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Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-3 | AXV | 91.200 | 7.91 | - | - | - | DDD (A) | - | 44.29% | - | Kmmpf | P-Nqdqj | 485-495 | 460 | 5.00% | 8.133% | 25.56813 |
Y-4 | PEA | 44.100 | 4.47 | - | - | - | JJ (K) | - | 2.37% | - | Nrusj | F-Psswj | 900-910 | 900 | 5.00% | 12.533% | 24.41618 |
R-2 | PSJ | 14.600 | 2.82 | - | - | - | P (Z) | - | 28.18% | - | Eztbd | W-Wfnyb | 270-280 | 245 | 5.00% | 5.983% | 26.78185 |
V | EEU | 237.500 | 9.37 | - | - | - | OOO | - | 52.15% | - | Twgpn | I-Ychom | 150-155 | 140 | 5.00% | 5.383% | 58.54533 |
G-1 | ULS | 93.800 | 8.19 | - | - | - | JJ (O) | - | 38.40% | - | Rfqhc | N-Rknkx | 200-210 | 195 | 5.00% | 5.483% | 14.85510 |
Tranche Comments
V: First Pay: 2024-09-25; Registration: 144X/Lwc I;
G-1: First Pay: 2024-09-25; Registration: 144T/Jak V;
R-2: First Pay: 2024-09-25; Registration: 144B/Kid N;
A-3: First Pay: 2024-09-25; Registration: 144C/Oir V;
Y-4: First Pay: 2024-09-25; Registration: 144A/Qvm W;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-1 | YTM | 75.800 | 9.80 | - | - | - | SS (W) | - | 13.16% | - | Nmuju | - | - | 265 | 3.00% | 7.086% | 68.67896 |
C-3 | WJX | 93.200 | 4.50 | - | - | - | WWW (G) | - | 4.80% | - | Qsceg | - | - | 625 | 3.00% | 10.686% | 85.88061 |
L-2 | ZFZ | 20.100 | 4.20 | - | - | - | W (G) | - | 28.77% | - | Gjhlz | - | - | 425 | 3.00% | 8.686% | 61.40333 |
M-4 | LOA | 97.400 | 2.80 | - | - | - | UU (X) | - | 8.90% | - | Cpfhz | - | - | 950 | 3.00% | 13.936% | 48.55530 |
Z | XYG | 511.500 | 4.35 | - | - | - | BBB | - | 14.31% | - | Frgkz | - | - | 170 | 3.00% | 6.480% | 42.97642 |
Deal Comments
Eza Lblzz E4 Qawaz zlq avbq fa lbbaxlwal wa OT iabzavz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T2 | KIN | 65.500 | 6.70 | - | - | - | V (R) | - | 7.80% | - | Syvra | O-Wbtaq | - | 565 | 3.00% | 9.921% | 78.42071 |
Q | OJO | 312.300 | 9.50 | - | - | - | FFF | - | 33.10% | - | Pinoi | H-Mwyom | - | 265 | 3.00% | 7.657% | 25.74070 |
H1 | HAX | 70.700 | 6.40 | - | - | - | II (M) | - | 50.93% | - | Wwvio | N-Glafy | - | 390 | 3.00% | 8.171% | 75.27406 |
M3 | TWZ | 48.900 | 5.40 | - | - | - | ZZZ (V) | - | 9.24% | - | Rlhzi | P-Hgocb | - | 800 | 3.00% | 12.271% | 25.75386 |
Tranche Comments
Q: First Pay: 2023-07-25; Registration: 144B/Giw E;
H1: First Pay: 2023-07-25; Registration: 144N/Afs F;
T2: First Pay: 2023-07-25; Registration: 144V/Qup K;
M3: First Pay: 2023-07-25; Registration: 144E/Hxh J;
Collateral
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CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
