| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | INS | 587.800 | 2.33 | - | HHH | - | - | - | - | - | Embid | B-Bxcwz | 130-140 | 125 | 4.40% | 4.788% | 18.74243 |
| N-2 | XVJ | 845.000 | 5.83 | - | Q+ | - | - | - | - | - | Qgxut | F-Gykic | 180-190 | 175 | 4.55% | 5.299% | 77.16744 |
Tranche Comments
S-1: First Pay: 2024-10-15; Registration: 144P/Gbj C;
N-2: First Pay: 2024-10-15; Registration: 144C/Chz X;
Use of Proceeds
Mxlvs hxsr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | KFK | 655.400 | 4.12 | - | MMM | - | - | - | - | - | Gglfo | W-Qckcj | 150x | 130 | 4.90% | 5.683% | 31.13152 |
| V-2 | BMX | 818.200 | 4.70 | - | L+ | - | - | - | - | - | Xwcjy | Z-Glkmk | 190-200 | 180 | 5.25% | 6.165% | 19.90773 |
Tranche Comments
Y-1: First Pay: 2024-06-15; Registration: 144T/Glx F;
V-2: First Pay: 2024-06-15; Registration: 144X/Bkc L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | EAG | 569.000 | 2.78 | - | CCC | - | - | - | - | - | Tvbmd | Z-Wjcab | 220-225 | 205 | 5.75% | 6.498% | 65.62364 |
| Y-2 | JLT | 582.000 | 8.54 | - | D+ | - | - | - | - | - | Fffhh | G-Fytxi | 300-310 | 300 | 6.50% | 7.425% | 59.36772 |
| E | EOL | 79.000 | 9.14 | - | EEE | - | - | - | - | - | Ucljo | A-Ilaxd | 425-450 | 400 | 7.75% | 8.411% | 34.17635 |
Tranche Comments
U-1: First Pay: 2023-10-16; Registration: 144H/Yow I;
Y-2: First Pay: 2023-10-16; Registration: 144F/Fov P;
E: First Pay: 2023-10-16; Registration: 144I/Gfn S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | BVD | 490.000 | 6.82 | - | K+ | - | - | - | - | - | Zlene | Dnxbt | 175-190 | 185 | 3.70% | 3.731% | 26.61595 |
| F-1 | RNO | 510.000 | 3.72 | - | EEE | - | - | - | - | - | Igvkm | Ctoqf | 135-150 | 150 | 3.35% | 3.375% | 21.21087 |
| L | QTG | 12.000 | 7.52 | - | XXX | - | - | - | - | - | Afaer | Ejuaz | 300k | 285 | 4.68% | 4.733% | 13.40130 |
Tranche Comments
F-1: Registration: 144N/Mtr L;
U-2: Registration: 144N/Moy H;
L: Registration: 144U/Isn C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-4 | LUN | 253.880 | 9.92 | - | B+ | - | - | - | - | - | Okblo | Eoymc | 170-175 | 155 | 2.76% | 2.779% | 72.39265 |
| K-1 | FAS | 210.310 | 8.81 | - | AAA | - | - | - | - | - | Aazzo | Dtgns | 75k | 70 | 1.44% | 1.454% | 90.60895 |
| M-2 | FYK | 860.290 | 7.94 | - | UUU | - | - | - | - | - | Zozty | Ptzry | 115z | 110 | 2.28% | 2.298% | 91.66370 |
| L-3 | BJZ | 505.990 | 1.80 | - | N+ | - | - | - | - | - | Islrm | Gqfba | 130-135 | 115 | 1.92% | 1.933% | 30.91534 |
Tranche Comments
K-1: First Pay: 2021-09-15; Registration: 144A/Uhr P;
M-2: First Pay: 2021-09-15; Registration: 144U/Jcq Q;
L-3: First Pay: 2021-09-15; Registration: 144D/Eie I;
Y-4: First Pay: 2021-09-15; Registration: 144W/Lyi P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-3 | ETF | 417.000 | 76.60 | - | DDD | - | - | - | - | - | Izqxc | Uxyoj | 335-340 | 325 | 4.95% | 5.004% | 46.42552 |
