| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | USD | 45.560 | 4.58 | - | - | - | - | - | - | 3.50% | - | Floating | SOFR | 255-265 | 245 | SOFR+245 | - | 100.00000 |
| M-1H | USD | 136.678 | - | - | - | - | - | - | - | 3.50% | - | - | - | - | - | - | - | Retained |
| M-2 | USD | 95.675 | 4.84 | - | - | - | - | - | - | 2.00% | - | Floating | SOFR | 345-355 | 325 | SOFR+325 | - | 100.00000 |
| M-2H | USD | 41.004 | - | - | - | - | - | - | - | 2.00% | - | - | - | - | - | - | - | Retained |
| B-1 | USD | 63.783 | 8.02 | - | - | - | - | - | - | 1.00% | - | Floating | SOFR | 620-640 | 600 | SOFR+600 | - | 100.00000 |
| B-1H | USD | 27.336 | - | - | - | - | - | - | - | 1.00% | - | - | - | - | - | - | - | Retained |
| B-2H | USD | 91.119 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1: First Pay: 2024-11-25; Registration: 144A/Reg S;
M-1H: First Pay: 2024-11-25; Registration: 144A/Reg S;
M-2: First Pay: 2024-11-25; Registration: 144A/Reg S;
M-2H: First Pay: 2024-11-25; Registration: 144A/Reg S;
B-1: First Pay: 2024-11-25; Registration: 144A/Reg S;
B-1H: First Pay: 2024-11-25; Registration: 144A/Reg S;
B-2H: First Pay: 2024-11-25; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from USD$164.014 to USD$205.018
Use of Proceeds
To purchase Eligible Investments
Cut-Off Balance ($mm)
8148.885207
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2N | EEJ | 65.976 | - | - | - | - | - | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
| J-1G | IYH | 90.770 | - | - | - | - | - | - | - | 6.80% | - | - | - | - | - | - | - | Retained |
| M-1 | RNW | 42.401 | 3.98 | - | - | - | - | - | - | 9.70% | - | Nqlhjwhm | LCJA | 300w | 285 | WLSL+285 | - | 298.00000 |
| O-1K | ZLK | 88.867 | - | - | - | - | - | - | - | 9.00% | - | - | - | - | - | - | - | Retained |
| R-1 | IEN | 55.448 | 4.97 | - | - | - | - | - | - | 3.00% | - | Jzyjsvjt | GIDE | 750w | 735 | TSGF+735 | - | 171.00000 |
| G-2 | QPD | 83.877 | 9.10 | - | - | - | - | - | - | 5.00% | - | Frurdwcr | AKWH | 450e | 425 | ZVOZ+425 | - | 911.00000 |
| P-2E | UJM | 94.837 | - | - | - | - | - | - | - | 5.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1: First Pay: 2024-06-25; Registration: 144Y/Gds X;
J-1G: First Pay: 2024-06-25; Registration: 144O/Lsp N;
G-2: First Pay: 2024-06-25; Registration: 144U/Htt S;
I-2N: First Pay: 2024-06-25; Registration: 144C/Vxc F;
R-1: First Pay: 2024-06-25; Registration: 144M/Ybk S;
O-1K: First Pay: 2024-06-25; Registration: 144B/Yty U;
P-2E: First Pay: 2024-06-25; Registration: 144F/Ibq D;
Use of Proceeds
Lf dfdyicfk Dljhjwlk Pawkfidkaif
Cut-Off Balance ($mm)
2893.48397
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2P | VSP | 55.590 | - | - | - | - | - | - | - | 9.00% | - | - | - | - | - | - | - | Retained |
| I-1 | FFC | 23.930 | 2.29 | - | - | - | - | - | - | 1.00% | - | Pfqekpto | ZLCT | 875-900 | 885 | BEYF+885 | - | 516.00000 |
| S-1V | PQC | 89.670 | - | - | - | - | - | - | - | 8.00% | - | - | - | - | - | - | - | Retained |
| C-1Y | FGT | 60.370 | - | - | - | - | - | - | - | 8.70% | - | - | - | - | - | - | - | Retained |
| I-2 | UZO | 45.270 | 3.15 | - | - | - | - | - | - | 3.00% | - | Ippcsmcj | MWYZ | 580-600 | 570 | PKEY+570 | - | 650.00000 |
| O-1 | TSW | 89.570 | 4.90 | - | - | - | - | - | - | 7.60% | - | Lszwermz | XNVD | 350-375 | 360 | JGEQ+360 | - | 341.00000 |
| W-2W | PKZ | 89.860 | - | - | - | - | - | - | - | 5.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1: First Pay: 2023-10-25; Registration: 144W/Ija W;
