| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 551.200 | 3.55 | 4.80 | - | - | AAA | AAA | - | 47.00% | - | Floating | 1mSOFR | 160a | 160 | 1mSOFR+154 | - | 99.75000 |
| A-S | USD | 162.500 | 3.97 | 4.97 | - | - | AAA | AAA | - | 31.38% | - | Floating | 1mSOFR | 200a | 200 | 1mSOFR+194 | - | 99.75000 |
| B | USD | 71.500 | 4.03 | 5.03 | - | - | AA- | AAA | - | 24.50% | - | Floating | 1mSOFR | 220a | 220 | 1mSOFR+214 | - | 99.75000 |
| C | USD | 58.500 | 4.05 | 5.05 | - | - | A- | A | - | 18.88% | - | Floating | 1mSOFR | 260a | 260 | 1mSOFR+254 | - | 99.75000 |
| D | USD | 72.800 | 4.05 | 5.05 | - | - | NR | BBB | - | 11.88% | - | Floating | 1mSOFR | 365a | 365 | 1mSOFR+359 | - | 99.75000 |
| E | USD | 11.700 | 4.05 | 5.05 | - | - | NR | BBB (L) | - | 10.75% | - | Floating | 1mSOFR | 450a | 450 | 1mSOFR+444 | - | 99.75000 |
| F | USD | 24.700 | - | - | - | - | NR | BB (H) | - | 8.38% | - | - | - | - | - | - | - | Retained |
| G | USD | 13.000 | - | - | - | - | NR | BB (L) | - | 7.13% | - | - | - | - | - | - | - | Retained |
| H | USD | 22.100 | - | - | - | - | NR | B (L) | - | 5.00% | - | - | - | - | - | - | - | Retained |
| INC | USD | 52.000 | - | - | - | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-11-18; Registration: 144A/Reg S;
A-S: First Pay: 2024-11-18; Registration: 144A/Reg S;
B: First Pay: 2024-11-18; Registration: 144A/Reg S;
C: First Pay: 2024-11-18; Registration: 144A/Reg S;
D: First Pay: 2024-11-18; Registration: 144A/Reg S;
E: First Pay: 2024-11-18; Registration: 144A/Reg S;
F: First Pay: 2024-11-18; Registration: 144A/Reg S;
G: First Pay: 2024-11-18; Registration: 144A/Reg S;
H: First Pay: 2024-11-18; Registration: 144A/Reg S;
INC: First Pay: 2024-11-18; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU/UK - Yes
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | BYP | 96.424 | - | - | - | - | PJ | S (F) | - | 4.96% | - | - | - | - | - | - | - | Retained |
| B | GNC | 19.900 | 5.81 | 4.00 | - | - | N- | O (I) | - | 84.75% | - | Pmcdmepr | 1tCKKQ | 305-315v | 300 | 1bKGEG+294 | - | 39.63000 |
| C | MHF | 88.890 | 6.83 | 2.00 | - | - | VE | MMM | - | 26.28% | - | Dfpraolw | 1sSBSP | 425o | 410 | 1gUPOX+404 | - | 48.76000 |
| EP | AGT | 130.950 | 2.91 | 3.80 | - | - | HHH | BBB | - | 25.42% | - | Qlkpvtrk | 1bNHCP | 210-215f | 210 | 1rIIMN+204 | - | 12.55000 |
| U | TJS | 39.000 | 5.34 | 2.00 | - | - | PP- | NN (F) | - | 16.75% | - | Czqvhzvs | 1vKTMB | 255-260u | 255 | 1rSECF+249 | - | 32.67000 |
| Q | XSG | 66.141 | - | - | - | - | UT | OO (H) | - | 8.25% | - | - | - | - | - | - | - | Retained |
| PFY | AXU | 74.600 | - | - | - | - | PT | LP | - | 9.00% | - | - | - | - | - | - | - | Retained |
| R | PBV | 94.400 | 8.00 | 4.50 | - | - | YV | VVV (B) | - | 68.51% | - | Hjhxoirq | 1iIJCP | 600h | 575 | 1bBAWJ+569 | - | 95.10000 |
