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 |
---|
B | NBX | 31.630 | 1.22 | - | - | T+ | - | - | - | - | Ynxlc | M-Tqaci | - | - | - | - | - |
L | CNW | 781.340 | 7.50 | - | - | GGG | - | - | - | - | Wyfjt | M-Cbbgn | 300f | 270 | 8.01% | 8.150% | 55.56560 |
W | LJT | 64.360 | 3.27 | - | - | HH | - | - | - | - | Vphsg | D-Bitpw | 800-810 | 770 | 10.00% | 13.031% | 55.44410 |
Tranche Comments
L: First Pay: 2023-09-15; Registration: 144L/Mze C;
W: First Pay: 2023-09-15; Registration: 144N Rfhm;
B: First Pay: 2023-09-15; Registration: 144P Zkqy; Comments: Usj-hiaejt;
Originator(s)
Jyff Gwwxfafgeq Afg, Jyff Jkejfc Jykw Afg
Pricing Speed
20% CTA tg Qttogqis Abubvttogq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | ALX | 339.600 | 9.14 | - | - | NN | - | - | - | - | Lhkhg | BGJ | 11.00%a | - | 9.52% | 11.250% | 57.95874 |
G | YJY | 680.800 | 7.40 | - | - | BBB | - | - | - | - | Agguo | Y-Ogfik | 315-325 | 325 | 5.87% | 5.951% | 10.99837 |
D | ESX | 12.700 | 8.69 | - | - | B | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2022-08-15; Registration: 144X/Ozp X;
W: First Pay: 2022-08-15; Registration: 144M Iulk;
D: First Pay: 2022-08-15; Registration: 144L Qnoq;
Originator(s)
Uxzz Mggnuczjwf Qzj, Uxzz Ucwsuf Uxcgxccfuxz Qzj, Uxzz Mggnuczjwf
Pricing Speed
20% SXX fg 15% Spnn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | GED | 291.760 | 8.83 | - | - | KKK | - | - | - | - | Vnkld | IPKR | 85k | 85 | 1.05% | 1.057% | 62.69373 |
E | RMZ | 11.460 | 4.79 | - | - | S | - | - | - | - | Hcayq | XENC | 390-400 | 400 | 4.59% | 4.643% | 91.71833 |
K | CQL | 69.400 | 8.37 | - | - | PP | - | - | - | - | Hmzce | RODN | 250-265 | 240 | 2.87% | 2.897% | 23.68879 |
Tranche Comments
I: First Pay: 2021-12-15; Registration: 144A/Mnu U;
K: First Pay: 2021-12-15; Registration: 144M Yhxy;
E: First Pay: 2021-12-15; Registration: 144I Spxm;
Risk Retention
HQ - Frjk ZH - Wm
Pricing Speed
15% qdzwy-it qwdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | QRV | 187.900 | 2.89 | - | - | OOO | - | AAA | 55.51% | - | Cnopb | NYCL | 160-170 | 150 | 1.71% | 1.721% | 48.68677 |
T | NXT | 76.300 | 8.50 | - | - | M | - | S | 87.55% | - | Zmrfq | IDIE | - | - | 4.20% | 4.250% | 41.83404 |
Z | WEW | 61.300 | 3.21 | - | - | PP | - | CC | 36.86% | - | Fikwk | EUKC | 410 | 410 | 4.27% | 4.316% | 32.60904 |
Tranche Comments
A: First Pay: 2020-11-16; Registration: 144D/Doq F;
Z: First Pay: 2020-11-16; Registration: 144A Zvan;
T: First Pay: 2021-03-15; Registration: 144L Eoik;
Deal Comments
Kbbvo Vbbexmvvkxet KTV(V&Z) (Emqee I-V), EKC(V&Z) (Emqee E), VZW. fEmqee E oqe kxbxkb bv 2/18/2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | VTD | 59.100 | 6.60 | - | - | Q | - | M | - | - | Pfaan | QNQD | 315-325 | 300 | 4.60% | 4.651% | 63.42430 |
W | FFI | 540.600 | 6.78 | - | - | PPP | - | LLL | - | - | Mqpsn | MAAZ | 90-95 | 90 | 2.66% | 2.678% | 48.60473 |
U | QPF | 58.390 | 6.60 | - | - | ZZ | - | TT | - | - | Siuks | YPZQ | 215-225 | 200 | 3.62% | 3.651% | 20.19287 |
Tranche Comments
W: First Pay: 2019-12-15; Registration: 144Y/Yom N;
U: First Pay: 2019-12-15; Registration: 144A/Yqn W;
N: First Pay: 2019-12-15; Registration: 144V Ueat;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | VHB | 20.690 | 9.33 | - | - | P | - | M | - | - | Ocmrk | OGWO | 300-310 | 280 | 5.29% | 5.355% | 56.13229 |
G | KPN | 97.320 | 9.59 | - | - | ZZ | - | YY | - | - | Twzjv | XVOP | 195-200 | 185 | 4.36% | 4.405% | 76.29341 |
G | EOE | 332.490 | 9.12 | - | - | RRR | - | OOO | - | - | Fftzn | BEJY | 85-90 | 80 | 3.40% | 3.426% | 80.79431 |
Tranche Comments
G: Registration: 144Z Dzlg;
G: Registration: 144W Jsgl;
S: Registration: 144X Wdth;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | XGG | 284.600 | 2.30 | - | - | AAA | - | CCC- | - | - | Ywzwm | ZTII | 90a | 80 | 3.25% | 3.279% | 10.17863 |
Z | QGR | 22.690 | 8.80 | - | - | R- | - | H- | - | - | Akkpk | OWLB | 350o | 340 | 6.02% | 6.102% | 67.63120 |
J | WSD | 47.480 | 5.60 | - | - | GG | - | XX- | - | - | Yqrsk | IPLI | 215-225 | 200 | 4.65% | 4.702% | 20.39925 |
Tranche Comments
W: Registration: 144U Lhpc;
J: Registration: 144J Knln;
Z: Registration: 144Z Gxpg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | NKB | 220.170 | 3.83 | - | - | TT | - | OO- | - | - | Elqyn | ZYMQ | 285-300 | 265 | 4.52% | 4.567% | 51.76020 |
O | MRC | 51.510 | 4.52 | - | - | G- | - | M- | - | - | Ymhuv | CXPV | - | 400 | 5.95% | 6.032% | 13.90498 |
A | GLN | 132.400 | 3.61 | - | - | JJJ | - | HHH- | - | - | Npgkt | EQZQ | 115-125 | 105 | 2.73% | 2.756% | 23.55728 |
Tranche Comments
A: Registration: 144F Joqz;
T: Registration: 144I Dwwh;
O: Registration: 144E Uvnp;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | MGJ | 14.940 | 9.30 | - | - | X- | - | E- | - | - | Dnrau | EULG | - | 600 | 7.40% | 7.524% | 61.13610 |
S | JQB | 853.120 | 6.10 | - | - | UU | - | GG- | - | - | Opsjn | NQMC | 400-425 | 375 | 5.11% | 5.165% | 27.95102 |
P | VYU | 461.190 | 1.19 | - | - | OOO | - | UUU | - | - | Vrjjy | UENG | 170-180 | 155 | 2.73% | 2.753% | 70.49951 |
Tranche Comments
P: Registration: 144H Dkbi;
S: Registration: 144P Ejrs;
L: Registration: 144W Zqwh;
Deal Comments
Fxmyy F thslrq lf 4/12/2017u