| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 461.000 | 3.06 | - | - | - | - | - | - | - | Fixed | I-Curve | - | 340 | 7.40% | 7.513% | 99.99896 |
Tranche Comments
A: First Pay: 2024-12-25; Registration: 144A/Reg S;
Deal Comments
The deal was upsized
Risk Retention
US - Horizontal
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | WWT | 951.590 | 3.50 | - | - | - | - | QQQ- | - | - | Wohzy | GBP | 3.25%d | - | - | 3.125% | - |
Tranche Comments
S: Registration: 144Q Mrwc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | IOK | 966.540 | 4.30 | - | - | - | - | GGG- | - | - | Jkguh | HRQ | 3.25% | - | 3.23% | 3.250% | 46.78183 |
Tranche Comments
G: Registration: 144P/Jdi Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | BVB | 295.700 | 3.49 | - | - | - | - | MMM- | - | - | Krgqo | BFC | 3.125-3.250% | - | 2.98% | 3.000% | 31.27940 |
Tranche Comments
G: Registration: 144L Kpdz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | LEL | 689.540 | 6.00 | - | - | - | - | PPP- | - | - | Wurpn | YUO | 4.250-4.375% | - | 4.21% | 4.250% | 52.39730 |
Tranche Comments
Q: Registration: 144E Relz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | UOJ | 716.500 | 9.63 | - | - | - | - | HHH- | - | - | Jatxk | - | - | - | 5.44% | 5.500% | 96.84272 |
Tranche Comments
J: First Pay: 2020-07-25; Registration: 144D/Tsp N;