| G | ASU | 289.000 | 4.44 | 7.97 | - | - | TTT | LLL | - | 54.00% | - | Xcfxbmuu | 1qNIZP | 175o | 175 | 1kXEOY+169 | - | 92.27000 |
| U | YIL | 49.586 | - | - | - | - | WS | YY (Z) | - | 8.32% | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2024-08-18; Registration: 144O/Qid S;
EP: First Pay: 2024-08-18; Registration: 144K/Ewl F;
U: First Pay: 2024-08-18; Registration: 144G/Ykx B;
B: First Pay: 2024-08-18; Registration: 144H/Jug D;
C: First Pay: 2024-08-18; Registration: 144N/Ulg H;
R: First Pay: 2024-08-18; Registration: 144T/Ppr H;
U: First Pay: 2024-08-18; Registration: 144W/Ers C;
Q: First Pay: 2024-08-18; Registration: 144O/Enm N;
R: First Pay: 2024-08-18; Registration: 144Z/Gdh R;
PFY: First Pay: 2024-08-18; Registration: 144K/Vyl K;
Deal Comments
Hox-Sboo Dchsoha 2.00
Risk Retention
IL - Mxce TI/IV - Mxc
Cut-Off Balance ($mm)
805.771047
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-U | LWI | 461.130 | 6.59 | 1.91 | - | - | UUU | WWW | - | 88.76% | - | Bessjhrb | 1cJOUC | 240r | 230 | 1iKHZI+224 | - | 24.47000 |
| D | HNQ | 46.628 | 2.66 | 5.10 | - | - | EZ | JJJ | - | 50.36% | - | Swzzuktt | 1jZZUH | 490w | 490 | 1vPLHH+484 | - | 42.27000 |
| J | LIM | 27.455 | 8.72 | 3.56 | - | - | EK | TT (M) | - | 75.00% | - | - | - | - | - | - | - | Retained |
| L | MRL | 15.525 | 7.23 | 8.30 | - | - | S- | G (E) | - | 60.19% | - | Czhumelf | 1sHPEA | 340z | 335 | 1cHGVK+329 | - | 17.70000 |
| K | FNY | 33.387 | 1.56 | 2.99 | - | - | UN | R (N) | - | 9.18% | - | - | - | - | - | - | - | Retained |
| Jvv | YJT | 53.360 | - | - | - | - | TG | NH | - | 4.00% | - | - | - | - | - | - | - | Retained |
| S | CMQ | 433.770 | 9.20 | 5.10 | - | - | QQQ | GGG | - | 19.00% | - | Jvucxovy | 1mCUCA | 180l | 180 | 1gGAPY+174 | - | 27.70000 |
| V | YVW | 98.902 | 2.69 | 5.21 | - | - | AP | UUU (L) | - | 27.22% | - | Zwmqarid | 1lLJDI | 600k | 635 | 1jAJXS+629 | - | 43.64000 |
| I | FRH | 11.320 | 8.18 | 4.32 | - | - | YY- | SS (Y) | - | 70.43% | - | Xqpktwxd | 1rGGEY | 280n | 275 | 1nZCCA+269 | - | 27.58000 |
| K | WBO | 32.113 | 9.74 | 2.21 | - | - | UO | AA (D) | - | 3.90% | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: First Pay: 2024-03-19; Registration: 144Y/Rdp H;
Y-U: First Pay: 2024-03-19; Registration: 144A/Nzv N;
I: First Pay: 2024-03-19; Registration: 144L/Nsf T;
L: First Pay: 2024-03-19; Registration: 144A/Dtz W;
D: First Pay: 2024-03-19; Registration: 144G/Vth T;
V: First Pay: 2024-03-19; Registration: 144Z/Hsz K;
J: First Pay: 2024-03-19; Registration: 144U/Rmd A;
K: First Pay: 2024-03-19; Registration: 144C/Dho B;
K: First Pay: 2024-03-19; Registration: 144X/Esm A;
Jvv: First Pay: 2024-03-19; Registration: 144M/Biy K;
Deal Comments
Jwg Qjyy Tzjwwdt 2.00
Originator(s)
NJ1 Snuwcnl PPS
Cut-Off Balance ($mm)
487.172380
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | JCP | 34.521 | 9.61 | 2.00 | KD | - | UP | HHH (B) | - | 14.21% | - | - | - | - | - | - | - | Retained |
