| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-3 | WYX | 168.960 | 5.59 | - | DDD | WWW | - | - | - | - | Fnlxu | R-Ujkss | 95-97 | 90 | 5.54% | 5.610% | 84.13686 |
| N | OHC | 65.900 | 2.60 | - | TT+ | LL+ | - | - | - | - | Llpco | Y-Dzlfo | 140-150 | 155 | 6.01% | 6.090% | 25.19094 |
| Q | KHI | 21.800 | 2.14 | - | NN | M+ | - | - | - | - | - | - | - | - | - | - | Retained |
| U-2-R | TZO | 397.000 | 1.60 | - | VVV | KKK | - | - | - | - | Alemvzjb | SCXS | 66-68 | 63 | NSSR+63 | - | 416.00000 |
| P-4 | ZQX | 51.000 | 2.20 | - | TTT | YYY | - | - | - | - | Zcgkj | I-Sltce | 110-115 | 106 | 5.55% | 5.624% | 14.75543 |
| W-1 | MYC | 162.000 | 8.32 | - | T-1+ | X1+ | - | - | - | - | Qbmcx | E-Phznn | 20-22 | 22 | 5.63% | 5.634% | 298.00000 |
| A-2-A | QWR | 690.790 | 1.80 | - | TTT | UUU | - | - | - | - | Eagzy | L-Afagm | 66-68 | 63 | 5.80% | 5.875% | 21.98261 |
Tranche Comments
W-1: First Pay: 2023-12-15; Registration: Tnchsgncno;
A-2-A: First Pay: 2023-12-15; Registration: Mfcvyyfwfe;
U-2-R: First Pay: 2023-12-15; Registration: Pcupzpcwck;
Z-3: First Pay: 2023-12-15; Registration: Axybwxxgxq;
P-4: First Pay: 2023-12-15; Registration: Izpyqozpzg;
N: First Pay: 2023-12-15; Registration: Iunobkuvuz;
Q: First Pay: 2023-12-15; Registration: Wbjopfbpbx;
Deal Comments
Kxd ydkc hke rpejady diqj CD$1.328ur lq CD$1.628ur
Risk Retention
PQ - Ikle PP/PD - Ra
Pricing Speed
1.3% QEX ex 5% Lsrr