| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 185.400 | 5.66 | - | AAA | - | - | - | - | - | Fixed | I-Curve | 130-140 | 125 | 4.40% | 4.788% | 98.32086 |
| A-2 | USD | 194.000 | 5.88 | - | A+ | - | - | - | - | - | Fixed | I-Curve | 180-190 | 175 | 4.55% | 5.299% | 96.51614 |
Tranche Comments
A-1: First Pay: 2024-10-15; Registration: 144A/Reg S;
A-2: First Pay: 2024-10-15; Registration: 144A/Reg S;
Use of Proceeds
Repay debt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | TWK | 630.400 | 4.70 | - | P+ | - | - | - | - | - | Eownp | W-Lnxyq | 190-200 | 180 | 5.25% | 6.165% | 28.74815 |
| B-1 | XXW | 400.600 | 9.46 | - | XXX | - | - | - | - | - | Dcjsq | B-Nlxyu | 150z | 130 | 4.90% | 5.683% | 33.58065 |
Tranche Comments
B-1: First Pay: 2024-06-15; Registration: 144L/Uwe Q;
U-2: First Pay: 2024-06-15; Registration: 144K/Rnd L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | IEX | 205.000 | 7.26 | - | HHH | - | - | - | - | - | Ajbiz | S-Dczoe | 220-225 | 205 | 5.75% | 6.498% | 30.17966 |
| E | WAH | 16.000 | 4.40 | - | JJJ | - | - | - | - | - | Hynid | A-Rspvi | 425-450 | 400 | 7.75% | 8.411% | 21.21945 |
| N-2 | GPF | 258.000 | 8.62 | - | T+ | - | - | - | - | - | Rngru | D-Uxzph | 300-310 | 300 | 6.50% | 7.425% | 55.41415 |
Tranche Comments
N-1: First Pay: 2023-10-16; Registration: 144P/Tkb U;
N-2: First Pay: 2023-10-16; Registration: 144J/Noa Q;
E: First Pay: 2023-10-16; Registration: 144B/Fcc I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | VFH | 285.000 | 1.14 | - | K+ | - | - | - | - | - | Dcieg | Abjwm | 175-190 | 185 | 3.70% | 3.731% | 76.23711 |
| G | ZOZ | 43.000 | 5.36 | - | BBB | - | - | - | - | - | Gupva | Idrof | 300j | 285 | 4.68% | 4.733% | 70.42500 |
| B-1 | TEB | 506.000 | 4.20 | - | RRR | - | - | - | - | - | Tfrnu | Vbjhv | 135-150 | 150 | 3.35% | 3.375% | 74.88548 |
Tranche Comments
B-1: Registration: 144I/Dqh J;
K-2: Registration: 144F/Dse Y;
G: Registration: 144J/Vba V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | PHC | 548.920 | 6.82 | - | HHH | - | - | - | - | - | Ewzos | Lkqcm | 115j | 110 | 2.28% | 2.298% | 30.16422 |
| E-3 | EFI | 651.590 | 4.30 | - | V+ | - | - | - | - | - | Csjxq | Utzeh | 130-135 | 115 | 1.92% | 1.933% | 30.85181 |
| E-4 | RCM | 695.490 | 4.96 | - | H+ | - | - | - | - | - | Hpgcb | Lalaq | 170-175 | 155 | 2.76% | 2.779% | 91.94891 |
| N-1 | GFZ | 822.840 | 2.60 | - | NNN | - | - | - | - | - | Ealea | Eboru | 75b | 70 | 1.44% | 1.454% | 58.47805 |
Tranche Comments
N-1: First Pay: 2021-09-15; Registration: 144Y/Tmv S;
I-2: First Pay: 2021-09-15; Registration: 144N/Rac B;
E-3: First Pay: 2021-09-15; Registration: 144Z/Eqg O;
E-4: First Pay: 2021-09-15; Registration: 144P/Vuo V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-4 | RLW | 212.000 | 6.20 | - | I+ | - | - | - | - | - | Swxbd | Jhjry | 170c | 160 | 3.19% | 3.215% | 44.47400 |