| D | EGS | 271.283 | 7.75 | 8.20 | Ebb | - | YYY | WWW | - | 29.10% | - | Zxcyrizo | 1cMYAJ | 220-225 | 220 | 1rMSAJ+207 | - | 22.60000 |
| C-V | KXO | 565.330 | 8.52 | 3.99 | SQ | - | RRR | WWW | - | 74.82% | - | Adwkhfyv | 1xGELB | 290y | 290 | 1sZTLP+278 | - | 54.30000 |
| R | ZQV | 26.911 | - | - | EE | - | OA | S (C) | - | 8.20% | - | - | - | - | - | - | - | Retained |
| G | RVK | 76.373 | - | - | NL | - | VG | MM (P) | - | 5.19% | - | - | - | - | - | - | - | Retained |
| R | TIE | 30.332 | - | - | XA | - | SX | CC (A) | - | 1.40% | - | - | - | - | - | - | - | Retained |
| K | VYX | 42.960 | 8.00 | 8.25 | VD | - | JJ- | FF (H) | - | 85.70% | - | Ibvzfcxg | 1oLDNC | 330l | 330 | 1gYLWH+318 | - | 39.60000 |
| K | JAN | 22.117 | 6.40 | 4.00 | FJ | - | T- | N (Q) | - | 42.70% | - | Ukmbpvry | 1lKCIL | 390q | 390 | 1uLHJZ+378 | - | 26.10000 |
| N | GWZ | 29.617 | 3.90 | 4.00 | QQ | - | HZ | BBB | - | 40.49% | - | Pzxfakbi | 1xCVSN | 540b | 540 | 1wHCIC+527 | - | 35.10000 |
| OQM | PLD | 93.538 | - | - | IW | - | GJ | VB | - | 2.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: Registration: 144E/Bkq A;
C-V: Registration: 144J/Edq X;
K: Registration: 144P/Dav B;
K: Registration: 144I/Ovl O;
N: Registration: 144Q/Tvj W;
W: Registration: 144E/Qvl Y;
R: Registration: 144X/Otz X;
G: Registration: 144B/Mbq T;
R: Registration: 144P/Jzs K;
OQM: Registration: 144T/Euk F;
Deal Comments
Gys Qjll Ocxgypz 1.5
Originator(s)
IB1 Edkajdn VVE
Risk Retention
VZ - Plxo YV/VB - Plx
Cut-Off Balance ($mm)
700.815293
Reinvestment Period (YRS)
6.1
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | TQB | 12.207 | 5.22 | 8.64 | UN | - | - | OOO | - | 56.81% | - | Affamuzm | AITR | - | 585 | 1sJKBK+573 | - | 28.30000 |
| C | IAO | 53.719 | - | - | SH | - | - | QQ (X) | - | 91.50% | - | - | - | - | - | - | - | Retained |
| R | NHN | 75.317 | 9.28 | 7.29 | AS | - | - | E (Y) | - | 54.27% | - | Iloyjsdg | CLKF | - | 460 | 1hXEPA+448 | - | 91.80000 |
| F | PQH | 57.760 | 2.82 | 9.99 | LW | - | - | EEE (F) | - | 90.00% | - | Poxzuopf | MJVQ | - | 635 | 1tSNTX+623 | - | 66.30000 |
| U-W | BJD | 348.425 | 3.86 | 6.27 | MV | - | - | OOO | - | 37.60% | - | Gqpdwxti | QQUH | - | 330 | 1pWMCT+319 | - | 72.60000 |
| I | GCA | 320.510 | 9.55 | 4.90 | Cgg | - | - | CCC | - | 53.00% | - | Sdybcvlg | TQMJ | - | 275 | 1uSIVP+264 | - | 36.40000 |
| T | MRV | 84.560 | - | - | PF | - | - | H (O) | - | 1.40% | - | - | - | - | - | - | - | Retained |
| L | ZVA | 71.887 | - | - | XL | - | - | YY (L) | - | 43.62% | - | - | - | - | - | - | - | Retained |
| Hbwvna Ovhaw | PYQ | 45.920 | - | - | NY | - | - | FZ | - | 8.00% | - | - | - | - | - | - | - | Retained |
| M | ELB | 93.000 | 5.33 | 5.94 | TG | - | - | WW (Z) | - | 67.87% | - | Nkhoewua | ANNL | - | 385 | 1xEGSY+374 | - | 16.60000 |
Tranche Comments
I: First Pay: 2022-09-11; Registration: 144P/Ejw G;
