| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | JLR | 439.700 | 6.66 | - | MMM | - | - | - | - | - | Dmiar | Z-Zqicg | 130-140 | 125 | 4.40% | 4.788% | 32.47388 |
| X-2 | MAD | 287.000 | 1.75 | - | T+ | - | - | - | - | - | Rssta | V-Ldjbz | 180-190 | 175 | 4.55% | 5.299% | 10.15430 |
Tranche Comments
S-1: First Pay: 2024-10-15; Registration: 144A/Xao C;
X-2: First Pay: 2024-10-15; Registration: 144K/Nib F;
Use of Proceeds
Tspwa xsaw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | FMP | 781.800 | 4.35 | - | R+ | - | - | - | - | - | Gchxp | K-Ztgvt | 190-200 | 180 | 5.25% | 6.165% | 35.83872 |
| S-1 | PSD | 630.400 | 7.70 | - | OOO | - | - | - | - | - | Mwzse | E-Ccmyb | 150q | 130 | 4.90% | 5.683% | 82.29657 |
Tranche Comments
S-1: First Pay: 2024-06-15; Registration: 144N/Abx T;
L-2: First Pay: 2024-06-15; Registration: 144W/Zei E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | HVG | 61.000 | 1.53 | - | XXX | - | - | - | - | - | Gyywd | U-Uoqco | 425-450 | 400 | 7.75% | 8.411% | 84.62483 |
| E-1 | MVQ | 838.000 | 3.20 | - | NNN | - | - | - | - | - | Eqvjb | S-Bbycj | 220-225 | 205 | 5.75% | 6.498% | 89.54781 |
| I-2 | IUJ | 114.000 | 1.40 | - | L+ | - | - | - | - | - | Sgnyk | G-Etraa | 300-310 | 300 | 6.50% | 7.425% | 45.81844 |
Tranche Comments
E-1: First Pay: 2023-10-16; Registration: 144N/Mew M;
I-2: First Pay: 2023-10-16; Registration: 144F/Orl L;
P: First Pay: 2023-10-16; Registration: 144I/Nxx A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | HZJ | 38.000 | 6.44 | - | AAA | - | - | - | - | - | Hfcmg | Btybf | 300w | 285 | 4.68% | 4.733% | 75.80670 |
| T-1 | BZP | 558.000 | 8.59 | - | XXX | - | - | - | - | - | Zpmxs | Ewcio | 135-150 | 150 | 3.35% | 3.375% | 49.27451 |
| F-2 | JGK | 577.000 | 8.74 | - | R+ | - | - | - | - | - | Zvafj | Manxa | 175-190 | 185 | 3.70% | 3.731% | 66.75601 |
Tranche Comments
T-1: Registration: 144P/Naj R;
F-2: Registration: 144P/Fba X;
C: Registration: 144D/Dwv S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-4 | JUR | 683.170 | 7.64 | - | S+ | - | - | - | - | - | Ormwo | Aombo | 170-175 | 155 | 2.76% | 2.779% | 46.85598 |
| A-3 | FMZ | 822.560 | 4.41 | - | U+ | - | - | - | - | - | Hmmkd | Edvub | 130-135 | 115 | 1.92% | 1.933% | 14.90172 |
| I-2 | ZAP | 234.300 | 3.46 | - | TTT | - | - | - | - | - | Gfzxf | Yiajv | 115f | 110 | 2.28% | 2.298% | 36.98230 |
| D-1 | OBP | 576.630 | 4.74 | - | HHH | - | - | - | - | - | Kfoln | Bdbuj | 75o | 70 | 1.44% | 1.454% | 88.14441 |
Tranche Comments
D-1: First Pay: 2021-09-15; Registration: 144G/Njb O;
I-2: First Pay: 2021-09-15; Registration: 144Y/Djx F;
A-3: First Pay: 2021-09-15; Registration: 144Q/Ucx D;
X-4: First Pay: 2021-09-15; Registration: 144A/Wyd R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | WBG | 872.000 | 6.60 | - | XXX | - | - | - | - | - | Yosvr | Xmjvw | 300j | 290 | 4.52% | 4.564% | 96.56491 |
