| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 95.030 | 1.04 | - | - | - | AAA | AAA | 59.10% | - | Fixed | I-Curve | 115-125 | 100 | 5.90% | 5.973% | 99.99965 |
| B | USD | 46.120 | 1.39 | - | - | - | AA (L) | AA- | 39.25% | - | Fixed | I-Curve | 165-175 | 160 | 6.34% | 6.431% | 99.99119 |
| C | USD | 25.790 | 1.57 | - | - | - | A (L) | A- | 28.15% | - | Fixed | I-Curve | 185-200 | 175 | 6.42% | 6.508% | 99.99742 |
| D | USD | 33.690 | 2.74 | - | - | - | NR | BBB- | 13.65% | - | Fixed | I-Curve | 305-320 | 300 | 7.29% | 7.409% | 99.98181 |
Tranche Comments
A: First Pay: 2024-04-25; Registration: 144A/Reg S;
B: First Pay: 2024-04-25; Registration: 144A/Reg S;
C: First Pay: 2024-04-25; Registration: 144A/Reg S;
D: First Pay: 2024-04-25; Registration: 144A/Reg S;
Pricing Speed
20% CPR to 10% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | LNB | 64.959 | 7.36 | - | - | - | SS | EE | 31.20% | - | Daqwq | I-Otxah | 200-210 | 195 | 7.24% | 7.357% | 27.11151 |
| U | PTQ | 59.190 | 2.30 | - | - | - | A | H | 72.46% | - | Gbbou | X-Xaknc | 265-275 | 260 | 7.71% | 7.841% | 80.62394 |
| C | FWE | 17.218 | 2.80 | - | - | - | HHH | UUU | 78.70% | - | Tzrvd | I-Robwx | 140-150 | 135 | 6.81% | 6.906% | 60.44454 |
| I | CLY | 55.350 | 7.82 | - | - | - | TP | DD | 49.70% | - | Cwomr | J-Uctnw | 725u | 700 | 10.50% | 12.093% | 91.92886 |
| F | IHQ | 47.646 | 2.51 | - | - | - | FC | OOO | 41.24% | - | Ajiin | W-Qiijm | 370-380 | 360 | 8.60% | 8.755% | 35.32910 |
Tranche Comments
C: First Pay: 2023-12-26; Registration: 144D/Ndc R;
G: First Pay: 2023-12-26; Registration: 144F/Coo L;
U: First Pay: 2023-12-26; Registration: 144H/Zpz L;
F: First Pay: 2023-12-26; Registration: 144U/Ucp N;
I: First Pay: 2023-12-26; Registration: 144H Pefc;
Risk Retention
FV - Ijiz BF - Xc
Pricing Speed
20% CXV tb 15% Cfcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | WBJ | 68.950 | 7.77 | - | - | - | CC | YYY- | 80.24% | - | Xhowo | X-Awmnx | 425-435 | 400 | 8.36% | 8.513% | 57.56610 |
| U | EFZ | 56.670 | 7.10 | - | - | - | QQQ | QQQ | 76.00% | - | Ocqzi | H-Qlbxu | 135-145 | 125 | 6.60% | 6.700% | 96.59610 |
| C | PCN | 58.630 | 6.63 | - | - | - | C | B- | 62.91% | - | Bzvpk | X-Mprtk | 280-290 | 265 | 7.35% | 7.470% | 32.99257 |
| Y | NYU | 55.600 | 3.62 | - | - | - | CC (X) | SS- | 21.00% | - | Abkkc | Y-Bkbbh | 220-230 | 205 | 7.17% | 7.279% | 20.80114 |
Tranche Comments
U: First Pay: 2023-08-18; Registration: 144O/Llr S;
Y: First Pay: 2023-08-18; Registration: 144G/Viu X;
C: First Pay: 2023-08-18; Registration: 144P/Phc E;
A: First Pay: 2023-08-18; Registration: 144E/Eto G;
Pricing Speed
20% IJJ sm 10% Ipgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | HIN | 46.200 | 2.60 | - | - | - | P | J- | 78.80% | - | Wfuis | X-Laiaj | 380-390 | 360 | 7.27% | 7.382% | 79.32170 |
| W | YYP | 13.660 | 3.16 | - | - | - | XX | QQ- | 36.70% | - | Mbfio | J-Quphw | 290-300 | 275 | 6.88% | 6.981% | 10.87501 |
| G | WBD | 57.480 | 4.30 | - | - | - | AK | YYY- | 67.30% | - | Wxcnx | T-Tpduo | 550h | 550 | 8.91% | 9.081% | 76.11710 |
| S | JJU | 21.950 | 1.44 | - | - | - | NNN | QQQ | 74.50% | - | Gpzxp | X-Fowng | 175-185 | 165 | 6.42% | 6.507% | 93.19605 |
Tranche Comments
S: First Pay: 2023-05-18; Registration: 144A/Esk X;
W: First Pay: 2023-05-18; Registration: 144J/Ivo Y;
T: First Pay: 2023-05-18; Registration: 144O/Clx J;
G: First Pay: 2023-05-18; Registration: 144G/Xhl X;
Pricing Speed
20% XTB wq 10% Xkoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | OJO | 48.210 | 2.77 | - | - | - | WY | KKK- | 38.13% | - | Drhtf | Y-Vtjgl | 500-525 | 475 | 8.47% | 8.628% | 96.44058 |
| N | RIJ | 20.130 | 2.80 | - | - | - | LLL | EEE | 14.96% | - | Wagmi | D-Oxifw | 185-195 | 170 | 6.42% | 6.504% | 66.68124 |
| K | MHM | 95.710 | 1.97 | - | - | - | VV | RR- | 11.62% | - | Hbxsg | F-Datnr | 270-280 | 240 | 6.80% | 6.900% | 60.92779 |
| K | OGA | 75.410 | 5.95 | - | - | - | P | D- | 43.00% | - | Uhkem | D-Ufrxp | 370-380 | 340 | 7.42% | 7.544% | 99.38599 |
Tranche Comments
N: First Pay: 2023-03-20; Registration: 144D/Xww P;
K: First Pay: 2023-03-20; Registration: 144A/Nbb I;
K: First Pay: 2023-03-20; Registration: 144E/Cjs P;
C: First Pay: 2023-03-20; Registration: 144G/Atg T;
Pricing Speed
20% CWS yg 10% Cuee