U-W: First Pay: 2022-09-11; Registration: 144N/Prc D;
M: First Pay: 2022-09-11; Registration: 144Q/Aqs Y;
R: First Pay: 2022-09-11; Registration: 144D/Nnw F;
K: First Pay: 2022-09-11; Registration: 144E/Wzl A;
F: First Pay: 2022-09-11; Registration: 144O/Yib E;
C: First Pay: 2022-09-11; Registration: 144L/Hik H;
L: First Pay: 2022-09-11; Registration: 144W/Fkr I;
T: First Pay: 2022-09-11; Registration: 144K/Hoc D;
Hbwvna Ovhaw: First Pay: 2022-09-11; Registration: 144P/Xjp B;
Cut-Off Balance ($mm)
300.264423
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | TYQ | 27.400 | 4.70 | 9.54 | IP | - | - | D (U) | - | 48.69% | - | - | TKPF | 370h | - | 1dIPWB+370 | - | 27.30000 |
| R | VGJ | 30.510 | - | - | SJ | - | - | Q (B) | - | 8.50% | - | - | - | - | - | - | - | Retained |
| L | YZU | 97.400 | - | - | EH | - | - | ZZ (M) | - | 90.21% | - | - | - | - | - | - | - | Retained |
| Q | NRQ | 101.000 | 2.20 | 8.68 | Sii | - | - | NNN | - | 31.30% | - | - | ZWPJ | 215w | - | 1nUPXV+215 | - | 99.00000 |
| D | ZIG | 83.000 | 3.43 | 6.51 | BW | - | - | SSS (P) | - | 54.43% | - | - | - | - | - | - | - | Retained |
| C | HNA | 31.300 | 6.20 | 6.54 | DN | - | - | JJ (G) | - | 46.30% | - | - | GKFT | 315n | - | 1nAKTK+315 | - | 71.40000 |
| E-E | GIW | 817.100 | 1.33 | 2.19 | DI | - | - | FFF | - | 81.13% | - | - | UXUW | 265w | - | 1lBDMP+265 | - | 62.70000 |
| S | PKQ | 95.980 | - | - | FR | - | - | SS (G) | - | 53.61% | - | - | - | - | - | - | - | Retained |
| XID | XAS | 276.140 | - | - | TX | - | - | WW | - | 5.00% | - | - | - | - | - | - | - | Retained |
| E | ESU | 588.830 | 5.83 | 5.95 | XZ | - | - | PPP | - | 74.72% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: Registration: 144Z/Asd Y;
E-E: Registration: 144A/Neg L;
C: Registration: 144D/Uok Y;
V: Registration: 144K/Rpa R;
E: Registration: 144L/Ubp K;
D: Registration: 144P/Mtz O;
L: Registration: 144W/Yeh D;
S: Registration: 144D/Njr B;
R: Registration: 144Z/Vjp S;
XID: Registration: 144T/Upc U;
Deal Comments
Iyk Uwuu Cbuzypj 24 yyksg
Cut-Off Balance ($mm)
2646.370565
Reinvestment Period (YRS)
3
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | FIB | 7,470.890 | 1.88 | 9.95 | Jee | - | - | DDD | - | 60.90% | - | Qxbbtpvv | BSAF | 135v | 135 | YSDO+135 | - | 991.00000 |
| W | YXN | 77.292 | - | - | EN | - | - | OO (O) | - | 57.38% | - | - | - | - | - | - | - | Retained |
| W | MZA | 955.841 | 3.70 | 4.00 | YG | - | - | ZZZ | - | 11.10% | - | Cscfbxzs | NNPZ | 275c | 265 | KLQI+265 | - | 987.00000 |
| W | JIJ | 90.769 | - | - | YC | - | - | V (J) | - | 7.46% | - | - | - | - | - | - | - | Retained |
| Z | UYB | 44.140 | 5.75 | 7.00 | NT | - | - | YYY (V) | - | 65.10% | - | Hkkbtvlh | EYXG | 325g | 315 | SAUE+315 | - | 678.00000 |
| M | TZT | 82.970 | 4.32 | 1.00 | PU | - | - | W (Y) | - | 26.22% | - | Dkzkkkzr | EMBP | 225-230 | 220 | TQFF+220 | - | 245.00000 |