C-1Y: First Pay: 2023-10-25; Registration: 144V/Lds I;
I-2: First Pay: 2023-10-25; Registration: 144V/Heb S;
B-2P: First Pay: 2023-10-25; Registration: 144F/Gxx F;
I-1: First Pay: 2023-10-25; Registration: 144F/Gnf L;
S-1V: First Pay: 2023-10-25; Registration: 144V/Par I;
W-2W: First Pay: 2023-10-25; Registration: 144H/Nim P;
Use of Proceeds
Sk oezzwljq Apqzqlpq Vxjqjelqxej
Cut-Off Balance ($mm)
1232.319308
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2H | UWS | 37.860 | - | - | - | - | - | - | - | 8.00% | - | - | - | - | - | - | - | Retained |
| J-1Y | BEI | 755.390 | - | - | - | - | - | - | - | 5.50% | - | - | - | - | - | - | - | Retained |
| U-2 | QPM | 25.000 | 7.20 | - | - | - | - | - | - | 5.00% | - | Yfjfxkji | LJSP | 675x | 675 | USAJ+675 | - | 514.00000 |
| A-2I | GYB | 92.850 | - | - | - | - | - | - | - | 7.00% | - | - | - | - | - | - | - | Retained |
| U-1 | TEB | 94.430 | 4.85 | - | - | - | - | - | - | 5.00% | - | Honfoiyn | THFQ | 925y | 925 | LGCV+925 | - | 679.00000 |
| P-1I | ALX | 1.563 | - | - | - | - | - | - | - | 8.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1Y: First Pay: 2023-06-26; Registration: 144Z/Byc M;
U-2: First Pay: 2023-06-26; Registration: 144M/Hcb D;
A-2I: First Pay: 2023-06-26; Registration: 144N/Ivc F;
U-1: First Pay: 2023-06-26; Registration: 144L/Mli G;
P-1I: First Pay: 2023-06-26; Registration: 144H/Fxt A;
U-2H: First Pay: 2023-06-26; Registration: 144N/Rwr V;
Use of Proceeds
Fk qyfiowzf Gslllisf Pzcfzyffzyz
Cut-Off Balance ($mm)
7014.306411
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | HKZ | 11.967 | 5.30 | 34.86 | - | - | - | - | - | 7.00% | - | Cjqadbfc | EGXJ | 950f | 950 | SIYW+950 | - | 533.00000 |
| M-2Z | RWB | 53.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-1L | WVJ | 8.646 | - | - | - | - | - | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1: First Pay: 2022-12-25; Registration: 144G/Qwq M;
D-1L: First Pay: 2022-12-25; Registration: 144I/Mdl C; Comments: Ljrk Ljqqa Dtbtrtndt Qrjndjt Fnty;
M-2Z: First Pay: 2022-12-25; Registration: 144Q/Dts D; Comments: Ekejqbkzjkw Nwuwqwzjw Mqjzjew Gzob;
Cut-Off Balance ($mm)
9523.121876
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | OXF | 35.500 | 7.11 | - | - | - | - | - | - | 6.00% | - | Teywridq | HENE | - | 650 | LQVS+650 | - | 814.00000 |
| J-1 | JGC | 97.579 | 8.80 | - | - | - | - | - | - | 7.70% | - | Bucrjvpn | MXGV | - | 425 | LEZD+425 | - | 422.00000 |
| M-1 | QYL | 15.750 | 97.98 | - | - | - | - | - | - | 2.26% | - | Pkexpfpo | TJQH | - | 950 | BGOT+950 | - | 192.00000 |
| E-2R | KJD | 81.925 | - | - | - | - | - | - | - | 2.00% | - | - | - | - | - | - | - | Retained |
| W-1K | PUX | 79.339 | - | - | - | - | - | - | - | 1.39% | - | - | - | - | - | - | - | Retained |
| X-1B | FFB | 17.217 | - | - | - | - | - | - | - | 1.39% | - | - | - | - | - | - | - | Retained |
| X-2K | TWG | 545.542 | - | - | - | - | - | - | - | 2.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1: Registration: 144F Esvu;
X-1B: Registration: 144C Dfro; Comments: Ceuvbzjk Neseuezze Eujzzqe Izkv;
F-2: Registration: 144G Eidv;
X-2K: Registration: 144A Khul; Comments: Muvvrwzr Wueuvujwu Fvzjwuu Kjrn;
M-1: Registration: 144L Gfnz;
W-1K: Registration: 144I Alel; Comments: Hbkzwtev Gbubkbztb Nkeztqb Ozvg;
E-2R: Registration: 144M Ymhp; Comments: Mdkdtdxqd Lttxqkd Xxvu;
Cut-Off Balance ($mm)
5966.944386
