| 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)
6279.572412
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1H | XQC | 23.490 | - | - | - | - | - | - | - | 1.60% | - | - | - | - | - | - | - | Retained |
| C-1I | BQW | 48.786 | - | - | - | - | - | - | - | 1.00% | - | - | - | - | - | - | - | Retained |
| R-2 | ICF | 22.413 | 1.70 | - | - | - | - | - | - | 5.00% | - | Kcbsziwy | VPZS | 450t | 425 | AYBJ+425 | - | 409.00000 |
| M-1 | VRX | 76.657 | 8.77 | - | - | - | - | - | - | 2.00% | - | Vopvvzog | SUSN | 750a | 735 | VPUR+735 | - | 194.00000 |
| U-2N | ZXV | 32.435 | - | - | - | - | - | - | - | 2.00% | - | - | - | - | - | - | - | Retained |
| Q-1 | OJP | 18.790 | 1.47 | - | - | - | - | - | - | 5.10% | - | Fzcfdwbn | EOYL | 300g | 285 | MJYB+285 | - | 508.00000 |
| X-2F | PPU | 23.264 | - | - | - | - | - | - | - | 4.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1: First Pay: 2024-06-25; Registration: 144K/Qis Z;
S-1H: First Pay: 2024-06-25; Registration: 144Z/Alm D;
R-2: First Pay: 2024-06-25; Registration: 144A/Xio P;
X-2F: First Pay: 2024-06-25; Registration: 144Z/Vyk O;
M-1: First Pay: 2024-06-25; Registration: 144G/Rvz Q;
C-1I: First Pay: 2024-06-25; Registration: 144G/Jkz J;
U-2N: First Pay: 2024-06-25; Registration: 144Q/Vfk C;
Use of Proceeds
Af ffkxqwsf Ldrlridf Zksfstxfkts
Cut-Off Balance ($mm)
9656.40357
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | NOS | 89.130 | 2.61 | - | - | - | - | - | - | 6.00% | - | Fburyzdq | DSYH | 580-600 | 570 | QEAG+570 | - | 233.00000 |
| M-1 | SKS | 48.840 | 3.15 | - | - | - | - | - | - | 7.00% | - | Uzevkhla | ZJSS | 875-900 | 885 | GFNF+885 | - | 466.00000 |
| L-2U | NHF | 65.140 | - | - | - | - | - | - | - | 9.00% | - | - | - | - | - | - | - | Retained |
| W-1X | ZYK | 47.380 | - | - | - | - | - | - | - | 8.00% | - | - | - | - | - | - | - | Retained |
| U-2K | RXG | 72.360 | - | - | - | - | - | - | - | 4.00% | - | - | - | - | - | - | - | Retained |
| T-1S | LTH | 66.420 | - | - | - | - | - | - | - | 3.40% | - | - | - | - | - | - | - | Retained |
| A-1 | VGE | 72.880 | 2.30 | - | - | - | - | - | - | 5.20% | - | Gdbazecj | IIQX | 350-375 | 360 | QVKC+360 | - | 901.00000 |
Tranche Comments
A-1: First Pay: 2023-10-25; Registration: 144G/Iwp R;
T-1S: First Pay: 2023-10-25; Registration: 144O/Cht S;
I-2: First Pay: 2023-10-25; Registration: 144E/Gug O;
L-2U: First Pay: 2023-10-25; Registration: 144K/Gzf F;
M-1: First Pay: 2023-10-25; Registration: 144N/Tql H;
W-1X: First Pay: 2023-10-25; Registration: 144Q/Kbd A;
U-2K: First Pay: 2023-10-25; Registration: 144I/Qvj A;
Use of Proceeds
Pq fdzrjhuu Bqzczuqu Vgouukjugku
Cut-Off Balance ($mm)
9331.276653
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2V | XIZ | 82.760 | - | - | - | - | - | - | - | 9.00% | - | - | - | - | - | - | - | Retained |
| B-2 | REE | 75.000 | 9.60 | - | - | - | - | - | - | 9.00% | - | Tszyulzg | XIQR | 675f | 675 | HWLJ+675 | - | 871.00000 |
| O-1 | XYP | 88.172 | 4.44 | - | - | - | - | - | - | 8.00% | - | Bqbdhyje | ITLO | 925a | 925 | NNPT+925 | - | 504.00000 |
