| 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 |
|---|
| D-7-S | ZNU | 9.316 | - | - | - | - | - | - | - | 8.50% | - | - | - | - | - | - | - | Retained |
| V-V | NGJ | 70,236.365 | - | - | - | - | - | - | - | 3.20% | - | - | - | - | - | - | - | Retained |
| S-10 | NMF | 955.700 | 1.10 | - | - | - | - | - | - | 7.40% | - | Rudykzrh | FJYF | 650b | 650 | KNAH+650 | - | 250.00000 |
| X-1-H | WLL | 3.805 | - | - | - | - | - | - | - | 8.37% | - | - | - | - | - | - | - | Retained |
| V-10-F | WPQ | 51.176 | - | - | - | - | - | - | - | 1.50% | - | - | - | - | - | - | - | Retained |
| G-2-Y | LVO | 536.330 | - | - | - | - | - | - | - | 9.00% | - | - | - | - | - | - | - | Retained |
| A-7 | RIC | 958.443 | 1.61 | - | - | - | - | - | - | 5.50% | - | Uxycdzhh | PNQU | 400j | 400 | DPPY+400 | - | 759.00000 |
| C-1 | ELE | 987.761 | 5.19 | - | - | - | - | - | - | 4.69% | - | Qdzxktos | WPAK | 950g | 975 | YZQN+975 | - | 853.00000 |
Tranche Comments
V-V: Registration: 144L Tsbg;
A-7: First Pay: 2023-12-25; Registration: 144I Gpza;
D-7-S: Registration: 144F Vkrn;
S-10: First Pay: 2023-12-25; Registration: 144A Adhg;
V-10-F: Registration: 144N Gttb;
C-1: First Pay: 2023-12-25; Registration: 144G Gvwy;
X-1-H: Registration: 144G Fwsa;
G-2-Y: Registration: 144D Sexj;
Cut-Off Balance ($mm)
44917.129247
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C7 | YCG | 35.298 | 7.60 | - | - | - | - | - | - | - | - | Hqfqlqpt | 1wX | 175x | 195 | 1xJ+195 | - | 457.00000 |
| W10 | MYO | 305.581 | 5.50 | - | - | - | - | - | - | - | - | Fdmosysq | 1rB | 325c | 375 | 1cF+375 | - | 595.00000 |
| DS | CSL | 16.328 | 7.80 | - | - | - | - | - | - | - | - | Qwfkkria | 1cO | 750c | 750 | 1sF+750 | - | 525.00000 |
Tranche Comments
C7: First Pay: 2020-04-27; Registration: 144G Evjb;
W10: First Pay: 2020-04-27; Registration: 144A Zxby;
DS: First Pay: 2020-04-27; Registration: 144U Gdqt;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-R | LUU | 85.900 | 93.66 | - | - | - | - | - | - | 6.55% | - | Wpkjkezy | 1rG | 1000-1050 | 875 | 1zU+875 | - | 596.00000 |
| S-7 | LIZ | 52.389 | 1.96 | - | - | - | - | - | - | 7.89% | - | Dcqpksrj | 1mY | 225-250 | 170 | 1xE+170 | - | 410.00000 |
| R-10 | VIC | 643.675 | 4.17 | - | - | - | - | - | - | 8.39% | - | Cwlmrxuc | 1vZ | 425-450 | 325 | 1pP+325 | - | 549.00000 |
| Q-10 | PFG | 91.580 | 1.40 | - | - | - | - | - | - | 1.30% | - | Gbersoyr | 1rD | 700-750 | 550 | 1xK+550 | - | 380.00000 |
Tranche Comments
S-7: First Pay: 2019-11-25; Registration: 144P Zdku;
R-10: First Pay: 2019-11-25; Registration: 144A Nvra;
Q-10: First Pay: 2019-11-25; Registration: 144R Nwfq;
P-R: First Pay: 2019-11-25; Registration: 144Y Pbwe;