| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | OOE | 90.310 | 1.80 | - | WH | - | MMM | - | - | - | Ppstw | N-Fiaou | 550-565 | 565 | 10.12% | 10.586% | 57.60365 |
| V | YRQ | 43.190 | 5.48 | - | X- | - | B (N) | - | - | - | Yumfa | P-Ruaiv | 350-360 | 340 | 8.21% | 8.356% | 98.52026 |
| C-1L | NKU | 679.438 | 6.10 | - | RRR | - | EEE | - | - | - | Ueulsory | SEDD | 170-180 | 165 | WWVA+165 | - | 811.00000 |
| C-1C | FFY | 309.613 | 2.30 | - | OOO | - | GGG | - | - | - | Lnkzu | L-Iozdf | 170-180 | 165 | 6.50% | 6.595% | 33.49394 |
| Z | UQG | 11.250 | 1.86 | - | DD | - | WW | - | - | - | Fotly | R-Lwjyg | 270-280 | 265 | 7.33% | 7.588% | 63.88908 |
| Z | PZZ | 90.900 | 7.89 | - | W | - | M | - | - | - | Nfynl | G-Qyswv | 320-330 | 315 | 7.58% | 8.093% | 91.83006 |
Tranche Comments
C-1C: First Pay: 2023-12-26; Registration: 144C/Cza Q;
C-1L: First Pay: 2023-12-26; Registration: 144B/Oag U;
Z: First Pay: 2023-12-26; Registration: 144J/Nrx M;
Z: First Pay: 2023-12-26; Registration: 144Z/Vtk C;
V: First Pay: 2023-12-26; Registration: 144E/Zmg W;
N: First Pay: 2023-12-26; Registration: 144E/Knv Y;
Risk Retention
AH - Maqh JA - Jx
Pricing Speed
8% YGK yt 10% Yytt