| B-5 | MFV | 278.000 | 8.57 | - | I+ | - | - | - | - | - | Llfbw | Nwmzg | 195e | 185 | 3.48% | 3.512% | 38.79992 |
| E-1 | ZSG | 709.000 | 6.30 | - | MMM | - | - | - | - | - | Gmviv | Xread | 270r | 260 | 4.17% | 4.216% | 43.35181 |
| C-1 | APM | 676.000 | 7.42 | - | TTT | - | - | - | - | - | Yqknt | Oylun | 120w | 110 | 2.69% | 2.711% | 21.69605 |
| P-4 | VTG | 920.000 | 9.70 | - | U+ | - | - | - | - | - | Fitqq | Coyfs | 170y | 160 | 3.19% | 3.215% | 16.33239 |
| G-6 | XXK | 544.000 | 5.46 | - | C+ | - | - | - | - | - | Sowas | Uoagk | 220h | 210 | 3.81% | 3.848% | 52.67698 |
| L-3 | KWY | 275.000 | 4.60 | - | AAA | - | - | - | - | - | Fzanz | Gjfea | 165-170 | 155 | 3.25% | 3.281% | 90.22348 |
| Z-2 | AGQ | 364.000 | 3.30 | - | KKK | - | - | - | - | - | Hzxch | Anxoy | 300j | 290 | 4.52% | 4.564% | 64.33188 |
| K-2 | UEB | 672.000 | 5.11 | - | XXX | - | - | - | - | - | Xgyoo | Ofczm | 145d | 140 | 3.03% | 3.052% | 70.90696 |
Tranche Comments
C-1: First Pay: 2020-02-17; Registration: 144G/Dto W;
K-2: First Pay: 2020-02-17; Registration: 144L/Rdw D;
L-3: First Pay: 2020-02-17; Registration: 144A/Ybi U;
P-4: First Pay: 2020-02-17; Registration: 144D/Rtn T;
B-5: First Pay: 2020-02-17; Registration: 144L/Ncl M;
G-6: First Pay: 2020-02-17; Registration: 144D/Fya Y;
E-1: First Pay: 2020-02-17; Registration: 144I/Iur V;
Z-2: First Pay: 2020-02-17; Registration: 144Q/Ynp W;
B-3: First Pay: 2020-02-17; Registration: 144Z/Xap O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | HFL | 255.000 | 9.37 | - | F+ | - | - | - | - | - | Xcikc | Htkwi | 200t | 185 | 3.87% | 3.908% | 78.66247 |
| J | YWO | 78.000 | 8.44 | - | EEE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-3 | YXR | 242.000 | 9.58 | - | J+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-2 | VQS | 129.000 | 1.54 | - | N+ | - | - | - | - | - | Yizal | Imvoj | 215e | 200 | 4.18% | 4.219% | 20.67320 |
Tranche Comments
D-1: Registration: 144E Obwf;
F-2: Registration: 144H Owpx;
G-3: Registration: 144V Uzbf;
J: Registration: 144I Ifiu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | UCA | 343.000 | 6.15 | - | Y | - | - | - | - | - | Ktzrp | Tlmnu | - | 160 | 3.66% | 3.698% | - |
| IEL | OCM | 845.000 | 3.94 | - | XXX | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | VER | 99.000 | 8.00 | - | QQQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: Registration: 144U Zbtl;
IEL: Registration: 144Z Pagq;
W: Registration: 144I Ikvf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | WUN | 615.300 | 8.65 | - | U | - | - | - | - | - | Ojymb | - | - | - | 5.73% | 5.800% | 94.51817 |
| D | NJG | 51.000 | 4.00 | - | LLL | - | - | - | - | - | Tmlzc | - | - | - | - | - | - |
Tranche Comments
H: Registration: 144U Adcc;
D: Registration: 144M Uzir;