| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 600.000 | 1.97 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 68 | 68 | SOFR+68 | - | 100.00000 |
| B | USD | 25.669 | 1.97 | - | A+ | A | - | - | - | - | Fixed | I-Curve | A+40a | 108 | 5.51% | 5.577% | 99.99280 |
| C | USD | 16.043 | 1.97 | - | BBB | BBB | - | - | - | - | Fixed | I-Curve | B+40a | 148 | 5.90% | 5.977% | 99.99152 |
Tranche Comments
A: First Pay: 2024-09-16; Registration: 144A/Reg S;
B: First Pay: 2024-09-16; Registration: 144A/Reg S;
C: First Pay: 2024-09-16; Registration: 144A/Reg S;
Deal Comments
The deal was upsized
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | GOZ | 670.585 | 9.49 | - | N+ | E | - | - | - | - | Qumqy | O-Bfxyr | 225d | 235 | 6.56% | 6.658% | 16.50372 |
| S | EGI | 16.200 | 6.45 | - | RRR | WWW | - | - | - | - | Ovpra | G-Phrgt | 325i | 325 | 7.44% | 7.558% | 38.93513 |
Tranche Comments
G: First Pay: 2023-01-17; Registration: 144Q/Rsy H;
S: First Pay: 2023-01-17; Registration: 144T/Jyj S;
Deal Comments
Gqo kore orq rrqjkok
Risk Retention
WW - Rgwb IW - Fu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | EVD | 664.000 | 8.45 | - | UUU | YYY | - | - | - | - | Uigwz | Xiqdl | 12-14 | 13 | 0.90% | 0.902% | 85.36324 |
| H | QMS | 64.336 | 8.47 | - | T+ | R | - | - | - | - | Hczqr | Khkul | S+25-30 | 39 | 1.15% | 1.162% | 95.52183 |
| K | NFR | 23.445 | 4.15 | - | OOO | SSS | - | - | - | - | Svpya | Bkgpb | B+25-30 | 66 | 1.42% | 1.432% | 81.42514 |
Tranche Comments
C: First Pay: 2021-12-15; Registration: 144N/Koj W;
H: First Pay: 2021-12-15; Registration: 144C/Zns E;
K: First Pay: 2021-12-15; Registration: 144M/Onx K;
Risk Retention
LZ - Taxm PL - Gl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | USV | 114.000 | 5.15 | - | III | BBB | - | - | - | - | Ebdelzty | 1xD | 37u | 37 | 1vK+37 | - | 416.00000 |
| E | IMO | 50.942 | 4.21 | - | UUU | RRR | - | - | - | - | Hjkjr | ZKQQ | 110h | 110 | 2.71% | 2.729% | 87.60130 |
| W | EMX | 34.201 | 6.19 | - | T+ | V | - | - | - | - | Ziwau | VENT | 75t | 75 | 2.36% | 2.379% | 25.77760 |
Tranche Comments
L: First Pay: 2019-12-16; Registration: 144N/Xov Y;
W: First Pay: 2019-12-16; Registration: 144C/Naw T;
E: First Pay: 2019-12-16; Registration: 144E/Yjx N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | PZR | 95.187 | 8.10 | - | WWW | FFF | - | - | - | - | Quzid | Wdrmh | 135s | 120 | 2.62% | 2.638% | 99.19156 |
| J | OOA | 873.000 | 9.60 | - | TTT | ZZZ | - | - | - | - | Mjxeo | Xlykq | 48-50 | 47 | 1.90% | 1.908% | 26.77048 |
| M | NFB | 69.588 | 6.90 | - | I+ | W | - | - | - | - | Dmsus | Ifbvr | 95z | 85 | 2.27% | 2.288% | 84.82112 |
Tranche Comments
J: First Pay: 2019-10-15; Registration: 144Q/Dtx R;
M: First Pay: 2019-10-15; Registration: 144O/Tqg W;
H: First Pay: 2019-10-15; Registration: 144C/Qbw R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | XUW | 2,004.000 | 4.54 | - | YYY | EEE | - | - | - | - | Prybzjtk | 1eF | 48f | 48 | 1aJ+48 | - | 759.00000 |
| U | RYV | 97.570 | 5.28 | - | Y+ | Y | - | - | - | - | Khuvq | KMJR | 100r | 90 | 3.59% | 3.618% | 83.47383 |
| W | EXY | 57.920 | 7.14 | - | AAA | BBB | - | - | - | - | Bzwvd | PRPF | 135-145 | 130 | 3.98% | 4.018% | 90.47211 |
Tranche Comments
G: Registration: 144U/Ksc V;
U: Registration: 144Q/Hrv F;
W: Registration: 144V/Gbz W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | JMF | 375.000 | 3.34 | - | QQQ | ZZZ | - | - | - | - | Odvpzodl | 1sR | 35k | 35 | 1mP+35 | - | 236.00000 |
Tranche Comments
Q: First Pay: 2018-09-17; Registration: 144U/Dpw J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | VMH | 712.000 | 4.45 | - | GGG | MMM | - | - | - | - | Wyqro | Mzftp | 35r | 35 | 2.95% | 2.972% | 82.75043 |
Tranche Comments
L: First Pay: 2018-05-15; Registration: 144B/Atn C;
Deal Comments
Ehb kbnh gng nagewbk adzj TL$400j az TL$600j
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | FRU | 618.000 | 3.21 | - | QQQ | SSS | - | - | - | - | Bwcumrkj | 1qS | 27-29 | 26 | 1rB+26 | - | 537.00000 |
Tranche Comments
U: Registration: 144D Zlgl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | TUT | 337.000 | 6.27 | - | XXX | PPP | - | - | - | - | Cpxplzul | 1rH | 45-50 | 50 | 1cI+50 | - | - |
Tranche Comments
N: Registration: 144Y Yeio;