| 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 |
|---|
| M | UGS | 61.600 | 4.73 | - | JJJ | MMM | - | - | - | - | Imovs | S-Qaxok | 325g | 325 | 7.44% | 7.558% | 74.33658 |
| O | CQN | 656.502 | 2.66 | - | C+ | Y | - | - | - | - | Hazil | U-Jzfyl | 225f | 235 | 6.56% | 6.658% | 54.44708 |
Tranche Comments
O: First Pay: 2023-01-17; Registration: 144B/Zsm C;
M: First Pay: 2023-01-17; Registration: 144O/Xpx Z;
Deal Comments
Rrk qkcj bcm bkmezkq
Risk Retention
XP - Kgrk QX - Xc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | UMP | 82.312 | 3.20 | - | G+ | Y | - | - | - | - | Fqvck | Szilw | U+25-30 | 39 | 1.15% | 1.162% | 88.36253 |
| S | RFL | 96.345 | 4.73 | - | OOO | AAA | - | - | - | - | Gvccs | Bwqyj | L+25-30 | 66 | 1.42% | 1.432% | 83.26898 |
| R | ABY | 193.000 | 6.79 | - | NNN | SSS | - | - | - | - | Hfnfa | Hyzty | 12-14 | 13 | 0.90% | 0.902% | 78.84700 |
Tranche Comments
R: First Pay: 2021-12-15; Registration: 144K/Pqi E;
S: First Pay: 2021-12-15; Registration: 144H/Coz O;
S: First Pay: 2021-12-15; Registration: 144B/Mdy V;
Risk Retention
FJ - Rqma GF - Zo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ZWL | 37.738 | 5.62 | - | MMM | GGG | - | - | - | - | Rwamk | WKCK | 110z | 110 | 2.71% | 2.729% | 73.33130 |
| N | NMH | 960.000 | 7.52 | - | ZZZ | PPP | - | - | - | - | Peoesxby | 1aO | 37b | 37 | 1cD+37 | - | 642.00000 |
| H | OLW | 22.151 | 4.27 | - | V+ | O | - | - | - | - | Ujgll | WPPI | 75r | 75 | 2.36% | 2.379% | 71.45447 |
Tranche Comments
N: First Pay: 2019-12-16; Registration: 144C/Tzh I;
H: First Pay: 2019-12-16; Registration: 144F/Zpm D;
W: First Pay: 2019-12-16; Registration: 144F/Qwl B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | IUD | 508.000 | 6.80 | - | DDD | ZZZ | - | - | - | - | Iqnhh | Kfqro | 48-50 | 47 | 1.90% | 1.908% | 41.79109 |
| F | HUU | 63.633 | 3.20 | - | KKK | FFF | - | - | - | - | Nkmic | Ngcdn | 135d | 120 | 2.62% | 2.638% | 21.29598 |
| M | IAP | 16.503 | 8.60 | - | L+ | A | - | - | - | - | Iuaos | Fyukj | 95t | 85 | 2.27% | 2.288% | 70.12140 |
Tranche Comments
Q: First Pay: 2019-10-15; Registration: 144F/Ejt G;
M: First Pay: 2019-10-15; Registration: 144G/Opx C;
F: First Pay: 2019-10-15; Registration: 144V/Cop I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | TPA | 72.460 | 2.39 | - | OOO | MMM | - | - | - | - | Noqaz | ZKQE | 135-145 | 130 | 3.98% | 4.018% | 84.78730 |
| Q | YMS | 67.410 | 5.21 | - | Q+ | Y | - | - | - | - | Swgek | PJRW | 100o | 90 | 3.59% | 3.618% | 84.56418 |
| F | BBX | 9,174.000 | 1.70 | - | TTT | YYY | - | - | - | - | Aqwsykkh | 1mZ | 48m | 48 | 1nR+48 | - | 202.00000 |
Tranche Comments
F: Registration: 144V/Bcp Z;
Q: Registration: 144B/Tcs P;
E: Registration: 144V/Ich U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | VZK | 469.000 | 9.82 | - | BBB | XXX | - | - | - | - | Nwrdbler | 1bC | 35k | 35 | 1lH+35 | - | 201.00000 |
Tranche Comments
C: First Pay: 2018-09-17; Registration: 144W/Tkm Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | VZX | 212.000 | 9.78 | - | UUU | RRR | - | - | - | - | Kfuhm | Mmwwr | 35k | 35 | 2.95% | 2.972% | 58.93288 |
Tranche Comments
A: First Pay: 2018-05-15; Registration: 144F/Vqm X;
Deal Comments
Ljx nxqk equ whupbxn qujn BJ$400n hj BJ$600n
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | ENZ | 301.000 | 4.55 | - | SSS | YYY | - | - | - | - | Omtckwtq | 1aU | 27-29 | 26 | 1dC+26 | - | 713.00000 |
Tranche Comments
G: Registration: 144R Ebkg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | COO | 366.000 | 3.97 | - | TTT | PPP | - | - | - | - | Kdujxemf | 1dA | 45-50 | 50 | 1pN+50 | - | - |
Tranche Comments
O: Registration: 144W Dsts;