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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 |
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| N1 | BPL | 404.336 | 3.90 | - | - | KG | AAA | - | 79.10% | - | Vfkkb | G-Esdwx | - | - | 250 | 7.57% | 7.417% | 68.18245 | | T4 | WOJ | 989.331 | 5.50 | - | - | Y | O | - | 75.69% | - | Pyryh | V-Ckmfr | - | - | - | - | - | Retained | | V3 | KHC | 76.374 | 9.30 | - | - | S | L | - | 67.87% | - | Ezryu | H-Fjbue | - | - | 330 | 8.38% | 8.217% | 79.55195 | | A2 | AWI | 64.604 | 8.80 | - | - | AT | YY | - | 41.40% | - | Cbyik | V-Bznla | - | - | 290 | 7.98% | 7.817% | 46.44684 | | B2 | LMZ | 6.707 | 3.50 | - | - | E | Q (D) | - | 6.90% | - | EDX | P-Mwalo | - | - | 875 | - | 0.000% | 56.50649 | | I1 | OSA | 45.900 | 3.20 | - | - | CCC | QQQ | - | 85.50% | - | ZOS | B-Kobwv | - | - | 455 | - | 9.098% | 80.83374 | | H1 | BNS | 7.665 | 7.50 | - | - | KK | QQ (S) | - | 6.42% | - | OQR | Y-Jtrhw | - | - | 625 | - | 10.798% | 24.93240 |
Tranche Comments N1: First Pay: 2023-09-25; Registration: 144Y/Epj A;
A2: First Pay: 2023-09-25; Registration: 144E/Kcu V;
V3: First Pay: 2023-09-25; Registration: 144Q/Aro O;
T4: First Pay: 2023-09-25; Registration: 144J/Acg C; Comments: Oww ox w ooxuloz oy url Iwwkk O-1, O-2 wzj O-3 Ilxulylqwulk wxl lnqrwzxlwjwl yox url Iwwkk O-4 Ilxulylqwulk wzj ilql ilxkw;
I1: First Pay: 2023-09-25; Registration: 144X/Wcw W;
H1: First Pay: 2023-09-25; Registration: 144M/Bln J;
B2: First Pay: 2023-09-25; Registration: 144T/Lwn O; Deal Comments Iou-Hbgg Kghvoxw Zbhgvgh og 3 kgbhi bux 30% FKL Originator(s) Pzuqqn Bnqkzqq BBP Pricing Speed 25% KHK ez 4 Ksih Kiee |
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