| 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 |
|---|
| H | LFB | 613.000 | 8.99 | Hll | - | EEE | - | - | - | - | Ekqje | M-Fabaf | 90p | 90 | 4.91% | 4.966% | 54.75121 |
| X | HKP | 57.300 | 6.63 | Hh3 | - | S | - | - | - | - | - | - | - | - | - | - | Retained |
| J | AVM | 76.500 | 3.48 | Km1 | - | TT | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: First Pay: 2022-11-21; Registration: 144B/New D;
J: First Pay: 2022-11-21; Registration: 144J/Dbu Z;
X: First Pay: 2022-11-21; Registration: 144G/Pkf U;
Risk Retention
ZQ - Vdkn GZ - Cj
Pricing Speed
100% MMP mz 10% qttfo xa qftt