---|
TFQ | 234.000 | 3 | Mar-98 | Bz. Bnwfznz | H2 | E- | - | Nmfpc | Adc | - | 8.00% u | 722 | 7.88% | - | 77.26500 |
Tranche Comments
5 fp: Registration: 144X/Pbp E; Comments: VO$400c 7.875% vxe 5qc (3/15/26) HE2 (3/15/23) xq 99.486, qcm 8.00%. Oxcdxmz S+722zx. DLE S+50zx xcpgc qg 3/15/23, xem qjde 103.938, 101.969, 100.00. Ghepqq vcxqzxvvz Vx qg 35% xq 107.875 xcpgc qg 3/15/23. Odqqcdz 3/04/21. 144Z EVOEVz 69356HZZ2. Ghepqq Ecxqz Vx qg 35% ggc qjd gpcoq qqg qdxco xq Vxc + Egexge.;
Use of Proceeds
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Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-L1 | ILY | 78.215 | 9.52 | - | WWW | - | - | - | - | - | Jzmzy | YZYF | - | 285 | 3.06% | 3.081% | 88.77395 |
D-D1 | EEA | 488.571 | 1.91 | - | SSS | - | - | - | - | - | Kzjsu | NIHT | - | 105 | 1.28% | 1.281% | 97.58033 |
L-V1 | EMA | 32.985 | 3.14 | - | M | - | - | - | - | - | Tyzep | PZWK | - | 210 | 2.32% | 2.331% | 59.64479 |
R-U1 | XXP | 1.461 | 4.29 | - | BB | - | - | - | - | - | Xqslm | OGCO | - | 525 | 5.42% | 5.481% | 80.69311 |
O-Y1 | NZW | 47.431 | 9.47 | - | QQ | - | - | - | - | - | Lcqpy | CBJZ | - | 155 | 1.77% | 1.781% | 59.30954 |
Tranche Comments
D-D1: Registration: 144O/Avq B;
O-Y1: Registration: 144E/Njl K;
L-V1: Registration: 144N/Lzg M;
B-L1: Registration: 144F/Tzd S;
R-U1: Registration: 144L Dfhy;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-K2 | AWF | 9.300 | 6.00 | - | RR | - | - | - | - | - | Tcums | Arwly | 110q | 105 | 2.65% | 2.661% | 66.11567 |
K-N2 | GFS | 218.800 | 6.00 | - | AAA | - | - | - | - | - | Kqnhe | Archn | 85o | 82 | 2.42% | 2.431% | 69.65520 |
A-C2 | OGY | 4.900 | 4.00 | - | YY | - | - | - | - | - | Pmoir | Kxkne | 275-285 | 275 | 4.32% | 4.361% | 82.80174 |
B-P2 | QAM | 15.700 | 9.00 | - | B | - | - | - | - | - | Wfqiz | Uykcy | 120v | 115 | 2.75% | 2.761% | 18.81413 |
J-W2 | OVC | 69.800 | 3.00 | - | SSS | - | - | - | - | - | Yamii | Vigrh | 150-160 | 145 | 3.04% | 3.061% | 54.54710 |
Tranche Comments
K-N2: Registration: 144L/Gjw O;
Y-K2: Registration: 144G/Xfl Y;
B-P2: Registration: 144E/Fwh O;
J-W2: Registration: 144U/Nbl S;
A-C2: Registration: 144Q Gksa;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-C1 | FTS | 25.100 | 2.00 | - | AAA | - | - | - | - | - | Zhmsb | RXPB | 140-145 | 130 | 3.11% | 3.127% | 30.18416 |
Z-Q1 | MMX | 808.200 | 7.00 | - | QQQ | - | - | - | - | - | Fzpne | NMYN | 75r | 70 | 2.51% | 2.527% | 33.98635 |
W-C1 | RII | 1.400 | 6.00 | - | ZZ | - | - | - | - | - | Mhkvp | ECBY | 90-100 | 85 | 2.66% | 2.677% | 147.00000 |
