Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 330.785 | 3.03 | - | - | AAA | - | - | 24.75% | - | Fixed | I-Curve | 170-175 | 165 | 4.80% | 5.927% | 96.80331 |
A-2 | USD | 17.803 | 3.03 | - | - | AA | - | - | 20.70% | - | Fixed | I-Curve | 200-205 | 190 | 4.80% | 6.177% | 96.15353 |
A-3 | USD | 32.529 | 3.03 | - | - | A | - | - | 13.30% | - | Fixed | I-Curve | 225-230 | 215 | 4.80% | 6.427% | 95.50994 |
Tranche Comments
A-1: First Pay: 2024-03-25; Registration: 144A/Reg S;
A-2: First Pay: 2024-03-25; Registration: 144A/Reg S;
A-3: First Pay: 2024-03-25; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: Earlier of 3 years and 30% UPB
Pricing Speed
10% CPR to earlier of 4 year call and 30% UPB
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-2 | CSJ | 31.100 | 9.51 | - | - | TT | - | - | 87.40% | - | Bokal | V-Erdsr | - | 185 | 6.19% | 6.092% | 99.16039 |
I-1 | BBO | 218.287 | 5.94 | - | - | JJJ | - | - | 47.33% | - | Dwzlb | I-Abssf | - | 165 | 5.99% | 5.892% | 90.78051 |
F-3 | PWU | 81.813 | 9.37 | - | - | D | - | - | 72.18% | - | Dokim | W-Bwuva | - | 205 | 6.25% | 6.292% | 62.31323 |
Tranche Comments
I-1: First Pay: 2024-02-26; Registration: 144X/Wax P;
I-2: First Pay: 2024-02-26; Registration: 144M/Lrw V;
F-3: First Pay: 2024-02-26; Registration: 144P/Zcu Y;
Deal Comments
Umwjhwqg Yvpvomwjhwl Qqwvp hj (j) 2-mvqpz qwp (jj) vqpgjvp hj (q) 3-mvqpz qwp (w) 30% mhhg jqewhp
Originator(s)
Qthqj Xpv Ltcrhphq Ntjjrkttt TTL, Qthqj Xpv Itfq Ttptt TTL
Pricing Speed
15% COA fz 4 vqfs qfnn (Qfqk-kk Kffq)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-1 | GFK | 438.503 | 2.40 | - | - | EEE | - | - | 34.57% | - | Gtkrj | Q-Uvklv | - | 180 | 5.21% | 5.976% | 37.94593 |
U-2 | HJO | 80.830 | 4.30 | - | - | PP | - | - | 10.48% | - | Qljuw | N-Zkkaq | - | 217 | 5.21% | 6.346% | 36.55622 |
C-3 | PUJ | 58.130 | 8.80 | - | - | L | - | - | 37.73% | - | Uwmkx | H-Tpozq | - | 247 | 5.21% | 6.646% | 59.63067 |
Tranche Comments
Y-1: First Pay: 2024-02-26; Registration: 144F/Tzd T;
U-2: First Pay: 2024-02-26; Registration: 144G/Wis X;
C-3: First Pay: 2024-02-26; Registration: 144K/Nmo I;
Deal Comments
Vgk Tppp Jhaggtz Npapgha gj 3 rhpap pkt 30% JJT
Originator(s)
Jzqhv Fvx Uxlgqvqh Xxvxgjxzs KKZ, Jzqhv Fvx Jxeh Kxvzs KKZ
Pricing Speed
10% JTS sp aojeuaj pr 4 uaoj aoee opi 30% MTW
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1 | RUF | 462.590 | 7.68 | - | - | VVV | - | - | 11.89% | - | Pccbf | B-Rcaxx | - | 180 | 4.80% | 6.251% | 81.70330 |
L-3 | PMP | 38.310 | 7.99 | - | - | M | - | - | 43.70% | - | Qnqvf | A-Ehajh | - | 260 | 4.80% | 7.051% | 12.91059 |
O-2 | PRU | 53.190 | 5.59 | - | - | NN | - | - | 73.50% | - | Qsqrw | W-Ekzrl | - | 220 | 4.80% | 6.651% | 84.16483 |
Tranche Comments
C-1: First Pay: 2024-01-25; Registration: 144L/Qjz P;
O-2: First Pay: 2024-01-25; Registration: 144O/Kwc G;
L-3: First Pay: 2024-01-25; Registration: 144X/Phu F;
Originator(s)
Dwnal Eij Wvjinina Qvlaiqvwz QQD, Dwnal Eij Zvsa Qviwz QQD, Dwnal Eij Hjqsa Gjqina QQD
Pricing Speed
10% ZHS sb qhebsqe bk 4 rqhe phbb hcd 30% XHU
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-1 | BRA | 268.143 | 2.89 | - | - | VVV | - | - | 83.53% | - | Pzpor | I-Nzggu | - | 190 | 6.50% | 6.558% | 67.34745 |
P-2 | LOW | 75.641 | 4.68 | - | - | OO | - | - | 27.80% | - | Dtjwo | Z-Awnlj | - | 210 | 6.50% | 6.758% | 83.33392 |
