| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | CQE | 33.500 | 9.51 | Iq2 | SS | - | - | - | - | - | Kfxya | F-Mirql | 140-150 | 135 | 5.72% | 5.796% | 40.65210 |
| Y | NCU | 32.770 | 3.26 | C2 | O | - | - | - | - | - | Roqjr | E-Hdknb | 160-170 | 155 | 5.92% | 5.996% | 15.53206 |
| M | XOS | 57.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1 | VCY | 765.320 | 4.14 | W-1 | V-1+ | - | - | - | - | - | Emkjr | I-Eppli | 21-23 | 19 | 5.56% | 5.560% | 732.00000 |
| W-2v | ZSR | 980.150 | 1.10 | Pkk | KKK | - | - | - | - | - | Ecuvc | O-Jzxls | 53-55 | 47 | 5.74% | 5.811% | 69.88924 |
| C-2w | XVP | 186.000 | 5.10 | Tcc | EEE | - | - | - | - | - | Jvbctmca | QGTX | 53-55 | 47 | IPXT+47 | - | 277.00000 |
| J-4 | WCN | 36.180 | 7.23 | Xrr | JJJ | - | - | - | - | - | Gvvjl | W-Rwfli | 100j | 95 | 5.34% | 5.403% | 66.69927 |
| P-3 | MIH | 908.350 | 3.45 | Myy | AAA | - | - | - | - | - | Usqum | K-Gnuro | 86-88 | 80 | 5.45% | 5.514% | 22.76932 |
Tranche Comments
W-1: First Pay: 2023-08-16; Registration: Qauohwavau;
W-2v: First Pay: 2023-08-16; Registration: Ikmyqakckq;
C-2w: First Pay: 2023-08-16; Registration: Obfaqbbxbo;
P-3: First Pay: 2023-08-16; Registration: Ylpbiolylw;
J-4: First Pay: 2023-08-16; Registration: Xagzsgaaao;
Y: First Pay: 2023-08-16; Registration: Lkjjbzkwku;
Y: First Pay: 2023-08-16; Registration: Nlxqkklvlq;
M: First Pay: 2023-08-16; Registration: Bhnkmfhnhm;
Deal Comments
Jug vgjy kjh cshbjgv ejuk BBY$1.2xb lu BBY$1.5xb
Risk Retention
ZU - Xry, VZ - Vr
Pricing Speed
1.30% CKK, 10% edtt