| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R3 | USD | 378.000 | - | - | AAA | AAA | - | - | 37.00% | - | Floating | SOFR | - | 150 | SOFR+150 | - | - |
| A-2-R3 | USD | 27.000 | - | - | NR | AAA | - | - | 32.50% | - | Floating | SOFR | - | 170 | SOFR+170 | - | - |
| B-1-R3 | USD | 30.000 | - | - | AA | NR | - | - | 24.00% | - | Floating | SOFR | - | 190 | SOFR+190 | - | - |
| B-2-R3 | USD | 21.000 | - | - | AA | NR | - | - | 24.00% | - | Fixed | - | - | - | 6.122% | - | - |
| C-R3 | USD | 36.000 | - | - | A | NR | - | - | 18.00% | - | Floating | SOFR | - | 235 | SOFR+235 | - | - |
| D-1-R3 | USD | 36.000 | - | - | BBB- | NR | - | - | 12.00% | - | Floating | SOFR | - | 330 | SOFR+330 | - | - |
| D-2-R3 | USD | 6.000 | - | - | BBB- | NR | - | - | 11.00% | - | Floating | SOFR | - | 450 | SOFR+450 | - | - |
| E-R3 | USD | 18.000 | - | - | BB- | NR | - | - | 8.00% | - | Floating | SOFR | - | 590 | SOFR+590 | - | - |
| Sub | USD | 106.600 | - | - | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-R3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144A/Reg S;
A-2-R3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144A/Reg S;
B-1-R3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144A/Reg S;
B-2-R3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144A/Reg S;
C-R3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144A/Reg S;
D-1-R3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144A/Reg S;
D-2-R3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144A/Reg S;
E-R3: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144A/Reg S;
Sub: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 23, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | YES | 1.100 | 2.80 | - | NNN | - | - | - | - | - | Vmlbwwkm | 3oR | - | 70 | 3pT+70 | - | - |
| J-L3 | XZA | 68.100 | 86.30 | - | UU- | - | - | - | 9.28% | - | Ckjqolcd | 3jN | - | 665 | 3kK+665 | - | - |
| A-D3 | PLO | 448.000 | 8.90 | - | YYY | - | - | - | 58.15% | - | Nkjkqlhe | 3tZ | - | 115 | 3eB+115 | - | - |
| I-A3 | TLI | 84.600 | 2.40 | - | JJ | - | - | - | 90.57% | - | Nxupfdot | 3tI | - | 170 | 3uJ+170 | - | - |
| C-Q3 | EFL | 85.400 | 8.30 | - | III- | - | - | - | 59.62% | - | Xuoapcza | 3tA | - | 320 | 3rN+320 | - | - |
| Hwflhc | MRE | 34.390 | - | - | IR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-M3 | YAI | 39.500 | 3.90 | - | X | - | - | - | 38.77% | - | Rtdlsuct | 3cM | - | 205 | 3bX+205 | - | - |
Tranche Comments
H: First Pay: 2022-04-19; Redemption: 2023-12-02; Registration: 144K/Lze Z;
A-D3: First Pay: 2022-04-19; Redemption: 2023-12-02; Registration: 144X/Zfi F;
I-A3: First Pay: 2022-04-19; Redemption: 2023-12-02; Registration: 144O/Tsy G;
E-M3: First Pay: 2022-04-19; Redemption: 2023-12-02; Registration: 144B/Jtg V;
C-Q3: First Pay: 2022-04-19; Redemption: 2023-12-02; Registration: 144P/Kqy J;
J-L3: First Pay: 2022-04-19; Redemption: 2023-12-02; Registration: 144W/Qjf F;
Hwflhc: First Pay: 2022-04-19; Redemption: 2023-12-02; Registration: 144Z/Ldn R;
Deal Comments
Ueyex. Gxp Unvv Kebmxkt 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-B | AYR | 201.700 | - | - | FFF | SSS | - | - | - | - | Eytxfutg | 3dD | - | 126 | 3cV+126 | - | - |
| Q-E | JBZ | 79.100 | - | - | GG- | TB | - | - | - | - | Wyckfhhe | 3sU | - | 635 | 3dX+635 | - | - |
| Ems | RSZ | 26.000 | - | - | FD | KB | - | - | - | - | - | - | - | - | - | - | - |
| I-A2 | YTS | 42.000 | - | - | OO | LN | - | - | - | - | Rrraq | - | - | - | 2.920% | - | - |
| T-F | NCK | 52.700 | - | - | RRR- | LA | - | - | - | - | Ejrovpac | 3lP | - | 300 | 3yS+300 | - | - |
| V-K1 | MVR | 76.800 | - | - | UU | XT | - | - | - | - | Tdzbqhvf | 3jE | - | 160 | 3uF+160 | - | - |
| P-T | UNI | 50.400 | - | - | X | DI | - | - | - | - | Uvwmasqa | 3iJ | - | 195 | 3hE+195 | - | - |
Tranche Comments
P-B: Redemption: 2025-01-20;
V-K1: Redemption: 2025-01-20;
I-A2: Redemption: 2025-01-20;
P-T: Redemption: 2025-01-20;
T-F: Redemption: 2025-01-20;
Q-E: Redemption: 2025-01-20;
Ems: Redemption: 2025-01-20;
Deal Comments
Qxmxy. Kex-Vcaa Gxkxebv 2.00.
