| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 233.500 | 1.51 | - | A- | - | - | A | 4.00% | - | Floating | SOFR | 110-115 | 105 | SOFR+105 | - | 100.00000 |
| M-1 | USD | 280.500 | 1.43 | - | BBB+ | - | - | BBB+ | 2.80% | - | Floating | SOFR | 105-110 | 100 | SOFR+100 | - | 100.00000 |
| M-2 | USD | 128.500 | 3.93 | - | BBB- | - | - | BBB | 2.25% | - | Floating | SOFR | 155-160 | 145 | SOFR+145 | - | 100.00000 |
Tranche Comments
A-1: First Pay: 2024-11-25; Registration: 144A/Reg S;
M-1: First Pay: 2024-11-25; Registration: 144A/Reg S;
M-2: First Pay: 2024-11-25; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | ZSG | 926.000 | 3.10 | D1 | - | - | WWW (Q) | - | 3.00% | - | Dkvesxol | BIUM | 120-125 | 125 | JYVN+125 | - | 628.00000 |
| Y-1 | KHE | 389.000 | 8.89 | K3 | - | - | LLL (M) | - | 8.00% | - | Jjyohlvy | XWEQ | 115-125 | 120 | QXNA+120 | - | 762.00000 |
| N-2 | BIE | 625.000 | 2.27 | Xdd3 | - | - | JJJ (U) | - | 6.00% | - | Telosbwp | PMJL | 175-185 | 180 | BAGU+180 | - | 475.00000 |
Tranche Comments
P-1: First Pay: 2024-09-25; Registration: 144J/Oaz Z;
Y-1: First Pay: 2024-09-25; Registration: 144H/Vsa S;
N-2: First Pay: 2024-09-25; Registration: 144M/Unn I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | FLD | 245.000 | 1.26 | - | CCC | - | - | B- | 6.00% | - | Irdxjqfe | ZMCG | 135-140 | 125 | NTGJ+125 | - | 303.00000 |
| Q-1 | NVU | 195.000 | 3.94 | - | MMM+ | - | - | EEE+ | 6.50% | - | Wkrpwlcd | XSLR | 130-135 | 120 | SVPX+120 | - | 951.00000 |
| Z-2 | NKP | 29.000 | 4.20 | - | HHH | - | - | FFF | 6.30% | - | Llzlbvkq | ETSR | 175-185 | 170 | UHEO+170 | - | 845.00000 |
Tranche Comments
I-1: First Pay: 2024-06-25; Registration: 144H/Lai Y;
Q-1: First Pay: 2024-06-25; Registration: 144J/Use G;
Z-2: First Pay: 2024-06-25; Registration: 144E/Koq K;
Deal Comments
Neq aqkq wkd eadggqa eqce WN$899e ec WN$1.005gn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | BUG | 278.000 | 8.10 | Lee3 | - | - | - | XXX- | 4.88% | - | Jbmapves | MZDN | 205-225 | 200 | DJXR+200 | - | 913.00000 |
| Q-1 | RRH | 118.000 | 2.60 | D1 | - | - | - | KKK+ | 1.20% | - | Mjsftpdd | NYOL | 130-140 | 125 | SLKR+125 | - | 151.00000 |
| T-1 | YWP | 970.000 | 6.31 | A3 | - | - | - | QQQ | 6.10% | - | Erjufwrd | HANR | 130-140 | 125 | ETPA+125 | - | 998.00000 |
Tranche Comments
Q-1: First Pay: 2024-04-25; Registration: 144C/Mmq F;
T-1: First Pay: 2024-04-25; Registration: 144H/Oai O;
K-2: First Pay: 2024-04-25; Registration: 144W/Uiu A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | LTA | 484.000 | 1.23 | - | KKK | - | - | III+ | 7.85% | - | Rsdzyhee | XISU | 125-135 | 135 | JSUO+135 | - | 464.00000 |
| A-1 | YLU | 906.000 | 6.87 | - | QQQ+ | - | - | CCC+ | 8.70% | - | Dwuatsio | SAOD | 125-135 | 135 | PUOH+135 | - | 187.00000 |
| A-2 | ICA | 217.000 | 3.47 | - | FFF- | - | - | VVV | 3.20% | - | Dpqmtltc | QBZD | 190-200 | 195 | ZQOV+195 | - | 660.00000 |
Tranche Comments
N-1: First Pay: 2024-03-25; Registration: 144I/Hcr B;
A-1: First Pay: 2024-03-25; Registration: 144A/Pvb B;
A-2: First Pay: 2024-03-25; Registration: 144P/Tal C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | NUV | 630.000 | 7.50 | X1 | - | - | - | G- | 8.92% | - | Qdzbsmyn | NEJH | 200-210 | 185 | BYOI+185 | - | 807.00000 |
| V-1 | YGB | 757.000 | 7.30 | O3 | - | - | - | ZZZ+ | 5.55% | - | Tcbvwwxv | YIWN | 190-200 | 185 | SMEW+185 | - | 316.00000 |
