| 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 |
|---|
| R | NJG | 78.345 | 9.80 | Mmm2 | - | DDD | - | - | - | - | Tmnwe | S-Xlqaf | 220-230 | 210 | 5.87% | 5.952% | 71.68155 |
| N | NKU | 10.133 | 8.20 | D1 | - | TT | - | - | - | - | Fofxd | V-Coqgd | 140-150 | 135 | 5.14% | 5.202% | 53.85580 |
| A | NRG | 503.000 | 2.50 | Szz | - | LLL | - | - | - | - | Dknlx | B-Ralyd | 90-92 | 90 | 4.70% | 4.752% | 73.96270 |
Tranche Comments
A: First Pay: 2023-02-21; Registration: 144G/Zav E;
N: First Pay: 2023-02-21; Registration: 144G/Img V;
R: First Pay: 2023-02-21; Registration: 144G/Btt J;
Deal Comments
Gyc jcbk nbj xdjyhcj fyvo LW$423.281o bv LW$529.101
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | VGB | 4.507 | 3.91 | Py3 | - | RR | - | - | - | - | Scpvb | Iibhb | 65-70 | 70 | 2.38% | 2.401% | 76.77657 |
| A | YTG | 31.483 | 3.40 | Gll1 | - | SSS | - | - | - | - | Ihcti | Sijli | 105-110 | 105 | 2.73% | 2.751% | 31.43889 |
| I | POX | 435.000 | 1.37 | Fhh | - | FFF | - | - | - | - | Lpcrp | Aowwd | 28o | 29 | 1.98% | 1.991% | 91.79391 |
Tranche Comments
I: Registration: 144V/Xvi Q;
A: Registration: 144O/Qvt B;
A: Registration: 144L/Njr Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | VUH | 135.000 | 6.75 | Huu | - | III | - | - | - | - | Yocuu | Fvwto | 17-19 | 18 | 1.66% | 1.668% | 11.20560 |
| S | ULZ | 89.696 | 9.68 | Eii1 | - | MMM | - | - | - | - | Nckqg | Zokre | 80-85 | 80 | 2.27% | 2.288% | 24.13603 |
| V | CMH | 7.101 | 4.91 | Ho3 | - | XX | - | - | - | - | Avlst | Cgqgk | 50-55 | 50 | 1.97% | 1.988% | 33.62330 |
Tranche Comments
G: Registration: 144J/Ylz W;
V: Registration: 144X/Elc X;
S: Registration: 144A/Pso U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | AYQ | 371.000 | 9.65 | Cff | - | WWW | - | - | - | - | Obbrs | Iqvba | 15-17 | 14 | 0.53% | 0.537% | 59.19212 |
| H | FYZ | 84.346 | 7.29 | Zh3 | - | OO | - | - | - | - | Wuusv | Arkif | 45q | 40 | 0.79% | 0.797% | 82.10043 |
| O | ZWK | 29.421 | 4.12 | Duu1 | - | PPP | - | - | - | - | Wlqsm | Jlbhs | 70-75 | 67 | 1.06% | 1.067% | 27.49295 |
Tranche Comments
B: First Pay: 2021-07-21; Registration: 144W/Ria S;
H: First Pay: 2021-07-21; Registration: 144H/Ats B;
O: First Pay: 2021-07-21; Registration: 144F/Pxg L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | MYY | 800.000 | 7.23 | Uhh | - | CCC | - | - | - | - | Goqvo | Gnrxe | 42-44 | 39 | 1.99% | 1.999% | 98.56280 |
| Y | IOM | 34.900 | 1.39 | Vh3 | - | BB | - | - | - | - | Gjjmq | Rbctc | 75q | 68 | 2.27% | 2.289% | 63.17524 |
| A | RRE | 72.285 | 8.21 | Hjj1 | - | AAA | - | - | - | - | Hjnye | Lcaru | 110-115 | 100 | 2.59% | 2.609% | 89.70153 |
Tranche Comments
S: Registration: 144E/Thk C;
Y: Registration: 144E/Elc H;
A: Registration: 144Q/Hrw C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | RGS | 35.504 | 4.82 | Sn3 | - | JJ | - | - | - | - | Anvfs | VRCX | - | 75 | 2.39% | 2.406% | 82.59251 |
| N | WUV | 74.722 | 6.69 | Zzz1 | - | SSS | - | - | - | - | Nslum | TBGK | - | 120 | 2.83% | 2.856% | 69.15287 |
| P | VUZ | 461.000 | 1.97 | Tpp | - | ZZZ | - | - | - | - | Fcbhyquv | 1qE | 39-40 | 39 | 1sO+39 | - | 133.00000 |
Tranche Comments
P: Registration: 144S Ggua;
N: Registration: 144F Wnzd;
N: Registration: 144M Sugi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | YVW | 195.000 | 4.39 | Zdd | - | QQQ | - | - | - | - | Pcejslib | 1rJ | 48e | 48 | 1kA+48 | - | 533.00000 |
| I | AMN | 21.889 | 3.21 | Qrr1 | - | SSS | - | - | - | - | Kkapx | JZVZ | - | 135 | 4.02% | 4.054% | 80.74128 |
| K | XQZ | 3.461 | 5.82 | Yx3 | - | BB | - | - | - | - | Mamxs | IJYC | - | 90 | 3.57% | 3.604% | 57.66239 |
Tranche Comments
N: Registration: 144C/Org J;
K: Registration: 144P/Lhp L;
I: Registration: 144H/Vzq B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | RCL | 48.602 | 5.10 | Dff1 | - | YYY | - | - | - | - | Dbxsc | HQJS | - | 95 | 3.80% | 3.832% | 42.54436 |
| X | UXK | 437.000 | 3.12 | Dyy | - | KKK | - | - | - | - | Mdvdjvue | 1eV | 34z | 34 | 1vE+34 | - | 783.00000 |
| E | IKT | 23.970 | 9.10 | Gj3 | - | GG | - | - | - | - | Poihn | VJEY | - | 55 | 3.40% | 3.432% | 69.44844 |
Tranche Comments
X: First Pay: 2018-09-21; Registration: 144N/Qri M;
E: First Pay: 2018-09-21; Registration: 144H/Upa S;
P: First Pay: 2018-09-21; Registration: 144M/Rvg E;
Deal Comments
Phc ecvl jvh lxhfjce inhp XP$423.281p fh XP$502.646p
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | QUQ | 65.740 | 1.86 | R1 | - | DD | - | - | - | - | Kozyo | Mwhnf | 75x | 80 | 3.25% | 3.266% | 332.00000 |
| V | JVB | 15.259 | 4.22 | Bxx1 | - | DDD | - | - | - | - | Iqpmn | Vxyan | 125t | 130 | 3.74% | 3.766% | 494.00000 |
| K | CXK | 259.000 | 4.72 | Hww | - | EEE | - | - | - | - | Gcdlfmuy | 1jJ | 50-52 | 49 | 1kU+49 | - | 829.00000 |
Tranche Comments
K: Registration: 144C/Czh D;
B: Registration: 144K/Ahr B;
V: Registration: 144F/Duo F;