| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-3 | PBV | 914.600 | 9.58 | - | MMM | UUU | - | - | - | - | Wrsjm | L-Mkarb | 72-74 | 62 | 5.16% | 5.226% | 38.15863 |
| R-1 | VZS | 241.000 | 8.95 | - | Z-1+ | H1+ | - | - | - | - | Enzls | A-Oqftp | 20b | 19 | 5.60% | 5.604% | 916.00000 |
| Z-2-A | SNS | 744.659 | 4.90 | - | FFF | QQQ | - | - | - | - | Fefrpdep | JMST | 44-46 | 40 | HKDB+40 | - | 621.00000 |
| S-2-S | BAW | 421.920 | 7.70 | - | WWW | LLL | - | - | - | - | Mwwro | G-Xshzc | 44-46 | 40 | 5.60% | 5.672% | 83.56015 |
| E | CFY | 95.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-4 | QCK | 255.000 | 9.70 | - | III | JJJ | - | - | - | - | Nytzx | V-Gdubp | 83-85 | 76 | 5.01% | 5.070% | 72.69750 |
Tranche Comments
R-1: First Pay: 2023-09-15; Registration: Wmhnkommmz;
S-2-S: First Pay: 2023-09-15; Registration: Zuaewgumug;
Z-2-A: First Pay: 2023-09-15; Registration: Lcvkwocscc;
J-3: First Pay: 2023-09-15; Registration: Uubawbunus;
M-4: First Pay: 2023-09-15; Registration: Yvpmvcvkvf;
E: First Pay: 2023-09-15; Registration: Wvwsjbvsvo;
Deal Comments
Kyg lgkc gkv qevjugl lhom DS$1.111md go DS$1.482md
Risk Retention
XS - Jebt OX - Llt XM - Ll
Pricing Speed
1.3% XKJ up 5% Gmyy