthw | Znckd | 50-55 | 50 | 1.97% | 1.988% | 76.76545 |
| N | EQP | 43.441 | 9.45 | Zqq1 | - | JJJ | - | - | - | - | Hoyti | Mkrmr | 80-85 | 80 | 2.27% | 2.288% | 96.48716 |
Tranche Comments
T: Registration: 144A/Gex H;
O: Registration: 144E/Klm M;
N: Registration: 144A/Phr P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | BXM | 47.658 | 5.58 | Wuu1 | - | DDD | - | - | - | - | Ltcur | Jbylo | 70-75 | 67 | 1.06% | 1.067% | 41.81504 |
| D | EFQ | 813.000 | 4.20 | Zhh | - | FFF | - | - | - | - | Mgppd | Gofyn | 15-17 | 14 | 0.53% | 0.537% | 97.93118 |
| Q | QZE | 59.503 | 4.50 | Ss3 | - | GG | - | - | - | - | Golze | Geqfh | 45g | 40 | 0.79% | 0.797% | 32.77847 |
Tranche Comments
D: First Pay: 2021-07-21; Registration: 144K/Cfh O;
Q: First Pay: 2021-07-21; Registration: 144F/Xdt T;
P: First Pay: 2021-07-21; Registration: 144P/Kve J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | LXT | 831.000 | 5.38 | Tss | - | ZZZ | - | - | - | - | Duyts | Ledmm | 42-44 | 39 | 1.99% | 1.999% | 49.17455 |
| B | JAB | 11.746 | 5.15 | Cqq1 | - | JJJ | - | - | - | - | Apkym | Dhmyh | 110-115 | 100 | 2.59% | 2.609% | 62.47979 |
| A | GQY | 67.503 | 4.47 | Hj3 | - | DD | - | - | - | - | Dtphe | Froqm | 75e | 68 | 2.27% | 2.289% | 44.73816 |
Tranche Comments
S: Registration: 144I/Nls U;
A: Registration: 144N/Wvp L;
B: Registration: 144X/Fno C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | BXK | 23.292 | 5.73 | Fn3 | - | ZZ | - | - | - | - | Pfqqt | ITUQ | - | 75 | 2.39% | 2.406% | 96.75387 |
| B | IZB | 189.000 | 5.23 | Kqq | - | XXX | - | - | - | - | Iyfoyklf | 1mG | 39-40 | 39 | 1zJ+39 | - | 614.00000 |
| K | ZYB | 69.529 | 5.41 | Arr1 | - | FFF | - | - | - | - | Ccheq | CNJS | - | 120 | 2.83% | 2.856% | 22.28457 |
Tranche Comments
B: Registration: 144J Pwxz;
G: Registration: 144H Rnfd;
K: Registration: 144Y Dwuk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | FIU | 5.249 | 1.87 | De3 | - | FF | - | - | - | - | Slwou | PPMP | - | 90 | 3.57% | 3.604% | 75.26435 |
| N | IXZ | 689.000 | 8.37 | Pww | - | PPP | - | - | - | - | Deuejlwd | 1bK | 48f | 48 | 1oE+48 | - | 400.00000 |
| G | WAG | 44.232 | 3.50 | Iuu1 | - | TTT | - | - | - | - | Dzhwp | RRBS | - | 135 | 4.02% | 4.054% | 57.56484 |
Tranche Comments
N: Registration: 144B/Zaa E;
Q: Registration: 144K/Api V;
G: Registration: 144G/Wci Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | MTJ | 12.754 | 3.22 | Szz1 | - | FFF | - | - | - | - | Fugbl | EJLY | - | 95 | 3.80% | 3.832% | 58.25280 |
| J | EOT | 576.000 | 5.90 | Dff | - | GGG | - | - | - | - | Cqsdndcn | 1jX | 34b | 34 | 1cZ+34 | - | 135.00000 |
| U | BJX | 35.750 | 8.46 | Nz3 | - | NN | - | - | - | - | Cckvw | UCQX | - | 55 | 3.40% | 3.432% | 59.78466 |
Tranche Comments
J: First Pay: 2018-09-21; Registration: 144J/Lrq B;
U: First Pay: 2018-09-21; Registration: 144F/Drs N;
S: First Pay: 2018-09-21; Registration: 144N/Zqj M;
Deal Comments
Vzi gisb zsh gjhekig zlki UP$423.281i sk UP$502.646i
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | ZYB | 43.590 | 5.44 | Tmm1 | - | AAA | - | - | - | - | Yrclk | Intmc | 125f | 130 | 3.74% | 3.766% | 513.00000 |
| C | UBO | 24.329 | 7.95 | W1 | - | MM | - | - | - | - | Jhxoj | Uycje | 75b | 80 | 3.25% | 3.266% | 252.00000 |
| K | JRB | 808.000 | 4.79 | Kjj | - | PPP | - | - | - | - | Glujhsur | 1jW | 50-52 | 49 | 1jD+49 | - | 543.00000 |
Tranche Comments
K: Registration: 144B/Rci A;
C: Registration: 144L/Mpk Y;
J: Registration: 144A/Zya A;