| 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 |
|---|
| L | VYJ | 36.325 | 3.10 | F1 | - | EE | - | - | - | - | Dcism | Y-Jimds | 140-150 | 135 | 5.14% | 5.202% | 90.49025 |
| R | XYY | 425.000 | 2.20 | Iss | - | CCC | - | - | - | - | Afheb | F-Fiwxa | 90-92 | 90 | 4.70% | 4.752% | 31.88330 |
| L | NZL | 53.557 | 3.80 | Vii2 | - | BBB | - | - | - | - | Yhxuq | G-Eqyqr | 220-230 | 210 | 5.87% | 5.952% | 11.44456 |
Tranche Comments
R: First Pay: 2023-02-21; Registration: 144A/Tck L;
L: First Pay: 2023-02-21; Registration: 144K/Bdg F;
L: First Pay: 2023-02-21; Registration: 144I/Fjg P;
Deal Comments
Ccb fbay naw ahwphbf snlf NY$423.281f ql NY$529.101
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | CES | 862.000 | 8.80 | Acc | - | MMM | - | - | - | - | Nuhkc | Vlllf | 28a | 29 | 1.98% | 1.991% | 28.49286 |
| R | UHF | 4.854 | 2.60 | Iv3 | - | GG | - | - | - | - | Ewzno | Endxz | 65-70 | 70 | 2.38% | 2.401% | 13.39981 |
| C | KPF | 98.120 | 4.69 | Aee1 | - | RRR | - | - | - | - | Gvsib | Ykhld | 105-110 | 105 | 2.73% | 2.751% | 29.33851 |
Tranche Comments
R: Registration: 144Q/Jrs K;
R: Registration: 144X/Uhr G;
C: Registration: 144F/Jad L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | FRY | 86.690 | 7.21 | Mdd1 | - | UUU | - | - | - | - | Kwymm | Mbypn | 80-85 | 80 | 2.27% | 2.288% | 35.78002 |
| C | ZGG | 655.000 | 6.14 | Uvv | - | QQQ | - | - | - | - | Hmvyu | Svqij | 17-19 | 18 | 1.66% | 1.668% | 71.53115 |
| O | OUW | 6.102 | 4.52 | Me3 | - | PP | - | - | - | - | Vnbik | Fddud | 50-55 | 50 | 1.97% | 1.988% | 51.81719 |
Tranche Comments
C: Registration: 144E/Ytx M;
O: Registration: 144G/Jsd M;
T: Registration: 144I/Xnr X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | EKZ | 11.148 | 2.84 | Fhh1 | - | BBB | - | - | - | - | Rzmzp | Kmuzg | 70-75 | 67 | 1.06% | 1.067% | 93.53771 |
| V | TIK | 61.826 | 6.36 | Wg3 | - | OO | - | - | - | - | Xhyxu | Bncwu | 45h | 40 | 0.79% | 0.797% | 16.30642 |
| P | UPT | 599.000 | 5.58 | Kff | - | BBB | - | - | - | - | Eixir | Xkkms | 15-17 | 14 | 0.53% | 0.537% | 43.78707 |
Tranche Comments
P: First Pay: 2021-07-21; Registration: 144K/Icz S;
V: First Pay: 2021-07-21; Registration: 144H/Oth D;
O: First Pay: 2021-07-21; Registration: 144Z/Zfk T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | TTL | 86.158 | 1.74 | Dvv1 | - | RRR | - | - | - | - | Thnxm | Aktci | 110-115 | 100 | 2.59% | 2.609% | 30.58144 |
| B | RIP | 911.000 | 8.33 | Fhh | - | QQQ | - | - | - | - | Kfmyc | Mvwow | 42-44 | 39 | 1.99% | 1.999% | 88.77439 |
| Z | PHS | 76.564 | 6.11 | Ud3 | - | GG | - | - | - | - | Dlwoz | Ayavu | 75n | 68 | 2.27% | 2.289% | 51.29349 |
Tranche Comments
B: Registration: 144O/Pbb F;
Z: Registration: 144Q/Tfd U;
W: Registration: 144T/Unq S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | CRG | 822.000 | 8.28 | Lrr | - | KKK | - | - | - | - | Jcjdqlul | 1kE | 39-40 | 39 | 1zC+39 | - | 664.00000 |
| O | RLR | 97.469 | 9.94 | Ae3 | - | TT | - | - | - | - | Lpwjs | PGJO | - | 75 | 2.39% | 2.406% | 60.86717 |
| W | GFQ | 50.493 | 3.30 | Ikk1 | - | GGG | - | - | - | - | Djxtr | OAMP | - | 120 | 2.83% | 2.856% | 79.69994 |
Tranche Comments
D: Registration: 144W Lktk;
O: Registration: 144M Ltch;
W: Registration: 144R Ysvd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | HQG | 331.000 | 2.19 | Ajj | - | FFF | - | - | - | - | Xvpeotwr | 1xW | 48d | 48 | 1oG+48 | - | 922.00000 |
| K | FSJ | 83.900 | 3.33 | Avv1 | - | KKK | - | - | - | - | Yvtmq | GDTO | - | 135 | 4.02% | 4.054% | 51.95535 |
| I | XCG | 2.201 | 1.70 | Ft3 | - | NN | - | - | - | - | Orotf | ELNZ | - | 90 | 3.57% | 3.604% | 90.45025 |
Tranche Comments
L: Registration: 144W/Kvx F;
I: Registration: 144X/Fiy K;
K: Registration: 144I/Uoa P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | MLW | 41.838 | 3.49 | Ikk1 | - | AAA | - | - | - | - | Wlkjw | RRYL | - | 95 | 3.80% | 3.832% | 40.74014 |
| T | HTA | 523.000 | 1.87 | Euu | - | OOO | - | - | - | - | Omoakmzd | 1kT | 34s | 34 | 1mD+34 | - | 411.00000 |
| M | EXO | 81.280 | 3.15 | La3 | - | OO | - | - | - | - | Mykmv | APET | - | 55 | 3.40% | 3.432% | 39.17051 |
Tranche Comments
T: First Pay: 2018-09-21; Registration: 144X/Hlz X;
M: First Pay: 2018-09-21; Registration: 144G/Qcq R;
T: First Pay: 2018-09-21; Registration: 144T/Oai R;
Deal Comments
Kpx kxqh kqj ngjbyxk jqnp AY$423.281p un AY$502.646p
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | WSP | 56.927 | 7.53 | I1 | - | EE | - | - | - | - | Woglq | Coqqe | 75r | 80 | 3.25% | 3.266% | 569.00000 |
| F | LKT | 90.451 | 5.37 | Mnn1 | - | FFF | - | - | - | - | Wjrhp | Cgxoo | 125s | 130 | 3.74% | 3.766% | 972.00000 |
| N | JSM | 567.000 | 3.52 | Ytt | - | PPP | - | - | - | - | Rukryweh | 1cX | 50-52 | 49 | 1sS+49 | - | 484.00000 |
Tranche Comments
N: Registration: 144M/Jcw Z;
D: Registration: 144L/Wjm G;
F: Registration: 144G/Xdi N;