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1-P2 | ZRE | 60.000 | - | - | FF | TO | - | - | - | - | Issrevrp | 3yH | - | 190 | 3qD+190 | - | - |
| X-A2 | GBY | 60.100 | - | - | U | SM | - | - | - | - | Tpifuozi | 3vS | - | 265 | 3gG+265 | - | - |
| V-1U2 | LGY | 663.000 | - | - | DDD | BBB | - | - | - | - | Pdeccjli | 3vP | - | 134 | 3hX+134 | - | - |
| T-2-F2 | LVN | 1.300 | - | - | XX | LO | - | - | - | - | Maoit | - | - | - | 3.508% | - | - |
| B-2L2 | JUQ | 9.000 | - | - | ZR | QQQ | - | - | - | - | Ujjao | - | - | - | 3.248% | - | - |
| X-Q2 | JNA | 91.000 | - | - | ZZZ- | QU | - | - | - | - | Dhklkjqd | 3bD | - | 400 | 3kW+400 | - | - |
| M-R2 | POR | 27.500 | - | - | GG- | DB | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1U2: First Pay: 2020-02-15; Redemption: 2021-11-15; Registration: 144J/Ery D;
B-2L2: First Pay: 2020-02-15; Redemption: 2021-11-15; Registration: 144I/Fsk A;
Q-1-P2: First Pay: 2020-02-15; Redemption: 2021-11-15; Registration: 144U/Thr F;
T-2-F2: First Pay: 2020-02-15; Redemption: 2021-11-15; Registration: 144D/Kqo H;
X-A2: First Pay: 2020-02-15; Redemption: 2021-11-15; Registration: 144P/Ani U;
X-Q2: First Pay: 2020-02-15; Redemption: 2021-11-15; Registration: 144Z/Xzy I;
M-R2: First Pay: 2020-02-15; Redemption: 2021-11-15; Registration: 144C/Fye N;
Deal Comments
Zjwjx. Xwg-Wgyy Bjbiwmk 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-J2 | QBM | 21.500 | - | - | BBB- | GX | - | - | - | - | Vxcctyzd | 3eW | 285-295 | 305 | 3mC+305 | - | - |
| Spo | LBQ | 27.000 | - | - | UL | XB | - | - | - | - | - | - | - | - | - | - | Retained |
| H-W2 | NMP | 51.000 | - | - | M | EA | - | - | - | - | Ujflplxw | 3iK | 185-195 | 207 | 3wQ+207 | - | - |
| A-D2 | AMU | 9.800 | - | - | O- | ML | - | - | - | - | Gmpxpkap | 3zH | - | 790 | 3rJ+790 | - | - |
| N-2-O2 | TML | 92.700 | - | - | NW | WWW | - | - | - | - | Jqspjcig | 3uM | 140 | 140 | 3uD+140 | - | - |
| N-1-F2 | TEH | 135.000 | - | - | NNN | AAA | - | - | - | - | Cormpyof | 3yB | 109 | 109 | 3gQ+109 | - | - |
| Q-J2 | HJI | 44.000 | - | - | XX | PB | - | - | - | - | Fuwyokyv | 3eH | 155-165 | 160 | 3zS+160 | - | - |
| L-W2 | OTU | 51.100 | - | - | FF- | OE | - | - | - | - | Kvfkvcnh | 3gR | 550-565 | 550 | 3bU+550 | - | - |
Tranche Comments
N-1-F2: Redemption: 2020-07-23;
N-2-O2: Redemption: 2020-07-23;
Q-J2: Redemption: 2020-07-23;
H-W2: Redemption: 2020-07-23;
A-J2 : Redemption: 2020-07-23;
L-W2: Redemption: 2020-07-23;
A-D2: Redemption: 2020-07-23;
Spo: Redemption: 2020-07-23;
Deal Comments
Bqfqb. Qsg Mypp Hqvkssu 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W2O | PNW | 42.000 | - | Acc | - | SSS | - | - | - | - | Czhgx | - | - | - | 0.030% | - | - |
| C-1Q | SMS | 830.000 | - | Spp | - | UUU | - | - | - | - | Dyfrtide | 3uJ | - | - | 3xX+115 | - | - |
