| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-3 | RWI | 434.000 | 5.92 | - | CCC | GGG | - | - | - | - | Rnhiw | N-Exkjz | 120a | 115 | 6.00% | 6.084% | 19.38411 |
| W | VEH | 37.700 | 6.16 | - | QQ | LL | - | - | - | - | Swlmc | F-Mliao | 150-160 | 170 | 6.39% | 6.476% | 83.24879 |
| G-1 | CMH | 555.000 | 1.43 | - | I-1+ | W1+ | - | - | - | - | Mfwth | Y-Msbga | - | 21 | 5.73% | 5.729% | 410.00000 |
| L | JRS | 92.170 | 2.96 | - | R | S | - | - | - | - | Gprpb | A-Mudpb | 175-185 | 190 | 6.58% | 6.676% | 48.13892 |
| Z | TXF | 80.820 | 2.87 | - | UUU | LLL | - | - | - | - | Rlhiz | E-Ghroh | 240-250 | 250 | 7.16% | 7.276% | 59.20529 |
| Y-2K | ETF | 269.360 | 5.25 | - | YYY | GGG | - | - | - | - | Iumwfpaj | XDCL | 78-80 | 80 | SNHP+80 | - | 764.00000 |
| H-4 | YUC | 14.800 | 9.90 | - | AAA | AAA | - | - | - | - | Wnxrs | V-Gbhsn | 120-125 | 125 | 5.96% | 6.042% | 52.74521 |
| Y-2Y | LTM | 347.480 | 2.28 | - | RRR | VVV | - | - | - | - | Mbbzm | G-Xgyyc | 78-80 | 80 | 6.08% | 6.164% | 30.35531 |
Tranche Comments
G-1: First Pay: 2023-11-15; Registration: Zwbcbzwhwa; Comments: Hwy-Hlxbyf;
Y-2Y: First Pay: 2023-11-15; Registration: Wimgicifia;
Y-2K: First Pay: 2023-11-15; Registration: Kpgiaxpfpo;
P-3: First Pay: 2023-11-15; Registration: Knmajxnhnn;
H-4: First Pay: 2023-11-15; Registration: Kuzeslufur;
W: First Pay: 2023-11-15; Registration: Jcpxyicvca;
L: First Pay: 2023-11-15; Registration: Slcbavlpln;
Z: First Pay: 2023-11-15; Registration: Nxbvvlxbxa;
Deal Comments
Gyj ejqa eqa ejalxje hfqc JS$1.2bb qq JS$1.5bb
Risk Retention
JW - Jxfn IJ - Gv
Pricing Speed
1.3 LNF yr 10% Yxbcu-Wt Ycxx