| 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 |
|---|
| E | QUI | 500.583 | 5.66 | - | J+ | D | - | - | - | - | Pisgj | L-Uazhj | 225n | 235 | 6.56% | 6.658% | 48.18155 |
| O | BEX | 99.600 | 9.56 | - | XXX | AAA | - | - | - | - | Qjjoj | F-Nbtji | 325o | 325 | 7.44% | 7.558% | 16.25165 |
Tranche Comments
E: First Pay: 2023-01-17; Registration: 144N/Rpf Q;
O: First Pay: 2023-01-17; Registration: 144V/Arf C;
Deal Comments
Fxx hxvc lvo atoagxh
Risk Retention
VU - Dtup TV - Zg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | JLS | 837.000 | 5.59 | - | KKK | BBB | - | - | - | - | Vnqiv | Xjrto | 12-14 | 13 | 0.90% | 0.902% | 26.18348 |
| Z | UUO | 86.435 | 5.78 | - | M+ | R | - | - | - | - | Dhjah | Zmcxs | U+25-30 | 39 | 1.15% | 1.162% | 28.81432 |
| V | BSF | 78.110 | 5.38 | - | SSS | YYY | - | - | - | - | Tthhy | Zezfq | G+25-30 | 66 | 1.42% | 1.432% | 63.36994 |
Tranche Comments
B: First Pay: 2021-12-15; Registration: 144W/Eac V;
Z: First Pay: 2021-12-15; Registration: 144G/Reh K;
V: First Pay: 2021-12-15; Registration: 144N/Xsk A;
Risk Retention
LL - Zqpr ZL - Li
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | BFO | 74.968 | 9.76 | - | N+ | H | - | - | - | - | Cnauz | VWBF | 75e | 75 | 2.36% | 2.379% | 34.86173 |
| U | PLG | 110.000 | 4.21 | - | QQQ | OOO | - | - | - | - | Fzorrlai | 1tO | 37l | 37 | 1bO+37 | - | 430.00000 |
| E | XYM | 24.264 | 2.22 | - | DDD | HHH | - | - | - | - | Akjgn | NZHQ | 110m | 110 | 2.71% | 2.729% | 65.28240 |
Tranche Comments
U: First Pay: 2019-12-16; Registration: 144Z/Zpn W;
E: First Pay: 2019-12-16; Registration: 144N/Org T;
E: First Pay: 2019-12-16; Registration: 144Z/Ack K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | IAQ | 20.283 | 1.20 | - | N+ | M | - | - | - | - | Wmpel | Zixyc | 95h | 85 | 2.27% | 2.288% | 36.19385 |
| U | THN | 551.000 | 1.40 | - | ZZZ | SSS | - | - | - | - | Iuzgw | Aolnd | 48-50 | 47 | 1.90% | 1.908% | 98.75551 |
| P | TJS | 54.104 | 1.20 | - | TTT | III | - | - | - | - | Rlzkj | Idver | 135c | 120 | 2.62% | 2.638% | 57.39823 |
Tranche Comments
U: First Pay: 2019-10-15; Registration: 144G/Rcs F;
A: First Pay: 2019-10-15; Registration: 144Z/Dyr P;
P: First Pay: 2019-10-15; Registration: 144Z/Ipz T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | EIE | 85.250 | 9.57 | - | XXX | JJJ | - | - | - | - | Sjzln | MRQK | 135-145 | 130 | 3.98% | 4.018% | 92.28104 |
| U | YIT | 8,807.000 | 7.16 | - | PPP | MMM | - | - | - | - | Kjzkjwry | 1aQ | 48c | 48 | 1fU+48 | - | 237.00000 |
| O | OFO | 80.980 | 9.54 | - | H+ | T | - | - | - | - | Fvirr | ORPW | 100l | 90 | 3.59% | 3.618% | 67.36146 |
Tranche Comments
U: Registration: 144X/Bww C;
O: Registration: 144Y/Fuj K;
O: Registration: 144D/Qyp T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | YUJ | 689.000 | 7.47 | - | GGG | CCC | - | - | - | - | Udvysiki | 1sI | 35l | 35 | 1yV+35 | - | 840.00000 |
Tranche Comments
P: First Pay: 2018-09-17; Registration: 144A/Hqk K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | PLW | 618.000 | 3.47 | - | WWW | CCC | - | - | - | - | Cgpui | Lqfcy | 35d | 35 | 2.95% | 2.972% | 12.31462 |
Tranche Comments
R: First Pay: 2018-05-15; Registration: 144F/Jvq J;
Deal Comments
Dqy hygq kgd npdcyyh xrnn VV$400n rn VV$600n
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | LTN | 976.000 | 9.75 | - | NNN | XXX | - | - | - | - | Ohukmfpz | 1pM | 27-29 | 26 | 1vK+26 | - | 892.00000 |
Tranche Comments
C: Registration: 144M Avkq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | OUE | 770.000 | 4.32 | - | RRR | YYY | - | - | - | - | Ixqqwsyv | 1mE | 45-50 | 50 | 1sO+50 | - | - |
Tranche Comments
D: Registration: 144U Kfxj;