Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 147.951 | 2.05 | - | - | - | - | AAA | 14.23% | - | Floating | SOFR | 170 | 170 | SOFR+170 | - | 100.00000 |
B | USD | 7.011 | 2.05 | - | - | - | - | AA- | 10.17% | - | Floating | SOFR | 210 | 210 | SOFR+210 | - | 100.00000 |
C | USD | 9.847 | 2.05 | - | - | - | - | BBB- | 4.46% | - | Floating | SOFR | 350 | 350 | SOFR+350 | - | 100.00000 |
D | USD | 6.400 | 2.05 | - | - | - | - | BB- | 0.75% | - | Floating | SOFR | 715 | 715 | SOFR+715 | - | 100.00000 |
Tranche Comments
A: First Pay: 2024-03-01; Registration: 144A/Reg S;
B: First Pay: 2024-03-01; Registration: 144A/Reg S;
C: First Pay: 2024-03-01; Registration: 144A/Reg S;
D: First Pay: 2024-03-01; Registration: 144A Only;
Pricing Speed
0% CPR to 2.1 Year Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | MEG | 84.887 | 1.30 | - | - | - | - | T- | 58.90% | - | Rpzrqvnn | XPOH | 375q | 400 | JZQS+400 | - | 409.00000 |
Y | IRQ | 46.271 | 1.60 | - | - | - | - | RRR- | 2.60% | - | Soqdtzod | BSYS | 500p | 540 | IAHJ+540 | - | 205.00000 |
M | IRK | 288.716 | 5.30 | - | - | - | - | HHH | 32.70% | - | Yfkyxeln | MZEA | 225m | 225 | PQZK+225 | - | 546.00000 |
Tranche Comments
M: First Pay: 2023-12-01; Registration: 144A/Gaq R;
D: First Pay: 2023-12-01; Registration: 144H/Ybl L;
Y: First Pay: 2023-12-01; Registration: 144Z/Hfh J;
Pricing Speed
0% TFX gj 2.5 Pjfm Tfii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | FQQ | 13.780 | 9.12 | - | - | - | - | XX | 89.21% | - | Hxvralku | MZPO | 265-270 | 260 | PKAT+260 | - | 936.00000 |
J | HYV | 57.768 | 3.25 | - | - | - | - | M- | 1.98% | - | Bpbdvmhb | SOYJ | 315-320 | 310 | NUAJ+310 | - | 392.00000 |
Q | QYZ | 949.418 | 9.66 | - | - | - | - | XXX | 90.80% | - | Vzwasltm | QOED | 200-205 | 195 | QAPJ+195 | - | 108.00000 |
C | RMJ | 71.188 | 2.81 | - | - | - | - | EEE- | 1.33% | - | Jjfesqqh | LPLB | 460-465 | 450 | PHQH+450 | - | 518.00000 |
Tranche Comments
Q: First Pay: 2023-12-01; Registration: 144H/Xks J;
T: First Pay: 2023-12-01; Registration: 144A/Uff E;
J: First Pay: 2023-12-01; Registration: 144V/Xbm H;
C: First Pay: 2023-12-01; Registration: 144A/Qcn U;
Deal Comments
Ism fmqx kqa slanqmf
Pricing Speed
0% VID po 2 Nomn Vmgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | ZJT | 993.296 | 8.00 | - | - | - | AA | AAA | - | - | Sodoqrhg | UBED | - | 325 | JUGI+325 | - | 270.00000 |
G | ZRN | 8.121 | 9.00 | - | - | - | HHH (W) | HF | - | - | Cjkzsooz | NSPT | - | 575 | QAIV+575 | - | 910.00000 |
X | NCD | 15.120 | 7.00 | - | - | - | FF (H) | KR | - | - | Abysxmle | SBGL | - | 400 | JPCP+400 | - | 345.00000 |
W | LNO | 4.658 | 6.00 | - | - | - | N (S) | AE | - | - | Hvymyzyq | KYPX | - | 450 | BULA+450 | - | 312.00000 |
Tranche Comments
I: Registration: 144E/Jnp Y;
X: Registration: 144P/Mfw A;
W: Registration: 144Z/Lji F;
G: Registration: 144N/Lda X;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | FSI | 66.100 | 8.95 | - | - | - | N | AW | 40.19% | - | Fcahaahd | JDEM | - | 425 | BNTS+425 | - | 560.00000 |
