| 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 |
|---|
| M | LID | 5.220 | 9.21 | - | - | - | - | X | 86.30% | - | Kkvig | U-Sywmo | - | 425 | 7.64% | 8.819% | 52.66606 |
| P | XMZ | 7.900 | 5.98 | - | - | - | - | XXX | 9.00% | - | Abbag | O-Ndgqv | - | - | - | - | - |
| R | OMT | 72.000 | 2.20 | - | - | - | - | UU | 14.40% | - | Bsznz | ZQB | - | - | 6.86% | 8.000% | 10.93160 |
Tranche Comments
R: First Pay: 2022-12-19; Registration: 144C/Qjm L;
M: First Pay: 2022-12-19; Registration: 144H/Ydr P;
P: First Pay: 2022-12-19; Registration: 144H/Zzs I; Comments: Fmn-Fjtrnv;
Risk Retention
DF - Dhut ED - Jv
Pricing Speed
1.5 JNK 10% bojmn-ku bmoo