| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | FIO | 45.624 | 4.80 | MF | - | - | PPP | - | 98.20% | - | Vcaiv | Q-Kwrsr | 405-415 | 390 | 3.95% | 7.905% | 16.70287 |
| H | CFQ | 69.511 | 6.80 | Eww3 | - | - | T (V) | - | 23.55% | - | Wcall | T-Hjtdi | 265-270 | 275 | 3.95% | 6.755% | 19.11770 |
| M-2 | XHY | 32.941 | 3.60 | JU | - | - | QQQ (P) | - | 65.76% | - | Euryb | M-Wdqjm | 445-455 | 440 | 3.95% | 8.405% | 45.42570 |
| Z-2 | TMN | 36.884 | 8.50 | ZD | - | - | II (D) | - | 31.70% | - | Hvpag | F-Fqdgx | 650-675 | 750 | 3.95% | 11.505% | 31.76862 |
| C | VIQ | 291.249 | 4.50 | Jww | - | - | WWW | - | 48.14% | - | Ysgcx | W-Xicvo | 155-160 | 155 | 3.95% | 5.555% | 19.24510 |
| Z | IJV | 25.530 | 3.20 | Pc3 | - | - | TT (D) | - | 22.92% | - | Mhroi | R-Dkxzk | 200-205 | 210 | 3.95% | 6.105% | 34.69873 |
| R | GXX | 53.370 | 8.50 | Q3 | - | - | B (A) | - | 34.24% | - | Lpbkg | V-Kslpo | 220-225 | 230 | 3.95% | 6.305% | 12.33510 |
| G-1 | CRH | 67.880 | 4.40 | QD | - | - | GG | - | 51.55% | - | Uhakz | Y-Njbjb | 550-575 | 625 | 3.95% | 10.255% | 75.90650 |
| G | ZYJ | 84.221 | 9.40 | JM | - | - | PM | - | 3.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2023-09-11; Registration: 144Q/Zkh X;
Z: First Pay: 2023-09-11; Registration: 144P/Xpb D;
R: First Pay: 2023-09-11; Registration: 144K/Lde A;
H: First Pay: 2023-09-11; Registration: 144D/Ywn R;
C-1: First Pay: 2023-09-11; Registration: 144K/Pse Y;
M-2: First Pay: 2023-09-11; Registration: 144H/Vkt R;
G-1: First Pay: 2023-09-11; Registration: 144T/Bsq M;
Z-2: First Pay: 2023-09-11; Registration: 144M/Nkg M;
G: First Pay: 2023-09-11; Registration: 144Z/Iyy A;