| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-4 | GWP | 47.000 | 1.60 | - | OOO | LLL | - | - | - | - | Cmkaw | K-Kzzcf | 110-115 | 106 | 5.55% | 5.624% | 49.45988 |
| N-1 | XFG | 271.000 | 9.84 | - | Q-1+ | Z1+ | - | - | - | - | Ucogg | W-Euawp | 20-22 | 22 | 5.63% | 5.634% | 911.00000 |
| L-2-L | WMZ | 997.670 | 2.20 | - | QQQ | JJJ | - | - | - | - | Euhtg | Y-Zxnlq | 66-68 | 63 | 5.80% | 5.875% | 71.62407 |
| H | GUR | 30.900 | 7.90 | - | YY+ | MM+ | - | - | - | - | Jybzw | A-Gprmk | 140-150 | 155 | 6.01% | 6.090% | 95.50594 |
| I-2-Q | NZL | 705.000 | 2.90 | - | XXX | RRR | - | - | - | - | Iwuvwkpu | DMBH | 66-68 | 63 | NNUU+63 | - | 468.00000 |
| J-3 | APX | 151.830 | 6.82 | - | KKK | KKK | - | - | - | - | Ukwmd | H-Cuioh | 95-97 | 90 | 5.54% | 5.610% | 35.36804 |
| D | JIV | 66.500 | 4.84 | - | ZZ | E+ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-1: First Pay: 2023-12-15; Registration: Eetwmletem;
L-2-L: First Pay: 2023-12-15; Registration: Nvwabevvvx;
I-2-Q: First Pay: 2023-12-15; Registration: Bvvbflvnvd;
J-3: First Pay: 2023-12-15; Registration: Fownyiofoj;
X-4: First Pay: 2023-12-15; Registration: Fnceqancnq;
H: First Pay: 2023-12-15; Registration: Khgpfahohj;
D: First Pay: 2023-12-15; Registration: Puvjsquruz;
Deal Comments
Xqv xvch wcy qpycgvx qpxe TM$1.328pn hx TM$1.628pn
Risk Retention
DW - Bqcz WD/DY - Nk
Pricing Speed
1.3% ZLJ jd 5% Egjj