Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | XXH | 360.700 | 5.90 | - | N | - | - | O | - | - | Xoxul | O-Lcyjs | 200o | 190 | 5.36% | 5.425% | 85.39768 |
F | AOB | 59.940 | 2.47 | - | WW | - | - | TT | - | - | Khqrv | E-Lnbgc | 470-480 | 455 | 7.97% | 8.108% | 71.88487 |
I | MTE | 89.620 | 1.42 | - | CCC+ | - | - | YYY | - | - | Matqm | K-Nmmao | 250-260 | 230 | 5.75% | 5.824% | 75.21234 |
Tranche Comments
L: First Pay: 2024-10-15; Registration: 144I/Ais L;
I: First Pay: 2024-10-15; Registration: 144O/Ept M;
F: First Pay: 2024-10-15; Registration: 144X/Qrz F;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | HEA | 903.460 | 9.83 | - | M | - | - | Q | - | - | Fnmei | P-Ccxcq | 200a | 185 | 6.20% | 6.278% | 42.58376 |
B | UGT | 35.690 | 7.46 | - | EE | - | - | MM | - | - | Mlhsz | W-Butuo | 500a | 475 | 9.13% | 9.308% | 72.98846 |
F | MLF | 26.000 | 3.38 | - | VVV+ | - | - | PPP | - | - | Jshil | M-Poxjq | 285-300 | 260 | 6.92% | 7.025% | 39.83760 |
Tranche Comments
N: First Pay: 2024-05-15; Registration: 144Z/Thn G;
F: First Pay: 2024-05-15; Registration: 144L/Vvl H;
B: First Pay: 2024-05-15; Registration: 144P/Nrw O;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | UPZ | 310.760 | 7.60 | - | L | - | - | Z- | - | 70.0% | Jwvtg | S-Qxzlr | - | 235 | 4.46% | 5.323% | 44.28740 |
Q | LUK | 50.740 | 9.32 | - | HHH | - | - | LLL | - | 65.0% | Wmikn | V-Xcrmv | - | 325 | 5.19% | 6.225% | 37.63684 |
Y | MIP | 76.970 | 8.59 | - | KK | - | - | DD | - | 34.7% | Mgwte | B-Yxswm | - | 450 | 6.41% | 7.408% | 25.67492 |
Tranche Comments
P: Registration: 144P/Qcn C;
Q: Registration: 144M/Idg U;
Y: Registration: 144Y/Hap N;
Risk Retention
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Use of Proceeds
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Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | SYS | 751.800 | 6.50 | - | L | - | - | T- | - | 87.0% | Poxfs | Rxzeu | 175-185 | 155 | 2.16% | 2.172% | 74.71535 |
Q | OYA | 38.000 | 1.30 | - | CCC | - | - | RRR | - | 36.0% | Mfnmg | Jnrmw | 260-275 | 225 | 2.92% | 2.936% | 65.13263 |
O | EAB | 91.800 | 7.69 | - | UU | - | - | VV | - | 54.0% | Ezzkn | Texnr | 525-550 | 475 | 5.07% | 5.121% | 19.16494 |
Tranche Comments
H: First Pay: 2021-04-15; Registration: 144M/Xng M;
Q: First Pay: 2021-04-15; Registration: 144G/Xfs W;
O: First Pay: 2021-04-15; Registration: 144J/Vde O;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | GZC | 795.700 | 4.81 | - | J | - | - | R- | - | 15.0% | Uzoyi | PCZ | 3.25-3.50% | - | 2.98% | 3.000% | 45.94612 |
Y | XBG | 87.200 | 7.30 | - | RRR | - | - | VVV | - | 69.0% | Kiwcd | JHI | 4.50-4.75% | - | 3.97% | 4.000% | 84.45081 |
S | BXQ | 88.500 | 9.89 | - | OO | - | - | II | - | 62.0% | Frpwy | FNQ | 7.50-7.75% | - | 7.14% | 7.250% | 53.72683 |
Tranche Comments
K: First Pay: 2020-11-16; Registration: 144H/Uxm O;
Y: First Pay: 2020-11-16; Registration: 144D/Rtk J;
S: First Pay: 2020-11-16; Registration: 144Z/Qac R;
Use of Proceeds
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Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | QKQ | 95.100 | 6.88 | - | HHH | - | - | - | - | - | Rbjvy | - | 5.25%a | - | 5.19% | 5.250% | 12.11757 |
E | LKD | 582.200 | 6.18 | - | D | - | - | G- | - | - | Hfyon | - | 4.25%j | - | 4.21% | 4.250% | 24.51700 |
R | GWS | 44.700 | 8.73 | - | EE | - | - | - | - | - | Gcnso | - | 7.000-7.125% | - | 6.95% | 7.050% | 13.16062 |
Tranche Comments
E: First Pay: 2019-07-15; Registration: 144M Yrtf;
V: First Pay: 2019-07-15; Registration: 144E Eszb;
R: First Pay: 2019-07-15; Registration: 144B Jnbp;
Collateral
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Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | QSN | 403.180 | 2.80 | - | - | - | - | F | - | - | Htgyg | Egwig | 150-160 | 160 | 4.45% | 4.489% | 78.63453 |
I | MVP | 33.700 | 4.90 | - | - | - | - | JJ | - | - | Dwwkl | GST | 7.00%w | 392 | 6.66% | 6.750% | 44.70205 |
S | TKT | 68.480 | 3.10 | - | - | - | - | CCC | - | - | Kmpcj | TVP | 5.75%k | 261 | 5.44% | 5.500% | 57.10892 |
Tranche Comments
W: Registration: 144X/Cnl A;
S: Registration: 144O/Kxp M;
I: Registration: 144D/Obw O;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | UIR | 47.130 | 8.30 | - | - | - | - | SSS | - | - | Hpraf | HON | 6.50%j | - | 6.05% | 6.125% | 83.70024 |
L | IQJ | 93.600 | 1.40 | - | - | - | - | WW | - | - | Otjae | JGN | 8.00%v | - | 7.75% | 7.875% | 69.87029 |
F | MIZ | 168.700 | 5.20 | - | - | - | - | T | - | - | Lgcxo | BYP | 4.50-.75% | - | 4.34% | 4.375% | 86.19274 |
Tranche Comments
F: Registration: 144N Admo;
T: Registration: 144W Lgbp;
L: Registration: 144S Aveh;