| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | YPK | 65.500 | 3.40 | - | YV | - | DDD | - | - | - | Klmgt | E-Smmdn | 550-565 | 565 | 10.12% | 10.586% | 90.29456 |
| X | PHW | 34.100 | 1.26 | - | J | - | I | - | - | - | Hrfuc | Y-Zdall | 320-330 | 315 | 7.58% | 8.093% | 63.24578 |
| N | YQD | 37.490 | 2.51 | - | V- | - | O (U) | - | - | - | Morxr | G-Ecuvh | 350-360 | 340 | 8.21% | 8.356% | 45.36339 |
| Y-1Y | CQJ | 546.902 | 3.10 | - | AAA | - | GGG | - | - | - | Ksvkv | J-Klunl | 170-180 | 165 | 6.50% | 6.595% | 39.75605 |
| P | LKN | 51.960 | 5.20 | - | QQ | - | SS | - | - | - | Jpnfo | K-Zqmpk | 270-280 | 265 | 7.33% | 7.588% | 63.13566 |
| Y-1U | BMH | 178.112 | 9.40 | - | YYY | - | EEE | - | - | - | Fvwppiea | CSDQ | 170-180 | 165 | JOLB+165 | - | 628.00000 |
Tranche Comments
Y-1Y: First Pay: 2023-12-26; Registration: 144L/Zyx G;
Y-1U: First Pay: 2023-12-26; Registration: 144N/Jfg E;
P: First Pay: 2023-12-26; Registration: 144F/Bya K;
X: First Pay: 2023-12-26; Registration: 144Z/Rlk O;
N: First Pay: 2023-12-26; Registration: 144K/Lkb A;
C: First Pay: 2023-12-26; Registration: 144Q/Ywt N;
Risk Retention
IK - Oicg JI - Ut
Pricing Speed
8% AUB jr 10% Ajff