| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R Asrr | XHU | 866.000 | 3.45 | - | KKK | III | LLL | 17.00% | - | Mxdyxeyo | KFKDL | - | 123 | THBIJ+123 | - | Retained |
| V | OLP | 9.570 | 1.00 | - | AAA- | CC | JJ | 1.70% | - | Jbjyhpkx | DQEWV | - | 548 | LPRRY+548 | - | 233.00000 |
| Q | ULR | 8.331 | 4.00 | - | M+ | P | B- | 5.50% | - | Keubjpor | LVBKC | 315-320 | 315 | TLEVB+315 | - | 974.00000 |
| G | FZT | 6.524 | 2.00 | - | EE | Z | Z | 2.51% | - | Suedzwyn | DPSLK | - | 698 | TOSGP+698 | - | 298.00000 |
| M | JZL | 18.355 | 8.00 | - | FF | RR- | CC- | 8.66% | - | Xsrewcam | RUFJT | 215-220 | 215 | ZFKBM+215 | - | 142.00000 |
| O | ABM | 4.243 | 8.00 | - | H- | MMM | ZZZ | 3.00% | - | Jrdqubio | FSQXG | 440-445 | 440 | EVUKW+440 | - | 613.00000 |
| P | KSE | 5.780 | - | - | IL | CB | JJ | - | - | TlauCua | - | - | - | 0% | - | Retained |
| Q | NIW | 2.241 | - | - | FFF | FF+ | OZ | - | - | Wjwzbqfl | MOSTY | - | 523 | TWUJW+523 | - | 831.00000 |
| X | WZA | 667.420 | 5.55 | - | LLL | CCC | VVV | 19.00% | - | Xyecqktz | BXGOX | 123-124 | 123 | WLNUH+123 | - | 526.00000 |
Tranche Comments
X: First Pay: 2023-10-20; Registration: 144D/Ccu D;
R Asrr: First Pay: 2023-10-20; Registration: 144I/Zse F;
M: First Pay: 2023-10-20; Registration: 144C/Ufi F;
Q: First Pay: 2023-10-20; Registration: 144W/Itg B;
O: First Pay: 2023-10-20; Registration: 144R/Dly R;
V: First Pay: 2023-10-20; Registration: 144H/Cmr W;
G: First Pay: 2023-10-20; Registration: 144M/Ooa B;
Q: First Pay: 2023-10-20; Registration: 144X/Ovh E;
P: First Pay: 2023-10-20; Registration: 144D/Ywe K;
Deal Comments
Fjmqyjzfqjxx Lqsqmi Bt Yxxmmqxy Ntpm Bsxym 33.9% ZM 64.5% BY 1.6%r Bt Jmyjxx ZG 85.2% Lfyxpm 14.4% Bqzmy 0.4%. 16 jxxmmqxym sffxpsqmm
Risk Retention
GV/VL - Idrg VM - Idr