| Z-1L | WCJ | 5.943 | - | - | - | - | - | - | - | 8.00% | - | - | - | - | - | - | - | Retained |
| V-2H | NIS | 58.780 | - | - | - | - | - | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
| B-1O | MJP | 524.920 | - | - | - | - | - | - | - | 6.90% | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-1O: First Pay: 2023-06-26; Registration: 144M/Dbf W;
B-2: First Pay: 2023-06-26; Registration: 144A/Pai J;
W-2V: First Pay: 2023-06-26; Registration: 144J/Lji W;
O-1: First Pay: 2023-06-26; Registration: 144G/Ibe D;
Z-1L: First Pay: 2023-06-26; Registration: 144E/Qow X;
V-2H: First Pay: 2023-06-26; Registration: 144B/Pnx B;
Use of Proceeds
Sw czjxrahf Ekzqzjkf Qucfhkkfukh
Cut-Off Balance ($mm)
5096.540782
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2R | HIE | 53.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-1N | PFX | 6.295 | - | - | - | - | - | - | - | 7.00% | - | - | - | - | - | - | - | Retained |
| V-1 | LIA | 83.639 | 9.50 | 75.46 | - | - | - | - | - | 8.00% | - | Qymwweou | UVVJ | 950t | 950 | VALR+950 | - | 395.00000 |
Tranche Comments
V-1: First Pay: 2022-12-25; Registration: 144K/Muv A;
R-1N: First Pay: 2022-12-25; Registration: 144P/Naw N; Comments: Bvxm Bvkkv Rpwpxpjsp Jxvjssp Tjca;
R-2R: First Pay: 2022-12-25; Registration: 144H/Tkp T; Comments: Losmrgjpbqv Zvnvrvppv Grbppvv Ppoe;
Cut-Off Balance ($mm)
8577.149388
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1C | ZRP | 55.418 | - | - | - | - | - | - | - | 6.23% | - | - | - | - | - | - | - | Retained |
| G-2 | IZY | 77.200 | 7.92 | - | - | - | - | - | - | 2.00% | - | Bmyevzfm | JXOX | - | 650 | QUEH+650 | - | 415.00000 |
| Y-2A | YZP | 80.814 | - | - | - | - | - | - | - | 6.00% | - | - | - | - | - | - | - | Retained |
| O-1B | QPC | 41.159 | - | - | - | - | - | - | - | 1.15% | - | - | - | - | - | - | - | Retained |
| B-1 | CNO | 42.293 | 9.10 | - | - | - | - | - | - | 1.28% | - | Wpkfvqoj | WUZU | - | 425 | XYXE+425 | - | 185.00000 |
| R-2Q | HYW | 225.393 | - | - | - | - | - | - | - | 6.00% | - | - | - | - | - | - | - | Retained |
| Q-1 | FHX | 93.248 | 76.93 | - | - | - | - | - | - | 8.25% | - | Hhkuoijn | ZTPJ | - | 950 | JLLP+950 | - | 118.00000 |
Tranche Comments
B-1: Registration: 144E Rnct;
Z-1C: Registration: 144Q Incc; Comments: Yevqvvem Welevelve Dvelvee Mlml;
G-2: Registration: 144T Wwzx;
R-2Q: Registration: 144V Drgk; Comments: Ajptbzbl Ejpjpjuzj Vpbuzxj Guln;
Q-1: Registration: 144Y Oref;
O-1B: Registration: 144G Etqj; Comments: Wjaqxsgr Hjwjajxsj Vagxshj Gxra;
Y-2A: Registration: 144L Napz; Comments: Lukupusku Jpmskfu Isbn;
Cut-Off Balance ($mm)
5228.677079
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | UHG | 287.557 | 5.75 | - | - | - | - | - | - | 2.00% | - | Awzppbpg | ZEVX | 375-400 | 400 | EHPG+400 | - | 462.00000 |
| E-2B | OSV | 4.380 | - | - | - | - | - | - | - | 2.00% | - | - | - | - | - | - | - | Retained |
| N-2X | RHD | 59.912 | - | - | - | - | - | - | - | 6.00% | - | - | - | - | - | - | - | Retained |
| O-1T | PGB | 8.858 | - | - | - | - | - | - | - | 1.74% | - | - | - | - | - | - | - | Retained |
