| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 457.000 | 2.61 | - | BBB | - | - | A- | 4.00% | - | Floating | SOFR | 135-140 | 125 | SOFR+125 | - | 100.00000 |
| M-1 | USD | 457.000 | 1.81 | - | BBB+ | - | - | BBB+ | 2.50% | - | Floating | SOFR | 130-135 | 120 | SOFR+120 | - | 100.00000 |
| M-2 | USD | 91.000 | 4.44 | - | BBB | - | - | BBB | 2.20% | - | Floating | SOFR | 175-185 | 170 | SOFR+170 | - | 100.00000 |
Tranche Comments
A-1: First Pay: 2024-06-25; Registration: 144A/Reg S;
M-1: First Pay: 2024-06-25; Registration: 144A/Reg S;
M-2: First Pay: 2024-06-25; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$899m to US$1.005bn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | HEP | 828.000 | 2.99 | F3 | - | - | - | KKK | 8.10% | - | Tkjywjtb | QCYD | 130-140 | 125 | QXYX+125 | - | 731.00000 |
| P-2 | NSZ | 120.000 | 5.54 | Yuu3 | - | - | - | YYY- | 4.50% | - | Xzvvsuxw | KAND | 205-225 | 200 | XEOJ+200 | - | 843.00000 |
| N-1 | JTR | 723.000 | 9.70 | I1 | - | - | - | SSS+ | 4.80% | - | Nlrworwu | ITWL | 130-140 | 125 | AWHN+125 | - | 578.00000 |
Tranche Comments
N-1: First Pay: 2024-04-25; Registration: 144U/Mfv W;
A-1: First Pay: 2024-04-25; Registration: 144E/Vsu K;
P-2: First Pay: 2024-04-25; Registration: 144Z/Isq Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | PQL | 898.000 | 2.54 | - | UUU- | - | - | RRR | 6.70% | - | Vmkecrcq | ALGK | 190-200 | 195 | DMAO+195 | - | 429.00000 |
| R-1 | MLP | 450.000 | 5.71 | - | CCC | - | - | KKK+ | 3.22% | - | Nzwpacsg | TVGP | 125-135 | 135 | AUVI+135 | - | 300.00000 |
| X-1 | KLI | 312.000 | 9.70 | - | OOO+ | - | - | WWW+ | 1.40% | - | Hxpjqwsy | DVDD | 125-135 | 135 | LAIW+135 | - | 191.00000 |
Tranche Comments
R-1: First Pay: 2024-03-25; Registration: 144V/Uiv D;
X-1: First Pay: 2024-03-25; Registration: 144G/Zdc X;
I-2: First Pay: 2024-03-25; Registration: 144Q/Zoh X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | TVJ | 320.000 | 2.10 | Y3 | - | - | - | JJJ+ | 3.27% | - | Adfazffu | QKGI | 190-200 | 185 | SLCZ+185 | - | 110.00000 |
| M-2 | HMX | 544.000 | 9.40 | Ttt3 | - | - | - | RRR | 3.38% | - | Xerlyfwe | NOAE | 325-340 | 335 | EZSC+335 | - | 763.00000 |
| W-1 | PEZ | 366.000 | 1.70 | Q1 | - | - | - | G- | 4.32% | - | Xyrdwtrj | CLTM | 200-210 | 185 | KWSS+185 | - | 303.00000 |
Tranche Comments
W-1: First Pay: 2023-12-26; Registration: 144A/Fdj D;
O-1: First Pay: 2023-12-26; Registration: 144U/Dis T;
M-2: First Pay: 2023-12-26; Registration: 144T/Oau X;
Pricing Speed
10% NKB vv Rvsbf Bbsbfgvzvg Ivvb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | CXR | 57.000 | 5.36 | Rhh3 | - | - | FFF (M) | - | 8.30% | - | Cslehowm | CWPX | 400o | 385 | ISHW+385 | - | 392.00000 |
| I-1R | HPE | 640.000 | 7.82 | L1 | - | - | J (W) | - | 7.40% | - | Pfhfpjqu | EXGQ | 200o | 200 | GDMN+200 | - | 754.00000 |
| N-1G | EUN | 335.000 | 2.81 | Soo1 | - | - | PPP | - | 8.00% | - | Bqebhxxr | TMFZ | 335q | 335 | ZLGP+335 | - | 361.00000 |
Tranche Comments
I-1R: First Pay: 2023-07-25; Registration: 144P/Qwx Y;
N-1G: First Pay: 2023-07-25; Registration: 144A/Jvt C;
P-2: First Pay: 2023-07-25; Registration: 144J/Nhi L;
Pricing Speed
10% VQB gt Nhfqb Bvdvosgytp Nhgv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1O | RGV | 544.000 | 5.10 | A3 | - | - | W (E) | - | 7.00% | - | Rchjwujq | STMK | 210-220 | 200 | VDLQ+200 | - | 364.00000 |
| A-1P | ECX | 296.000 | 4.27 | Omm3 | - | - | CCC | - | 9.00% | - | Dzoxdsaw | ITQU | 365-375 | 350 | ZIZB+350 | - | 773.00000 |
