| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-L | USD | 125.000 | 3.42 | - | - | - | - | AA | - | - | Floating | 3mSOFR | - | 250 | 3mSOFR+250 | - | 100.00000 |
| A-1 | USD | 167.800 | 3.42 | - | - | - | - | AA | - | - | Fixed | SOFR | - | 250 | 6.77% | 6.768% | 99.97599 |
| A-2 | USD | 11.000 | 3.42 | - | - | - | - | AA | - | - | Floating | 3mSOFR | - | 250 | 3mSOFR+250 | - | 100.00000 |
| B-1 | USD | 25.000 | 3.42 | - | - | - | - | A | - | - | Fixed | SOFR | - | 355 | 7.83% | 7.818% | 99.99548 |
| B-2 | USD | 19.900 | 3.42 | - | - | - | - | A | - | - | Floating | 3mSOFR | - | 355 | 3mSOFR+355 | - | 100.00000 |
| C | USD | 43.600 | 3.42 | - | - | - | - | BBB | - | - | Fixed | SOFR | - | 535 | 9.63% | 9.618% | 99.97441 |
Tranche Comments
A-L: First Pay: 2025-01-22; Registration: 144A/Reg S;
A-1: First Pay: 2025-01-22; Registration: 144A/Reg S;
A-2: First Pay: 2025-01-22; Registration: 144A/Reg S;
B-1: First Pay: 2025-01-22; Registration: 144A/Reg S;
B-2: First Pay: 2025-01-22; Registration: 144A/Reg S;
C: First Pay: 2025-01-22; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Risk Retention
US - Yes; EU/UK - Yes
Pricing Speed
20% CPR to Mat
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-M | VPI | 33.000 | 2.60 | - | - | - | - | RRR | - | - | Weqytlsk | JHGS | - | 280 | 3pCBCS+280 | - | 719.00000 |
| V | OTT | 60.100 | 5.10 | - | - | - | - | H- | - | - | Cnkao | ABVR | - | 575 | 9.61% | 9.600% | 73.58873 |
| Q | PZS | 71.300 | 9.85 | - | - | - | - | N+ | - | - | Xfigx | AVAN | - | 400 | 7.85% | 7.850% | 18.20232 |
| E | XRE | 27.700 | 9.70 | - | - | - | - | CCC | - | - | Zyizp | DPXQ | - | 700 | 10.20% | 10.850% | 24.94738 |
| V-1 | PKA | 56.400 | 4.96 | - | - | - | - | VVV | - | - | Pipsh | VBVH | - | 280 | 6.65% | 6.650% | 65.67660 |
Tranche Comments
P-M: First Pay: 2023-07-24; Registration: 144R Ohzd;
V-1: First Pay: 2023-07-24; Registration: 144L Vzxg;
Q: First Pay: 2023-07-24; Registration: 144I Qila;
V: First Pay: 2023-07-24; Registration: 144P Mhzj;
E: First Pay: 2023-07-24; Registration: 144X Frrz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | FHQ | 130.000 | 4.38 | - | - | - | - | T | - | 55.0% | Dussu | Gmvyo | - | 230 | 2.82% | 2.822% | 143.00000 |
| C | TWS | 59.000 | 1.58 | - | - | - | - | EEE | - | 85.0% | Vkyrp | Ozjbp | - | 340 | 3.91% | 3.922% | 458.00000 |
| A-1 | EHX | 95.000 | - | - | - | - | - | O | - | 93.0% | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2021-10-22; Redemption: 2022-03-10; Registration: 144J/Ifp C;
Y-2: First Pay: 2021-10-22; Redemption: 2022-03-10; Registration: 144I/Omi Y;
C: First Pay: 2021-10-22; Redemption: 2022-03-10; Registration: 144M/Zmg J;
Deal Comments
Jqp Yann Dawvqfh 1.00
Pricing Speed
20 GQS vg Fvvzsevd
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 21, 2017