| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | MIH | 63.230 | 8.30 | Ch3 | RR- | LL- | RR (P) | - | 8.64% | - | ULY | W-Pihcs | 565-575 | 565 | - | 10.296% | 93.15155 |
| U-1 | BXX | 670.151 | 7.75 | Phh | OOO | RRR | LLL | - | 80.70% | - | Oggad | Z-Cikqz | 195-200 | 185 | 6.88% | 6.747% | 42.46528 |
| N-2 | WXC | 93.769 | 7.21 | Mx2 | YY | JJ+ | YY (X) | - | 73.80% | - | Ommad | H-Ugcyx | 235-240 | 230 | 7.33% | 7.197% | 77.56165 |
| P-1 | NMX | 51.127 | 1.40 | Dhh3 | MMM- | WWW | BBB | - | 52.21% | - | QQP | T-Dadxi | 375-385 | 380 | - | 8.446% | 13.10810 |
| S-3 | TAE | 67.379 | 1.53 | N2 | P | F+ | M (F) | - | 22.00% | - | Ppmer | I-Apstf | 265-275 | 270 | 7.73% | 7.597% | 22.78435 |
| N-2 | NTB | 29.308 | 5.90 | R2 | P | V | Y | - | 7.00% | - | MDX | A-Ufpwo | 765-775 | 765 | - | 12.296% | 23.43951 |
Tranche Comments
U-1: First Pay: 2023-12-25; Registration: 144C/Tqh H;
N-2: First Pay: 2023-12-25; Registration: 144O/Tpp H;
S-3: First Pay: 2023-12-25; Registration: 144D/Afh M;
P-1: First Pay: 2023-12-25; Registration: 144C/Xfi F;
G-1: First Pay: 2023-12-25; Registration: 144L/Xfi P;
N-2: First Pay: 2023-12-25; Registration: 144C/Rhj I;
Risk Retention
NI/IL - Rjr
Pricing Speed
20% HQQ ch 4 Hxco Hcww