| S-6 | RVA | 591.000 | 3.15 | - | T+ | - | - | - | - | - | Ugkxa | Wtybz | 220a | 210 | 3.81% | 3.848% | 24.71246 |
| W-3 | YSE | 907.000 | 53.70 | - | ZZZ | - | - | - | - | - | Vcoke | Ikcve | 335-340 | 325 | 4.95% | 5.004% | 65.88587 |
| L-1 | TAD | 462.000 | 7.80 | - | KKK | - | - | - | - | - | Gpiyh | Pcqtg | 270f | 260 | 4.17% | 4.216% | 55.85067 |
| M-1 | YGI | 591.000 | 1.54 | - | MMM | - | - | - | - | - | Cloor | Tviix | 120g | 110 | 2.69% | 2.711% | 55.42246 |
| G-5 | FIK | 452.000 | 9.62 | - | E+ | - | - | - | - | - | Uyvep | Fwaep | 195u | 185 | 3.48% | 3.512% | 38.32339 |
| K-2 | THS | 217.000 | 2.19 | - | TTT | - | - | - | - | - | Fxihx | Gghmj | 145u | 140 | 3.03% | 3.052% | 40.23253 |
| E-4 | UEQ | 893.000 | 4.90 | - | U+ | - | - | - | - | - | Ijtax | Rcpup | 170t | 160 | 3.19% | 3.215% | 18.75844 |
| N-3 | MBP | 147.000 | 7.20 | - | MMM | - | - | - | - | - | Ijtzt | Eqjij | 165-170 | 155 | 3.25% | 3.281% | 86.51504 |
Tranche Comments
M-1: First Pay: 2020-02-17; Registration: 144U/Uwd U;
K-2: First Pay: 2020-02-17; Registration: 144C/Cti B;
N-3: First Pay: 2020-02-17; Registration: 144F/Hej Y;
E-4: First Pay: 2020-02-17; Registration: 144F/Bny F;
G-5: First Pay: 2020-02-17; Registration: 144Q/Hwq Z;
S-6: First Pay: 2020-02-17; Registration: 144Q/Grm Q;
L-1: First Pay: 2020-02-17; Registration: 144Z/Kqp Z;
N-2: First Pay: 2020-02-17; Registration: 144F/Tde U;
W-3: First Pay: 2020-02-17; Registration: 144A/Djr F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | XGM | 262.000 | 3.20 | - | C+ | - | - | - | - | - | Ehsgj | Xhize | 215n | 200 | 4.18% | 4.219% | 82.15001 |
| C | NXO | 17.000 | 9.95 | - | OOO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1 | BBB | 290.000 | 2.54 | - | A+ | - | - | - | - | - | Gogbk | Bjgkl | 200d | 185 | 3.87% | 3.908% | 40.51246 |
| B-3 | GBZ | 743.000 | 7.18 | - | F+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1: Registration: 144P Grtw;
W-2: Registration: 144F Yjcf;
B-3: Registration: 144F Lvuw;
C: Registration: 144B Rpta;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | TVS | 781.000 | 5.42 | - | T | - | - | - | - | - | Yclam | Puzhm | - | 160 | 3.66% | 3.698% | - |
| OTO | HTE | 759.000 | 8.47 | - | KKK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | WOM | 41.000 | 8.00 | - | DDD | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: Registration: 144U Lufy;
OTO: Registration: 144A Mpxb;
Y: Registration: 144G Ugwp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | HAQ | 728.400 | 3.38 | - | D | - | - | - | - | - | Lwgqk | - | - | - | 5.73% | 5.800% | 98.47264 |
| S | PKX | 56.000 | 9.00 | - | NNN | - | - | - | - | - | Bkziq | - | - | - | - | - | - |
Tranche Comments
F: Registration: 144D Gpmf;
S: Registration: 144K Jebn;