| Q-1 | THW | 56.300 | 43.87 | - | - | - | - | - | - | 5.86% | - | Gvyjymzm | CBEP | 675-700 | 685 | BJYD+685 | - | 852.00000 |
| C-1I | ZFF | 6.700 | - | - | - | - | - | - | - | 8.74% | - | - | - | - | - | - | - | Retained |
| P-1 | ZWY | 57.174 | 4.54 | - | - | - | - | - | - | 5.59% | - | Ipvqjzxj | KDKC | 230l | 230 | CQSG+230 | - | 575.00000 |
Tranche Comments
P-1: Registration: 144U/Nmw I;
O-1T: Registration: 144N/Jmm K; Comments: Lpwwwusm Tprpwpdup wwsdump pdmb;
L-2: Registration: 144P/Qxh N;
E-2B: Registration: 144M/Khg X; Comments: Fkgvcxgc Zkgkgkxxk vggxxjk vxcz;
Q-1: Registration: 144W/Eqn J;
C-1I: Registration: 144I/Dfe H; Comments: Bwrppdzt Gwfwrwbdw przbdgw nbtn;
N-2X: Registration: 144Q/Gxt Z; Comments: Axslmbwu Wxixsxbbx lswbbtx fbul;
Deal Comments
Yemh axqxaxrmx gaermhx axuaxrxrgr aerf axgeerxx bk Oaxxxex Cem
Cut-Off Balance ($mm)
4570.835746
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | OCP | 543.215 | 2.72 | - | - | - | - | - | - | 8.60% | - | Vfarwamu | TQIT | 325-335 | 335 | SMIS+335 | - | 974.00000 |
| L-1 | RIE | 37.788 | 9.79 | - | - | - | - | - | - | 6.00% | - | Pmjrjdlg | XOJM | 190s | 180 | QMZP+180 | - | 847.00000 |
| S-1 | GPN | 35.329 | 41.31 | - | - | - | - | - | - | 3.50% | - | Izjsuxnb | QZYE | 575-600 | 550 | JPXF+550 | - | 950.00000 |
| R-1U | TQF | 6.120 | - | - | - | - | - | - | - | 1.50% | - | - | - | - | - | - | - | Retained |
| Z-1F | EUC | 1.400 | - | - | - | - | - | - | - | 7.00% | - | - | - | - | - | - | - | Retained |
| J-2K | FGV | 1.648 | - | - | - | - | - | - | - | 5.40% | - | - | - | - | - | - | - | Retained |
| W-2D | KRP | 86.709 | - | - | - | - | - | - | - | 7.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1: Registration: 144J/Clt R;
Z-1F: Registration: 144M/Gtn S;
V-2: Registration: 144A/Dur E;
J-2K: Registration: 144E/Uen E;
S-1: Registration: 144K/Yqs G;
R-1U: Registration: 144H/Asj K;
W-2D: Registration: 144U/Whw I;
Cut-Off Balance ($mm)
9721.317645
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1N | HRP | 4.140 | - | - | - | - | - | - | - | 2.00% | - | - | - | - | - | - | - | Retained |
| C-2I | VLC | 7.540 | - | - | - | - | - | - | - | 7.10% | - | - | - | - | - | - | - | Retained |
| N-2 | VUN | 953.166 | 1.90 | - | - | - | - | - | - | 5.90% | - | Kmvwfbvv | GCZF | - | 375 | ZVZG+375 | - | 591.00000 |
| F-1 | JIK | 92.620 | 81.30 | - | - | - | - | - | - | 8.70% | - | Wpoyphdn | ACVM | - | 775 | TCII+775 | - | 969.00000 |
| Y-1Q | JKG | 2.160 | - | - | - | - | - | - | - | 1.90% | - | - | - | - | - | - | - | Retained |
| N-2N | JPP | 87.688 | - | - | - | - | - | - | - | 1.00% | - | - | - | - | - | - | - | Retained |
| G-1 | XGQ | 70.485 | 2.84 | - | - | - | - | - | - | 9.00% | - | Dqdbrzqi | UXYH | - | 200 | SUOF+200 | - | 994.00000 |
Tranche Comments
G-1: Registration: 144Y/Zvn X;
R-1N: Registration: 144F/Acs U;
N-2: Registration: 144Y/Nuu C;
C-2I: Registration: 144X/Jpp U;
F-1: Registration: 144P/Rdx D;
Y-1Q: Registration: 144Q/Ads G;
N-2N: Registration: 144T/Cin N;
Cut-Off Balance ($mm)
9407.179479