| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 154.180 | 0.97 | - | - | - | - | AAA | - | - | Fixed | I-Curve | 175-185 | 180 | 6.510% | 6.609% | 99.99115 |
| B | USD | 20.420 | 2.44 | - | - | - | - | AA | - | - | Fixed | I-Curve | 215-225 | 215 | 6.31% | 6.399% | 99.98820 |
| C | USD | 10.970 | 2.82 | - | - | - | - | A | - | - | Fixed | I-Curve | 290-300 | 290 | 6.96% | 7.068% | 99.98466 |
| D | USD | 25.680 | 3.33 | - | - | - | - | BBB | - | - | Fixed | I-Curve | 400a | 400 | 7.97% | 8.112% | 99.97640 |
| E | USD | 13.770 | 3.57 | - | - | - | - | BB | - | - | Fixed | I-Curve | 700a | 700 | 10.85% | 11.099% | 99.99848 |
Tranche Comments
A: First Pay: 2024-02-20; Registration: 144A/Reg S;
B: First Pay: 2024-02-20; Registration: 144A/Reg S;
C: First Pay: 2024-02-20; Registration: 144A/Reg S;
D: First Pay: 2024-02-20; Registration: 144A/Reg S;
E: First Pay: 2024-02-20; Registration: 144A/Reg S;
Pricing Speed
1.5% ABS and 10% clean up call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | XXR | 7.170 | 9.95 | - | - | - | - | Z | 35.80% | - | Ltwov | I-Aatqo | - | 425 | 7.64% | 8.819% | 46.44246 |
| U | LNJ | 5.500 | 1.87 | - | - | - | - | TTT | 7.00% | - | Hgjzx | W-Xlsuc | - | - | - | - | - |
| J | WVV | 27.000 | 1.20 | - | - | - | - | NN | 86.40% | - | Ojqwi | YWC | - | - | 6.86% | 8.000% | 88.47888 |
Tranche Comments
J: First Pay: 2022-12-19; Registration: 144Q/Fnq Z;
X: First Pay: 2022-12-19; Registration: 144U/Bhd H;
U: First Pay: 2022-12-19; Registration: 144K/Jxk G; Comments: Gni-Gwsqik;
Risk Retention
BL - Bhvn EB - Rb
Pricing Speed
1.5 YJB 10% qiycd-ex qcii