| 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 |
|---|
| K-1 | VUO | 914.600 | 6.11 | - | HHH | - | - | - | - | - | Jikxk | K-Nywkr | 150h | 130 | 4.90% | 5.683% | 12.61918 |
| G-2 | AMA | 600.500 | 4.30 | - | V+ | - | - | - | - | - | Wpjna | F-Unlyo | 190-200 | 180 | 5.25% | 6.165% | 80.42077 |
Tranche Comments
K-1: First Pay: 2024-06-15; Registration: 144F/Brk U;
G-2: First Pay: 2024-06-15; Registration: 144K/Dou P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | UIN | 74.000 | 4.39 | - | TTT | - | - | - | - | - | Ajvxb | J-Aygbh | 425-450 | 400 | 7.75% | 8.411% | 23.36886 |
| F-1 | QAL | 225.000 | 2.12 | - | ZZZ | - | - | - | - | - | Uyrtx | D-Zqmoq | 220-225 | 205 | 5.75% | 6.498% | 72.66059 |
| X-2 | LHP | 223.000 | 9.26 | - | R+ | - | - | - | - | - | Etlbw | R-Oayyk | 300-310 | 300 | 6.50% | 7.425% | 30.55943 |
Tranche Comments
F-1: First Pay: 2023-10-16; Registration: 144B/Fxx T;
X-2: First Pay: 2023-10-16; Registration: 144U/Emx H;
Z: First Pay: 2023-10-16; Registration: 144M/Lqj F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | KFN | 622.000 | 4.65 | - | NNN | - | - | - | - | - | Fgxim | Mlufn | 135-150 | 150 | 3.35% | 3.375% | 73.26098 |
| X | FTV | 46.000 | 6.52 | - | EEE | - | - | - | - | - | Wzyud | Mlqba | 300n | 285 | 4.68% | 4.733% | 76.66980 |
| M-2 | IRZ | 511.000 | 7.61 | - | N+ | - | - | - | - | - | Snohi | Bvqcd | 175-190 | 185 | 3.70% | 3.731% | 26.67456 |
Tranche Comments
D-1: Registration: 144D/Eol I;
M-2: Registration: 144A/Par J;
X: Registration: 144E/Rxa N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-4 | YTW | 126.140 | 9.88 | - | T+ | - | - | - | - | - | Iphcx | Rxwwh | 170-175 | 155 | 2.76% | 2.779% | 16.41149 |
| F-1 | VLH | 387.600 | 8.29 | - | CCC | - | - | - | - | - | Dvoto | Wcvtc | 75m | 70 | 1.44% | 1.454% | 28.31688 |
| H-3 | RRB | 917.570 | 9.21 | - | J+ | - | - | - | - | - | Zkvac | Nqmuu | 130-135 | 115 | 1.92% | 1.933% | 26.80170 |
| O-2 | KZY | 847.960 | 3.18 | - | FFF | - | - | - | - | - | Cokti | Ygezp | 115t | 110 | 2.28% | 2.298% | 26.30502 |
Tranche Comments
F-1: First Pay: 2021-09-15; Registration: 144N/Juh J;
O-2: First Pay: 2021-09-15; Registration: 144D/Xfe D;
H-3: First Pay: 2021-09-15; Registration: 144B/Nxj F;
R-4: First Pay: 2021-09-15; Registration: 144U/Fqq P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-3 | UYX | 807.000 | 13.60 | - | HHH | - | - | - | - | - | Icsnh | Pgikz | 335-340 | 325 | 4.95% | 5.004% | 35.13759 |
| T-2 | OQP | 611.000 | 2.73 | - | WWW | - | - | - | - | - | Ztixu | Rdqni | 145f | 140 | 3.03% | 3.052% | 73.88777 |
| N-4 | BXD | 151.000 | 9.30 | - | F+ | - | - | - | - | - | Lgqbd | Sorgl | 170g | 160 | 3.19% | 3.215% | 79.24110 |
| H-2 | MEJ | 898.000 | 5.10 | - | AAA | - | - | - | - | - | Iaglp | Fcelx | 300q | 290 | 4.52% | 4.564% | 86.61389 |
| E-1 | VYX | 343.000 | 9.51 | - | BBB | - | - | - | - | - | Ckuye | Flktq | 120q | 110 | 2.69% | 2.711% | 78.64843 |
| O-5 | BQX | 641.000 | 4.96 | - | A+ | - | - | - | - | - | Ntnjo | Vzkpn | 195y | 185 | 3.48% | 3.512% | 17.43673 |
| J-1 | JRH | 645.000 | 6.30 | - | TTT | - | - | - | - | - | Mmagr | Tlcpi | 270d | 260 | 4.17% | 4.216% | 77.51517 |
| S-3 | HTU | 402.000 | 6.10 | - | LLL | - | - | - | - | - | Uvguy | Ojgkz | 165-170 | 155 | 3.25% | 3.281% | 74.82250 |
| K-6 | QXJ | 374.000 | 1.54 | - | R+ | - | - | - | - | - | Esipi | Rvklw | 220j | 210 | 3.81% | 3.848% | 54.32335 |
Tranche Comments
E-1: First Pay: 2020-02-17; Registration: 144L/Zws Z;
T-2: First Pay: 2020-02-17; Registration: 144F/Akr W;
S-3: First Pay: 2020-02-17; Registration: 144H/Dpc O;
N-4: First Pay: 2020-02-17; Registration: 144A/Dmw O;
O-5: First Pay: 2020-02-17; Registration: 144M/Gsu J;
K-6: First Pay: 2020-02-17; Registration: 144N/Bkk V;
J-1: First Pay: 2020-02-17; Registration: 144O/Rtb H;
H-2: First Pay: 2020-02-17; Registration: 144P/Ntp N;
U-3: First Pay: 2020-02-17; Registration: 144L/Rjc Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | YUT | 77.000 | 7.52 | - | NNN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2 | TNP | 591.000 | 6.30 | - | U+ | - | - | - | - | - | Iymgg | Huvmy | 215z | 200 | 4.18% | 4.219% | 12.64235 |
| S-1 | UUK | 634.000 | 8.16 | - | H+ | - | - | - | - | - | Wtpeg | Wrzpj | 200i | 185 | 3.87% | 3.908% | 25.50632 |
| L-3 | XCV | 357.000 | 2.58 | - | Y+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-1: Registration: 144B Ombj;
G-2: Registration: 144E Abub;
L-3: Registration: 144U Dhef;
Y: Registration: 144W Pkqf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | YZO | 27.000 | 1.00 | - | KKK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | BOE | 929.000 | 5.38 | - | B | - | - | - | - | - | Muimb | Mzcmh | - | 160 | 3.66% | 3.698% | - |
| BGD | LVM | 594.000 | 3.68 | - | VVV | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: Registration: 144B Krwv;
BGD: Registration: 144Q Mbxe;
J: Registration: 144V Puhp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | WBX | 63.000 | 2.00 | - | AAA | - | - | - | - | - | Aojnm | - | - | - | - | - | - |
| W | JQZ | 301.200 | 6.82 | - | Q | - | - | - | - | - | Kohgn | - | - | - | 5.73% | 5.800% | 75.66240 |
Tranche Comments
W: Registration: 144J Cumw;
V: Registration: 144B Xmxa;