| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | KVR | 355.200 | 8.21 | - | JJJ | - | - | - | - | - | Atagh | D-Szidt | 130-140 | 125 | 4.40% | 4.788% | 74.30872 |
| W-2 | NIJ | 896.000 | 7.56 | - | W+ | - | - | - | - | - | Kqhlb | X-Sqjqn | 180-190 | 175 | 4.55% | 5.299% | 69.96148 |
Tranche Comments
M-1: First Pay: 2024-10-15; Registration: 144Z/Qnn O;
W-2: First Pay: 2024-10-15; Registration: 144G/Uxf G;
Use of Proceeds
Zhnpq zhjd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | ITA | 470.900 | 2.17 | - | LLL | - | - | - | - | - | Mckka | Q-Lihfv | 150c | 130 | 4.90% | 5.683% | 52.31797 |
| N-2 | EYO | 150.100 | 9.44 | - | G+ | - | - | - | - | - | Ozlpk | Z-Zyxtu | 190-200 | 180 | 5.25% | 6.165% | 42.83467 |
Tranche Comments
H-1: First Pay: 2024-06-15; Registration: 144K/Anc J;
N-2: First Pay: 2024-06-15; Registration: 144C/Ffb J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | KSC | 621.000 | 3.30 | - | N+ | - | - | - | - | - | Jaqej | N-Thbce | 300-310 | 300 | 6.50% | 7.425% | 24.74657 |
| V | XMU | 21.000 | 2.14 | - | MMM | - | - | - | - | - | Plxog | T-Izcxs | 425-450 | 400 | 7.75% | 8.411% | 42.21622 |
| O-1 | GIU | 975.000 | 8.19 | - | SSS | - | - | - | - | - | Knntn | T-Rpozb | 220-225 | 205 | 5.75% | 6.498% | 18.33567 |
Tranche Comments
O-1: First Pay: 2023-10-16; Registration: 144Q/Rht H;
B-2: First Pay: 2023-10-16; Registration: 144X/Bee X;
V: First Pay: 2023-10-16; Registration: 144N/Pyt Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | IHD | 556.000 | 3.59 | - | SSS | - | - | - | - | - | Ntavg | Pggyh | 135-150 | 150 | 3.35% | 3.375% | 41.40846 |
| N-2 | TLV | 689.000 | 9.29 | - | F+ | - | - | - | - | - | Nuoth | Gmcdt | 175-190 | 185 | 3.70% | 3.731% | 37.67043 |
| C | OOM | 57.000 | 9.94 | - | OOO | - | - | - | - | - | Tolah | Zmeak | 300i | 285 | 4.68% | 4.733% | 71.25120 |
Tranche Comments
D-1: Registration: 144K/Vtb D;
N-2: Registration: 144L/Xaz Z;
C: Registration: 144H/Xla P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | XBZ | 497.990 | 3.30 | - | QQQ | - | - | - | - | - | Xogfu | Fvguv | 115v | 110 | 2.28% | 2.298% | 28.61711 |
| V-3 | KPV | 255.810 | 2.19 | - | M+ | - | - | - | - | - | Ogaws | Ijvck | 130-135 | 115 | 1.92% | 1.933% | 11.64341 |
| C-4 | XYM | 263.970 | 5.88 | - | H+ | - | - | - | - | - | Ysyyw | Bvabk | 170-175 | 155 | 2.76% | 2.779% | 71.74491 |
| D-1 | HGH | 943.180 | 7.39 | - | RRR | - | - | - | - | - | Ifczx | Zjytv | 75t | 70 | 1.44% | 1.454% | 10.97257 |
Tranche Comments
D-1: First Pay: 2021-09-15; Registration: 144E/Asa D;
V-2: First Pay: 2021-09-15; Registration: 144P/Rpl L;
V-3: First Pay: 2021-09-15; Registration: 144B/Fxw V;
C-4: First Pay: 2021-09-15; Registration: 144L/Aup K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | QFC | 564.000 | 8.80 | - | EEE | - | - | - | - | - | Aqgnc | Mfidn | 270d | 260 | 4.17% | 4.216% | 74.20044 |
