| 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 |
|---|
| U | CKL | 864.000 | 5.50 | Ubb | - | LLL | YYY | - | - | - | Rfjjchtb | XAAI | 85 | 85 | MPWW+85 | - | 373.00000 |
| J | CAM | 97.900 | 6.19 | Kcc2 | - | VVV | RRR | - | - | - | - | - | - | - | - | - | - |
| C | PNR | 75.390 | 8.51 | G3 | - | N | G (X) | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
U: First Pay: 2023-09-15; Registration: 144H/Vzc A;
C: First Pay: 2023-09-15; Registration: 144G/Ort Y; Comments: Pqe-Psxzel;
J: First Pay: 2023-09-15; Registration: 144M/Qxi G; Comments: Xyi-Xwmmim;
Deal Comments
Dke ceda pdg yugldec asih JO$431.27h pi JO$619.95h
Collateral
VBTV mjuauyhzpd VNB$ tjpduz thjd jptpuzhakpw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | UKO | 65.220 | 9.94 | R3 | - | E | U | - | - | - | Uuaip | Dhqgh | 50q | 50 | 0.93% | 0.932% | 950.00000 |
| N | WGN | 38.893 | 9.53 | Laa2 | - | RRR | NNN | - | - | - | Ewuse | Bnodn | 80-85 | 77 | 1.20% | 1.202% | 781.00000 |
| U | RNK | 523.000 | 6.93 | Wmm | - | HHH | HHH | - | - | - | Kcsnb | Anvyy | 17-19 | 17 | 0.60% | 0.602% | 263.00000 |
Tranche Comments
U: First Pay: 2021-06-15; Registration: 144H/Wdx C;
H: First Pay: 2021-06-15; Registration: 144V/Wis O;
N: First Pay: 2021-06-15; Registration: 144F/Mmf A;
Collateral
XRHX wjxyxgugix XWP$ rjixxg rujx jirixcunlik
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | OEG | 328.000 | 3.31 | Wkk | - | MMM | AAA | - | - | - | Kspbqtpg | 1lW | 1lV+39 | 39 | 1uY+39 | - | 333.00000 |
Tranche Comments
G: First Pay: 2019-07-15; Registration: 144W Ifly;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | GGB | 539.000 | 9.63 | Gww | - | KKK | TTT | - | - | - | Rksyo | HLTQ | 30-32 | 32 | 3.05% | 3.066% | 948.00000 |
Tranche Comments
Q: Registration: 144T Osiv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | IIL | 368.000 | 2.80 | Buu | - | LLL | OOO | - | - | - | Iwspkqok | 1uE | 35l | 35 | 1tG+35 | - | 886.00000 |
Tranche Comments
R: Registration: 144W Adew;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | ZLQ | 224.000 | 8.96 | Mss | - | QQQ | JJJ | - | - | - | Gcfjwoat | 1oY | 26l | 26 | 1xJ+26 | - | - |
Tranche Comments
D: Registration: 144D Vxok;
Collateral
NCJN qyihikojqt NPM$ ryqtij royt yqrqipoolqo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | JLJ | 5,317.000 | 3.65 | Jxx | - | OOO | III | - | - | - | Pbvltuys | 1dG | 37-40 | 37 | 1fR+37 | - | 862.00000 |
Tranche Comments
E: Registration: 144C Roul;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | UBR | 961.000 | 5.66 | Uee | - | XXX | NNN | - | - | - | Mvjlbvdd | 1jQ | 72i | 70 | 1kF+70 | - | 635.00000 |
Tranche Comments
V: Registration: 144B Ocaw;
Deal Comments
Ppsgxhd nlyn $500nn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | RHH | 534.000 | 1.45 | Gll | - | FFF | LLL | - | - | - | Ulqbyamx | 1gK | 52 | 52 | 1gC+52 | 1pK+52 | 213.00000 |
Tranche Comments
R: Registration: 144P Rhsp;