V-C1 | JYQ | 5.300 | 4.00 | - | C | - | - | - | - | - | Rpmbj | IAWT | 105-110 | 100 | 2.81% | 2.827% | 919.00000 |
H-I1 | WJB | 5.600 | 6.00 | - | WW | - | - | - | - | - | Fjnar | WEIE | 265-275 | 265 | 4.44% | 4.477% | 30.80879 |
Tranche Comments
Z-Q1: Registration: 144H/Dmu X;
W-C1: Registration: 144C/Zkz T;
V-C1: Registration: 144B/Bnt I;
D-C1: Registration: 144Y/Tsw S;
H-I1: Registration: 144B Uiln;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-T2 | MII | 2.100 | 7.00 | - | X | - | - | - | - | - | Xhiub | Rqrkk | 135-140 | 135 | 4.19% | 4.225% | 57.17092 |
S-E2 | EBQ | 17.700 | 3.00 | - | EEE | - | - | - | - | - | Bmqus | Kjvfj | 175w | 170 | 4.53% | 4.575% | 42.47680 |
E-C2 | WJD | 977.400 | 2.00 | - | GGG | - | - | - | - | - | Tzpeh | Ammnk | 80l | 75 | 3.60% | 3.625% | 81.77180 |
Q-W2 | LQZ | 7.600 | 3.00 | - | ZZ | - | - | - | - | - | Kcsxa | Bezgl | 110-120 | 110 | 3.94% | 3.975% | 28.93179 |
Tranche Comments
E-C2: First Pay: 2018-09-17; Registration: 144F/Xcg Y;
Q-W2: First Pay: 2018-09-17; Registration: 144E/Bjy N;
E-T2: First Pay: 2018-09-17; Registration: 144T/Uqj S;
S-E2: First Pay: 2018-09-17; Registration: 144M/Afv K;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-L1 | USP | 423.200 | 7.00 | - | CCC | - | - | - | - | - | Vqntg | RXMZ | 70r | 65 | 3.30% | 3.324% | 16.40135 |
U-L1 | YAF | 4.100 | 2.00 | - | SS | - | - | - | - | - | Hyyjr | WMCS | 100-110 | 100 | 3.65% | 3.674% | 74.96720 |
U-A1 | PRA | 6.300 | 2.00 | - | Z | - | - | - | - | - | Svvey | LLIX | 125-130 | 125 | 3.89% | 3.924% | 13.39517 |
C-D1 | FOH | 35.600 | 9.00 | - | XXX | - | - | - | - | - | Ofuwg | OINR | 165u | 160 | 4.24% | 4.274% | 81.51344 |
Tranche Comments
I-L1: First Pay: 2018-09-17; Registration: 144L/Gor J;
U-L1: First Pay: 2018-09-17; Registration: 144F/Bcy K;
U-A1: First Pay: 2018-09-17; Registration: 144W/Cqy G;
C-D1: First Pay: 2018-09-17; Registration: 144O/Jdb N;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-N1 | WRG | 4.300 | 2.00 | - | W | - | - | - | - | - | Bbtko | MCLQ | 180b | 175 | 3.14% | 3.162% | 14.35565 |
E-N1 | TID | 343.478 | 7.00 | - | RRR | - | - | - | - | - | Uvnjf | ICQM | 115-120 | 110 | 2.50% | 2.512% | 62.77327 |
B-M1 | JAQ | 10.489 | 1.00 | - | EEE | - | - | - | - | - | Zivmw | ICOR | 225o | 215 | 3.54% | 3.562% | 84.60574 |
E-M1 | GIX | 1.996 | 4.00 | - | AA | - | - | - | - | - | Dqpsm | TXBX | 150x | 150 | 2.89% | 2.912% | 44.71670 |
Tranche Comments
E-N1: First Pay: 2017-10-15; Registration: 144A/Qwn S;
E-M1: First Pay: 2017-10-15; Registration: 144W/Aoy T;
C-N1: First Pay: 2017-10-15; Registration: 144G/Lbv O;
B-M1: First Pay: 2017-10-15; Registration: 144N/Grh G;