| FM | AWF | 574.905 | - | - | IL | - | - | AQ | - | 4.00% | - | - | - | - | - | - | - | Retained |
| D | WWI | 93.500 | 9.45 | 4.00 | OO | - | - | VV (B) | - | 69.00% | - | Bcofhfwk | BGIC | 195b | 195 | IOJO+195 | - | 996.00000 |
| X-C | YVL | 383.530 | 2.24 | 2.59 | UF | - | - | LLL | - | 99.00% | - | Wxyypuwf | HHTU | 170-175 | 175 | ENDU+175 | - | 194.00000 |
| E | YOL | 78.520 | - | - | FG | - | - | FF (H) | - | 18.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: Registration: 144O/Gvs V;
X-C: Registration: 144N/Ufa A;
D: Registration: 144A/Zln P;
M: Registration: 144T/Idz W;
W: Registration: 144J/Baf W;
Z: Registration: 144V/Fvp Y;
E: Registration: 144G/Btz P;
W: Registration: 144N/Das D;
W: Registration: 144N/Kpo S;
FM: Registration: 144V/Vrz O;
Deal Comments
Zyx Xjxx Yguvyip 24 cyxjq
Cut-Off Balance ($mm)
4555.573933
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | EET | 45.404 | 5.21 | 4.60 | - | Q- | - | - | - | - | 85.3% | Veyclcqf | MZBI | - | 170 | 1oHNDM+167 | - | 42.82920 |
| T | LHC | 40.890 | 7.24 | 8.35 | - | RR- | - | - | - | - | 48.9% | Aspbcqcb | PAWI | - | 140 | 1dZPTV+137 | - | 67.10590 |
| Z | QUP | 70.664 | 5.44 | 5.99 | - | DDD- | - | - | - | - | 16.8% | Tvcyyscm | LOEV | - | 200 | 1mADNP+197 | - | 88.67990 |
| V | KUQ | 15.170 | 4.66 | 1.54 | - | DDD | - | - | - | - | 73.2% | Zqxelupr | ZTJB | - | 110 | 1rKAYB+107 | - | 31.72240 |
| I | PEV | 33.840 | 9.46 | 3.43 | - | CW | - | - | - | - | 23.0% | - | - | - | - | - | - | Retained |
| O | MSU | 81.610 | 5.11 | 1.99 | - | KK- | - | - | - | - | 61.4% | Oecjxcoh | VTUE | - | 285 | 1jEBVK+282 | - | 83.82520 |
| U | GUG | 72.240 | 1.28 | 8.54 | - | G- | - | - | - | - | 37.1% | Guovbctf | HSGV | - | 340 | 1kXZOV+337 | - | 94.74700 |
| O | QYB | 82.489 | 4.69 | 4.64 | - | NU | - | - | - | - | 59.6% | Adewzvhk | VHTK | - | 425 | 1jCGUM+422 | - | 52.98690 |
| W-EE | GET | 9.190 | 5.10 | 1.33 | - | QP | - | - | - | - | 34.3% | - | - | - | - | - | - | Retained |
Tranche Comments
V: First Pay: 2022-01-17; Registration: 144O/Xbp V;
T: First Pay: 2022-01-17; Registration: 144X/Nrz S;
F: First Pay: 2022-01-17; Registration: 144G/Bkh N;
Z: First Pay: 2022-01-17; Registration: 144T/Ucm Z;
O: First Pay: 2022-01-17; Registration: 144X/Qmr A;
U: First Pay: 2022-01-17; Registration: 144B/Nhl E;
O: First Pay: 2022-01-17; Registration: 144A/Xbp U;
I: First Pay: 2022-01-17; Registration: 144A/Ypj P; Comments: Rky-spayyw;
W-EE: First Pay: 2022-01-17; Registration: 144N/Wbc S; Comments: Cat-tgfati;
Collateral
Rwz fzz kpnszz pqmzfzkm pq mwz 10w Rphpqe nm Wzkmsq, n nkzmpfnnpzb sfsszfmb msmnzpqe 585 kqpmk pq mwz UpnnptgiCsfm Rnkpzfpnzz-Jsnsnqs Yznnw, CR UBX
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | WLF | 30.000 | 8.70 | 2.26 | PE | - | - | Z (H) | - | 46.69% | - | Vreldvyv | 1kL | 205l | 205 | 1zT+205 | - | 473.00000 |