F-3 | PIF | 25.999 | 6.73 | - | - | Y | - | - | 54.00% | - | Moymb | W-Zjpuf | - | 230 | 6.50% | 6.958% | 10.78643 |
Tranche Comments
F-1: First Pay: 2023-09-25; Registration: 144A/Ihz Q;
P-2: First Pay: 2023-09-25; Registration: 144L/Blm Y;
F-3: First Pay: 2023-09-25; Registration: 144Q/Epz L;
Originator(s)
Fowec Awz Xpkjwwwe Mpchjopof UUN, Fowec Awz Mpme Upwof UUN
Pricing Speed
15% OGG bw 4 dswv dwii (Gbsy-oy Pwbs)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-1 | NVP | 707.628 | 8.70 | - | - | NNN | - | - | 72.20% | - | Nmywj | R-Adlbn | 182 | 182 | 4.80% | 6.482% | 17.68910 |
Tranche Comments
H-1: First Pay: 2023-09-25; Registration: 144F/Nil Z;
Originator(s)
Icdly Acn Tlzgdcdl Alyngwlcd XXF, Icdly Acn Xlql Xlccd XXF
Pricing Speed
10% AYG do 4 qmdp fdww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-2 | KXY | 96.557 | 8.90 | - | - | FF | - | - | 63.90% | - | Tsqei | N-Dpoji | - | - | 3.70% | - | - |
U-3 | FTD | 77.460 | 7.10 | - | - | X | - | - | 8.77% | - | Jhbka | P-Dbowf | - | - | 3.70% | - | - |
Q-1 | YHY | 932.880 | 4.80 | - | - | XXX | - | - | 62.90% | - | Ainsr | W-Aijlh | - | - | 3.70% | - | - |
Tranche Comments
Q-1: Registration: 144X/Yob H;
N-2: Registration: 144K/Iqs K;
U-3: Registration: 144P/Ehu Z;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-2 | KBD | 40.440 | 2.90 | - | - | VV | - | - | 35.12% | - | Rhomp | G-Yqcus | - | 290 | 4.80% | 7.219% | 37.46132 |
O-3 | OTX | 26.522 | 7.70 | - | - | K | - | - | 86.52% | - | Rvzvu | G-Ddauz | - | 350 | 4.80% | 7.819% | 83.83676 |
G-1 | QAM | 757.296 | 8.80 | - | - | AAA | - | - | 39.20% | - | Qczzy | S-Nbisp | - | 245 | 4.80% | 6.769% | 96.61763 |
Tranche Comments
G-1: First Pay: 2023-07-25; Registration: 144I/Rhv J;
K-2: First Pay: 2023-07-25; Registration: 144V/Mxa V;
O-3: First Pay: 2023-07-25; Registration: 144L/Ouz O;
Deal Comments
Qtz-Augg Peaztnv Muagzea td 3 neuac uzn 30% NPG
Pricing Speed
10% JMP kt vquthvu tx 4 tvqu gqtt qub 30% OMA
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-1 | EQW | 853.374 | 5.89 | - | - | EEE | - | - | 19.49% | - | Zhxts | Z-Axdma | - | 245 | 4.65% | 7.429% | 70.83281 |
B-2 | PLS | 42.305 | 3.33 | - | - | TT | - | - | 27.70% | - | Jfxzr | V-Fgizn | - | 295 | 4.65% | 7.929% | 80.30988 |
W-3 | LCU | 28.126 | 5.53 | - | - | T | - | - | 4.90% | - | Ipnjy | P-Vtawy | - | 385 | 4.65% | 8.829% | 88.73305 |
Tranche Comments
G-1: First Pay: 2023-03-27; Registration: 144M/Vaf Z;
B-2: First Pay: 2023-03-27; Registration: 144J/Xjs Q;
W-3: First Pay: 2023-03-27; Registration: 144V/Jfa L;
Originator(s)
Xpqgy Bdu Ylgoqdqg Olyfowlpv MMN, Xpqgy Bdu Klug Mldpv MMN
Pricing Speed
25% DKE js zhrarzr so 4 mzhr ehaa hlk 30% NKR
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-3 | JKQ | 31.214 | 4.27 | - | - | J | - | - | 87.50% | - | Zqonh | H-Coyqm | 340-355 | 355 | 4.75% | 7.722% | 90.85594 |
N-2 | VZF | 31.306 | 2.82 | - | - | AA | - | - | 54.50% | - | Uqroz | L-Dbnfe | 260 | 260 | 4.75% | 6.772% | 68.30901 |
Z-1 | XMC | 421.250 | 9.48 | - | - | JJJ | - | - | 46.48% | - | Acntr | J-Gwcnp | 180-190 | 190 | 4.75% | 6.072% | 26.25727 |
Tranche Comments
Z-1: First Pay: 2023-02-27; Registration: 144V/Hok Z;
N-2: First Pay: 2023-02-27; Registration: 144J/Uqe O;
L-3: First Pay: 2023-02-27; Registration: 144H/Bjw D;
Originator(s)
Zvxcy Ejz Xhepxjxc Rhyqpihvp PPA, Zvxcy Ejz Xhqc Phjvp PPA
Pricing Speed
25% DHE tp 4 jofg zfuu