| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 500.000 | 2.45 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 80-82 | 73 | 5.05% | 5.109% | 99.98724 |
| B | USD | 30.670 | 3.09 | Aa1 | - | AA | - | - | - | - | - | - | - | - | - | - | Retained |
| C | USD | 30.670 | 3.10 | Aa3 | - | A | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-03-20; Registration: 144A/Reg S;
B: First Pay: 2024-03-20; Registration: 144A/Reg S;
C: First Pay: 2024-03-20; Registration: 144A/Reg S;
Pricing Speed
100% PPC to 10% Clean Up Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | LSM | 616.000 | 4.57 | Ott | - | JJJ | - | - | - | - | Rjjou | B-Zntrp | 90u | 90 | 4.91% | 4.966% | 19.44924 |
| M | XBJ | 23.900 | 4.39 | Cm1 | - | CC | - | - | - | - | - | - | - | - | - | - | Retained |
| V | NJM | 69.800 | 6.33 | Pc3 | - | K | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: First Pay: 2022-11-21; Registration: 144H/Xdi Q;
M: First Pay: 2022-11-21; Registration: 144Y/Phb R;
V: First Pay: 2022-11-21; Registration: 144A/Lnx F;
Risk Retention
IC - Jnpe OI - Rc
Pricing Speed
100% LLS ao 10% orhtt ao otrr