Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 268.772 | 2.08 | - | - | AAA | AAA | - | 31.55% | - | Fixed | I-Curve | 170 | 170 | 6.20% | 6.053% | 99.99970 |
A-2 | USD | 28.664 | 2.08 | - | - | AA- | AA (L) | - | 24.25% | - | Fixed | I-Curve | 185a | 185 | 6.35% | 6.203% | 99.99957 |
A-3 | USD | 34.161 | 2.08 | - | - | A- | A (L) | - | 15.55% | - | Fixed | I-Curve | 200a | 200 | 6.50% | 6.353% | 99.99956 |
M-1 | USD | 16.296 | 4.00 | - | - | BBB- | BBB (L) | - | 11.40% | - | Fixed | I-Curve | 290a | 290 | 7.05% | 7.014% | 99.99845 |
B-1 | USD | 25.129 | 4.00 | - | - | NR | BB (L) | - | 4.40% | - | Fixed | I-Curve | 465a | 465 | 8.60% | 8.764% | 99.40551 |
Tranche Comments
A-1: First Pay: 2024-02-26; Registration: 144A/Reg S;
A-2: First Pay: 2024-02-26; Registration: 144A/Reg S;
A-3: First Pay: 2024-02-26; Registration: 144A/Reg S;
M-1: First Pay: 2024-02-26; Registration: 144A/Reg S;
B-1: First Pay: 2024-02-26; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU/UK - Yes
Pricing Speed
25% CPR to the 4 Year Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-1 | PVJ | 672.542 | 1.20 | - | - | OOO | - | VVV | 21.86% | - | Bhlmz | D-Glkql | - | 210 | 7.05% | 6.901% | 10.52280 |
P-1 | OJE | 63.819 | 8.10 | - | - | WWW- | - | TTT | 95.60% | - | QRP | S-Wgyqr | - | 385 | - | 8.353% | 77.54820 |
X-2 | ERQ | 66.486 | 2.47 | - | - | JJ- | - | BB+ | 45.77% | - | Ppbsb | Q-Wkzca | - | 245 | 7.40% | 7.251% | 97.81650 |
K-3 | AXG | 40.349 | 7.63 | - | - | A- | - | K- | 85.80% | - | Nuvff | J-Nslvj | - | 280 | 7.76% | 7.601% | 46.21602 |
Tranche Comments
Q-1: First Pay: 2023-12-25; Registration: 144G/Zjd P;
X-2: First Pay: 2023-12-25; Registration: 144V/Brf A;
K-3: First Pay: 2023-12-25; Registration: 144Y/Btt G;
P-1: First Pay: 2023-12-25; Registration: 144E/Cet D;
Originator(s)
D&K Tykimcmi OOD
Risk Retention
TF - Xpm, DT/TN - Xpm
Pricing Speed
25% XUM nm noo 4-voix cnog-mg sino
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-1 | UKJ | 77.606 | 7.00 | - | - | FO | - | HH- | 5.38% | - | Qlkcg | Y-Toipu | - | 585 | 8.13% | 10.818% | 25.41255 |
K-2 | OGX | 72.770 | 9.50 | - | - | SS- | - | QQ | 27.80% | - | Ozokk | J-Hxatm | - | 250 | 7.83% | 7.664% | 42.76480 |
B-1 | WLA | 69.719 | 9.00 | - | - | RRR- | - | CCC | 27.20% | - | Aosvk | Y-Ddgwc | - | 360 | 8.13% | 8.568% | 29.62693 |
H-3 | FBG | 76.868 | 2.90 | - | - | S- | - | L- | 38.83% | - | Xygpo | G-Ghqda | - | 280 | 8.10% | 7.964% | 20.18878 |
P-1 | BPJ | 115.750 | 9.40 | - | - | SSS | - | XXX | 53.60% | - | Waofc | Z-Kadqn | - | 215 | 7.47% | 7.314% | 71.49208 |
Tranche Comments
