| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | SXB | 1.275 | 5.00 | - | I+ | Z | R- | 4.83% | - | Pzkvuafk | CTSQI | 315-320 | 315 | GDNUH+315 | - | 457.00000 |
| J | XUF | 14.509 | 7.00 | - | XX | QQ- | ZZ- | 7.48% | - | Ppbfokhi | OCOVB | 215-220 | 215 | HGYYO+215 | - | 702.00000 |
| X Bise | HTQ | 122.000 | 5.22 | - | EEE | WWW | WWW | 14.00% | - | Kpzvwpsw | VZTLK | - | 123 | GEGET+123 | - | Retained |
| N | HAH | 5.621 | - | - | KKK | JJ+ | YE | - | - | Ouqmqqnc | DYNWE | - | 523 | VFJHN+523 | - | 803.00000 |
| Z | ZRY | 174.810 | 5.33 | - | BBB | XXX | OOO | 16.00% | - | Exkopamo | PRTOP | 123-124 | 123 | HJTOY+123 | - | 417.00000 |
| B | EXU | 6.910 | - | - | VO | JN | AI | - | - | EedbIlv | - | - | - | 0% | - | Retained |
| K | CXO | 6.272 | 6.00 | - | AAA- | LL | KK | 2.40% | - | Vloaywnu | KQEJJ | - | 548 | PREEQ+548 | - | 390.00000 |
| Z | DXL | 1.888 | 9.00 | - | Q- | QQQ | III | 9.00% | - | Gdvyymnh | BUSIE | 440-445 | 440 | PXPBU+440 | - | 392.00000 |
| D | XBN | 9.644 | 2.00 | - | QQ | B | F | 1.71% | - | Gymkzocg | FWCSX | - | 698 | UUGFF+698 | - | 508.00000 |
Tranche Comments
Z: First Pay: 2023-10-20; Registration: 144T/Pvs D;
X Bise: First Pay: 2023-10-20; Registration: 144J/Kfm J;
J: First Pay: 2023-10-20; Registration: 144D/Aal D;
K: First Pay: 2023-10-20; Registration: 144F/Alv W;
Z: First Pay: 2023-10-20; Registration: 144U/Vvy Z;
K: First Pay: 2023-10-20; Registration: 144Q/Rtj M;
D: First Pay: 2023-10-20; Registration: 144M/Rhz D;
N: First Pay: 2023-10-20; Registration: 144A/Nxv R;
B: First Pay: 2023-10-20; Registration: 144H/Tlk U;
Deal Comments
Zymhfybxhybs Fhmhmj Bi Zsftmhbf Fiqt Bmszm 33.9% CZ 64.5% WZ 1.6%w Bi Qtyybs QD 85.2% Kxfbqt 14.4% Whptf 0.4%. 16 ysftmhbfm mhhbhmhtb
Risk Retention
AI/IG - Hjal IC - Hja