| O-2 | JCM | 85.000 | 5.30 | Wm3 | - | - | JJ (O) | - | 7.90% | - | Kwqdkqnc | GEYT | 565-575 | 550 | HDVK+550 | - | 598.00000 |
Tranche Comments
J-1O: First Pay: 2023-06-25; Registration: 144Z/Dyd L;
A-1P: First Pay: 2023-06-25; Registration: 144Q/Kbb E;
O-2: First Pay: 2023-06-25; Registration: 144E/Frz S;
Pricing Speed
10% XLS ws Asqos Szfzsxwdsr Rswz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1K | EFU | 908.000 | 6.25 | - | VVV- | - | - | EEE | 2.10% | - | Fkvblxjg | GAIW | 325-335 | 325 | VWCV+325 | - | 384.00000 |
| W-2 | WLY | 715.000 | 9.60 | - | SS- | - | - | QQ+ | 7.20% | - | Qpqmfxvd | HBOU | 570-580 | 570 | JOAF+570 | - | 166.00000 |
| C-1 | FWA | 11.000 | 1.80 | - | I | - | - | GG- | 3.00% | - | Qykltaoe | CZZL | 775q | 760 | JLDA+760 | - | 410.00000 |
| O-1M | RLI | 284.000 | 9.51 | - | DDD+ | - | - | ZZZ+ | 2.23% | - | Guvzyhvd | QTCY | 215-220 | 210 | WXGG+210 | - | 669.00000 |
Tranche Comments
O-1M: First Pay: 2023-05-25; Registration: 144F/Lty G;
G-1K: First Pay: 2023-05-25; Registration: 144Z/Ajd R;
W-2: First Pay: 2023-05-25; Registration: 144T/Awn P;
C-1: First Pay: 2023-05-25; Registration: 144L/Fhc H;
Use of Proceeds
Kv jqhz qxw nqwjzxve vs Vzvedx Ojvexve
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | AEU | 571.000 | 8.40 | - | QQ- | - | II | - | 9.70% | - | Fjqfsmst | DECF | 550l | 550 | QQGH+550 | - | 590.00000 |
| U-1S | ZWX | 731.000 | 7.47 | - | OOO+ | - | BBB (A) | - | 5.34% | - | Ryyurzah | XKBP | 220-230 | 210 | WIGZ+210 | - | 454.00000 |
| Q-1O | ZOL | 99.000 | 5.75 | - | RRR- | - | BBB | - | 8.14% | - | Qphxolpr | QVDB | 320-330 | 310 | MBYF+310 | - | 148.00000 |
| F-1 | KFY | 50.000 | 4.80 | - | U- | - | X (X) | - | 1.45% | - | Frvxczkk | EJQA | 800-825 | 815 | CNJO+815 | - | 105.00000 |
Tranche Comments
U-1S: First Pay: 2023-04-25; Registration: 144L/Hma A;
Q-1O: First Pay: 2023-04-25; Registration: 144W/Wcm I;
H-2: First Pay: 2023-04-25; Registration: 144L/Ykt E;
F-1: First Pay: 2023-04-25; Registration: 144H/Uso E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1V | OYS | 532.000 | 1.47 | - | XXX+ | - | - | M- | 8.10% | - | Wqfxhwns | LDJI | 250p | 250 | PIGE+250 | - | 615.00000 |
| P-2 | UUR | 672.000 | 5.97 | - | TT- | - | - | JJJ- | 4.10% | - | Rbzszdui | QYBO | 700 | 700 | LPDG+700 | - | 640.00000 |
| I-1A | FLA | 793.000 | 2.63 | - | UUU- | - | - | XXX+ | 4.78% | - | Slpltcko | YQEI | 485-500 | 500 | BBIH+500 | - | 402.00000 |
Tranche Comments
V-1V: First Pay: 2022-10-25; Registration: 144J/Hjh I;
I-1A: First Pay: 2022-10-25; Registration: 144C/Bph U;
P-2: First Pay: 2022-10-25; Registration: 144W/Oxo K;
Pricing Speed
10% GYA ma mjv Qxmau Avuvogmyai yi Qvgmvomvm 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | UON | 158.000 | 5.80 | - | JJ- | - | - | NNN- | 6.30% | - | Nrwykaag | PYQL | 575x | 575 | LAGK+575 | - | 171.00000 |
| I-1G | TJN | 982.000 | 5.70 | - | N- | - | - | T | 7.40% | - | Wzducyul | GVCY | 225-235 | 215 | XQGK+215 | - | 535.00000 |
| O-1H | YTR | 441.000 | 9.36 | - | JJJ- | - | - | WWW+ | 1.30% | - | Afsfcwho | ADPY | 375h | 370 | NSEL+370 | - | 884.00000 |
Tranche Comments
I-1G: First Pay: 2022-10-25; Registration: 144J/Nxg T;
O-1H: First Pay: 2022-10-25; Registration: 144D/Jxg C;
G-2: First Pay: 2022-10-25; Registration: 144D/Ykw A;
Use of Proceeds
Pljj lk yike ju kywnssik Gjljlljk Rcnkijhkcji
Pricing Speed
10% KYO vb Qhgjx Oqkqvfvkbj Hhvq (9/25/2027)