| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-10 | ZUD | 174.156 | 3.52 | - | - | - | - | - | - | 2.30% | - | Meoxjfhb | KGBA | 410-420 | 385 | GGSZ+385 | - | 635.00000 |
| R-1 | LZH | 94.236 | 2.15 | - | - | - | - | - | - | 1.84% | - | Evzyetzv | CJID | 685d | 675 | KCOR+675 | - | 755.00000 |
| P-1-F | VYK | 7.300 | - | - | - | - | - | - | - | 9.71% | - | - | - | - | - | - | - | Retained |
| F-7-F | QGO | 2.748 | - | - | - | - | - | - | - | 4.50% | - | - | - | - | - | - | - | Retained |
| L-2-V | FJQ | 22.103 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-10-O | PMS | 6.809 | - | - | - | - | - | - | - | 1.90% | - | - | - | - | - | - | - | Retained |
| S-I | YYY | 3,198.667 | - | - | - | - | - | - | - | 9.90% | - | - | - | - | - | - | - | Retained |
| D-7 | AOZ | 74.529 | 9.68 | - | - | - | - | - | - | 8.60% | - | Gieatuib | AVNL | 300-310 | 275 | IADT+275 | - | 440.00000 |
Tranche Comments
S-I: Registration: 144B Abhc;
D-7: First Pay: 2024-08-26; Registration: 144H Thtn;
F-7-F: Registration: 144H Qmof;
A-10: First Pay: 2024-08-26; Registration: 144S Luna;
D-10-O: Registration: 144N Uazg;
R-1: First Pay: 2024-08-26; Registration: 144K Lrkr;
P-1-F: Registration: 144W Hspi;
L-2-V: Registration: 144F Jhix;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-7 | NUJ | 789.618 | 6.87 | - | - | - | - | - | - | 8.30% | - | Sxfuqrnn | HBJU | 400x | 400 | DEUN+400 | - | 347.00000 |
| H-1 | KWG | 382.427 | 3.67 | - | - | - | - | - | - | 5.58% | - | Mlwcfafs | HWJJ | 950k | 975 | QLSH+975 | - | 494.00000 |
| G-1-R | FFU | 4.605 | - | - | - | - | - | - | - | 2.77% | - | - | - | - | - | - | - | Retained |
| K-2-O | YXP | 536.893 | - | - | - | - | - | - | - | 7.00% | - | - | - | - | - | - | - | Retained |
| B-7-W | KQF | 4.504 | - | - | - | - | - | - | - | 2.70% | - | - | - | - | - | - | - | Retained |
| K-10 | HGJ | 640.311 | 9.12 | - | - | - | - | - | - | 4.40% | - | Cjyqpjln | WUMI | 650c | 650 | TSZE+650 | - | 918.00000 |
| O-10-G | ZWA | 28.269 | - | - | - | - | - | - | - | 3.50% | - | - | - | - | - | - | - | Retained |
| I-N | YIA | 88,411.662 | - | - | - | - | - | - | - | 3.40% | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-N: Registration: 144L Sdlu;
V-7: First Pay: 2023-12-25; Registration: 144K Arqz;
B-7-W: Registration: 144G Lkwk;
K-10: First Pay: 2023-12-25; Registration: 144Z Xrqm;
O-10-G: Registration: 144W Txnt;
H-1: First Pay: 2023-12-25; Registration: 144K Mqqs;
G-1-R: Registration: 144M Hvqc;
K-2-O: Registration: 144N Vjoi;
Cut-Off Balance ($mm)
38759.622815
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| MU | ABP | 64.883 | 1.11 | - | - | - | - | - | - | - | - | Ibeksfei | 1fP | 750q | 750 | 1qF+750 | - | 936.00000 |
| O7 | OTW | 88.169 | 5.70 | - | - | - | - | - | - | - | - | Oorouwhv | 1oB | 175i | 195 | 1nX+195 | - | 785.00000 |
| B10 | LQI | 602.340 | 6.40 | - | - | - | - | - | - | - | - | Cxeafidj | 1cB | 325f | 375 | 1xB+375 | - | 316.00000 |
Tranche Comments
O7: First Pay: 2020-04-27; Registration: 144U Yazp;
B10: First Pay: 2020-04-27; Registration: 144J Hsaw;
MU: First Pay: 2020-04-27; Registration: 144G Ssds;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-10 | LED | 832.963 | 2.82 | - | - | - | - | - | - | 3.10% | - | Ollwpnyn | 1jY | 425-450 | 325 | 1sN+325 | - | 174.00000 |
| N-10 | POS | 45.910 | 7.12 | - | - | - | - | - | - | 7.15% | - | Meszdxte | 1xD | 700-750 | 550 | 1bA+550 | - | 641.00000 |
| N-7 | JVJ | 93.317 | 7.31 | - | - | - | - | - | - | 9.00% | - | Qrmsiywi | 1qT | 225-250 | 170 | 1vA+170 | - | 128.00000 |
| Q-D | MJE | 38.233 | 57.63 | - | - | - | - | - | - | 5.10% | - | Wdszbaqy | 1dM | 1000-1050 | 875 | 1hA+875 | - | 946.00000 |
Tranche Comments
N-7: First Pay: 2019-11-25; Registration: 144G Atlv;
S-10: First Pay: 2019-11-25; Registration: 144L Nhfg;
N-10: First Pay: 2019-11-25; Registration: 144U Mzgj;
Q-D: First Pay: 2019-11-25; Registration: 144C Lnke;