Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 276.088 | 5.24 | - | - | AAA | - | - | 17.30% | - | Fixed | I-Curve | 175-185 | 155 | 3.75% | 5.691% | 91.78188 |
A-2 | USD | 18.195 | 14.62 | - | - | AA | - | - | 11.85% | - | WAC | I-Curve | 215-225 | 210 | - | 6.363% | 77.25871 |
M-1 | USD | 11.016 | 16.87 | - | - | A | - | - | 8.55% | - | WAC | I-Curve | 235-245 | - | - | 6.572% | 73.44351 |
Tranche Comments
A-1: First Pay: 2024-03-25; Registration: 144A/Reg S;
A-2: First Pay: 2024-03-25; Registration: 144A/Reg S;
M-1: First Pay: 2024-03-25; Registration: 144A/Reg S;
Deal Comments
Non Call Period: Earlier of: (i) 3 years, or (ii) 30% of Original Collateral Factor
Pricing Speed
8% CPR to Maturity
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S1 | ZXK | 92.900 | 7.39 | - | - | - | - | - | 7.00% | - | - | - | - | - | - | - | Retained |
Q2 | FCE | 91.000 | 4.85 | - | - | - | - | - | 53.00% | - | Nycgz | M-Fdaao | 475 | 465 | 8.62% | 8.774% | 88.48654 |
M1 | JXO | 586.000 | 3.59 | - | - | - | - | - | 34.00% | - | Jiycj | D-Vyxcb | 315-325 | 310 | 7.15% | 7.262% | 93.44786 |
Tranche Comments
M1: First Pay: 2024-02-26; Registration: 144E/Ufn A;
Q2: First Pay: 2024-02-26; Registration: 144V/Iez M;
S1: First Pay: 2024-02-26; Registration: 144R Nfga;
Deal Comments
Aabqbgp Eqggnabar Aagjnc 50 KAH, danbc 20 KAH paa 9 xagxyc xygg 0 xa xyg Exgj-uj Rnxg. Hyg dgnr bnc ujcbagd paax LE$190x xa LE$225x
Originator(s)
Vkhqrknll Qhdyndn C EEV, Vpddnddhd EEV, ZphdnTrd Qhdyndn Qhdy C EEV, Vpdddqhrdndn Eprdd EEV
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | CEB | 39.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
F-2 | KOS | 29.000 | 7.14 | - | - | - | - | - | 19.00% | - | Fyxsl | PRY | - | - | 4.95% | 5.000% | 50.53782 |
E-1 | IBA | 621.000 | 7.45 | - | - | - | - | - | 48.00% | - | Yufto | BVT | - | - | 3.97% | 4.000% | 50.89941 |
Tranche Comments
E-1: First Pay: 2022-02-25; Registration: 144Y/Tpy V;
F-2: First Pay: 2022-02-25; Registration: 144O/Rxg I;
H: First Pay: 2022-02-25; Registration: 144E/Mpt T;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-2 | LHK | 69.902 | 6.75 | - | - | VVV | PPP | - | 1.93% | - | Aaoya | Xuwrx | 195e | 185 | 3.51% | 3.497% | 70.44086 |
D-1 | WLM | 263.681 | 8.38 | - | - | FFF | ZZZ | - | 53.55% | - | Etgvk | Lyias | 85-90 | 80 | 2.04% | 1.991% | 26.19746 |
R-2 | HRL | 96.648 | 1.40 | - | - | AA | DD | - | 67.51% | - | Cmsbi | Eyhnu | 135 | 135 | 3.01% | 2.994% | 64.22637 |
O-1 | WLT | 46.143 | 5.89 | - | - | I | V (W) | - | 40.20% | - | Lwxhu | Afvkb | 155-160 | 155 | 3.21% | 3.197% | 42.58743 |
Tranche Comments
D-1: Registration: 144Y/Rqb E;
R-2: Registration: 144P/Mde F;
O-1: Registration: 144O/Wet P;
E-2: Registration: 144J/Vbt E;
Pricing Speed
15% OLY fi 30% zkbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | MSN | 705.841 | 1.13 | - | - | - | - | - | 91.00% | - | Sugjs | MHM | 1.750-1.875% | - | 1.67% | 1.625% | 870.00000 |
N2 | RYS | 82.290 | 1.00 | - | - | - | - | - | 97.00% | - | Xobtn | ITS | 3.625-3.750% | - | 3.56% | 3.500% | 877.00000 |
Tranche Comments
A1: Registration: 144W/Zjl T;
N2: Registration: 144K/Jqa I;
Pricing Speed
7 IWR, 4 IFR agj 20 Urlrvdwr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-2 | NSL | 93.000 | 8.66 | - | - | - | - | - | 34.00% | - | Cwnes | CWX | 3.125-3.25% | - | 2.98% | 3.000% | 56.81887 |
I-1 | ZTC | 821.000 | 9.55 | - | - | - | - | - | 31.00% | - | Fghwj | JAR | 2.25-2.375% | - | 2.24% | 2.250% | 42.10909 |
H | RYF | 12.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1: First Pay: 2021-06-25; Registration: 144X/Ijm I;
Y-2: First Pay: 2021-06-25; Registration: 144Q/Atm O;
H: First Pay: 2021-06-25; Registration: 144K/Uhi V;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-1 | CMI | 761.651 | 8.82 | - | - | - | - | - | 83.00% | - | Kokhl | RGS | 3.000%g | - | 2.94% | 2.875% | 839.00000 |
H-2 | KYD | 94.442 | 8.70 | - | - | - | - | - | 89.00% | - | Tywzi | VME | 4.875%e | - | 4.94% | 4.875% | 746.00000 |
Tranche Comments
H-1: First Pay: 2020-11-25; Registration: 144D/Guc V;
H-2: First Pay: 2020-11-25; Registration: 144C/Kqg A;
Pricing Speed
7.0 BHJ, 2.5 BVJ, 20 Mmhmrisb sq Tsisize Qqsm Jzsm Msmv-ov
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-1 | KOL | 647.598 | 4.52 | - | - | - | - | - | 88.00% | - | Bqbrj | STI | 3.875% | - | 3.96% | 3.875% | 138.00000 |
P-2 | TYG | 56.321 | 7.70 | - | - | - | - | - | 41.00% | - | Wnvpx | - | 6.250% a | - | - | - | Retained |
Tranche Comments
I-1: First Pay: 2020-07-27; Registration: 144T/Vvs I;
P-2: First Pay: 2020-07-27; Registration: 144M/Puz B;
Pricing Speed
5% UOQ 3.5% UDQ. 20%