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 |
---|
K | FNV | 8.300 | 4.67 | - | - | - | - | D | 24.80% | - | Hzyys | F-Kfhhs | - | 425 | 7.64% | 8.819% | 76.14365 |
T | EQC | 9.400 | 6.51 | - | - | - | - | TTT | 5.00% | - | Mcccn | P-Xfugp | - | - | - | - | - |
R | FXV | 64.000 | 6.90 | - | - | - | - | VV | 48.40% | - | Hbioi | JAP | - | - | 6.86% | 8.000% | 44.98136 |
Tranche Comments
R: First Pay: 2022-12-19; Registration: 144G/Njc H;
K: First Pay: 2022-12-19; Registration: 144O/Ixl I;
T: First Pay: 2022-12-19; Registration: 144Z/Zyd V; Comments: Wuw-Wqnewm;
Risk Retention
FZ - Bznv WF - Hj
Pricing Speed
1.5 CWH 10% mdywo-gm mwdd