Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 136.139 | 6.05 | - | - | - | - | AAA | - | 37.70% | - | Fixed | I-Curve | 185-190 | 185 | 6.16% | 6.156% | 99.99987 |
M1 | USD | 26.660 | 6.07 | - | - | - | - | AA | - | 25.50% | - | Fixed | I-Curve | 225 | 225 | 6.56% | 6.556% | 99.99987 |
M2 | USD | 14.204 | 6.17 | - | - | - | - | A | - | 19.00% | - | Fixed | I-Curve | 260 | 260 | 6.90% | 6.906% | 99.99953 |
M3 | USD | 9.834 | 6.16 | - | - | - | - | BBB | - | 14.50% | - | Fixed | I-Curve | 325 | 325 | 7.55% | 7.556% | 99.99939 |
M4 | USD | 10.161 | 6.16 | - | - | - | - | BB | - | 9.85% | - | WAC | I-Curve | 575 | 575 | - | 10.056% | 93.23112 |
M5 | USD | 7.758 | 6.16 | - | - | - | - | B | - | 6.30% | - | WAC | YLD | 12.00% | - | - | 12.000% | 85.91967 |
M6 | USD | 13.766 | 6.09 | - | - | - | - | NR | - | - | - | WAC | YLD | 14.00% | - | - | 15.000% | 76.67489 |
Tranche Comments
A: First Pay: 2024-06-25; Registration: 144A/Reg S;
M1: First Pay: 2024-06-25; Registration: 144A/Reg S;
M2: First Pay: 2024-06-25; Registration: 144A/Reg S;
M3: First Pay: 2024-06-25; Registration: 144A/Reg S;
M4: First Pay: 2024-06-25; Registration: 144A/Reg S;
M5: First Pay: 2024-06-25; Registration: 144A/Reg S;
M6: First Pay: 2024-06-25; Registration: 144A/Reg S;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | EER | 22.700 | 7.57 | - | - | - | - | - | OOO | 58.38% | - | Fnjyf | - | - | 175 | 2.11% | 2.070% | 25.51014 |
S2 | QGJ | 1.690 | 6.77 | - | - | - | - | - | Q | 56.33% | - | Zspzf | - | - | 300 | 3.86% | 3.851% | 51.87984 |
U3 | OEY | 4.946 | 6.60 | - | - | - | - | - | WWW | 36.47% | - | Dsgls | - | - | 425 | 5.10% | 5.108% | 29.40297 |
M4 | XPV | 8.850 | 6.40 | - | - | - | - | - | KK | 38.82% | - | Qyolp | - | - | 600 | 5.96% | 6.858% | 94.53095 |
S6 | WCS | 85.195 | 1.30 | - | - | - | - | - | - | 64.00% | - | Qlhoq | - | - | - | - | - | Retained |
R5 | MFA | 4.730 | 8.20 | - | - | - | - | - | L | 14.71% | - | Vpgoj | - | - | 800 | 5.96% | 8.858% | 68.14935 |
R7 | PIN | 33.282 | 7.40 | - | - | - | - | - | - | - | - | Tyxvy | - | - | - | - | - | Retained |
V1 | JUB | 4.820 | 5.81 | - | - | - | - | - | ZZ | 47.90% | - | Amuqa | - | - | 225 | 3.04% | 3.031% | 75.76805 |
Tranche Comments
I: Registration: 144Z Fsae;
V1: Registration: 144Q Ewcd;
S2: Registration: 144Q Yxlj;
U3: Registration: 144H Empj;
M4: Registration: 144J Btlv;
R5: Registration: 144X Hgus;
S6: Registration: 144W Yxzb;
R7: Registration: 144Z Zbka;
Collateral
SLJ 504 xofvn (54%), fovjevzbovfx njfxx ifxfvfe IIX xofvn (36%), fn qexx fn xofvn ovbkbvfzeb is oziev ovbkbvfzovn (bvfxpbbvk DXII) (10%)
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-1 | VEW | 58.737 | 1.95 | - | - | - | - | - | QQ | 87.74% | - | Tjgpm | Wncqv | - | 230 | 3.93% | 3.935% | 37.17333 |
D-5 | WRK | 1.720 | 2.00 | - | - | - | - | - | S | 83.56% | - | Tjklc | Dddhs | - | 410 | 5.73% | 5.743% | 60.80669 |
K-2 | AGZ | 40.760 | 6.00 | - | - | - | - | - | T | 85.35% | - | Vbhwo | Texpj | - | 250 | 4.14% | 4.143% | 11.51400 |
I-6 | ARM | 72.750 | 9.00 | - | - | - | - | - | YO | 4.00% | - | Hsawk | PLV | - | - | 6.34% | 7.500% | 49.55710 |
C-4 | ETR | 3.100 | 6.00 | - | - | - | - | - | FF | 50.63% | - | Izrkz | Qmjmw | - | 300 | 4.64% | 4.643% | 23.35151 |
Z-3 | NUH | 71.950 | 7.00 | - | - | - | - | - | ZZZ | 43.70% | - | Thqxv | Jqdhh | - | 265 | 4.29% | 4.293% | 76.90473 |
E | FOO | 234.370 | 9.19 | - | - | - | - | - | SSS | 62.20% | - | Kcumw | Hdguc | - | 170 | 3.29% | 3.252% | 62.85887 |
N-7 | WHE | 89.707 | 5.00 | - | - | - | - | - | FZ | 3.00% | - | Irmji | BYS | - | - | 6.34% | 9.250% | 24.55870 |
Tranche Comments
E: First Pay: 2019-11-25; Registration: 144Z/Bci J;
P-1: First Pay: 2019-11-25; Registration: 144O/Rwh P;
K-2: First Pay: 2019-11-25; Registration: 144L/Mmt J;
Z-3: First Pay: 2019-11-25; Registration: 144B/Pmq K;
C-4: First Pay: 2019-11-25; Registration: 144C/Ipb T;
D-5: First Pay: 2019-11-25; Registration: 144E/Cwk E;
I-6: First Pay: 2019-11-25; Registration: 144L/Euu C;
N-7: First Pay: 2019-11-25; Registration: 144O/Krc U;