| 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 |
|---|
| U-10 | RKL | 451.288 | 4.93 | - | - | - | - | - | - | 8.90% | - | Upqkfyql | NXZD | 650f | 650 | NAMN+650 | - | 793.00000 |
| C-7 | RVW | 168.928 | 5.71 | - | - | - | - | - | - | 1.90% | - | Ibebdpsj | MUBJ | 400j | 400 | BJEC+400 | - | 469.00000 |
| K-2-K | TFH | 479.742 | - | - | - | - | - | - | - | 8.00% | - | - | - | - | - | - | - | Retained |
| C-1 | TLP | 620.443 | 3.67 | - | - | - | - | - | - | 5.37% | - | Sxcvfuss | TZMW | 950h | 975 | GOLS+975 | - | 276.00000 |
| J-D | CUH | 95,564.576 | - | - | - | - | - | - | - | 1.70% | - | - | - | - | - | - | - | Retained |
| U-10-V | ZFI | 67.848 | - | - | - | - | - | - | - | 9.60% | - | - | - | - | - | - | - | Retained |
| W-7-X | WMC | 6.803 | - | - | - | - | - | - | - | 9.30% | - | - | - | - | - | - | - | Retained |
| B-1-H | QHQ | 5.908 | - | - | - | - | - | - | - | 3.27% | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-D: Registration: 144U Uqmf;
C-7: First Pay: 2023-12-25; Registration: 144E Iwtg;
W-7-X: Registration: 144R Jzvk;
U-10: First Pay: 2023-12-25; Registration: 144U Jwae;
U-10-V: Registration: 144K Hvnt;
C-1: First Pay: 2023-12-25; Registration: 144U Vbfj;
B-1-H: Registration: 144Z Ywkn;
K-2-K: Registration: 144S Upvk;
Cut-Off Balance ($mm)
55005.643973
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R10 | GSE | 409.745 | 3.90 | - | - | - | - | - | - | - | - | Jmlafmpq | 1zG | 325t | 375 | 1yO+375 | - | 258.00000 |
| TS | EOR | 95.882 | 6.53 | - | - | - | - | - | - | - | - | Bbjkywwv | 1zZ | 750j | 750 | 1hP+750 | - | 288.00000 |
| H7 | QZN | 28.567 | 4.60 | - | - | - | - | - | - | - | - | Ejuetqxf | 1pJ | 175o | 195 | 1rH+195 | - | 776.00000 |
Tranche Comments
H7: First Pay: 2020-04-27; Registration: 144N Yval;
R10: First Pay: 2020-04-27; Registration: 144H Cvcv;
TS: First Pay: 2020-04-27; Registration: 144D Gqin;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-7 | PXY | 85.360 | 2.78 | - | - | - | - | - | - | 9.59% | - | Vexmlxjw | 1hD | 225-250 | 170 | 1mI+170 | - | 480.00000 |
| C-10 | MZC | 20.180 | 5.76 | - | - | - | - | - | - | 6.78% | - | Hjsphbng | 1gH | 700-750 | 550 | 1oA+550 | - | 636.00000 |
| J-E | FYT | 38.614 | 48.80 | - | - | - | - | - | - | 6.88% | - | Ipfusrih | 1qI | 1000-1050 | 875 | 1dP+875 | - | 192.00000 |
| P-10 | GIW | 964.947 | 3.32 | - | - | - | - | - | - | 9.97% | - | Arojtokf | 1hN | 425-450 | 325 | 1wS+325 | - | 131.00000 |
Tranche Comments
B-7: First Pay: 2019-11-25; Registration: 144T Quwl;
P-10: First Pay: 2019-11-25; Registration: 144I Mpfi;
C-10: First Pay: 2019-11-25; Registration: 144L Biid;
J-E: First Pay: 2019-11-25; Registration: 144N Sfnr;