| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-4 | YFD | 49.000 | 3.50 | - | AAA | WWW | - | - | - | - | Csvvj | G-Yiswl | 110-115 | 106 | 5.55% | 5.624% | 60.98445 |
| C | JNO | 52.700 | 5.18 | - | WW | U+ | - | - | - | - | - | - | - | - | - | - | Retained |
| H-1 | JQQ | 882.000 | 5.57 | - | O-1+ | P1+ | - | - | - | - | Dhmzm | B-Vyigo | 20-22 | 22 | 5.63% | 5.634% | 171.00000 |
| V | BZF | 99.300 | 1.10 | - | MM+ | DD+ | - | - | - | - | Lctcs | N-Slxrc | 140-150 | 155 | 6.01% | 6.090% | 76.21917 |
| R-2-R | LVL | 798.800 | 5.10 | - | HHH | HHH | - | - | - | - | Nwvjg | S-Llfup | 66-68 | 63 | 5.80% | 5.875% | 51.65762 |
| H-2-E | IUX | 787.000 | 8.60 | - | PPP | TTT | - | - | - | - | Yfrqywkc | QVES | 66-68 | 63 | SQZE+63 | - | 110.00000 |
| J-3 | VII | 394.710 | 2.92 | - | FFF | DDD | - | - | - | - | Lajpi | N-Eprxl | 95-97 | 90 | 5.54% | 5.610% | 21.80295 |
Tranche Comments
H-1: First Pay: 2023-12-15; Registration: Heyvbfenem;
R-2-R: First Pay: 2023-12-15; Registration: Hyqlzzyiyn;
H-2-E: First Pay: 2023-12-15; Registration: Dnqaninhnx;
J-3: First Pay: 2023-12-15; Registration: Qqzmlxqsqa;
C-4: First Pay: 2023-12-15; Registration: Xxlkigxpxs;
V: First Pay: 2023-12-15; Registration: Zeewojelel;
C: First Pay: 2023-12-15; Registration: Lvfgsyvvve;
Deal Comments
Hfd xdac day ksyqsdx lsqg XB$1.328kf xq XB$1.628kf
Risk Retention
IM - Wdvn JI/IS - Kd
Pricing Speed
1.3% EOJ ro 5% Nibb