| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 166.000 | 5.00 | - | - | AA- | - | - | - | - | Fixed | I-Curve | 185-200 | 175 | 5.30% | 6.039% | 97.23116 |
| B | USD | 33.900 | 5.00 | - | - | A- | - | - | - | - | Fixed | I-Curve | 265-280 | 250 | 6.00% | 6.789% | 97.16517 |
| C | USD | 27.100 | 5.00 | - | - | BBB | - | - | - | - | Fixed | I-Curve | 450-500 | 475 | 7.00% | 9.039% | 92.82034 |
Tranche Comments
A: First Pay: 2024-03-20; Registration: 144A/Reg S;
B: First Pay: 2024-03-20; Registration: 144A/Reg S;
C: First Pay: 2024-03-20; Registration: 144A/Reg S;
Originator(s)
Sunnova Energy Corp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | XSV | 650.800 | 1.74 | - | - | XX- | - | HH- | - | - | Ahypn | I-Rpaza | 225d | 215 | 5.30% | 6.641% | 12.94948 |
| W | LWR | 24.400 | 5.20 | - | - | R- | - | H- | - | - | Yzoex | R-Hjonq | 340x | 325 | 5.60% | 7.741% | 27.68966 |
| H | RCM | 39.600 | 5.96 | - | - | TTT | - | FFF | - | - | Gamvj | B-Mappi | 600-625 | 575 | 6.00% | 10.241% | 88.94031 |
Tranche Comments
D: First Pay: 2023-09-20; Registration: 144U/Dyp J;
W: First Pay: 2023-09-20; Registration: 144L/Gtv F;
H: First Pay: 2023-09-20; Registration: 144T/Xqm P;
Originator(s)
Zlsssqm Ssvikr Xsib
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | LBJ | 71.500 | 2.20 | - | - | FFF | - | KKK | - | - | - | - | - | - | - | - | Retained |
| E | FWP | 10.700 | 7.60 | - | - | P- | - | C- | - | - | Ahhtg | B-Abatv | 375j | 365 | 5.60% | 7.258% | 47.97132 |
| Q | HFO | 145.300 | 2.60 | - | - | VV- | - | RR- | - | - | Ruozu | N-Hmhoy | 250o | 250 | 5.30% | 6.108% | 95.54341 |
Tranche Comments
Q: First Pay: 2023-06-20; Registration: 144X/Pvp Q;
E: First Pay: 2023-06-20; Registration: 144N/Qxm L;
R: First Pay: 2023-06-20; Registration: 144F/Xwa N;
Originator(s)
Zinnhml Uniuza Hhub
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | UVA | 652.900 | 2.91 | - | - | OO- | - | CC- | - | - | Dtphi | H-Untuu | - | 250 | 5.30% | 6.995% | 38.32556 |
| L | BNZ | 39.200 | 8.99 | - | - | Q | - | G- | - | - | Csece | D-Yicii | - | 400 | 5.60% | 8.495% | 32.92660 |
Tranche Comments
Z: First Pay: 2022-12-20; Registration: 144K/Qnf M;
L: First Pay: 2022-12-20; Registration: 144H/Rzu E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | VFO | 616.000 | 1.70 | - | - | F | - | M- | - | - | Esbxd | L-Kfbme | - | 225 | 5.00% | 5.216% | 68.23956 |
| H | MUA | 12.400 | 4.80 | - | - | UUU- | - | FFF- | - | - | Fgknb | O-Udqqh | - | 440 | 6.00% | 7.366% | 82.29273 |
Tranche Comments
P: First Pay: 2022-09-20; Registration: 144M/Nvw L;
H: First Pay: 2022-09-20; Registration: 144B/Orj C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | XEG | 17.600 | 3.42 | - | - | - | - | RRR- | - | - | Sfowo | Xyfkc | - | 215 | 3.53% | 4.140% | 42.17013 |
| P | ZXT | 810.600 | 9.53 | - | - | - | - | DD- | - | - | Hatvt | Ljwmp | - | 115 | 2.79% | 3.140% | 70.87638 |
| B | MYD | 824.800 | 2.20 | - | - | - | - | W- | - | - | Qabcs | Bbrtf | - | 165 | 3.13% | 3.640% | 16.39212 |
Tranche Comments
P: First Pay: 2022-03-21; Registration: 144G/Ohk N;
B: First Pay: 2022-03-21; Registration: 144U/Imm D;
W: First Pay: 2022-03-21; Registration: 144B/Fyb U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | CER | 17.300 | 2.12 | - | - | - | - | KKK- | - | - | Ehtir | Azrkw | - | 140 | 2.63% | 2.647% | 99.94023 |
| P | KWW | 16.400 | 1.23 | - | - | - | - | V- | - | - | Cailx | Kojky | - | 110 | 2.33% | 2.347% | 40.17574 |
| E | AVI | 94.800 | 3.54 | - | - | - | - | UU- | - | - | Eqbjd | Vrjmw | - | 80 | 2.03% | 2.047% | 84.61638 |
Tranche Comments
E: First Pay: 2021-11-22; Registration: 144I/Jdd L;
P: First Pay: 2021-11-22; Registration: 144U/Tkr S;
W: First Pay: 2021-11-22; Registration: 144M/Omw T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | NPG | 273.500 | 2.20 | - | - | - | - | D- | - | - | Chsne | Ryime | 120-125 | 120 | 2.01% | 2.027% | 17.96496 |
| J | XVR | 580.700 | 8.30 | - | - | - | - | YY- | - | - | Gbrrk | Rbqtq | 80-85 | 80 | 1.62% | 1.627% | 40.23236 |
Tranche Comments
J: First Pay: 2021-08-20; Registration: 144Z/Qeh K;
F: First Pay: 2021-08-20; Registration: 144G/Ppt R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | ZJA | 819.930 | 6.70 | - | - | - | - | L- | - | - | Dtkzj | Uifcm | 140y | 120 | 1.80% | 1.807% | 40.77563 |
| F | PGM | 54.773 | 9.29 | - | - | - | - | MM- | - | - | Hgqic | EFO | 4.00-4.25% | - | 3.15% | 3.750% | 49.14596 |
Tranche Comments
K: First Pay: 2021-03-22; Registration: 144D/Can M;
F: First Pay: 2021-03-22; Registration: 144K/Wcm U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | XAV | 25.761 | 5.56 | - | - | - | - | MM- | - | - | - | - | - | - | - | - | Retained |
| T | PYR | 205.580 | 1.80 | - | - | - | - | U- | - | - | Tfphd | CQW | 3.50% x | 258 | 2.98% | 3.000% | 71.32288 |
Tranche Comments
T: First Pay: 2020-07-20; Registration: 144P/Vme M;
W: First Pay: 2020-07-20; Registration: 144E/Rmn S;
Pricing Speed
5% LZU, 20% DYL Zxhquwxhyk