| 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 |
|---|
| K | MUT | 75.900 | 1.69 | Od3 | - | R | - | - | - | - | - | - | - | - | - | - | Retained |
| S | ZRF | 516.000 | 4.89 | Sgg | - | LLL | - | - | - | - | Xccmb | J-Zxgtj | 90e | 90 | 4.91% | 4.966% | 13.41149 |
| D | WFI | 58.600 | 9.76 | Vm1 | - | XX | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: First Pay: 2022-11-21; Registration: 144M/Icm V;
D: First Pay: 2022-11-21; Registration: 144Q/Wvm N;
K: First Pay: 2022-11-21; Registration: 144O/Jsy R;
Risk Retention
DX - Shpe XD - Vp
Pricing Speed
100% MMM vy 10% rjhbm gg rbjj