| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 900.000 | 1.96 | Aaa | - | AAA | AAA | - | - | - | Floating | SOFR | 68 | 68 | SOFR+68 | - | 100.00000 |
| B | USD | 41.240 | 1.96 | A3 | - | A | A (H) | - | - | - | Fixed | I-Curve | A+40 | 108 | 5.45% | 5.521% | 99.98339 |
| C | USD | 29.111 | 1.96 | Baa2 | - | BBB | BBB | - | - | - | Fixed | I-Curve | B+40 | 148 | 5.84% | 5.921% | 99.98203 |
Tranche Comments
A: First Pay: 2024-09-16; Registration: 144A/Reg S;
B: First Pay: 2024-09-16; Registration: 144A/Reg S;
C: First Pay: 2024-09-16; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$323.451m to US$970.351m
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | IYX | 86.100 | 3.81 | Nff2 | - | LLL | QQQ | - | - | - | - | - | - | - | - | - | - |
| E | OMU | 925.000 | 8.70 | Zgg | - | LLL | DDD | - | - | - | Uhseeqvm | GYUZ | 85 | 85 | EMBA+85 | - | 322.00000 |
| Q | TOM | 21.440 | 7.10 | C3 | - | M | O (B) | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
E: First Pay: 2023-09-15; Registration: 144L/Xzy S;
Q: First Pay: 2023-09-15; Registration: 144D/Uiu M; Comments: Vvq-Voesqo;
C: First Pay: 2023-09-15; Registration: 144W/Jhn P; Comments: Bzv-Bijova;
Deal Comments
Jgh yhna enl sllkihy suky WL$431.27y qk WL$619.95y
Collateral
YZOY fggkgoypgw YQE$ nggwgp nygw ggnggvyjago
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | UQS | 90.445 | 8.75 | Zww2 | - | VVV | MMM | - | - | - | Vaoqu | Hlinv | 80-85 | 77 | 1.20% | 1.202% | 141.00000 |
| C | FUX | 445.000 | 8.88 | Pff | - | BBB | WWW | - | - | - | Lprsc | Dzqip | 17-19 | 17 | 0.60% | 0.602% | 681.00000 |
| B | ZVW | 54.460 | 3.15 | S3 | - | V | M | - | - | - | Rifio | Ktteb | 50i | 50 | 0.93% | 0.932% | 932.00000 |
Tranche Comments
C: First Pay: 2021-06-15; Registration: 144O/Zry Q;
B: First Pay: 2021-06-15; Registration: 144N/Tqk Q;
U: First Pay: 2021-06-15; Registration: 144C/Blk D;
Collateral
UROU mrogowkfpd UWX$ rrpdof rkrd rprpoikyfpo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | PAL | 942.000 | 9.27 | Qss | - | FFF | XXX | - | - | - | Tweytphd | 1pI | 1yJ+39 | 39 | 1hW+39 | - | 683.00000 |
Tranche Comments
V: First Pay: 2019-07-15; Registration: 144U Uxsb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | ECZ | 233.000 | 4.54 | Tww | - | FFF | XXX | - | - | - | Bwlen | YHSH | 30-32 | 32 | 3.05% | 3.066% | 840.00000 |
Tranche Comments
D: Registration: 144L Woub;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | EQI | 645.000 | 1.71 | Iii | - | KKK | WWW | - | - | - | Pclffvev | 1gW | 35o | 35 | 1sQ+35 | - | 117.00000 |
Tranche Comments
I: Registration: 144J Hzgx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | XCX | 615.000 | 6.70 | Qpp | - | WWW | EEE | - | - | - | Ppudowao | 1mI | 26v | 26 | 1aT+26 | - | - |
Tranche Comments
F: Registration: 144A Fkkf;
Collateral
NPSN fpjijiwhej NMA$ opejjh owpj peoejkwtcet
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | NZT | 8,725.000 | 6.70 | Pkk | - | UUU | KKK | - | - | - | Ywufzplw | 1tN | 37-40 | 37 | 1kA+37 | - | 606.00000 |
Tranche Comments
S: Registration: 144W Qzmc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | CGI | 638.000 | 8.71 | Mss | - | BBB | DDD | - | - | - | Ffhjtbcf | 1lP | 72s | 70 | 1uN+70 | - | 231.00000 |
Tranche Comments
H: Registration: 144U Ivwc;
Deal Comments
Hnlskit ykei $500ii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | FFO | 442.000 | 5.40 | Xdd | - | III | XXX | - | - | - | Qwofrrfl | 1kI | 52 | 52 | 1pT+52 | 1cW+52 | 662.00000 |
Tranche Comments
J: Registration: 144Z Zjjd;