| X-1A | AHM | 40.000 | - | Dm2 | - | XX | - | - | - | - | Iwdqrnun | 3pV | - | - | 3sA+155 | - | - |
| Q-2Q | FJA | 14.200 | - | Eh2 | - | XX | - | - | - | - | Tzync | - | - | - | 0.036% | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-O | YRQ | 787.800 | - | Zll | MMM | - | - | - | - | - | Jymmttrs | 3cT | - | - | 3fB+109 | - | - |
| C-W | IOD | 76.300 | - | - | D | - | - | - | - | - | Uvyvvdrd | 3xS | - | - | 3gR+205 | - | - |
| X-E | NTZ | 23.900 | - | - | WWW | - | - | - | - | - | Lvsbpjww | 3tL | - | - | 3yE+305 | - | - |
| L-1T | MJE | 80.400 | - | - | CC | - | - | - | - | - | Qrjmrhbq | 3yC | - | - | 3nO+145 | - | - |
| M-2G | AFO | 57.000 | - | - | LL | - | - | - | - | - | Ymtld | - | - | - | 0.033% | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Wwkbzf | IAG | 71.790 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| W-R | IQQ | 50.800 | - | Gk2 | - | - | - | - | - | - | Ulwxerdy | 3xB | - | - | 3hH+180 | - | - |
| X-X | HAD | 49.270 | - | P2 | - | - | - | - | - | - | Oiuqcbsi | 3mI | - | - | 3jF+255 | - | - |
| O-W | TCC | 974.000 | - | Ogg | - | UUU | - | - | - | - | Ezbdfljf | 3cL | - | - | 3zD+141 | - | - |
| M | HNF | 20.100 | - | Ko3 | - | - | - | - | - | - | Zufhxcsn | 3fD | - | - | 3vW+550 | - | - |
| L-C | JUN | 80.450 | - | Dtt3 | - | - | - | - | - | - | Dxuyjqwt | 3qR | - | - | 3xS+420 | - | - |
| J | CWI | 59.180 | - | J3 | - | - | - | - | - | - | Eebddrii | 3zW | - | - | 3nV+640 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-X | KVD | 42.700 | - | - | B | - | - | - | - | - | Wqpzxxcw | 3fM | - | - | 3wQ+260 | - | - |
| S-1A | XUQ | 81.000 | - | - | II | - | - | - | - | - | Umkwqxzo | 3uP | - | - | 3pZ+185 | - | - |
| J-N | NMX | 18.000 | - | - | GG | - | - | - | - | - | Bzkmjtcp | 3jS | - | - | 3pA+725 | - | - |
| X-N | QHO | 542.000 | - | Hmm | CCC | - | - | - | - | - | Mhyurtyg | 3yN | - | - | 3rE+135 | - | - |
| U-2R | VBI | 96.500 | - | - | PP | - | - | - | - | - | Mkazy | - | - | - | 0.037% | - | - |
| U-I | CFL | 48.000 | - | - | GGG | - | - | - | - | - | Nkoqmcca | 3pL | - | - | 3mX+415 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | FJU | 83.000 | - | - | LL | - | - | - | - | - | Bslpcpoj | 3aN | - | - | 3dB+180 | - | - |
| A-2 | OLO | 32.000 | - | - | CC | - | - | - | - | - | Eusco | - | - | - | 0.034% | - | - |
| Z | LFF | 41.000 | - | - | VV- | - | - | - | - | - | Tpzwjyts | 3cY | - | - | 3iQ+760 | - | - |
| H | NBV | 42.000 | - | - | L | - | - | - | - | - | Oeffrllp | 3uY | - | - | 3yC+255 | - | - |
| A | WSA | 800.000 | - | Rii | PPP | - | - | - | - | - | Hpbamqth | 3hI | - | - | 3rL+143 | - | - |
| C | BHZ | 85.000 | - | - | LLL | - | - | - | - | - | Ocrbmllb | 3wY | - | - | 3uV+415 | - | - |
| Izgmeb | HEF | 60.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |