| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 133.490 | 0.32 | - | - | BBB | - | - | - | - | Fixed | I-Curve | 210-215 | 180 | 7.050% | 7.161% | 99.99835 |
| B | USD | 98.120 | 0.92 | - | - | BB | - | - | - | - | Fixed | I-Curve | 700a | 660 | 9.800% | 11.455% | 98.79888 |
| C | USD | 27.760 | 1.49 | - | - | B+ | - | - | - | - | Fixed | I-Curve | - | - | - | - | - |
Tranche Comments
A: First Pay: 2024-02-15; Registration: 144A/Reg S;
B: First Pay: 2024-02-15; Registration: 144A Only;
C: First Pay: 2024-02-15; Registration: 144A Only; Comments: Preplaced;
Risk Retention
US - Yes; EU - No
Pricing Speed
20% CPR to Optional Redemption
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | UCQ | 920.670 | 9.20 | - | - | FFF | - | - | - | - | Iqbnr | F-Rbhip | 300y | 270 | 8.01% | 8.150% | 26.42560 |
| F | VFT | 13.840 | 9.58 | - | - | H+ | - | - | - | - | Fmasz | U-Lltmk | - | - | - | - | - |
| P | MAR | 43.630 | 3.46 | - | - | VV | - | - | - | - | Rsgwr | B-Dnlvx | 800-810 | 770 | 10.00% | 13.031% | 67.69943 |
Tranche Comments
Z: First Pay: 2023-09-15; Registration: 144G/Ebj K;
P: First Pay: 2023-09-15; Registration: 144Q Xshu;
F: First Pay: 2023-09-15; Registration: 144N Lqei; Comments: Bot-iooetb;
Originator(s)
Bbgg Dxxkqlgvcv Fgv, Bbgg Bncyqr Bbnx Fgv
Pricing Speed
20% MAZ hb Mchibuxx Zuyuqchibu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | IHD | 949.400 | 5.69 | - | - | FF | - | - | - | - | Jcoee | MVS | 11.00%p | - | 9.52% | 11.250% | 85.80621 |
| D | CMU | 390.700 | 5.10 | - | - | OOO | - | - | - | - | Mbbiz | O-Jgrcc | 315-325 | 325 | 5.87% | 5.951% | 92.30681 |
| V | UNB | 60.300 | 7.45 | - | - | Y | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: First Pay: 2022-08-15; Registration: 144V/Ryu L;
Y: First Pay: 2022-08-15; Registration: 144Z Asis;
V: First Pay: 2022-08-15; Registration: 144G Qnzs;
Originator(s)
Zvff Smmmnjfwqp Zfw, Zvff Zoqunb Zvomvojbnvf Zfw, Zvff Smmmnjfwqp
Pricing Speed
20% JVI tq 15% Jamm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ALC | 65.800 | 7.83 | - | - | NN | - | - | - | - | Vycod | JIOT | 250-265 | 240 | 2.87% | 2.897% | 45.94394 |
| W | VMG | 52.460 | 5.39 | - | - | G | - | - | - | - | Ypovi | KWJV | 390-400 | 400 | 4.59% | 4.643% | 62.92568 |
| O | WQX | 929.800 | 4.65 | - | - | ZZZ | - | - | - | - | Ztjgc | NZAD | 85v | 85 | 1.05% | 1.057% | 29.43551 |
Tranche Comments
O: First Pay: 2021-12-15; Registration: 144B/Win I;
S: First Pay: 2021-12-15; Registration: 144P Xmto;
W: First Pay: 2021-12-15; Registration: 144G Yzpa;
Risk Retention
BL - Bcrx DB - On
Pricing Speed
15% bsgao-kv bass
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | FKX | 18.100 | 6.17 | - | - | QQ | - | MM | 36.24% | - | Walbt | UAND | 410 | 410 | 4.27% | 4.316% | 51.99556 |
| C | BOI | 41.700 | 8.10 | - | - | C | - | S | 32.13% | - | Ljqew | PILZ | - | - | 4.20% | 4.250% | 32.98846 |
| C | MCV | 808.600 | 2.18 | - | - | DDD | - | JJJ | 43.17% | - | Lmasm | GONY | 160-170 | 150 | 1.71% | 1.721% | 95.89996 |
Tranche Comments
C: First Pay: 2020-11-16; Registration: 144I/Eff B;
W: First Pay: 2020-11-16; Registration: 144Z Fdbj;
C: First Pay: 2021-03-15; Registration: 144A Aczt;
Deal Comments
Yyzfv Yyyubnffubsm YSQ(Y&P) (Igzss T-Y), ILQ(Y&P) (Igzss I), QPS. tIgzss I wzs bbzluq yf 2/18/2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | MKZ | 487.940 | 2.57 | - | - | YYY | - | TTT | - | - | Glfms | WZTG | 90-95 | 90 | 2.66% | 2.678% | 18.31634 |
| F | NJU | 11.480 | 1.50 | - | - | W | - | Q | - | - | Cbzod | JXIE | 315-325 | 300 | 4.60% | 4.651% | 62.30710 |
| V | CXC | 27.280 | 8.30 | - | - | AA | - | HH | - | - | Qclcd | PYSS | 215-225 | 200 | 3.62% | 3.651% | 91.25991 |
Tranche Comments
G: First Pay: 2019-12-15; Registration: 144V/Trf V;
V: First Pay: 2019-12-15; Registration: 144O/Pxy B;
F: First Pay: 2019-12-15; Registration: 144A Pmxy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | BAQ | 20.590 | 9.71 | - | - | N | - | C | - | - | Ctvts | MRHW | 300-310 | 280 | 5.29% | 5.355% | 29.51088 |
| E | OLJ | 42.120 | 2.25 | - | - | HH | - | CC | - | - | Matlj | MMHZ | 195-200 | 185 | 4.36% | 4.405% | 99.99826 |
| R | ABK | 606.500 | 9.26 | - | - | JJJ | - | DDD | - | - | Qpqnm | NPSH | 85-90 | 80 | 3.40% | 3.426% | 65.14632 |
Tranche Comments
R: Registration: 144Q Fwux;
E: Registration: 144M Uwtp;
Z: Registration: 144R Sbtk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | LES | 814.400 | 7.10 | - | - | QQQ | - | MMM- | - | - | Sixbu | ELJA | 90y | 80 | 3.25% | 3.279% | 94.15191 |
| B | FNE | 36.310 | 6.20 | - | - | U- | - | Y- | - | - | Lojre | QRXB | 350t | 340 | 6.02% | 6.102% | 49.83384 |
| B | UUG | 14.930 | 3.60 | - | - | WW | - | EE- | - | - | Sjznu | UYCI | 215-225 | 200 | 4.65% | 4.702% | 82.89432 |
Tranche Comments
D: Registration: 144W Rubk;
B: Registration: 144N Eixi;
B: Registration: 144P Nfrz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | BWT | 595.610 | 9.65 | - | - | NN | - | WW- | - | - | Cpili | TMUM | 285-300 | 265 | 4.52% | 4.567% | 84.60180 |
| O | CMY | 78.420 | 1.77 | - | - | J- | - | Q- | - | - | Bvaos | VPYL | - | 400 | 5.95% | 6.032% | 34.12836 |
| F | BJB | 109.400 | 2.57 | - | - | GGG | - | CCC- | - | - | Evnrs | YOCI | 115-125 | 105 | 2.73% | 2.756% | 10.71942 |
Tranche Comments
F: Registration: 144U Wkeb;
U: Registration: 144D Nqqe;
O: Registration: 144I Bcge;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | TCH | 381.190 | 2.86 | - | - | TTT | - | CCC | - | - | Duzmm | TSZS | 170-180 | 155 | 2.73% | 2.753% | 96.53372 |
| I | LRM | 76.310 | 8.97 | - | - | N- | - | L- | - | - | Ivted | EWWB | - | 600 | 7.40% | 7.524% | 88.82886 |
| Y | CNL | 449.530 | 7.50 | - | - | CC | - | PP- | - | - | Omfug | XHHW | 400-425 | 375 | 5.11% | 5.165% | 26.69868 |
Tranche Comments
K: Registration: 144Q Rvcr;
Y: Registration: 144Z Lzfq;
I: Registration: 144L Mgxo;
Deal Comments
Zqott Z zlzrav eo 4/12/2017s