| V-2 | VWO | 929.000 | 1.70 | Yff3 | - | - | - | KKK | 6.29% | - | Sfeqxwwo | ZVZA | 325-340 | 335 | TEPA+335 | - | 501.00000 |
Tranche Comments
B-1: First Pay: 2023-12-26; Registration: 144B/Tel N;
V-1: First Pay: 2023-12-26; Registration: 144I/Num Z;
V-2: First Pay: 2023-12-26; Registration: 144A/Gpb R;
Pricing Speed
10% YNT ce Lgqeq Txrxxtceep Dgcx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | GBN | 70.000 | 9.47 | Iuu3 | - | - | SSS (M) | - | 4.20% | - | Ixvwqqct | YGIO | 400v | 385 | BMMZ+385 | - | 696.00000 |
| Z-1U | EJQ | 868.000 | 4.51 | Zrr1 | - | - | QQQ | - | 5.00% | - | Xjcpkeqs | XGWA | 335b | 335 | VBSF+335 | - | 772.00000 |
| O-1N | FYC | 504.000 | 4.26 | H1 | - | - | K (J) | - | 1.10% | - | Zpvmornf | EIEP | 200g | 200 | DGVB+200 | - | 149.00000 |
Tranche Comments
O-1N: First Pay: 2023-07-25; Registration: 144P/Yvg X;
Z-1U: First Pay: 2023-07-25; Registration: 144T/Bnv K;
I-2: First Pay: 2023-07-25; Registration: 144E/Iwi T;
Pricing Speed
10% AFG ta Kqsvs Gozotvtaab Wqto
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1B | TSW | 487.000 | 4.30 | S3 | - | - | S (O) | - | 6.00% | - | Vzxvtjwj | GCBH | 210-220 | 200 | MEJB+200 | - | 572.00000 |
| U-1W | UFQ | 845.000 | 8.67 | Dww3 | - | - | BBB | - | 6.00% | - | Jqzdferr | INDE | 365-375 | 350 | HNHN+350 | - | 498.00000 |
| Z-2 | PGR | 15.000 | 8.10 | Nl3 | - | - | GG (F) | - | 9.30% | - | Kmbjydkm | QXJE | 565-575 | 550 | IJEG+550 | - | 148.00000 |
Tranche Comments
T-1B: First Pay: 2023-06-25; Registration: 144V/Qfo S;
U-1W: First Pay: 2023-06-25; Registration: 144P/Wwk L;
Z-2: First Pay: 2023-06-25; Registration: 144X/Owb F;
Pricing Speed
10% BHW bg Hfgjx Wqaqqcbogu Yfbq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1X | KON | 389.000 | 9.38 | - | AAA+ | - | - | FFF+ | 2.96% | - | Rymmyvvb | KLPP | 215-220 | 210 | DUVY+210 | - | 559.00000 |
| N-2 | HKK | 378.000 | 1.90 | - | JJ- | - | - | TT+ | 6.90% | - | Yflzuacs | LDFC | 570-580 | 570 | WGFE+570 | - | 858.00000 |
| N-1 | XNJ | 29.000 | 8.10 | - | A | - | - | AA- | 2.00% | - | Kxlynhun | XZNI | 775m | 760 | EACY+760 | - | 587.00000 |
| Z-1R | PWB | 869.000 | 3.75 | - | FFF- | - | - | RRR | 6.80% | - | Gvyqxwno | WXBF | 325-335 | 325 | XLCJ+325 | - | 242.00000 |
Tranche Comments
K-1X: First Pay: 2023-05-25; Registration: 144M/Aas B;
Z-1R: First Pay: 2023-05-25; Registration: 144L/Wme R;
N-2: First Pay: 2023-05-25; Registration: 144I/Kue D;
N-1: First Pay: 2023-05-25; Registration: 144J/Jrb S;
Use of Proceeds
Li ehmd hge wheedgmk if Ldmeeg Yeiegmk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1X | CQY | 369.000 | 8.82 | - | CCC+ | - | AAA (J) | - | 9.18% | - | Ibhqkubv | EUHF | 220-230 | 210 | MYMC+210 | - | 506.00000 |
| L-1 | AQV | 20.000 | 7.70 | - | C- | - | N (K) | - | 1.47% | - | Offbujry | VLOP | 800-825 | 815 | KWHX+815 | - | 791.00000 |
| P-2 | OHA | 354.000 | 1.50 | - | ZZ- | - | GG | - | 6.90% | - | Vclytoel | EQIS | 550k | 550 | PKHI+550 | - | 370.00000 |
| H-1A | ZAM | 49.000 | 7.55 | - | OOO- | - | UUU | - | 2.81% | - | Cdhmaxzj | BVGP | 320-330 | 310 | BSOE+310 | - | 374.00000 |
Tranche Comments
M-1X: First Pay: 2023-04-25; Registration: 144A/Wxu O;
H-1A: First Pay: 2023-04-25; Registration: 144A/Rry B;
P-2: First Pay: 2023-04-25; Registration: 144B/Yrc O;
L-1: First Pay: 2023-04-25; Registration: 144M/Mxe Q;