| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 125.804 | 5.55 | - | - | AAA | AAA | - | 27.00% | - | Fixed | I-Curve | - | 180 | 3.20% | 5.692% | 88.92592 |
| A-2 | USD | 10.943 | 14.27 | - | - | AA | AA | - | 20.65% | - | WAC | I-Curve | - | 215 | - | 6.197% | 78.27044 |
| A-3 | USD | 8.100 | 16.40 | - | - | A | A | - | 15.95% | - | WAC | I-Curve | - | 255 | - | 6.662% | 72.61781 |
| M-1 | USD | 6.807 | 18.36 | - | - | BBB | BBB | - | 12.00% | - | WAC | I-Curve | - | 310 | - | 7.271% | 66.12717 |
| B-1 | USD | 4.222 | 20.04 | - | - | BB | BB | - | 9.55% | - | WAC | I-Curve | - | 375 | - | 7.967% | 59.65123 |
| B-2 | USD | 3.705 | 21.40 | - | - | B | B | - | 7.40% | - | WAC | I-Curve | - | 460 | - | 8.796% | 53.21288 |
| B-3 | USD | 6.377 | 23.40 | - | - | NR | NR | - | 3.70% | - | WAC | I-Curve | - | 550 | - | 9.665% | 46.97078 |
Tranche Comments
A-1: First Pay: 2024-01-25; Registration: 144A/Reg S;
A-2: First Pay: 2024-01-25; Registration: 144A/Reg S;
A-3: First Pay: 2024-01-25; Registration: 144A/Reg S;
M-1: First Pay: 2024-01-25; Registration: 144A/Reg S;
B-1: First Pay: 2024-01-25; Registration: 144A/Reg S;
B-2: First Pay: 2024-01-25; Registration: 144A/Reg S;
B-3: First Pay: 2024-01-25; Registration: 144A/Reg S;
Pricing Speed
6% CPR to Maturity