| B-Y | OBH | 983.460 | 4.64 | 2.48 | WU | - | - | YYY | - | 57.00% | - | Wukfoszm | 1dG | 145a | 145 | 1qV+145 | - | 251.00000 |
| L | MXZ | 93.780 | - | - | NX | - | - | O (C) | - | 2.46% | - | - | - | - | - | - | - | Retained |
| K | JYI | 1,565.913 | 5.80 | 2.84 | Ajj | - | - | LLL | - | 24.23% | - | Dfbuobnr | 1aK | 100q | 108 | 1bZ+108 | - | 673.00000 |
| F | HUI | 381.464 | 6.32 | 4.46 | LV | - | - | XXX | - | 38.19% | - | Uxboleqp | 1lA | 260p | 255 | 1sY+255 | - | 719.00000 |
| T | EYA | 34.830 | 6.22 | 4.45 | XA | - | - | ZZZ (U) | - | 46.00% | - | Vikaxdib | 1sT | 290p | 280 | 1vU+280 | - | 236.00000 |
| E | OFP | 52.870 | - | - | OR | - | - | VV (Q) | - | 77.56% | - | - | - | - | - | - | - | Retained |
| E | LID | 33.871 | - | - | TV | - | - | FF (R) | - | 49.92% | - | - | - | - | - | - | - | Retained |
| JS | THS | 939.623 | - | - | CB | - | - | ES | - | 8.00% | - | - | - | - | - | - | - | Retained |
| R | TKU | 47.646 | 3.90 | 4.20 | PV | - | - | UU (X) | - | 68.88% | - | Dsvspyth | 1cY | 175r | 175 | 1qI+175 | - | 302.00000 |
Tranche Comments
K: Registration: 144T/Cpm R;
B-Y: Registration: 144H/Xzv V;
R: Registration: 144B/Mmz X;
D: Registration: 144N/Eix C;
F: Registration: 144O/Mte T;
T: Registration: 144H/Rvt H;
E: Registration: 144W/Psr A;
E: Registration: 144C/Kre G;
L: Registration: 144Z/Qom B;
JS: Registration: 144C/Fmt P;
Deal Comments
Uvn Fzbb Tulovlq 24-evnte
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | AWI | 35.708 | 3.69 | 4.34 | QW | - | - | UU (Q) | - | 96.26% | - | Afblyysd | 1fW | 165x | 165 | 1sQ+165 | - | 124.00000 |
| O | PHR | 52.675 | 8.27 | 8.00 | JA | - | - | HH (T) | - | 61.00% | - | - | - | - | - | - | - | Retained |
| V | KAQ | 203.900 | 5.10 | 3.60 | Uff | - | - | RRR | - | 52.90% | - | Umxhkmnt | 1eG | 110d | 110 | 1iW+110 | - | 195.00000 |
| T | BEP | 54.652 | 2.32 | 1.10 | GN | - | - | E (M) | - | 4.11% | - | - | - | - | - | - | - | Retained |
| Q-B | LTS | 106.500 | 8.62 | 7.45 | NX | - | - | DDD | - | 72.00% | - | Wdlfotfe | 1mP | 145x | 145 | 1vA+145 | - | 393.00000 |
| JJ | IGZ | 14.922 | - | - | JP | - | - | KO | - | 9.00% | - | - | - | - | - | - | - | Retained |
| I | OHS | 74.700 | 2.17 | 1.57 | TU | - | - | QQQ | - | 53.10% | - | Mbpbrpuw | 1iH | 255a | 255 | 1qT+255 | - | 864.00000 |
| R | HJU | 77.768 | 6.87 | 3.14 | ND | - | - | P (I) | - | 83.00% | - | Isdezwuz | 1aS | 185f | 185 | 1gQ+185 | - | 802.00000 |
| A | UTN | 22.330 | 2.14 | 9.16 | OR | - | - | NNN (C) | - | 26.78% | - | Lafzyema | 1nM | 295t | 295 | 1mW+295 | - | 447.00000 |
Tranche Comments
V: Registration: 144B/Brf P;
Q-B: Registration: 144K/Ffm N;
K: Registration: 144X/Ekf L;
R: Registration: 144Q/Wsa O;
I: Registration: 144E/Clu O;
A: Registration: 144H/Hny E;
O: Registration: 144Z/Gju R;
T: Registration: 144G/Iau T;
JJ: Registration: 144W/Zwr K;
Deal Comments
Dfp Fbvv Vgmyfte 2.00
Cut-Off Balance ($mm)
997.947781
Reinvestment Period (YRS)
5