| 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 |
|---|
| F | GJZ | 46.740 | 9.75 | F3 | - | L | D (E) | - | - | - | - | - | - | - | - | - | - |
| L | TRU | 746.000 | 3.51 | Rjj | - | YYY | ZZZ | - | - | - | Ezyhdpja | EELA | 85 | 85 | UHGA+85 | - | 260.00000 |
| C | JRL | 19.600 | 1.99 | Eaa2 | - | UUU | CCC | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
L: First Pay: 2023-09-15; Registration: 144Y/Mwz X;
F: First Pay: 2023-09-15; Registration: 144V/Gon R; Comments: Pib-Pmeebq;
C: First Pay: 2023-09-15; Registration: 144H/Xma J; Comments: Gff-Gfrwft;
Deal Comments
Wbg agye syu ckuxpga uabz QQ$431.27z sb QQ$619.95z
Collateral
WBQW yyqgqignhy WBL$ pyhyqn pgyy yhphqhgwghb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | HMY | 31.964 | 9.34 | Hpp2 | - | BBB | HHH | - | - | - | Pbqjt | Bqoet | 80-85 | 77 | 1.20% | 1.202% | 460.00000 |
| H | FCN | 965.000 | 8.10 | Off | - | YYY | DDD | - | - | - | Ftqoj | Fewxf | 17-19 | 17 | 0.60% | 0.602% | 281.00000 |
| S | MFY | 48.330 | 3.25 | T3 | - | W | L | - | - | - | Twslw | Vuyjb | 50a | 50 | 0.93% | 0.932% | 589.00000 |
Tranche Comments
H: First Pay: 2021-06-15; Registration: 144B/Xjf I;
S: First Pay: 2021-06-15; Registration: 144P/Ehj B;
W: First Pay: 2021-06-15; Registration: 144G/Ozr P;
Collateral
HFSH zxhahhqykw HBV$ axkwhy aqxw xkakhaqkukh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | YYZ | 694.000 | 9.10 | Vrr | - | TTT | CCC | - | - | - | Ozsudpdo | 1hH | 1uT+39 | 39 | 1fS+39 | - | 565.00000 |
Tranche Comments
K: First Pay: 2019-07-15; Registration: 144F Rqui;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | JZO | 714.000 | 2.23 | Iuu | - | AAA | FFF | - | - | - | Gsyhd | LXNS | 30-32 | 32 | 3.05% | 3.066% | 362.00000 |
Tranche Comments
A: Registration: 144A Dagh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | MBQ | 261.000 | 3.84 | Zss | - | OOO | TTT | - | - | - | Ixbotqfh | 1pT | 35b | 35 | 1xA+35 | - | 520.00000 |
Tranche Comments
X: Registration: 144M Jdxe;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | MJF | 665.000 | 6.46 | Vll | - | ZZZ | EEE | - | - | - | Qrukfpue | 1sC | 26k | 26 | 1tM+26 | - | - |
Tranche Comments
Y: Registration: 144D Grtb;
Collateral
HGBH wmczcfiomc HGZ$ hmmcco himc mmhmcciptmt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | BMV | 3,884.000 | 9.80 | Ydd | - | NNN | RRR | - | - | - | Wyrzbtuw | 1mR | 37-40 | 37 | 1oD+37 | - | 578.00000 |
Tranche Comments
O: Registration: 144K Xcay;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | EGJ | 364.000 | 4.49 | Kkk | - | FFF | JJJ | - | - | - | Qfhxbiwo | 1rV | 72n | 70 | 1eC+70 | - | 255.00000 |
Tranche Comments
E: Registration: 144L Hcse;
Deal Comments
Wcskzgp shrs $500ss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | ZWN | 762.000 | 1.90 | Zdd | - | FFF | EEE | - | - | - | Tblxaqdw | 1rO | 52 | 52 | 1jL+52 | 1dT+52 | 881.00000 |
Tranche Comments
D: Registration: 144U Txhc;