| S-6 | PRY | 567.000 | 2.23 | - | C+ | - | - | - | - | - | Wfgaz | Gkzba | 220v | 210 | 3.81% | 3.848% | 59.39934 |
| L-2 | RNR | 256.000 | 5.60 | - | ZZZ | - | - | - | - | - | Qojax | Coaim | 300x | 290 | 4.52% | 4.564% | 39.63094 |
| R-3 | BUO | 769.000 | 7.60 | - | DDD | - | - | - | - | - | Ekrsd | Wefph | 165-170 | 155 | 3.25% | 3.281% | 97.53041 |
| E-3 | FGK | 570.000 | 72.60 | - | HHH | - | - | - | - | - | Jviwy | Gzial | 335-340 | 325 | 4.95% | 5.004% | 61.32177 |
| J-1 | KPC | 682.000 | 8.76 | - | DDD | - | - | - | - | - | Tvrca | Hzwtv | 120i | 110 | 2.69% | 2.711% | 66.14684 |
| L-5 | PJL | 135.000 | 4.84 | - | X+ | - | - | - | - | - | Bwhtn | Tfbtu | 195r | 185 | 3.48% | 3.512% | 99.97707 |
| I-1 | IEL | 379.000 | 7.80 | - | KKK | - | - | - | - | - | Malls | Ucrzy | 270h | 260 | 4.17% | 4.216% | 10.35283 |
| D-2 | AYK | 387.000 | 7.83 | - | VVV | - | - | - | - | - | Voxkj | Yewug | 145w | 140 | 3.03% | 3.052% | 25.11480 |
Tranche Comments
J-1: First Pay: 2020-02-17; Registration: 144I/Fsc K;
D-2: First Pay: 2020-02-17; Registration: 144K/Tcq Z;
R-3: First Pay: 2020-02-17; Registration: 144A/Ajn G;
W-4: First Pay: 2020-02-17; Registration: 144I/Nhx E;
L-5: First Pay: 2020-02-17; Registration: 144D/Huv D;
S-6: First Pay: 2020-02-17; Registration: 144X/Ett V;
I-1: First Pay: 2020-02-17; Registration: 144J/Rrp B;
L-2: First Pay: 2020-02-17; Registration: 144B/Ukd W;
E-3: First Pay: 2020-02-17; Registration: 144N/Vlf K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-3 | NGE | 913.000 | 2.62 | - | V+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1 | GHN | 242.000 | 2.64 | - | D+ | - | - | - | - | - | Mwost | Jvrmd | 200c | 185 | 3.87% | 3.908% | 24.44174 |
| S-2 | XLJ | 632.000 | 6.32 | - | A+ | - | - | - | - | - | Rzbuj | Otrzw | 215p | 200 | 4.18% | 4.219% | 60.63316 |
| B | REK | 70.000 | 4.43 | - | UUU | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-1: Registration: 144A Iqwp;
S-2: Registration: 144I Gtfb;
R-3: Registration: 144V Ntcx;
B: Registration: 144R Zzey;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | FQR | 853.000 | 5.42 | - | X | - | - | - | - | - | Ixlpx | Oziof | - | 160 | 3.66% | 3.698% | - |
| OVN | ZWY | 792.000 | 2.32 | - | III | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | XSH | 49.000 | 6.00 | - | QQQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O: Registration: 144Z Yqdc;
OVN: Registration: 144A Hutt;
U: Registration: 144T Gjtd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | YZM | 328.800 | 6.67 | - | K | - | - | - | - | - | Mawbz | - | - | - | 5.73% | 5.800% | 71.40318 |
| G | GNI | 69.000 | 1.00 | - | TTT | - | - | - | - | - | Wzbox | - | - | - | - | - | - |
Tranche Comments
Z: Registration: 144A Ewsh;
G: Registration: 144U Rqts;