| 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 |
|---|
| I | ZJN | 72.290 | 9.43 | X3 | - | T | B (K) | - | - | - | - | - | - | - | - | - | - |
| V | BOG | 425.000 | 3.15 | Tdd | - | OOO | NNN | - | - | - | Qqfpulnx | XUIV | 85 | 85 | VXJD+85 | - | 303.00000 |
| E | NAA | 37.400 | 1.51 | Bnn2 | - | MMM | FFF | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
V: First Pay: 2023-09-15; Registration: 144V/Eks P;
I: First Pay: 2023-09-15; Registration: 144T/Fwc G; Comments: Fxk-Fwtgkz;
E: First Pay: 2023-09-15; Registration: 144T/Rxi H; Comments: Ffp-Fyqtpc;
Deal Comments
Cnx exaa kae ygegpxe pnpc QC$431.27c pp QC$619.95c
Collateral
LHSL zhtftmtwgw LRB$ ehgwtw ethw hgegtjttogj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | YSR | 68.727 | 1.35 | Lee2 | - | EEE | GGG | - | - | - | Anpfk | Qjucu | 80-85 | 77 | 1.20% | 1.202% | 207.00000 |
| C | LRU | 78.870 | 6.97 | V3 | - | E | I | - | - | - | Hfwpk | Qzmmn | 50t | 50 | 0.93% | 0.932% | 617.00000 |
| M | EAO | 867.000 | 2.34 | Ypp | - | QQQ | SSS | - | - | - | Jkmgq | Rylgw | 17-19 | 17 | 0.60% | 0.602% | 863.00000 |
Tranche Comments
M: First Pay: 2021-06-15; Registration: 144J/Yxq P;
C: First Pay: 2021-06-15; Registration: 144B/Iwf B;
Z: First Pay: 2021-06-15; Registration: 144J/Bkm M;
Collateral
LQML juyqyhgqph LUY$ quphyq qguh upqpyzgyppg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | EET | 645.000 | 9.78 | Dee | - | XXX | UUU | - | - | - | Whorjxwa | 1wZ | 1oK+39 | 39 | 1hE+39 | - | 441.00000 |
Tranche Comments
K: First Pay: 2019-07-15; Registration: 144Q Xuah;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | HSX | 352.000 | 8.64 | Rtt | - | UUU | KKK | - | - | - | Jvifv | YTBY | 30-32 | 32 | 3.05% | 3.066% | 802.00000 |
Tranche Comments
B: Registration: 144R Iutk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | GYY | 533.000 | 7.82 | Bxx | - | CCC | KKK | - | - | - | Cbqvwmbz | 1zF | 35x | 35 | 1lA+35 | - | 752.00000 |
Tranche Comments
G: Registration: 144E Zuxb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | HEP | 890.000 | 1.77 | Tuu | - | FFF | OOO | - | - | - | Dwjkdmjm | 1oI | 26h | 26 | 1rY+26 | - | - |
Tranche Comments
C: Registration: 144H Zbxd;
Collateral
WRJW hzglgjqmgq WFD$ qzgqgm qqzq zgqggvqlrgl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | XAE | 5,148.000 | 5.72 | Auu | - | RRR | KKK | - | - | - | Xbdsotsr | 1iM | 37-40 | 37 | 1qE+37 | - | 389.00000 |
Tranche Comments
H: Registration: 144K Hogu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | IST | 641.000 | 2.78 | Dbb | - | PPP | ZZZ | - | - | - | Sevamvfn | 1dZ | 72v | 70 | 1tO+70 | - | 888.00000 |
Tranche Comments
R: Registration: 144L Nwjl;
Deal Comments
Xuuwvct jeyc $500cc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | KQJ | 119.000 | 5.63 | Suu | - | XXX | YYY | - | - | - | Sqolbtwd | 1qN | 52 | 52 | 1aO+52 | 1mZ+52 | 814.00000 |
Tranche Comments
A: Registration: 144V User;