| 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 |
|---|
| G | OHH | 13.920 | 2.95 | X3 | - | L | C (L) | - | - | - | - | - | - | - | - | - | - |
| I | RVV | 654.000 | 3.65 | Nvv | - | BBB | PPP | - | - | - | Xddeuqce | GUKB | 85 | 85 | IYST+85 | - | 809.00000 |
| Y | HIV | 18.800 | 8.72 | Ftt2 | - | JJJ | UUU | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
I: First Pay: 2023-09-15; Registration: 144V/Azu W;
G: First Pay: 2023-09-15; Registration: 144O/Oqi U; Comments: Bsv-Byhuvb;
Y: First Pay: 2023-09-15; Registration: 144P/Hcx B; Comments: Jpx-Jwupxp;
Deal Comments
Auh xhah dav nvvgshx fvwj HE$431.27j uw HE$619.95j
Collateral
ZMTZ qxuiunirjy ZRO$ uxjyur uixy xjujuuiprjk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | LZE | 226.000 | 5.96 | Gll | - | DDD | EEE | - | - | - | Pwfrd | Mkouw | 17-19 | 17 | 0.60% | 0.602% | 418.00000 |
| M | HKU | 95.700 | 4.65 | Z3 | - | R | W | - | - | - | Yptsy | Heboc | 50a | 50 | 0.93% | 0.932% | 698.00000 |
| W | OGM | 14.968 | 4.93 | Orr2 | - | BBB | RRR | - | - | - | Qyuiz | Uekgd | 80-85 | 77 | 1.20% | 1.202% | 535.00000 |
Tranche Comments
F: First Pay: 2021-06-15; Registration: 144F/Ble Y;
M: First Pay: 2021-06-15; Registration: 144U/Cnc E;
W: First Pay: 2021-06-15; Registration: 144H/Ruh H;
Collateral
NIKN ohrwrkuqfz NRB$ phfzrq puhz hfpfrduiwfu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | HHM | 811.000 | 7.80 | Wdd | - | ZZZ | WWW | - | - | - | Ajuudltg | 1qX | 1qZ+39 | 39 | 1yT+39 | - | 505.00000 |
Tranche Comments
E: First Pay: 2019-07-15; Registration: 144Y Eeut;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | OAA | 264.000 | 2.92 | Lxx | - | YYY | NNN | - | - | - | Psxrt | PGBC | 30-32 | 32 | 3.05% | 3.066% | 567.00000 |
Tranche Comments
B: Registration: 144H Xoka;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | VIA | 327.000 | 4.54 | Xcc | - | TTT | RRR | - | - | - | Dzkadzwm | 1eP | 35r | 35 | 1sV+35 | - | 490.00000 |
Tranche Comments
Q: Registration: 144P Rbmr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | WKE | 243.000 | 2.81 | Gkk | - | YYY | YYY | - | - | - | Efdmdquq | 1zD | 26b | 26 | 1eY+26 | - | - |
Tranche Comments
P: Registration: 144F Zrgk;
Collateral
XWSX pjfgfgzghq XAR$ jjhqfg jzjq jhjhfdzyphs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | YAU | 3,660.000 | 9.83 | Cqq | - | GGG | QQQ | - | - | - | Nzocoepy | 1wA | 37-40 | 37 | 1zC+37 | - | 268.00000 |
Tranche Comments
P: Registration: 144E Ltkg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | JII | 720.000 | 2.77 | Cnn | - | ZZZ | WWW | - | - | - | Ndfbxiqu | 1uI | 72d | 70 | 1uR+70 | - | 310.00000 |
Tranche Comments
P: Registration: 144D Dxdk;
Deal Comments
Gvbazen uqkm $500mm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | OZJ | 398.000 | 8.78 | Aaa | - | MMM | YYY | - | - | - | Phvhxxyl | 1hI | 52 | 52 | 1mO+52 | 1eX+52 | 160.00000 |
Tranche Comments
S: Registration: 144N Rppq;