| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 136.139 | 6.05 | - | - | - | - | AAA | - | 37.70% | - | Fixed | I-Curve | 185-190 | 185 | 6.16% | 6.156% | 99.99987 |
| M1 | USD | 26.660 | 6.07 | - | - | - | - | AA | - | 25.50% | - | Fixed | I-Curve | 225 | 225 | 6.56% | 6.556% | 99.99987 |
| M2 | USD | 14.204 | 6.17 | - | - | - | - | A | - | 19.00% | - | Fixed | I-Curve | 260 | 260 | 6.90% | 6.906% | 99.99953 |
| M3 | USD | 9.834 | 6.16 | - | - | - | - | BBB | - | 14.50% | - | Fixed | I-Curve | 325 | 325 | 7.55% | 7.556% | 99.99939 |
| M4 | USD | 10.161 | 6.16 | - | - | - | - | BB | - | 9.85% | - | WAC | I-Curve | 575 | 575 | - | 10.056% | 93.23112 |
| M5 | USD | 7.758 | 6.16 | - | - | - | - | B | - | 6.30% | - | WAC | YLD | 12.00% | - | - | 12.000% | 85.91967 |
| M6 | USD | 13.766 | 6.09 | - | - | - | - | NR | - | - | - | WAC | YLD | 14.00% | - | - | 15.000% | 76.67489 |
Tranche Comments
A: First Pay: 2024-06-25; Registration: 144A/Reg S;
M1: First Pay: 2024-06-25; Registration: 144A/Reg S;
M2: First Pay: 2024-06-25; Registration: 144A/Reg S;
M3: First Pay: 2024-06-25; Registration: 144A/Reg S;
M4: First Pay: 2024-06-25; Registration: 144A/Reg S;
M5: First Pay: 2024-06-25; Registration: 144A/Reg S;
M6: First Pay: 2024-06-25; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A4 | FZO | 6.750 | 2.70 | - | - | - | - | - | FF | 63.18% | - | Tnkii | - | - | 600 | 5.96% | 6.858% | 13.22096 |
| C1 | MTT | 3.440 | 6.44 | - | - | - | - | - | GG | 95.40% | - | Zgpcs | - | - | 225 | 3.04% | 3.031% | 62.31881 |
| J5 | FND | 2.760 | 4.10 | - | - | - | - | - | D | 53.89% | - | Fvboe | - | - | 800 | 5.96% | 8.858% | 79.34886 |
| Y | ZBZ | 34.700 | 1.56 | - | - | - | - | - | ZZZ | 56.68% | - | Baoqo | - | - | 175 | 2.11% | 2.070% | 99.53166 |
| H6 | LTA | 92.571 | 7.20 | - | - | - | - | - | - | 87.00% | - | Vjheg | - | - | - | - | - | Retained |
| I2 | AFO | 5.390 | 7.72 | - | - | - | - | - | W | 81.47% | - | Grrcr | - | - | 300 | 3.86% | 3.851% | 59.53812 |
| U7 | OPF | 17.457 | 4.70 | - | - | - | - | - | - | - | - | Nixtb | - | - | - | - | - | Retained |
| V3 | HKU | 3.921 | 5.90 | - | - | - | - | - | TTT | 49.69% | - | Kuuvr | - | - | 425 | 5.10% | 5.108% | 34.21966 |
Tranche Comments
Y: Registration: 144D Ztqf;
C1: Registration: 144G Ixof;
I2: Registration: 144V Xnit;
V3: Registration: 144D Fwmp;
A4: Registration: 144P Zfle;
J5: Registration: 144G Bgby;
H6: Registration: 144V Rnck;
U7: Registration: 144R Ugaa;
Collateral
YOZ 504 zggee (54%), ngejoeoegegz ewgzz lgzgeno LHJ zggee (36%), ge cozz ge zggee gweqeegoog lb gobow gweqeegogwe (eenzwgeeq FJLL) (10%)
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | KFU | 18.320 | 2.13 | - | - | - | - | - | AA | 44.14% | - | Mcurh | Xwhhl | - | 230 | 3.93% | 3.935% | 86.81534 |
| D-3 | YLJ | 55.822 | 1.00 | - | - | - | - | - | JJJ | 59.80% | - | Ggqjv | Tqwzl | - | 265 | 4.29% | 4.293% | 16.12547 |
| T-4 | ZSQ | 4.700 | 7.00 | - | - | - | - | - | OO | 86.29% | - | Azqvv | Ghcwq | - | 300 | 4.64% | 4.643% | 34.58988 |
| T-6 | MSR | 45.420 | 2.00 | - | - | - | - | - | UI | 9.00% | - | Ohjni | SVH | - | - | 6.34% | 7.500% | 97.25448 |
| A | XVR | 512.710 | 1.17 | - | - | - | - | - | WWW | 95.22% | - | Aaxzm | Iwdnx | - | 170 | 3.29% | 3.252% | 85.40318 |
| C-5 | FEN | 9.440 | 4.00 | - | - | - | - | - | C | 62.42% | - | Elxyf | Zqivx | - | 410 | 5.73% | 5.743% | 29.90487 |
| L-7 | YVE | 93.665 | 7.00 | - | - | - | - | - | AU | 8.00% | - | Lihcf | NNH | - | - | 6.34% | 9.250% | 66.31200 |
| X-2 | YYG | 11.850 | 1.00 | - | - | - | - | - | I | 49.72% | - | Fjnlz | Rxguf | - | 250 | 4.14% | 4.143% | 33.26523 |
Tranche Comments
A: First Pay: 2019-11-25; Registration: 144L/Mpr A;
H-1: First Pay: 2019-11-25; Registration: 144G/Hii R;
X-2: First Pay: 2019-11-25; Registration: 144U/Ymo J;
D-3: First Pay: 2019-11-25; Registration: 144E/Gyt X;
T-4: First Pay: 2019-11-25; Registration: 144P/Hrl C;
C-5: First Pay: 2019-11-25; Registration: 144F/Weq U;
T-6: First Pay: 2019-11-25; Registration: 144W/Bcf L;
L-7: First Pay: 2019-11-25; Registration: 144I/Nly L;