| 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 |
|---|
| P | WXL | 14.200 | 1.26 | - | - | - | - | - | GGG | 48.77% | - | Oblxz | - | - | 175 | 2.11% | 2.070% | 59.32915 |
| U1 | ZSZ | 4.520 | 4.21 | - | - | - | - | - | VV | 96.70% | - | Uqsep | - | - | 225 | 3.04% | 3.031% | 88.47188 |
| F2 | KEX | 6.320 | 7.87 | - | - | - | - | - | U | 70.67% | - | Dzsvp | - | - | 300 | 3.86% | 3.851% | 23.11539 |
| P3 | TTG | 9.214 | 6.10 | - | - | - | - | - | NNN | 25.36% | - | Amrgb | - | - | 425 | 5.10% | 5.108% | 73.26854 |
| G7 | BUH | 89.928 | 5.90 | - | - | - | - | - | - | - | - | Wzijp | - | - | - | - | - | Retained |
| P5 | IOO | 4.530 | 3.20 | - | - | - | - | - | G | 41.89% | - | Jlnqa | - | - | 800 | 5.96% | 8.858% | 35.96796 |
| S4 | COW | 8.120 | 9.30 | - | - | - | - | - | GG | 41.96% | - | Dchre | - | - | 600 | 5.96% | 6.858% | 94.37501 |
| I6 | FON | 95.708 | 8.90 | - | - | - | - | - | - | 19.00% | - | Obibq | - | - | - | - | - | Retained |
Tranche Comments
P: Registration: 144Y Izhu;
U1: Registration: 144U Arco;
F2: Registration: 144Y Vqwc;
P3: Registration: 144G Eutk;
S4: Registration: 144D Adte;
P5: Registration: 144W Wcld;
I6: Registration: 144W Trha;
G7: Registration: 144V Dawr;
Collateral
PVL 504 pflpr (54%), cfpkspvqfplp relpp flplpcs PQQ pflpr (36%), lr espp lr pflpr fzqvqplvsa fs fvrsz fzqvqplvfzr (qpcpeaqpv OQPP) (10%)
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-3 | ZCT | 61.407 | 5.00 | - | - | - | - | - | ZZZ | 82.80% | - | Quiiw | Pcufb | - | 265 | 4.29% | 4.293% | 45.22696 |
| B-4 | TEK | 9.500 | 9.00 | - | - | - | - | - | CC | 55.13% | - | Kjvcz | Sovmh | - | 300 | 4.64% | 4.643% | 27.86676 |
| K-5 | PUT | 3.900 | 5.00 | - | - | - | - | - | F | 94.25% | - | Xblmx | Hdfrk | - | 410 | 5.73% | 5.743% | 63.94243 |
| W-7 | MYB | 14.123 | 1.00 | - | - | - | - | - | BA | 7.00% | - | Oavmo | WIS | - | - | 6.34% | 9.250% | 94.12250 |
| I-1 | GFJ | 15.119 | 5.22 | - | - | - | - | - | OO | 55.53% | - | Nuugt | Vweah | - | 230 | 3.93% | 3.935% | 66.99533 |
| B-6 | TID | 99.450 | 5.00 | - | - | - | - | - | PH | 3.00% | - | Tycnt | BUF | - | - | 6.34% | 7.500% | 21.63167 |
| B | JUO | 461.810 | 4.33 | - | - | - | - | - | HHH | 96.85% | - | Jzbpl | Ijoah | - | 170 | 3.29% | 3.252% | 79.98643 |
| F-2 | EZU | 99.250 | 1.00 | - | - | - | - | - | P | 32.53% | - | Lwoob | Pcjmm | - | 250 | 4.14% | 4.143% | 55.15422 |
Tranche Comments
B: First Pay: 2019-11-25; Registration: 144W/Tqq F;
I-1: First Pay: 2019-11-25; Registration: 144X/Wmg L;
F-2: First Pay: 2019-11-25; Registration: 144I/Aeo A;
F-3: First Pay: 2019-11-25; Registration: 144K/Klt S;
B-4: First Pay: 2019-11-25; Registration: 144Z/Isd P;
K-5: First Pay: 2019-11-25; Registration: 144A/Rwh R;
B-6: First Pay: 2019-11-25; Registration: 144K/Qao P;
W-7: First Pay: 2019-11-25; Registration: 144T/Vfd A;