Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-2 | MCK | 233.300 | 2.20 | Qvv | - | - | - | RRR | 64.60% | 94.4% | Svghf | O-Bpccs | 150w | 150 | 6.57% | 6.661% | 94.75834 |
L | ZLE | 25.670 | 5.10 | Jy3 | - | - | - | Y | 82.38% | 34.4% | Bwluu | K-Hbmxg | 235-245 | 230 | 6.83% | 6.930% | 92.45410 |
A-1 | WXZ | 81.200 | 9.53 | X-1 | - | - | - | N1+ | 43.20% | 39.9% | Wikyb | E-Ptosa | 42-45 | 42 | 5.85% | 5.853% | 190.00000 |
B | QNF | 53.840 | 9.50 | Qt3 | - | - | - | SS | 63.78% | 31.8% | Ilrze | M-Ickcn | 685y | - | - | - | Retained |
H | VGU | 56.720 | 9.40 | Hvv2 | - | - | - | III | 86.50% | 39.9% | Ziqev | V-Thilh | 390-400 | 425 | 8.04% | 8.803% | 65.54477 |
Tranche Comments
A-1: First Pay: 2023-10-16; Registration: 144Y/Ppz Z;
Q-2: First Pay: 2023-10-16; Registration: 144Z/Ufc F;
L: First Pay: 2023-10-16; Registration: 144Q/Vll Z;
H: First Pay: 2023-10-16; Registration: 144F/Rag W;
B: First Pay: 2023-10-16; Registration: 144P Sujm;
Deal Comments
Cgk ekbv ebc jkcqnke hcck PE$405k tc PE$456k
Risk Retention
GW - Lvy, AG - Zp
Pricing Speed
5% QLC nx 10% Qpuu