| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | BYW | 29.820 | 4.85 | - | - | - | KKK | CCC | 75.90% | - | Opxpu | B-Mcind | 140-150 | 135 | 6.81% | 6.906% | 40.73523 |
| S | ZLW | 99.500 | 9.49 | - | - | - | PN | TT | 44.19% | - | Rhzlb | V-Thcpj | 725p | 700 | 10.50% | 12.093% | 88.50320 |
| B | MCO | 53.412 | 3.12 | - | - | - | KK | HH | 82.90% | - | Wgysj | Q-Axgqx | 200-210 | 195 | 7.24% | 7.357% | 54.96616 |
| X | FIX | 70.282 | 3.68 | - | - | - | E | M | 26.90% | - | Nhjtn | B-Jgfnc | 265-275 | 260 | 7.71% | 7.841% | 93.23636 |
| D | TLL | 11.259 | 5.76 | - | - | - | MY | WWW | 72.34% | - | Vcigd | Y-Fntmg | 370-380 | 360 | 8.60% | 8.755% | 14.95770 |
Tranche Comments
V: First Pay: 2023-12-26; Registration: 144P/Wco Y;
B: First Pay: 2023-12-26; Registration: 144U/Ltd Z;
X: First Pay: 2023-12-26; Registration: 144D/Wai Z;
D: First Pay: 2023-12-26; Registration: 144M/Lxn K;
S: First Pay: 2023-12-26; Registration: 144V Hrny;
Risk Retention
CI - Oaem WC - Vd
Pricing Speed
20% FYN th 15% Fppp