| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 151.323 | 0.74 | - | - | - | - | AA | 40.05% | - | Fixed | I-Curve | 150-160 | 135 | 6.300% | 6.386% | 99.99748 |
| B | USD | 42.806 | 2.31 | - | - | - | - | A- | 22.95% | - | Fixed | I-Curve | 220-230 | 205 | 6.29% | 6.377% | 99.99104 |
| C | USD | 25.408 | 3.27 | - | - | - | - | BBB- | 12.80% | - | Fixed | I-Curve | 300-325 | 285 | 6.90% | 7.003% | 99.99062 |
| D | USD | 17.022 | 3.61 | - | - | - | - | BB | 6.00% | - | Fixed | I-Curve | - | 675 | 10.64% | 10.882% | 99.98873 |
Tranche Comments
A: First Pay: 2024-03-15; Registration: 144A/Reg S;
B: First Pay: 2024-03-15; Registration: 144A/Reg S;
C: First Pay: 2024-03-15; Registration: 144A/Reg S;
D: First Pay: 2024-03-15; Registration: 144A/Reg S; Comments: Pre-placed;
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 |
|---|
| J | UCY | 41.580 | 4.30 | - | - | - | - | R- | 47.67% | - | Ostwl | Y-Ywjff | 275-290 | 260 | 7.33% | 7.446% | 41.64687 |
| B | ALU | 96.630 | 5.77 | - | - | - | - | NNN- | 63.80% | - | Rnmtj | J-Vylko | 400 | 400 | 8.45% | 8.604% | 12.44380 |
| V | QQU | 618.990 | 2.89 | - | - | - | - | OO | 83.90% | - | Gvwce | G-Tykmo | 185-200 | 170 | 7.05% | 7.162% | 73.64383 |
| P | QNY | 39.570 | 6.98 | - | - | - | - | NN- | 7.23% | - | Sutyz | Q-Umbvy | - | 810 | 12.27% | 12.589% | 12.16949 |
Tranche Comments
V: First Pay: 2023-08-15; Registration: 144E/Oec O;
J: First Pay: 2023-08-15; Registration: 144Z/Lpn S;
B: First Pay: 2023-08-15; Registration: 144D/Qwt S;
P: First Pay: 2023-08-15; Registration: 144L/Opi I; Comments: Uhw-Ufpswc;
Pricing Speed
20% FHP ju 10% Fyqq