| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | INY | 6.910 | 1.00 | - | D- | TTT | ZZZ | 5.00% | - | Sxjoevab | TEDQQ | 440-445 | 440 | RKSSE+440 | - | 411.00000 |
| Y | IAM | 4.181 | - | - | EEE | II+ | VT | - | - | Tepuvpzg | QKZQK | - | 523 | MJJJO+523 | - | 818.00000 |
| W | WKY | 26.442 | 8.00 | - | WW | SS- | JJ- | 7.19% | - | Hsecabjy | EDKTG | 215-220 | 215 | PYQEP+215 | - | 772.00000 |
| M | XUI | 300.110 | 2.87 | - | XXX | AAA | YYY | 52.00% | - | Kfuyxoug | FMGRY | 123-124 | 123 | YRUNA+123 | - | 245.00000 |
| S | ZYV | 6.286 | 6.00 | - | LLL- | PP | YY | 2.10% | - | Tqkdpuum | LQMET | - | 548 | JYYKJ+548 | - | 966.00000 |
| F | XWS | 1.401 | 7.00 | - | MM | I | N | 2.70% | - | Vxyeeofy | RXFQF | - | 698 | QPKKF+698 | - | 904.00000 |
| V Thhn | ISP | 518.000 | 6.96 | - | BBB | TTT | JJJ | 92.00% | - | Kuzpswlm | JWZGA | - | 123 | KZJWQ+123 | - | Retained |
| Y | CNM | 8.730 | - | - | DE | QB | LV | - | - | MmshAqt | - | - | - | 0% | - | Retained |
| C | HDE | 7.243 | 6.00 | - | D+ | T | K- | 6.71% | - | Lvkjumnw | VCWDU | 315-320 | 315 | FZBRS+315 | - | 266.00000 |
Tranche Comments
M: First Pay: 2023-10-20; Registration: 144L/Jcv E;
V Thhn: First Pay: 2023-10-20; Registration: 144M/Upz W;
W: First Pay: 2023-10-20; Registration: 144B/Ews P;
C: First Pay: 2023-10-20; Registration: 144P/Jri P;
Y: First Pay: 2023-10-20; Registration: 144U/Vlv B;
S: First Pay: 2023-10-20; Registration: 144P/Hsk Y;
F: First Pay: 2023-10-20; Registration: 144I/Jqh T;
Y: First Pay: 2023-10-20; Registration: 144Z/Lwi B;
Y: First Pay: 2023-10-20; Registration: 144U/Xqr A;
Deal Comments
Nwormwxwrwqm Jrbrot Qx Zmfrorqm Jxvr Qbmko 33.9% QF 64.5% YZ 1.6%p Qx Orjwqm MC 85.2% Lwmqvr 14.4% Yrorm 0.4%. 16 wmfrorqmo biiqmbrrp
Risk Retention
OW/WK - Weio WL - Wei