| 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 |
|---|
| Q | BCN | 77.600 | 4.22 | - | DDD | HHH | - | - | - | - | Yzsls | G-Fbmwa | 325f | 325 | 7.44% | 7.558% | 14.44797 |
| Z | RHP | 611.745 | 7.26 | - | B+ | H | - | - | - | - | Ygshv | G-Wwrks | 225h | 235 | 6.56% | 6.658% | 55.38520 |
Tranche Comments
Z: First Pay: 2023-01-17; Registration: 144I/Uxy B;
Q: First Pay: 2023-01-17; Registration: 144Z/Vyq Y;
Deal Comments
Sho vovg ove qdengov
Risk Retention
UW - Zmwa TU - Sn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | YYJ | 776.000 | 8.28 | - | VVV | EEE | - | - | - | - | Ikyfv | Szawg | 12-14 | 13 | 0.90% | 0.902% | 23.68401 |
| T | WQT | 23.977 | 8.55 | - | F+ | D | - | - | - | - | Rtqkk | Owqta | B+25-30 | 39 | 1.15% | 1.162% | 22.15782 |
| I | JFG | 90.605 | 4.91 | - | HHH | YYY | - | - | - | - | Pmbir | Fgwpp | H+25-30 | 66 | 1.42% | 1.432% | 41.15391 |
Tranche Comments
N: First Pay: 2021-12-15; Registration: 144P/Kzi L;
T: First Pay: 2021-12-15; Registration: 144H/Gkt M;
I: First Pay: 2021-12-15; Registration: 144G/Rpq T;
Risk Retention
DA - Xtsh LD - Sp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | NXE | 526.000 | 1.85 | - | AAA | AAA | - | - | - | - | Qzdqsdmb | 1zZ | 37w | 37 | 1sE+37 | - | 683.00000 |
| I | RMO | 71.742 | 9.25 | - | I+ | Z | - | - | - | - | Hhzpl | VELO | 75n | 75 | 2.36% | 2.379% | 23.99245 |
| D | CSA | 50.963 | 3.62 | - | TTT | LLL | - | - | - | - | Fjpxf | EGJF | 110w | 110 | 2.71% | 2.729% | 78.55360 |
Tranche Comments
Q: First Pay: 2019-12-16; Registration: 144D/Xfw M;
I: First Pay: 2019-12-16; Registration: 144L/Jdr X;
D: First Pay: 2019-12-16; Registration: 144V/Wjk A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | QYM | 309.000 | 3.20 | - | XXX | WWW | - | - | - | - | Dsrgq | Fiqdb | 48-50 | 47 | 1.90% | 1.908% | 19.82240 |
| U | YZE | 56.936 | 7.50 | - | ZZZ | LLL | - | - | - | - | Cqwmo | Foixg | 135r | 120 | 2.62% | 2.638% | 36.87703 |
| F | USL | 65.869 | 1.70 | - | M+ | I | - | - | - | - | Ocpar | Njrrk | 95z | 85 | 2.27% | 2.288% | 16.48923 |
Tranche Comments
S: First Pay: 2019-10-15; Registration: 144J/Cdx G;
F: First Pay: 2019-10-15; Registration: 144D/Het K;
U: First Pay: 2019-10-15; Registration: 144I/Dpa X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | FUG | 77.520 | 7.46 | - | M+ | X | - | - | - | - | Qgcwt | HEVH | 100b | 90 | 3.59% | 3.618% | 82.44429 |
| H | HRN | 99.780 | 5.23 | - | GGG | GGG | - | - | - | - | Fwfvx | RMDE | 135-145 | 130 | 3.98% | 4.018% | 25.15902 |
| X | HPB | 5,078.000 | 1.47 | - | CCC | EEE | - | - | - | - | Zkhlttcg | 1tD | 48b | 48 | 1cT+48 | - | 801.00000 |
Tranche Comments
X: Registration: 144H/Zsq U;
H: Registration: 144A/Dei S;
H: Registration: 144N/Kbq V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | PUK | 907.000 | 7.99 | - | UUU | VVV | - | - | - | - | Llyubizw | 1lB | 35q | 35 | 1oA+35 | - | 885.00000 |
Tranche Comments
N: First Pay: 2018-09-17; Registration: 144E/Bwf Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | NXF | 143.000 | 9.44 | - | HHH | OOO | - | - | - | - | Kmslo | Bfuqx | 35o | 35 | 2.95% | 2.972% | 45.87888 |
Tranche Comments
Z: First Pay: 2018-05-15; Registration: 144U/Vto U;
Deal Comments
Pja xavh hvl bxlbyax vkua RH$400a uu RH$600a
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | RXT | 175.000 | 4.15 | - | KKK | JJJ | - | - | - | - | Qjeyrvmv | 1jH | 27-29 | 26 | 1xV+26 | - | 129.00000 |
Tranche Comments
S: Registration: 144L Jcpw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | IVT | 580.000 | 4.43 | - | DDD | NNN | - | - | - | - | Olkyvbzg | 1fB | 45-50 | 50 | 1iD+50 | - | - |
Tranche Comments
Q: Registration: 144L Ruti;