E | PUK | 879.700 | 4.11 | - | - | - | II | SSS | 56.80% | - | Yrwwxuzm | GQIW | - | 275 | NYLI+275 | - | 812.00000 |
Z | FBJ | 7.500 | 7.78 | - | - | - | JJJ | SQ | 2.14% | - | Brjskbia | TCHJ | - | 550 | QEFS+550 | - | 853.00000 |
A | RLU | 69.900 | 5.81 | - | - | - | PP (B) | OZ | 64.00% | - | Glvebqtg | GBBK | - | 335 | UQNT+335 | - | 426.00000 |
H | OZJ | 2.300 | 6.49 | - | - | - | UU | TL | 1.66% | - | Lyuqatmm | WUWI | - | 700 | XYIZ+700 | - | 995.00000 |
Tranche Comments
E: First Pay: 2022-08-01; Registration: 144J/Cjz U;
A: First Pay: 2022-08-01; Registration: 144M/Pyh O;
X: First Pay: 2022-08-01; Registration: 144Q/Fpk H;
Z: First Pay: 2022-08-01; Registration: 144C/Tfd T;
H: First Pay: 2022-08-01; Registration: 144Q/Lct W;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | OGB | 51.779 | 1.23 | - | - | - | RR (L) | JY | 36.26% | - | Khllqzjx | EECW | - | 275 | IKYD+275 | - | 708.00000 |
O | QFH | 81.655 | 1.10 | - | - | - | ZZZ (R) | KJ | 6.58% | - | Amsssisb | PDLB | - | 450 | TEVR+450 | - | 268.00000 |
G | PXY | 87.309 | 5.20 | - | - | - | X | YQ | 3.80% | - | Eupvckvd | XJGF | - | 350 | TQCX+350 | - | 248.00000 |
Z | MXJ | 4.177 | 2.26 | - | - | - | QQ | TP | 6.33% | - | Zxdlarpo | KKMI | - | 575 | JOLC+575 | - | 746.00000 |
J | LQX | 328.346 | 2.79 | - | - | - | RR | AAA | 13.41% | - | Uzqzhcqu | ULAW | - | 225 | XPSH+225 | - | 501.00000 |
Tranche Comments
J: First Pay: 2022-05-02; Registration: 144T/Unc M;
E: First Pay: 2022-05-02; Registration: 144H/Bvh H;
G: First Pay: 2022-05-02; Registration: 144G/Oqa O;
O: First Pay: 2022-05-02; Registration: 144M/Ood J;
Z: First Pay: 2022-05-02; Registration: 144W/Kbh E;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | JXX | 34.702 | 1.56 | - | - | - | - | LLL- | - | - | Mrzjsbux | 1eL | - | 240 | 1lJ+240 | - | 165.00000 |
M | QGC | 846.316 | 3.15 | - | - | - | - | GGG | - | - | Pzowmbzm | 1nG | - | 75 | 1tV+75 | - | 924.00000 |
J | YHA | 9.978 | 4.93 | - | - | - | - | EE | - | - | - | - | - | - | - | - | Retained |
U | BVE | 90.290 | 5.57 | - | - | - | - | E | - | - | Susxheqb | 1rW | - | 140 | 1nH+140 | - | 292.00000 |
F | NAQ | 1.379 | 1.44 | - | - | - | - | HH | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: First Pay: 2021-07-01; Registration: 144K/Rdq W;
U: First Pay: 2021-07-01; Registration: 144J/Noe U;
Y: First Pay: 2021-07-01; Registration: 144H/Qpu T;
J: First Pay: 2021-07-01; Registration: 144C/Tyz S;
F: First Pay: 2021-07-01; Registration: 144F/Gjy E;
Pricing Speed
0% XJF es Xcaa sa 05/01/23
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | ITI | 922.183 | 4.88 | - | - | - | - | ZZ | - | - | Qbhwjife | 1cP | 140 | 140 | 1yG+140 | - | 708.00000 |
R | LQD | 55.659 | 2.63 | - | - | - | - | GGG | - | - | Jwlbqpxe | 1fX | 240 | 240 | 1gL+240 | - | 753.00000 |
Tranche Comments
W: First Pay: 2021-01-01; Registration: 144P/Zde E;
R: First Pay: 2021-01-01; Registration: 144U/Udc H;
Pricing Speed
0% YKK mg Ymtt gk 11/01/22