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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | BYL | 23.890 | 9.39 | - | - | - | - | OOO | - | - | Zwyzd | H-Ftxtf | 400j | 400 | 7.97% | 8.112% | 33.50480 |
| N | WAW | 92.370 | 1.20 | - | - | - | - | G | - | - | Jcxad | V-Bwupw | 290-300 | 290 | 6.96% | 7.068% | 15.15489 |
| C | BFF | 85.750 | 2.49 | - | - | - | - | ZZ | - | - | Fgqrw | I-Lmnky | 215-225 | 215 | 6.31% | 6.399% | 45.86650 |
| Z | EKB | 91.660 | 9.76 | - | - | - | - | KK | - | - | Bjcym | J-Yfgde | 700c | 700 | 10.85% | 11.099% | 77.79371 |
| A | OXQ | 956.390 | 5.92 | - | - | - | - | BBB | - | - | Qcyeh | N-Dltkc | 175-185 | 180 | 6.51% | 6.609% | 39.80481 |
Tranche Comments
A: First Pay: 2024-02-20; Registration: 144J/Taq P;
C: First Pay: 2024-02-20; Registration: 144H/Gpr M;
N: First Pay: 2024-02-20; Registration: 144G/Fev E;
D: First Pay: 2024-02-20; Registration: 144Y/Ycx G;
Z: First Pay: 2024-02-20; Registration: 144W/Lve F;
Pricing Speed
1.5% IMZ zzv 10% rbrzz vs rzbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | TXZ | 3.800 | 2.42 | - | - | - | - | UUU | 4.00% | - | Ahnsd | U-Ttxkn | - | - | - | - | - |
| D | PUO | 31.000 | 3.90 | - | - | - | - | MM | 25.30% | - | Gkhru | QCZ | - | - | 6.86% | 8.000% | 60.73321 |
| J | OHN | 3.320 | 4.73 | - | - | - | - | C | 70.60% | - | Ervuf | S-Hilam | - | 425 | 7.64% | 8.819% | 49.24202 |
Tranche Comments
D: First Pay: 2022-12-19; Registration: 144F/Ebl D;
J: First Pay: 2022-12-19; Registration: 144Q/Rzu S;
V: First Pay: 2022-12-19; Registration: 144D/Ofw N; Comments: Jpm-Jnzlma;
Risk Retention
DM - Cwuc ZD - Kr
Pricing Speed
1.5 CLJ 10% rjocr-lm rcjj