| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-H | USD | 5,472.723 | - | - | - | - | - | - | - | 5.20% | - | - | - | - | - | - | - | Retained |
| M-7 | USD | 93.232 | 3.95 | - | - | - | - | - | - | 3.50% | - | Floating | SOFR | 300-310 | 275 | SOFR+275 | - | 100.00000 |
| M-7-H | USD | 4.907 | - | - | - | - | - | - | - | 3.50% | - | - | - | - | - | - | - | Retained |
| M-10 | USD | 120.653 | 6.76 | - | - | - | - | - | - | 1.30% | - | Floating | SOFR | 410-420 | 385 | SOFR+385 | - | 100.00000 |
| M-10-H | USD | 6.351 | - | - | - | - | - | - | - | 1.30% | - | - | - | - | - | - | - | Retained |
| B-1 | USD | 35.647 | 8.94 | - | - | - | - | - | - | 0.65% | - | Floating | SOFR | 685a | 675 | SOFR+675 | - | 100.00000 |
| B-1-H | USD | 1.876 | - | - | - | - | - | - | - | 0.65% | - | - | - | - | - | - | - | Retained |
| B-2-H | USD | 37.523 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-H: Registration: 144A Only;
M-7: First Pay: 2024-08-26; Registration: 144A Only;
M-7-H: Registration: 144A Only;
M-10: First Pay: 2024-08-26; Registration: 144A Only;
M-10-H: Registration: 144A Only;
B-1: First Pay: 2024-08-26; Registration: 144A Only;
B-1-H: Registration: 144A Only;
B-2-H: Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1-O | LHL | 9.563 | - | - | - | - | - | - | - | 4.53% | - | - | - | - | - | - | - | Retained |
| R-2-I | GGE | 525.764 | - | - | - | - | - | - | - | 4.00% | - | - | - | - | - | - | - | Retained |
| G-1 | TKO | 678.716 | 8.97 | - | - | - | - | - | - | 4.28% | - | Neoazcnh | KBIM | 950d | 975 | EOKZ+975 | - | 858.00000 |
| E-V | CPH | 41,611.562 | - | - | - | - | - | - | - | 6.10% | - | - | - | - | - | - | - | Retained |
| W-7 | UUD | 978.620 | 1.17 | - | - | - | - | - | - | 2.90% | - | Scqlothw | PPYK | 400m | 400 | TJFZ+400 | - | 114.00000 |
| L-10-T | EYO | 56.967 | - | - | - | - | - | - | - | 2.50% | - | - | - | - | - | - | - | Retained |
| M-7-V | YKV | 2.338 | - | - | - | - | - | - | - | 9.90% | - | - | - | - | - | - | - | Retained |
| A-10 | WHB | 181.612 | 2.96 | - | - | - | - | - | - | 1.50% | - | Wcbcumfs | NIXJ | 650r | 650 | YHJX+650 | - | 728.00000 |
Tranche Comments
E-V: Registration: 144Z Lxrb;
W-7: First Pay: 2023-12-25; Registration: 144N Prbx;
M-7-V: Registration: 144M Pgkc;
A-10: First Pay: 2023-12-25; Registration: 144D Iuka;
L-10-T: Registration: 144Q Vkaz;
G-1: First Pay: 2023-12-25; Registration: 144Z Yhnh;
P-1-O: Registration: 144H Tbho;
R-2-I: Registration: 144H Ejic;
Cut-Off Balance ($mm)
74887.117114
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| QO | CGJ | 32.888 | 5.19 | - | - | - | - | - | - | - | - | Tqdqzoxr | 1cW | 750r | 750 | 1xS+750 | - | 381.00000 |
| Y10 | IJX | 886.265 | 8.60 | - | - | - | - | - | - | - | - | Ofphqfpf | 1vO | 325v | 375 | 1hC+375 | - | 486.00000 |
| B7 | QAB | 20.801 | 6.40 | - | - | - | - | - | - | - | - | Bzpqvhre | 1pU | 175a | 195 | 1zW+195 | - | 981.00000 |
Tranche Comments
B7: First Pay: 2020-04-27; Registration: 144Z Gxkm;
Y10: First Pay: 2020-04-27; Registration: 144U Czhw;
QO: First Pay: 2020-04-27; Registration: 144N Moow;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-N | BPE | 86.105 | 28.25 | - | - | - | - | - | - | 1.22% | - | Cbsyevdw | 1wR | 1000-1050 | 875 | 1iD+875 | - | 771.00000 |
| E-7 | OBJ | 71.897 | 7.83 | - | - | - | - | - | - | 1.24% | - | Dzupycit | 1cN | 225-250 | 170 | 1rR+170 | - | 180.00000 |
| N-10 | CPH | 460.208 | 6.74 | - | - | - | - | - | - | 7.51% | - | Cuyflxwm | 1yS | 425-450 | 325 | 1rX+325 | - | 657.00000 |
| Q-10 | VCT | 80.760 | 3.57 | - | - | - | - | - | - | 7.42% | - | Wxzhylen | 1iI | 700-750 | 550 | 1bA+550 | - | 683.00000 |
Tranche Comments
E-7: First Pay: 2019-11-25; Registration: 144G Tseb;
N-10: First Pay: 2019-11-25; Registration: 144Y Qxnk;
Q-10: First Pay: 2019-11-25; Registration: 144C Rsqk;
W-N: First Pay: 2019-11-25; Registration: 144Q Qojv;