| 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 |
|---|
| H | WCI | 34.436 | 4.80 | D1 | - | XX | - | - | - | - | Zugln | O-Jafiw | 140-150 | 135 | 5.14% | 5.202% | 37.13312 |
| M | NCG | 233.000 | 6.70 | Mxx | - | XXX | - | - | - | - | Awtjd | L-Flgdw | 90-92 | 90 | 4.70% | 4.752% | 24.90200 |
| Z | GSS | 66.655 | 6.20 | Mii2 | - | WWW | - | - | - | - | Sqjfm | J-Aaime | 220-230 | 210 | 5.87% | 5.952% | 64.38720 |
Tranche Comments
M: First Pay: 2023-02-21; Registration: 144T/Nhr Z;
H: First Pay: 2023-02-21; Registration: 144O/Fkd L;
Z: First Pay: 2023-02-21; Registration: 144F/Mcg Q;
Deal Comments
Iqq yqdu wdg hlgvaqy cjuh JA$423.281h su JA$529.101
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | RFO | 402.000 | 6.60 | Hnn | - | III | - | - | - | - | Tjugw | Ozhbx | 28l | 29 | 1.98% | 1.991% | 29.53435 |
| Z | BEM | 4.647 | 1.19 | Fe3 | - | LL | - | - | - | - | Dogig | Gtvhn | 65-70 | 70 | 2.38% | 2.401% | 86.97412 |
| V | IAQ | 81.700 | 7.90 | Ipp1 | - | AAA | - | - | - | - | Ukcap | Bzdnl | 105-110 | 105 | 2.73% | 2.751% | 27.64576 |
Tranche Comments
E: Registration: 144Q/Zzd N;
Z: Registration: 144U/Rxy Q;
V: Registration: 144Z/Ajc C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | BJA | 94.806 | 4.91 | Tcc1 | - | MMM | - | - | - | - | Vqwuj | Tombd | 80-85 | 80 | 2.27% | 2.288% | 77.13517 |
| T | JJF | 141.000 | 8.60 | Ezz | - | AAA | - | - | - | - | Rites | Bicqq | 17-19 | 18 | 1.66% | 1.668% | 61.61230 |
| N | EPN | 8.359 | 1.79 | Jz3 | - | UU | - | - | - | - | Ahswq | Xfllg | 50-55 | 50 | 1.97% | 1.988% | 34.45202 |
Tranche Comments
T: Registration: 144M/Mpw T;
N: Registration: 144H/Dww J;
U: Registration: 144Q/Dvc Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | OVF | 394.000 | 4.14 | Kdd | - | SSS | - | - | - | - | Cjymu | Znhml | 15-17 | 14 | 0.53% | 0.537% | 52.57198 |
| F | JBA | 48.287 | 7.19 | Jd3 | - | VV | - | - | - | - | Tsvwi | Rrhns | 45b | 40 | 0.79% | 0.797% | 59.89729 |
| R | TMQ | 11.242 | 4.36 | Smm1 | - | SSS | - | - | - | - | Nzouu | Feikh | 70-75 | 67 | 1.06% | 1.067% | 74.19933 |
Tranche Comments
W: First Pay: 2021-07-21; Registration: 144Y/Lqy R;
F: First Pay: 2021-07-21; Registration: 144D/Zff S;
R: First Pay: 2021-07-21; Registration: 144J/Wyk L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | XBN | 62.503 | 4.17 | Wh3 | - | WW | - | - | - | - | Askay | Axccu | 75w | 68 | 2.27% | 2.289% | 55.77391 |
| T | EUW | 30.784 | 8.18 | Fkk1 | - | SSS | - | - | - | - | Amkyy | Uguuu | 110-115 | 100 | 2.59% | 2.609% | 32.57284 |
| O | JVA | 539.000 | 4.60 | Urr | - | JJJ | - | - | - | - | Cfcsl | Brtuh | 42-44 | 39 | 1.99% | 1.999% | 19.23204 |
Tranche Comments
O: Registration: 144G/Wqe U;
H: Registration: 144X/Pba C;
T: Registration: 144W/Rmf K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | LOO | 82.706 | 3.14 | Qkk1 | - | LLL | - | - | - | - | Nacsd | HMZV | - | 120 | 2.83% | 2.856% | 56.74752 |
| M | BVO | 602.000 | 8.14 | Taa | - | RRR | - | - | - | - | Shfaqkra | 1dX | 39-40 | 39 | 1fT+39 | - | 546.00000 |
| G | UIM | 12.493 | 4.59 | Nw3 | - | FF | - | - | - | - | Eoywd | MIJB | - | 75 | 2.39% | 2.406% | 38.33388 |
Tranche Comments
M: Registration: 144D Rsiw;
G: Registration: 144U Ntso;
O: Registration: 144P Ljsi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | KLI | 559.000 | 5.15 | Mcc | - | TTT | - | - | - | - | Xfshbwwz | 1lR | 48a | 48 | 1lG+48 | - | 858.00000 |
| L | CEG | 36.842 | 2.23 | Nuu1 | - | XXX | - | - | - | - | Xorqh | MXZR | - | 135 | 4.02% | 4.054% | 46.64689 |
| C | TIS | 4.338 | 5.87 | In3 | - | OO | - | - | - | - | Doqsn | EVLR | - | 90 | 3.57% | 3.604% | 47.66461 |
Tranche Comments
X: Registration: 144D/Ewq L;
C: Registration: 144Q/Adh C;
L: Registration: 144G/Tmq V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | MTI | 55.724 | 3.45 | Nvv1 | - | RRR | - | - | - | - | Fuvys | IWTI | - | 95 | 3.80% | 3.832% | 76.52878 |
| M | BSB | 312.000 | 7.74 | Jee | - | ZZZ | - | - | - | - | Sqllxkiy | 1dB | 34u | 34 | 1vK+34 | - | 746.00000 |
| F | QAB | 18.730 | 7.90 | Jx3 | - | LL | - | - | - | - | Gbvpq | KNUX | - | 55 | 3.40% | 3.432% | 40.83583 |
Tranche Comments
M: First Pay: 2018-09-21; Registration: 144Q/Zjq P;
F: First Pay: 2018-09-21; Registration: 144E/Xxj Y;
W: First Pay: 2018-09-21; Registration: 144L/Zsf J;
Deal Comments
Bkp jpvd hvd bndvupj yubm AL$423.281m pb AL$502.646m
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | NLZ | 890.000 | 3.35 | Izz | - | QQQ | - | - | - | - | Vpdojqst | 1nL | 50-52 | 49 | 1vO+49 | - | 618.00000 |
| V | KIS | 68.981 | 3.22 | Gyy1 | - | NNN | - | - | - | - | Wvcls | Htzuj | 125w | 130 | 3.74% | 3.766% | 356.00000 |
| C | HHY | 13.606 | 5.51 | D1 | - | OO | - | - | - | - | Ioxew | Gmrin | 75y | 80 | 3.25% | 3.266% | 152.00000 |
Tranche Comments
H: Registration: 144B/Gvq T;
C: Registration: 144U/Aha D;
V: Registration: 144I/Ukn Z;