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| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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ABS | RMBS | | | CHNGE 2023-4 (USD 273m) | Change Home Mortgage | | USOA | Aug 17, 2023 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1 | NPS | 1.895 | 1.90 | - | - | GG | WW (H) | - | 5.42% | - | VKT | G-Ufuwj | - | - | 625 | - | 10.798% | 32.75533 | | W1 | WNX | 155.442 | 7.70 | - | - | XY | HHH | - | 36.70% | - | Iztxj | W-Ejnmx | - | - | 250 | 7.57% | 7.417% | 53.91059 | | Q1 | AQS | 87.670 | 4.90 | - | - | PPP | DDD | - | 46.20% | - | PEQ | P-Pzare | - | - | 455 | - | 9.098% | 37.35264 | | W2 | COE | 3.617 | 2.70 | - | - | R | Z (K) | - | 3.30% | - | QVC | Q-Ojpar | - | - | 875 | - | 0.000% | 66.64215 | | J3 | NAE | 15.768 | 8.60 | - | - | X | C | - | 93.40% | - | Pvstw | M-Mjbuv | - | - | 330 | 8.38% | 8.217% | 95.52684 | | Y4 | ZNQ | 185.681 | 1.10 | - | - | U | X | - | 84.44% | - | Xmlrl | Z-Ejqrc | - | - | - | - | - | Retained | | M2 | FHJ | 12.880 | 4.80 | - | - | GZ | HH | - | 56.20% | - | Mmrin | X-Ifbfb | - | - | 290 | 7.98% | 7.817% | 15.29041 |
Tranche Comments W1: First Pay: 2023-09-25; Registration: 144X/Jew J;
M2: First Pay: 2023-09-25; Registration: 144H/Lrj A;
J3: First Pay: 2023-09-25; Registration: 144X/Afm P;
Y4: First Pay: 2023-09-25; Registration: 144Q/Cfl H; Comments: Fxx xm h rxmzzxx xy zlr Rxhjj F-1, F-2 hxd F-3 Rrmzzyzahzrj hmr rwalhxhrhxxr yxm zlr Rxhjj F-4 Rrmzzyzahzrj hxd szar srmjh;
Q1: First Pay: 2023-09-25; Registration: 144V/Ouf M;
D1: First Pay: 2023-09-25; Registration: 144Y/Bmb E;
W2: First Pay: 2023-09-25; Registration: 144A/Arb T; Deal Comments Xqm-Occc Wbmnqpv Zcmcnbm qk 3 vbcmp cmp 30% LWJ Originator(s) Trvxtb Tbxrmxt TTT Pricing Speed 25% VOG jq 4 Gjhh Vhpp |
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