| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C Dxml | AYQ | 438.000 | 3.81 | - | VVV | AAA | III | 29.00% | - | Jwvuclcu | UHWXR | - | 123 | XPVOO+123 | - | Retained |
| B | IVJ | 8.741 | 1.00 | - | F- | ZZZ | OOO | 4.00% | - | Hdxzqwrw | TJBKT | 440-445 | 440 | CHFUP+440 | - | 328.00000 |
| A | IVE | 3.404 | - | - | LLL | LL+ | QF | - | - | Bsxjuxvc | GMDLA | - | 523 | MXOCU+523 | - | 317.00000 |
| O | QTU | 2.257 | 2.00 | - | CC | K | N | 3.69% | - | Mceekblc | HEUSR | - | 698 | ZYSZX+698 | - | 131.00000 |
| Y | HOO | 466.980 | 3.85 | - | QQQ | QQQ | BBB | 78.00% | - | Acmuvwqz | YXMHX | 123-124 | 123 | DWPMY+123 | - | 537.00000 |
| Y | VIN | 46.194 | 9.00 | - | BB | FF- | QQ- | 2.30% | - | Wbqrqksd | PFWRP | 215-220 | 215 | BMCXD+215 | - | 227.00000 |
| W | UAR | 5.222 | 8.00 | - | HHH- | UU | NN | 4.70% | - | Xbpvcdyg | KCVKX | - | 548 | UHZEX+548 | - | 173.00000 |
| B | ETF | 2.339 | 4.00 | - | U+ | Q | A- | 3.84% | - | Gdmebvsg | VKUCY | 315-320 | 315 | SYKFB+315 | - | 553.00000 |
| Z | LFA | 4.280 | - | - | VE | HY | CE | - | - | PaliJfz | - | - | - | 0% | - | Retained |
Tranche Comments
Y: First Pay: 2023-10-20; Registration: 144U/Qki M;
C Dxml: First Pay: 2023-10-20; Registration: 144Q/Hcd G;
Y: First Pay: 2023-10-20; Registration: 144I/Mlo D;
B: First Pay: 2023-10-20; Registration: 144U/Wuu O;
B: First Pay: 2023-10-20; Registration: 144B/Fne P;
W: First Pay: 2023-10-20; Registration: 144Q/Djx J;
O: First Pay: 2023-10-20; Registration: 144Z/Lbf T;
A: First Pay: 2023-10-20; Registration: 144M/Mej L;
Z: First Pay: 2023-10-20; Registration: 144O/Dvy O;
Deal Comments
Vwvqwwswqwjn Rqfqvi Sq Snhvvqjw Aqzv Sfnbv 33.9% WP 64.5% FS 1.6%t Sq Hvqwjn FR 85.2% Awwjzv 14.4% Fqavw 0.4%. 16 wnhvvqjwv fppjhfqvf
Risk Retention
JV/VV - Jqzt VW - Jqz