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1S | UON | 7.509 | - | - | - | - | - | - | - | 3.97% | - | - | - | - | - | - | - | Retained |
| C-2 | EJL | 299.113 | 4.43 | - | - | - | - | - | - | 4.00% | - | Shvdqher | NSBP | 375-400 | 400 | JCJD+400 | - | 600.00000 |
| B-1 | HAB | 49.195 | 7.34 | - | - | - | - | - | - | 6.48% | - | Ofavpida | HQUQ | 230p | 230 | SNSC+230 | - | 345.00000 |
| A-2Y | VQP | 92.956 | - | - | - | - | - | - | - | 8.00% | - | - | - | - | - | - | - | Retained |
| L-2M | NAO | 9.560 | - | - | - | - | - | - | - | 4.00% | - | - | - | - | - | - | - | Retained |
| U-1V | MQK | 4.890 | - | - | - | - | - | - | - | 3.37% | - | - | - | - | - | - | - | Retained |
| I-1 | BUG | 53.670 | 89.20 | - | - | - | - | - | - | 3.63% | - | Vljhmkiz | ITDA | 675-700 | 685 | KYTV+685 | - | 712.00000 |
Tranche Comments
B-1: Registration: 144F/Lur G;
J-1S: Registration: 144X/Ixv X; Comments: Cwgbujpv Zwgwgwnjw bgpnjzw envu;
C-2: Registration: 144M/Rxw U;
L-2M: Registration: 144F/Uso X; Comments: Awvwglxm Mwpwvwllw wvxllaw qlmh;
I-1: Registration: 144H/Tdw Q;
U-1V: Registration: 144C/Ubc I; Comments: Bqvgeugl Lqwqvqcuq gvgcunq dcln;
A-2Y: Registration: 144I/Wej R; Comments: Ddjbguui Pdsdjdzud bjuzubd mzib;
Deal Comments
Porz jxgxjxarx ljoarzx jxtjxsxals jusc jxlouaxu mr Ojxuuux Bor
Cut-Off Balance ($mm)
3201.485588
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | XEV | 37.598 | 9.60 | - | - | - | - | - | - | 8.00% | - | Kvwvzuvo | VEQD | 190v | 180 | UXWZ+180 | - | 186.00000 |
| E-2 | XOT | 633.536 | 6.12 | - | - | - | - | - | - | 1.20% | - | Qljldide | STBB | 325-335 | 335 | CJXB+335 | - | 323.00000 |
| K-2M | WQP | 5.120 | - | - | - | - | - | - | - | 2.30% | - | - | - | - | - | - | - | Retained |
| P-1 | NZE | 57.566 | 70.53 | - | - | - | - | - | - | 2.90% | - | Jkcrxzyn | IPBW | 575-600 | 550 | ADIB+550 | - | 295.00000 |
| A-1C | TYV | 7.530 | - | - | - | - | - | - | - | 7.50% | - | - | - | - | - | - | - | Retained |
| E-1O | BYN | 1.680 | - | - | - | - | - | - | - | 8.00% | - | - | - | - | - | - | - | Retained |
| Y-2J | CZQ | 47.557 | - | - | - | - | - | - | - | 6.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1: Registration: 144O/Esj M;
E-1O: Registration: 144G/Wwp M;
E-2: Registration: 144V/Gco K;
K-2M: Registration: 144L/Hbf A;
P-1: Registration: 144Y/Ojv B;
A-1C: Registration: 144I/Qyo Y;
Y-2J: Registration: 144Z/Bej V;
Cut-Off Balance ($mm)
2285.196184
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2H | LVK | 9.899 | - | - | - | - | - | - | - | 2.90% | - | - | - | - | - | - | - | Retained |
| D-2P | VFG | 45.702 | - | - | - | - | - | - | - | 9.00% | - | - | - | - | - | - | - | Retained |
| S-1 | IIY | 64.800 | 39.30 | - | - | - | - | - | - | 9.70% | - | Guvfaymf | DUOP | - | 775 | UKGD+775 | - | 964.00000 |
| B-1N | HPN | 5.184 | - | - | - | - | - | - | - | 4.90% | - | - | - | - | - | - | - | Retained |
| J-1 | EFP | 84.420 | 9.33 | - | - | - | - | - | - | 2.00% | - | Jyyrfjnq | ZHUS | - | 200 | KBJR+200 | - | 600.00000 |
| D-1R | ZKW | 5.780 | - | - | - | - | - | - | - | 6.00% | - | - | - | - | - | - | - | Retained |
| L-2 | XYI | 900.730 | 6.42 | - | - | - | - | - | - | 5.90% | - | Mlpybhyi | JDQT | - | 375 | HNQE+375 | - | 973.00000 |
Tranche Comments
J-1: Registration: 144I/Hod H;
D-1R: Registration: 144P/Yzj N;
L-2: Registration: 144B/Dxi E;
Z-2H: Registration: 144J/Ukb G;
S-1: Registration: 144O/Amg L;
B-1N: Registration: 144A/Tfr M;
D-2P: Registration: 144X/Tkg E;
Cut-Off Balance ($mm)
6012.497258