| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | FNF | 902.100 | 5.45 | - | YYY | - | - | - | - | - | Sunmq | H-Kbuha | 130-140 | 125 | 4.40% | 4.788% | 17.22073 |
| W-2 | VIO | 257.000 | 9.29 | - | X+ | - | - | - | - | - | Tjzlu | L-Qtiqv | 180-190 | 175 | 4.55% | 5.299% | 68.95967 |
Tranche Comments
F-1: First Pay: 2024-10-15; Registration: 144Y/Nfh L;
W-2: First Pay: 2024-10-15; Registration: 144Q/Izu M;
Use of Proceeds
Mcyga ycme
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | LQF | 998.300 | 7.43 | - | X+ | - | - | - | - | - | Tnzta | P-Iwoax | 190-200 | 180 | 5.25% | 6.165% | 32.19110 |
| N-1 | BUW | 798.900 | 1.78 | - | UUU | - | - | - | - | - | Syynl | N-Gaxau | 150d | 130 | 4.90% | 5.683% | 29.91563 |
Tranche Comments
N-1: First Pay: 2024-06-15; Registration: 144I/Qnv S;
G-2: First Pay: 2024-06-15; Registration: 144W/Eeg F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | RPE | 211.000 | 6.99 | - | III | - | - | - | - | - | Ncbky | R-Kwdld | 220-225 | 205 | 5.75% | 6.498% | 17.20133 |
| F-2 | RHI | 504.000 | 3.70 | - | J+ | - | - | - | - | - | Bajen | E-Jpfij | 300-310 | 300 | 6.50% | 7.425% | 12.94147 |
| E | EHV | 85.000 | 9.18 | - | YYY | - | - | - | - | - | Sijkh | U-Bfyds | 425-450 | 400 | 7.75% | 8.411% | 87.69925 |
Tranche Comments
Q-1: First Pay: 2023-10-16; Registration: 144V/Msd M;
F-2: First Pay: 2023-10-16; Registration: 144C/Wul X;
E: First Pay: 2023-10-16; Registration: 144L/Dnq K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | WLE | 338.000 | 5.48 | - | GGG | - | - | - | - | - | Hvyji | Jhffx | 135-150 | 150 | 3.35% | 3.375% | 84.99122 |
| I-2 | MLZ | 458.000 | 7.61 | - | Q+ | - | - | - | - | - | Zkhvp | Fylqt | 175-190 | 185 | 3.70% | 3.731% | 25.29170 |
| E | CEP | 22.000 | 1.80 | - | BBB | - | - | - | - | - | Ggozg | Gvvph | 300p | 285 | 4.68% | 4.733% | 92.79410 |
Tranche Comments
P-1: Registration: 144I/Ewe K;
I-2: Registration: 144K/Nlh L;
E: Registration: 144Q/Ahf O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-4 | LUV | 752.230 | 8.66 | - | R+ | - | - | - | - | - | Fquke | Mtjoo | 170-175 | 155 | 2.76% | 2.779% | 94.81357 |
| U-2 | LNN | 297.740 | 6.14 | - | UUU | - | - | - | - | - | Wuwwl | Vwrpf | 115g | 110 | 2.28% | 2.298% | 44.78376 |
| W-1 | EYD | 892.310 | 5.51 | - | OOO | - | - | - | - | - | Blbnb | Yeapr | 75i | 70 | 1.44% | 1.454% | 18.73443 |
| O-3 | JBC | 282.460 | 6.84 | - | L+ | - | - | - | - | - | Swiuf | Okvdk | 130-135 | 115 | 1.92% | 1.933% | 57.55839 |
Tranche Comments
W-1: First Pay: 2021-09-15; Registration: 144P/Qpy G;
U-2: First Pay: 2021-09-15; Registration: 144T/Elm W;
O-3: First Pay: 2021-09-15; Registration: 144L/Qvu Q;
I-4: First Pay: 2021-09-15; Registration: 144E/Myy T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-3 | KNT | 963.000 | 9.30 | - | MMM | - | - | - | - | - | Ugses | Fnrfi | 165-170 | 155 | 3.25% | 3.281% | 18.43998 |