| M-1 | MWU | 476.000 | 5.60 | - | SSS | - | - | - | - | - | Caxmu | Drwgf | 120k | 110 | 2.69% | 2.711% | 24.15961 |
| M-5 | YQE | 967.000 | 2.91 | - | J+ | - | - | - | - | - | Acmpc | Sbawj | 195k | 185 | 3.48% | 3.512% | 49.64664 |
| F-2 | NIP | 725.000 | 3.35 | - | PPP | - | - | - | - | - | Gavsq | Jtwlc | 145l | 140 | 3.03% | 3.052% | 32.47744 |
| V-2 | JNG | 181.000 | 2.20 | - | NNN | - | - | - | - | - | Gsuyo | Mygkr | 300b | 290 | 4.52% | 4.564% | 35.74833 |
| Y-3 | QLV | 723.000 | 7.60 | - | RRR | - | - | - | - | - | Jjnxn | Bmrvq | 165-170 | 155 | 3.25% | 3.281% | 63.67989 |
| F-4 | BAA | 372.000 | 8.20 | - | X+ | - | - | - | - | - | Ptyhg | Emuhs | 170x | 160 | 3.19% | 3.215% | 12.10950 |
| O-6 | HZX | 110.000 | 5.18 | - | X+ | - | - | - | - | - | Vgbyw | Eyezw | 220e | 210 | 3.81% | 3.848% | 91.71929 |
| L-3 | NKO | 424.000 | 54.40 | - | DDD | - | - | - | - | - | Jriiq | Rhmtb | 335-340 | 325 | 4.95% | 5.004% | 17.89570 |
Tranche Comments
M-1: First Pay: 2020-02-17; Registration: 144Y/Lyl M;
F-2: First Pay: 2020-02-17; Registration: 144O/Oty D;
Y-3: First Pay: 2020-02-17; Registration: 144L/Omq P;
F-4: First Pay: 2020-02-17; Registration: 144Z/Bat K;
M-5: First Pay: 2020-02-17; Registration: 144Q/Kzr F;
O-6: First Pay: 2020-02-17; Registration: 144V/Xoh J;
U-1: First Pay: 2020-02-17; Registration: 144L/Oxi F;
V-2: First Pay: 2020-02-17; Registration: 144P/Evs A;
L-3: First Pay: 2020-02-17; Registration: 144A/Mir G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | AEY | 599.000 | 8.17 | - | N+ | - | - | - | - | - | Pvyts | Adefs | 200f | 185 | 3.87% | 3.908% | 75.54490 |
| S-3 | WKQ | 229.000 | 5.13 | - | F+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2 | JZX | 300.000 | 1.88 | - | U+ | - | - | - | - | - | Skcap | Nunkg | 215k | 200 | 4.18% | 4.219% | 41.65561 |
| V | IZW | 95.000 | 6.58 | - | ZZZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Registration: 144J Jcby;
D-2: Registration: 144Z Wslu;
S-3: Registration: 144A Hhts;
V: Registration: 144X Dqdg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| YPW | AKE | 597.000 | 3.92 | - | ZZZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | APG | 96.000 | 8.00 | - | JJJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | NGC | 443.000 | 6.35 | - | Q | - | - | - | - | - | Ciiiq | Moiia | - | 160 | 3.66% | 3.698% | - |
Tranche Comments
Q: Registration: 144Y Ftvm;
YPW: Registration: 144P Jbrz;
K: Registration: 144Z Vqdx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | OVC | 748.200 | 1.22 | - | A | - | - | - | - | - | Fnmyi | - | - | - | 5.73% | 5.800% | 48.15801 |
| H | MAU | 52.000 | 7.00 | - | LLL | - | - | - | - | - | Ocnzz | - | - | - | - | - | - |
Tranche Comments
E: Registration: 144N Ihju;
H: Registration: 144X Xwki;