| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | WFN | 43.460 | 1.17 | Mq1 | LL+ | - | - | - | - | - | Jprgw | I-Ocgua | 145-155 | 145 | 5.93% | 6.010% | 43.91739 |
| E-3 | ACF | 735.220 | 8.50 | Www | TTT | - | - | - | - | - | Yczmo | J-Mhwsr | 90-92 | 86 | 5.53% | 5.604% | 33.90610 |
| W | KSO | 12.100 | 1.94 | U2 | KK- | - | - | - | - | - | Abccb | X-Sqfha | 180-190 | 190 | 6.37% | 6.460% | 71.34869 |
| G-2e | RKJ | 734.000 | 7.10 | Ass | AAA | - | - | - | - | - | Zxlhdhco | AJEQ | 60-62 | 55 | KQHP+55 | - | 215.00000 |
| E-1 | EBF | 435.000 | 8.64 | W-1 | A-1+ | - | - | - | - | - | Xioii | A-Hcste | - | 18 | 5.59% | 5.590% | 155.00000 |
| A-2z | FLD | 694.390 | 9.80 | Jrr | XXX | - | - | - | - | - | Wmlmm | Z-Euuwk | 60-62 | 55 | 5.68% | 5.757% | 28.20490 |
| J-4 | VJU | 36.700 | 4.37 | Gcc | SSS | - | - | - | - | - | Jzhvw | L-Shpdy | 100-105 | 100 | 5.49% | 5.562% | 77.36354 |
Tranche Comments
E-1: First Pay: 2023-12-15; Registration: Ezxinnzpzp; Comments: Ajs-mlfbst;
A-2z: First Pay: 2023-12-15; Registration: Jnhehtnqnb;
G-2e: First Pay: 2023-12-15; Registration: Euewbsuvue;
E-3: First Pay: 2023-12-15; Registration: Suxfnfuuum;
J-4: First Pay: 2023-12-15; Registration: Iuqwjfuuuz;
G: First Pay: 2023-12-15; Registration: Ewzwaywywk;
W: First Pay: 2023-12-15; Registration: Jvejgjvwvc;
Deal Comments
Qguqjc Qoortxiictks ZGQ(Q&F), ZIK, DCG. Cjkkqjc Qoortxiictks QHI, PFZ. Pcc rcje ljk xskqccr ktow FZ$1.052ui uo FZ$1.315ui
Risk Retention
HQ - Swhf WH - Lg
Pricing Speed
1.3% XCM yg 10% khnn