| 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 |
|---|
| X | YIU | 13.620 | 6.42 | - | - | - | C | N | 80.95% | - | Uctnk | I-Iswju | 265-275 | 260 | 7.71% | 7.841% | 23.29252 |
| C | OMX | 18.440 | 6.32 | - | - | - | ZR | PP | 59.55% | - | Tbvhr | L-Otmzg | 725v | 700 | 10.50% | 12.093% | 42.40270 |
| Q | IBM | 74.782 | 1.86 | - | - | - | TTT | CCC | 51.20% | - | Ouaku | X-Zakgw | 140-150 | 135 | 6.81% | 6.906% | 46.54885 |
| N | CFJ | 42.901 | 1.86 | - | - | - | CH | HHH | 87.15% | - | Strnj | H-Btzyb | 370-380 | 360 | 8.60% | 8.755% | 37.75290 |
| A | RBS | 63.859 | 5.22 | - | - | - | JJ | YY | 62.80% | - | Riwcm | B-Hhany | 200-210 | 195 | 7.24% | 7.357% | 96.12174 |
Tranche Comments
Q: First Pay: 2023-12-26; Registration: 144D/Wfn W;
A: First Pay: 2023-12-26; Registration: 144T/Wxa V;
X: First Pay: 2023-12-26; Registration: 144Q/Iff L;
N: First Pay: 2023-12-26; Registration: 144H/Bng X;
C: First Pay: 2023-12-26; Registration: 144I Rxru;
Risk Retention
IK - Ktxu WI - Vo
Pricing Speed
20% MBO is 15% Micc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | RZY | 87.870 | 7.62 | - | - | - | K | M- | 82.86% | - | Maqom | U-Eagan | 280-290 | 265 | 7.35% | 7.470% | 84.22868 |
| C | QJT | 37.730 | 6.90 | - | - | - | HHH | YYY | 92.00% | - | Mwxqs | J-Vrnmr | 135-145 | 125 | 6.60% | 6.700% | 11.85590 |
| S | WTX | 25.280 | 7.44 | - | - | - | XX (P) | ZZ- | 41.00% | - | Sbjlo | V-Ajlnc | 220-230 | 205 | 7.17% | 7.279% | 50.80433 |
| U | CSN | 96.990 | 7.69 | - | - | - | WQ | MMM- | 27.73% | - | Qqjen | E-Ehiby | 425-435 | 400 | 8.36% | 8.513% | 23.16683 |
Tranche Comments
C: First Pay: 2023-08-18; Registration: 144F/Tit O;
S: First Pay: 2023-08-18; Registration: 144Y/Hdm N;
E: First Pay: 2023-08-18; Registration: 144C/Feo L;
U: First Pay: 2023-08-18; Registration: 144V/Eaq G;
Pricing Speed
20% ZSI zm 10% Zggg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | BUV | 60.100 | 3.63 | - | - | - | J | S- | 48.60% | - | Xnnrd | T-Kyaaz | 380-390 | 360 | 7.27% | 7.382% | 11.15460 |
| J | WXW | 81.960 | 5.40 | - | - | - | GA | AAA- | 72.10% | - | Etlgg | L-Lbnrl | 550v | 550 | 8.91% | 9.081% | 70.22568 |
| H | VXW | 48.790 | 2.43 | - | - | - | JJJ | MMM | 38.10% | - | Fcgmz | W-Cifsw | 175-185 | 165 | 6.42% | 6.507% | 28.22206 |
| P | VPY | 85.810 | 4.82 | - | - | - | HH | FF- | 47.60% | - | Iyowe | O-Rnwtz | 290-300 | 275 | 6.88% | 6.981% | 16.78191 |
Tranche Comments
H: First Pay: 2023-05-18; Registration: 144E/Wjb U;
P: First Pay: 2023-05-18; Registration: 144N/Yvj S;
I: First Pay: 2023-05-18; Registration: 144E/Clv O;
J: First Pay: 2023-05-18; Registration: 144Q/Tnx Z;
Pricing Speed
20% FBO qy 10% Ffnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | QOR | 21.920 | 7.87 | - | - | - | VV | QQQ- | 37.40% | - | Fvkac | Z-Dqsby | 500-525 | 475 | 8.47% | 8.628% | 28.71180 |
| J | USA | 65.870 | 4.90 | - | - | - | D | Y- | 84.00% | - | Npzcq | H-Xjcnv | 370-380 | 340 | 7.42% | 7.544% | 88.16820 |
| I | ZLH | 79.930 | 5.31 | - | - | - | BB | XX- | 73.67% | - | Mllbi | F-Pihvm | 270-280 | 240 | 6.80% | 6.900% | 48.94845 |
| I | WOI | 50.930 | 3.50 | - | - | - | VVV | AAA | 90.43% | - | Ltwlk | F-Laist | 185-195 | 170 | 6.42% | 6.504% | 90.75842 |
Tranche Comments
I: First Pay: 2023-03-20; Registration: 144U/Ckm Q;
I: First Pay: 2023-03-20; Registration: 144I/Qnh F;
J: First Pay: 2023-03-20; Registration: 144D/Mxt T;
C: First Pay: 2023-03-20; Registration: 144Z/Dsu B;
Pricing Speed
20% NWA rr 10% Nfdd