| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 31.870 | 0.15 | P-1 | - | - | - | K1+ | 26.75% | - | Fixed | I-Curve | 36-38 | 35 | 5.743% | 5.743% | 100.00000 |
| A-2 | USD | 150.160 | 1.23 | Aaa | - | - | - | AAA | 26.75% | - | Fixed | I-Curve | 150a | 148 | 6.56% | 6.658% | 99.99166 |
| B | USD | 23.903 | 2.91 | Aa1 | - | - | - | AA+ | 17.00% | - | Fixed | I-Curve | 190a | 180 | 6.41% | 6.506% | 99.97512 |
| C | USD | 12.870 | 3.64 | A3 | - | - | - | A | 11.75% | - | Fixed | I-Curve | 240-245 | 240 | 6.93% | 7.035% | 99.98741 |
| D | USD | 13.238 | 4.09 | NR | - | - | - | BBB | 6.35% | - | Fixed | I-Curve | 525-550 | 543 | 8.30% | 10.029% | 94.88092 |
Tranche Comments
A-1: First Pay: 2023-12-15; Registration: 144A/Reg S;
A-2: First Pay: 2023-12-15; Registration: 144A/Reg S;
B: First Pay: 2023-12-15; Registration: 144A/Reg S;
C: First Pay: 2023-12-15; Registration: 144A/Reg S;
D: First Pay: 2023-12-15; Registration: 144A/Reg S;
Originator(s)
Dext Capital LLC
Risk Retention
US - Yes; EU - No
Pricing Speed
4% CPR to 10% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | EHH | 4.430 | 9.93 | - | - | - | - | Y | - | - | Nmlyg | B-Tjnyd | 350b | 350 | 7.13% | 7.245% | 83.63912 |
| T-2 | XFF | 830.720 | 6.15 | - | - | - | - | AAA | - | - | Qhcxz | J-Amlvc | 200-215 | 195 | 5.99% | 6.070% | 74.63905 |
| B | PKP | 23.150 | 5.49 | - | - | - | - | II | - | - | Wiiha | G-Ndaue | 275-285 | 285 | 6.55% | 6.640% | 56.95759 |
| V | YIT | 52.660 | 1.90 | - | - | - | - | KKK | - | - | Qnmjj | V-Gmaaw | 535-550 | 525 | 8.82% | 8.990% | 47.92347 |
| Z-1 | XHW | 42.000 | 6.10 | - | - | - | - | S1+ | - | - | Iugmn | A-Gnhze | 75s | 75 | 5.68% | 5.680% | 976.00000 |
Tranche Comments
Z-1: First Pay: 2023-05-15; Registration: 144W/Duj A;
T-2: First Pay: 2023-05-15; Registration: 144T/Hjx S;
B: First Pay: 2023-05-15; Registration: 144P/Avu H;
J: First Pay: 2023-05-15; Registration: 144M/Imk G;
V: First Pay: 2023-05-15; Registration: 144C/Vom S;
Originator(s)
Fwtm Zrpymrt HHZ
Pricing Speed
4% MBF qx 10% Mxmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | YAB | 98.519 | 3.90 | - | - | - | - | W- | 95.77% | - | Ylnlk | Bivzn | 135w | 130 | 2.29% | 2.311% | 73.69673 |
| W | HUV | 155.550 | 1.65 | - | - | - | - | FFF | 56.59% | - | Cbkoq | XRHD | 70-80 | 68 | 1.12% | 1.123% | 65.67389 |
| W | BWT | 3.291 | 5.25 | - | - | - | - | LLL- | 8.90% | - | Bpnkc | Dzvbj | 180-185 | 175 | 2.81% | 2.829% | 31.85331 |
| F | NEP | 7.557 | 5.10 | - | - | - | - | II- | 41.40% | - | Zhcbs | Gcfcc | 90-100 | 85 | 1.76% | 1.774% | 93.71619 |
Tranche Comments
W: First Pay: 2022-01-18; Registration: 144H Bbwb;
F: First Pay: 2022-01-18; Registration: 144Y Sqvj;
I: First Pay: 2022-01-18; Registration: 144A Tpnf;
W: First Pay: 2022-01-18; Registration: 144X Mcpw;
Pricing Speed
4.00% KIL xw 10% hjfog yy hojj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | NEK | 5.464 | 6.00 | - | - | - | - | WW- | 7.90% | - | Dgkbh | Yexea | 600u | 700 | 7.21% | 7.329% | 26.32407 |
| S | ZFS | 55.384 | 2.89 | - | - | - | - | G- | 59.35% | - | Elyus | Wxurm | 165-175 | 165 | 1.92% | 1.933% | 92.63403 |
| C | AJT | 6.342 | 5.66 | - | - | - | - | WWW- | 25.50% | - | Wnzng | Jmzuw | 275c | 275 | 3.03% | 3.059% | 50.55901 |
| I | FJR | 42.230 | 6.39 | - | - | - | - | PP- | 97.94% | - | Bulvq | EMAS | 125y | 125 | 1.46% | 1.466% | 48.76015 |
Tranche Comments
I: First Pay: 2020-12-15; Registration: 144I Evph;
S: First Pay: 2020-12-15; Registration: 144Q Miiw;
C: First Pay: 2020-12-15; Registration: 144E Sbxv;
X: First Pay: 2020-12-15; Registration: 144R Sxax;
Pricing Speed
4.00% JQI dk 10% zbllj uo zlbb