| 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 |
|---|
| Y | FNM | 120.940 | 5.10 | - | - | - | - | SSS- | - | - | Xptxx | IEG | 3.25%g | - | - | 3.125% | - |
Tranche Comments
Y: Registration: 144H Sngr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | LFQ | 125.700 | 9.50 | - | - | - | - | DDD- | - | - | Izpii | FLF | 3.25% | - | 3.23% | 3.250% | 17.13622 |
Tranche Comments
R: Registration: 144O/Adw N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | HFK | 796.600 | 5.50 | - | - | - | - | GGG- | - | - | Bojrm | KAW | 3.125-3.250% | - | 2.98% | 3.000% | 67.60580 |
Tranche Comments
H: Registration: 144L Fpzo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | UBL | 123.870 | 8.00 | - | - | - | - | MMM- | - | - | Zasvs | VQC | 4.250-4.375% | - | 4.21% | 4.250% | 67.98083 |
Tranche Comments
Y: Registration: 144A Xugj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | RAY | 928.900 | 7.74 | - | - | - | - | QQQ- | - | - | Mhnan | - | - | - | 5.44% | 5.500% | 12.24012 |
Tranche Comments
J: First Pay: 2020-07-25; Registration: 144W/Ejo F;