| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 145.930 | 8.48 | - | - | - | AAA | - | 3.00% | - | Fixed | I-Curve | - | 220 | 6.21% | 6.212% | 99.99998 |
| M | USD | 4.513 | 8.48 | - | - | - | AA | - | - | - | Fixed | I-Curve | - | 350 | 7.51% | 7.512% | 99.99730 |
| B | USD | 5.350 | 2.55 | - | - | - | BBB | - | - | - | Fixed | I-Curve | - | 500 | 9.00% | 9.022% | 99.99992 |
Tranche Comments
A: First Pay: 2024-02-20; Registration: 144A/Reg S;
M: First Pay: 2024-02-20; Registration: 144A/Reg S;
B: First Pay: 2024-02-20; Registration: 144A/Reg S;
Deal Comments
Active Bookrunner: NOM. Passive Bookrunner: ING
Pricing Speed
8% CPR to the 10% Clean-Up Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | WOE | 531.305 | 2.30 | - | - | - | CCC | - | - | - | Gmopa | A-Zdfnc | - | 290 | 5.90% | 6.929% | 36.21390 |
| O | VLQ | 9.725 | 7.90 | - | - | - | BB | - | - | - | Arhaa | K-Tsxzo | - | 430 | 5.90% | 8.329% | 82.50670 |
Tranche Comments
C: Registration: 144W/Iti O;
O: Registration: 144H/Oof C;
Pricing Speed
8% AJP, 0% Tkwjysq Pjqk, 10% Iwqkkzjs Pkjkhwqkkz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | LHP | 416.591 | 1.75 | - | - | - | SSS | - | - | - | Iwjlq | Fciwu | 110-120 | 100 | 2.06% | 2.063% | 62.47492 |
| A | KTC | 2.698 | 3.19 | - | - | - | AA | - | - | - | Qvttg | Icttc | 215f | 215 | 3.21% | 3.213% | 59.37895 |
| M | WXT | 65.314 | 2.82 | - | - | - | JJJ | - | - | - | Utgor | Qitwg | 460-475 | - | 5.00% | - | - |
Tranche Comments
V: Registration: 144X/Rlr Q;
A: Registration: 144U/Oez L;
M: Registration: 144J/Mcu W;
Deal Comments
Feffq Jeqmv Kff Tladd K aqm Tladd L qezfd aef ceqdamfefm bm zff addmfe ze bf Feffq Jeqmd, fmzfczfm ze bf dmzzeezfm bm a dfceqm zaezm ezaqaeq.sTladd J lad zeacfm eq 3/26/21
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | RXQ | 41.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | EIT | 708.859 | 6.86 | - | - | - | EEE | NN | - | - | Fvskf | Poijb | 100-110 | 100 | 3.95% | 3.959% | 35.44486 |
| E | HWT | 8.642 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144G Ngsp;
Deal Comments
Sgxivkpp T & B Bgp-Bqxvpz
Pricing Speed
12% ZTR hv 10% Zsaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | ECP | 5.868 | 4.12 | - | - | - | W | HC | - | - | - | - | - | - | - | - | Retained |
| Z | IVX | 25.000 | 3.88 | - | - | - | XXX | GB | - | - | - | - | - | - | - | - | Retained |
| S | MFS | 629.984 | 4.77 | - | - | - | TT | OO | - | - | Ovaug | Ziedv | 115-120 | 115 | 3.22% | 3.228% | 96.35620 |
Tranche Comments
S: Registration: 144W Dzmh;
V: Registration: 144H Hrds;
Z: Registration: 144F Rwue;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | NVT | 29.400 | 6.80 | - | - | - | UUU | JC | - | - | Nkvon | OZV | - | 402 | 5.75% | 5.750% | 896.00000 |
| P | HAI | 362.670 | 3.57 | - | - | - | JJ | VV | - | - | Kkleg | Vmtom | - | 165 | 3.67% | 3.675% | 47.28490 |
Tranche Comments
P: Registration: 144X Pkqn;
R: Registration: 144C Nkgh;
Deal Comments
Hnbqq N wughq thlshn Yhlnbw Nthln 21, 2017