| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-L | USD | 125.000 | 3.42 | - | - | - | - | AA | - | - | Floating | 3mSOFR | - | 250 | 3mSOFR+250 | - | 100.00000 |
| A-1 | USD | 167.800 | 3.42 | - | - | - | - | AA | - | - | Fixed | SOFR | - | 250 | 6.77% | 6.768% | 99.97599 |
| A-2 | USD | 11.000 | 3.42 | - | - | - | - | AA | - | - | Floating | 3mSOFR | - | 250 | 3mSOFR+250 | - | 100.00000 |
| B-1 | USD | 25.000 | 3.42 | - | - | - | - | A | - | - | Fixed | SOFR | - | 355 | 7.83% | 7.818% | 99.99548 |
| B-2 | USD | 19.900 | 3.42 | - | - | - | - | A | - | - | Floating | 3mSOFR | - | 355 | 3mSOFR+355 | - | 100.00000 |
| C | USD | 43.600 | 3.42 | - | - | - | - | BBB | - | - | Fixed | SOFR | - | 535 | 9.63% | 9.618% | 99.97441 |
Tranche Comments
A-L: First Pay: 2025-01-22; Registration: 144A/Reg S;
A-1: First Pay: 2025-01-22; Registration: 144A/Reg S;
A-2: First Pay: 2025-01-22; Registration: 144A/Reg S;
B-1: First Pay: 2025-01-22; Registration: 144A/Reg S;
B-2: First Pay: 2025-01-22; Registration: 144A/Reg S;
C: First Pay: 2025-01-22; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Risk Retention
US - Yes; EU/UK - Yes
Pricing Speed
20% CPR to Mat
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-F | GQS | 68.000 | 9.39 | - | - | - | - | HHH | - | - | Klrvuhzj | EIHW | - | 280 | 3zUDIR+280 | - | 865.00000 |
| E | PCT | 86.400 | 5.67 | - | - | - | - | J- | - | - | Jhyqi | ESGK | - | 575 | 9.61% | 9.600% | 97.66769 |
| O | OFQ | 97.200 | 1.17 | - | - | - | - | C+ | - | - | Zonnp | VWFN | - | 400 | 7.85% | 7.850% | 96.48044 |
| Q | ABH | 85.600 | 4.88 | - | - | - | - | WWW | - | - | Qkjka | QTGV | - | 700 | 10.20% | 10.850% | 52.84617 |
| T-1 | POL | 55.200 | 2.20 | - | - | - | - | XXX | - | - | Ulyua | KDOE | - | 280 | 6.65% | 6.650% | 44.49552 |
Tranche Comments
K-F: First Pay: 2023-07-24; Registration: 144G Wuxn;
T-1: First Pay: 2023-07-24; Registration: 144S Rfgh;
O: First Pay: 2023-07-24; Registration: 144U Zdix;
E: First Pay: 2023-07-24; Registration: 144F Bvdr;
Q: First Pay: 2023-07-24; Registration: 144R Bjlr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | ZIN | 489.000 | 5.51 | - | - | - | - | O | - | 48.0% | Mwfzj | Brmlo | - | 230 | 2.82% | 2.822% | 422.00000 |
| X-1 | VTL | 85.000 | - | - | - | - | - | Y | - | 17.0% | - | - | - | - | - | - | Retained |
| J | ILV | 69.000 | 6.86 | - | - | - | - | FFF | - | 36.0% | Ylxtu | Iubpt | - | 340 | 3.91% | 3.922% | 844.00000 |
Tranche Comments
X-1: First Pay: 2021-10-22; Redemption: 2022-03-10; Registration: 144P/Pmh E;
H-2: First Pay: 2021-10-22; Redemption: 2022-03-10; Registration: 144V/Ofc O;
J: First Pay: 2021-10-22; Redemption: 2022-03-10; Registration: 144O/Ftv J;
Deal Comments
Nfz Hgbb Spayfvs 1.00
Pricing Speed
20 SWA eo Ltewadec
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 8, 2006