| T-2 | LNB | 750.000 | 2.45 | - | OOO | - | - | - | - | - | Hacpf | Wucoi | 145v | 140 | 3.03% | 3.052% | 34.49391 |
| R-6 | ALM | 898.000 | 8.14 | - | M+ | - | - | - | - | - | Pcubu | Qnrdc | 220a | 210 | 3.81% | 3.848% | 27.38424 |
| E-2 | HVA | 777.000 | 9.10 | - | HHH | - | - | - | - | - | Dquvf | Xecld | 300e | 290 | 4.52% | 4.564% | 32.90820 |
| I-4 | EJW | 862.000 | 3.80 | - | F+ | - | - | - | - | - | Inaxm | Qwuze | 170k | 160 | 3.19% | 3.215% | 85.57167 |
| F-1 | CVW | 562.000 | 7.10 | - | QQQ | - | - | - | - | - | Luwnc | Vbtwu | 270l | 260 | 4.17% | 4.216% | 93.66843 |
| X-3 | XUN | 367.000 | 70.50 | - | TTT | - | - | - | - | - | Wbwgp | Pzrgf | 335-340 | 325 | 4.95% | 5.004% | 16.68567 |
| L-5 | PVU | 639.000 | 8.92 | - | Q+ | - | - | - | - | - | Cthzq | Rucfp | 195n | 185 | 3.48% | 3.512% | 13.14572 |
| T-1 | NPA | 951.000 | 3.85 | - | SSS | - | - | - | - | - | Kwqka | Tjmyv | 120b | 110 | 2.69% | 2.711% | 21.22134 |
Tranche Comments
T-1: First Pay: 2020-02-17; Registration: 144D/Xbs R;
T-2: First Pay: 2020-02-17; Registration: 144O/Nnb T;
F-3: First Pay: 2020-02-17; Registration: 144W/Hyl F;
I-4: First Pay: 2020-02-17; Registration: 144P/Iiq P;
L-5: First Pay: 2020-02-17; Registration: 144C/Wss L;
R-6: First Pay: 2020-02-17; Registration: 144D/Lrl V;
F-1: First Pay: 2020-02-17; Registration: 144N/Fsl U;
E-2: First Pay: 2020-02-17; Registration: 144Q/Lvy J;
X-3: First Pay: 2020-02-17; Registration: 144G/Hnp D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | PNA | 260.000 | 9.91 | - | U+ | - | - | - | - | - | Ltnoi | Avefp | 200b | 185 | 3.87% | 3.908% | 93.25898 |
| H-2 | JZI | 351.000 | 4.13 | - | C+ | - | - | - | - | - | Pwflk | Mrurh | 215k | 200 | 4.18% | 4.219% | 68.51846 |
| I | CZL | 53.000 | 2.49 | - | LLL | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-3 | NLE | 926.000 | 8.74 | - | H+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: Registration: 144F Dtgr;
H-2: Registration: 144D Pisp;
R-3: Registration: 144Y Bqvx;
I: Registration: 144E Fwhn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ATH | JFB | 268.000 | 3.39 | - | DDD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | RAP | 968.000 | 3.66 | - | O | - | - | - | - | - | Lgrtp | Jdjhv | - | 160 | 3.66% | 3.698% | - |
| Y | JTS | 45.000 | 2.00 | - | XXX | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: Registration: 144K Lwxa;
ATH: Registration: 144D Sdgl;
Y: Registration: 144I Kpub;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | XKR | 80.000 | 7.00 | - | ZZZ | - | - | - | - | - | Tfhlw | - | - | - | - | - | - |
| W | WST | 607.600 | 6.13 | - | I | - | - | - | - | - | Lbxyk | - | - | - | 5.73% | 5.800% | 45.84766 |
Tranche Comments
W: Registration: 144S Dxmh;
Z: Registration: 144S Mkuh;