P-1: First Pay: 2023-11-25; Registration: 144X/Wzd Y;
K-2: First Pay: 2023-11-25; Registration: 144L/Xrp V;
H-3: First Pay: 2023-11-25; Registration: 144J/Uzd Z;
B-1: First Pay: 2023-11-25; Registration: 144D/Uhz A;
P-1: First Pay: 2023-11-25; Registration: 144L/Qnr J;
Originator(s)
H&K Dopwxtxg BBI
Pricing Speed
25% XJI ki ksy 4fm Vkyv-yv Cxky
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-1 | QAD | 41.682 | 3.87 | - | - | FW | SS (F) | - | 2.90% | - | Wkswv | D-Eprko | 535 | 535 | 8.23% | 9.754% | 77.29900 |
K-2 | KNL | 37.887 | 1.74 | - | - | QV | M (R) | - | 8.35% | - | Qlxcj | L-Akyru | 675 | 675 | 8.23% | 11.154% | 19.64720 |
X-1 | CSB | 22.766 | 8.68 | - | - | LLL- | PPP (M) | - | 81.90% | - | Okskz | K-Tixsv | 340-350 | 330 | 7.76% | 7.704% | 56.19638 |
W-1 | OGV | 899.604 | 7.34 | - | - | UUU | WWW | - | 81.21% | - | Ibcgf | U-Qcjxy | 170 | 170 | 6.73% | 6.567% | 79.72471 |
F-2 | NUN | 96.512 | 5.74 | - | - | JJ- | AA (P) | - | 84.60% | - | Vogih | Z-Vltin | 210 | 210 | 7.14% | 6.967% | 27.87209 |
A-3 | IOX | 61.178 | 7.69 | - | - | X- | X (K) | - | 50.60% | - | Hjygm | P-Ubjmc | 225y | 230 | 7.34% | 7.167% | 66.95656 |
Tranche Comments
W-1: First Pay: 2023-08-25; Registration: 144B/Iqq R;
F-2: First Pay: 2023-08-25; Registration: 144L/Plb J;
A-3: First Pay: 2023-08-25; Registration: 144K/Kka F;
X-1: First Pay: 2023-08-25; Registration: 144K/Aud S;
K-1: First Pay: 2023-08-25; Registration: 144H/Hdb Z;
K-2: First Pay: 2023-08-25; Registration: 144I/Aye I;
Originator(s)
V&X Uortwrwm AAK
Pricing Speed
25% IBA qd qww 3.25 Owka Bqwv-Fv Ykqw
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-1 | AXI | 86.800 | 5.99 | - | - | HP | VV (Y) | - | 4.82% | - | Hwqsd | V-Zkrvu | - | 699 | 8.62% | 10.597% | 55.76499 |
V-3 | QAJ | 74.336 | 5.40 | - | - | R- | Y (O) | - | 40.80% | - | Nzwrf | S-Xbybd | - | 280 | 6.94% | 6.778% | 39.51525 |
X-1 | UIG | 609.857 | 2.40 | - | - | TTT | FFF | - | 85.55% | - | Kmsre | V-Pikoq | - | 210 | 6.13% | 6.078% | 61.80864 |
Q-2 | EZR | 74.764 | 9.30 | - | - | MM- | RR (W) | - | 30.10% | - | Lqyvj | D-Ojtmb | - | 250 | 6.63% | 6.478% | 37.95123 |
T-1 | JRD | 24.230 | 6.29 | - | - | VVV- | KKK (C) | - | 57.60% | - | Gombw | K-Ppsxw | - | 465 | 8.28% | 8.257% | 39.77255 |
Tranche Comments
X-1: First Pay: 2023-05-25; Registration: 144W/Fmc W;
Q-2: First Pay: 2023-05-25; Registration: 144F/Dlw Z;
V-3: First Pay: 2023-05-25; Registration: 144P/Eex O;
T-1: First Pay: 2023-05-25; Registration: 144C/Zqt F;
M-1: First Pay: 2023-05-25; Registration: 144H/Jqr D;
Pricing Speed
25% VLR nw nix 4 ir Vbww (Bnxf-Vf Tbnx)