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 |
---|
I | FCR | 298.000 | 8.60 | Uuu | - | WWW | - | - | - | - | Dttwa | E-Vwjmh | 90-92 | 90 | 4.70% | 4.752% | 53.75990 |
X | TLY | 42.623 | 7.50 | E1 | - | RR | - | - | - | - | Lznpr | H-Bmxzu | 140-150 | 135 | 5.14% | 5.202% | 27.37085 |
J | NQF | 90.277 | 5.60 | Nuu2 | - | ZZZ | - | - | - | - | Lhsxx | E-Vawuy | 220-230 | 210 | 5.87% | 5.952% | 43.40350 |
Tranche Comments
I: First Pay: 2023-02-21; Registration: 144B/Mlm Y;
X: First Pay: 2023-02-21; Registration: 144F/Qps V;
J: First Pay: 2023-02-21; Registration: 144Q/Nae J;
Deal Comments
Iav xvyb nyc sachwvx wxyv GE$423.281v cy GE$529.101
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | GFZ | 527.000 | 2.40 | Lcc | - | GGG | - | - | - | - | Watmz | Arxle | 28l | 29 | 1.98% | 1.991% | 74.11532 |
L | IRA | 54.372 | 7.83 | Oww1 | - | HHH | - | - | - | - | Vzurd | Yujgi | 105-110 | 105 | 2.73% | 2.751% | 82.74099 |
F | NND | 4.763 | 9.63 | Hh3 | - | PP | - | - | - | - | Butml | Lyjgq | 65-70 | 70 | 2.38% | 2.401% | 62.40692 |
Tranche Comments
X: Registration: 144D/Mxn W;
F: Registration: 144F/Hwn J;
L: Registration: 144E/Mly K;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | PON | 90.505 | 3.98 | Syy1 | - | BBB | - | - | - | - | Ltqlk | Hrflj | 80-85 | 80 | 2.27% | 2.288% | 32.48526 |
C | CQD | 360.000 | 4.44 | Nee | - | KKK | - | - | - | - | Thatq | Cegks | 17-19 | 18 | 1.66% | 1.668% | 35.41072 |
S | WNL | 6.138 | 5.63 | Kt3 | - | RR | - | - | - | - | Aizho | Vohhg | 50-55 | 50 | 1.97% | 1.988% | 15.63375 |
Tranche Comments
C: Registration: 144J/Xmy V;
S: Registration: 144V/Zow O;
X: Registration: 144U/Bsy R;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | NEA | 33.999 | 7.86 | Qj3 | - | PP | - | - | - | - | Arthv | Junxd | 45n | 40 | 0.79% | 0.797% | 46.34201 |
T | QBM | 205.000 | 1.97 | Qrr | - | DDD | - | - | - | - | Xwgno | Nlmuz | 15-17 | 14 | 0.53% | 0.537% | 31.84450 |
J | AMT | 21.268 | 3.57 | Akk1 | - | ZZZ | - | - | - | - | Kmtuo | Ojher | 70-75 | 67 | 1.06% | 1.067% | 93.35752 |
Tranche Comments
T: First Pay: 2021-07-21; Registration: 144A/Jbb V;
W: First Pay: 2021-07-21; Registration: 144T/Jre S;
J: First Pay: 2021-07-21; Registration: 144O/Lka V;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | VJO | 941.000 | 3.31 | Coo | - | LLL | - | - | - | - | Snsva | Dqndu | 42-44 | 39 | 1.99% | 1.999% | 71.19648 |
O | HYQ | 49.634 | 5.18 | Gp3 | - | UU | - | - | - | - | Iatij | Trkqu | 75i | 68 | 2.27% | 2.289% | 48.30683 |
I | KMR | 20.526 | 6.38 | Qww1 | - | HHH | - | - | - | - | Wtpjz | Tyrcv | 110-115 | 100 | 2.59% | 2.609% | 51.91775 |
Tranche Comments
Y: Registration: 144J/Eyg O;
O: Registration: 144O/Wdl N;
I: Registration: 144Q/Zqb O;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | FKS | 626.000 | 7.47 | Qaa | - | III | - | - | - | - | Ormasdyh | 1wA | 39-40 | 39 | 1hM+39 | - | 547.00000 |
M | PXJ | 61.696 | 7.53 | Yr3 | - | CC | - | - | - | - | Xszmn | MIWX | - | 75 | 2.39% | 2.406% | 39.37610 |
Q | ERC | 58.628 | 1.61 | Ill1 | - | AAA | - | - | - | - | Qoprq | ATXM | - | 120 | 2.83% | 2.856% | 90.91211 |
Tranche Comments
Y: Registration: 144Q Meru;
M: Registration: 144C Lxam;
Q: Registration: 144S Lizh;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | GYJ | 965.000 | 1.14 | Ohh | - | III | - | - | - | - | Nmykvwpk | 1fY | 48s | 48 | 1gJ+48 | - | 935.00000 |
X | UTG | 54.649 | 1.22 | Hkk1 | - | WWW | - | - | - | - | Rjjmv | JQXV | - | 135 | 4.02% | 4.054% | 13.64829 |
S | GOF | 4.984 | 6.94 | Xp3 | - | NN | - | - | - | - | Lcwjo | LEGN | - | 90 | 3.57% | 3.604% | 16.39361 |
Tranche Comments
X: Registration: 144N/Mxa Y;
S: Registration: 144V/Rdb D;
X: Registration: 144I/Dfv W;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | NXO | 21.252 | 1.61 | Cuu1 | - | NNN | - | - | - | - | Eojrt | RZAO | - | 95 | 3.80% | 3.832% | 97.47501 |
Y | LEN | 722.000 | 4.24 | Sqq | - | OOO | - | - | - | - | Ykcrqpde | 1mO | 34a | 34 | 1sV+34 | - | 651.00000 |
C | YSY | 41.600 | 8.60 | Xq3 | - | OO | - | - | - | - | Skbps | CAIP | - | 55 | 3.40% | 3.432% | 71.71406 |
Tranche Comments
Y: First Pay: 2018-09-21; Registration: 144K/Dcx E;
C: First Pay: 2018-09-21; Registration: 144Z/Zrx V;
W: First Pay: 2018-09-21; Registration: 144U/Qpi U;
Deal Comments
Dlv jvcq ncj adjgbvj iywl EL$423.281l cw EL$502.646l
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | TQJ | 766.000 | 9.80 | Lff | - | BBB | - | - | - | - | Zajchvpa | 1mX | 50-52 | 49 | 1eR+49 | - | 191.00000 |
F | LUJ | 65.887 | 6.64 | B1 | - | PP | - | - | - | - | Jzyel | Hmmvc | 75x | 80 | 3.25% | 3.266% | 428.00000 |
S | NTZ | 25.963 | 6.75 | Yoo1 | - | CCC | - | - | - | - | Vryig | Vqcjn | 125k | 130 | 3.74% | 3.766% | 286.00000 |
Tranche Comments
S: Registration: 144U/Hja F;
F: Registration: 144C/Bvi U;
S: Registration: 144G/Xva Q;