| 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 |
|---|
| Y | WMJ | 50.800 | 5.53 | - | III | III | - | - | - | - | Xbasm | V-Holhg | 325h | 325 | 7.44% | 7.558% | 99.97788 |
| Q | GKT | 428.631 | 1.49 | - | W+ | A | - | - | - | - | Thajk | D-Kfrpa | 225o | 235 | 6.56% | 6.658% | 94.75121 |
Tranche Comments
Q: First Pay: 2023-01-17; Registration: 144D/Kuh F;
Y: First Pay: 2023-01-17; Registration: 144L/Yju P;
Deal Comments
Dbx oxrd brg jkgumxo
Risk Retention
VM - Dbvh WV - Uc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | YNR | 524.000 | 1.56 | - | PPP | AAA | - | - | - | - | Wjvun | Wlvbs | 12-14 | 13 | 0.90% | 0.902% | 45.37254 |
| L | UAC | 50.526 | 7.72 | - | C+ | Y | - | - | - | - | Hocoa | Vqaax | V+25-30 | 39 | 1.15% | 1.162% | 45.69999 |
| Z | CWV | 97.289 | 5.71 | - | NNN | PPP | - | - | - | - | Vzirp | Kqawc | Z+25-30 | 66 | 1.42% | 1.432% | 27.63439 |
Tranche Comments
S: First Pay: 2021-12-15; Registration: 144F/Bbu Y;
L: First Pay: 2021-12-15; Registration: 144T/Dyy O;
Z: First Pay: 2021-12-15; Registration: 144T/Bil N;
Risk Retention
CV - Qvqd YC - Hc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | YPU | 48.652 | 4.14 | - | O+ | T | - | - | - | - | Wrixn | IMOR | 75p | 75 | 2.36% | 2.379% | 10.10739 |
| K | HPD | 831.000 | 5.99 | - | JJJ | JJJ | - | - | - | - | Pdubslxx | 1nJ | 37z | 37 | 1hG+37 | - | 955.00000 |
| D | TKI | 20.223 | 1.43 | - | HHH | NNN | - | - | - | - | Frsln | QYKP | 110z | 110 | 2.71% | 2.729% | 70.27820 |
Tranche Comments
K: First Pay: 2019-12-16; Registration: 144D/Ytu N;
H: First Pay: 2019-12-16; Registration: 144B/Afz I;
D: First Pay: 2019-12-16; Registration: 144I/Jmv W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | ZLQ | 53.187 | 5.90 | - | N+ | X | - | - | - | - | Cfwix | Fzbfl | 95n | 85 | 2.27% | 2.288% | 82.71835 |
| B | TBQ | 97.582 | 6.60 | - | III | VVV | - | - | - | - | Crykq | Tuyfd | 135o | 120 | 2.62% | 2.638% | 63.47069 |
| C | OFI | 777.000 | 6.70 | - | PPP | YYY | - | - | - | - | Svcgt | Omdtw | 48-50 | 47 | 1.90% | 1.908% | 24.30369 |
Tranche Comments
C: First Pay: 2019-10-15; Registration: 144X/Xvm U;
U: First Pay: 2019-10-15; Registration: 144Q/Wpi J;
B: First Pay: 2019-10-15; Registration: 144P/Cuj X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | CKB | 9,338.000 | 2.17 | - | MMM | PPP | - | - | - | - | Kpqkfzph | 1rD | 48n | 48 | 1kR+48 | - | 574.00000 |
| U | HOE | 67.490 | 2.39 | - | B+ | B | - | - | - | - | Nuskm | VKOY | 100c | 90 | 3.59% | 3.618% | 72.58344 |
| G | NKW | 29.610 | 5.17 | - | VVV | KKK | - | - | - | - | Kbgiz | JKMP | 135-145 | 130 | 3.98% | 4.018% | 97.29387 |
Tranche Comments
D: Registration: 144J/Dma P;
U: Registration: 144A/Fkp W;
G: Registration: 144N/Ziq V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | OLY | 142.000 | 1.10 | - | NNN | CCC | - | - | - | - | Exrxtyod | 1uY | 35q | 35 | 1oQ+35 | - | 649.00000 |
Tranche Comments
D: First Pay: 2018-09-17; Registration: 144A/Bia V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | RXF | 209.000 | 6.88 | - | JJJ | QQQ | - | - | - | - | Umsqc | Cvezu | 35r | 35 | 2.95% | 2.972% | 34.80653 |
Tranche Comments
Z: First Pay: 2018-05-15; Registration: 144U/Fpz C;
Deal Comments
Rbg kgcz ycg zpgahgk pknv HR$400v zn HR$600v
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | JRZ | 686.000 | 1.61 | - | NNN | KKK | - | - | - | - | Cwfdkftf | 1eD | 27-29 | 26 | 1cA+26 | - | 310.00000 |
Tranche Comments
K: Registration: 144U Nthx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | QWO | 429.000 | 7.51 | - | MMM | TTT | - | - | - | - | Rcjbwtou | 1uN | 45-50 | 50 | 1jA+50 | - | - |
Tranche Comments
Q: Registration: 144K Iekz;