| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ORL | 99.520 | 4.50 | S2 | NNN | - | - | - | - | - | Qwkfy | H-Zfqkp | 230b | 230 | 6.97% | 7.082% | 39.50698 |
| Q-2Q | UKF | 620.000 | 3.30 | Xxx | AAA | - | - | - | - | - | Wjcxg | I-Hqrqm | 57-59 | 57 | 5.90% | 5.977% | 60.84998 |
| N | WQO | 16.550 | 8.71 | Dg2 | E | - | - | - | - | - | Jmhvm | Q-Stpma | 170t | 170 | 6.43% | 6.526% | 57.87952 |
| V-1 | LQG | 874.000 | 6.20 | Y-1 | Z-1+ | - | - | - | - | - | Wnfck | G-Apbmp | 20-22 | 20 | 5.69% | 5.688% | 886.00000 |
| H-4 | YOT | 56.000 | 4.19 | Gdd | YYY | - | - | - | - | - | Uyhhl | W-Ojngy | 100-103 | 100 | 5.87% | 5.945% | 88.30027 |
| Z | NFR | 83.900 | 8.24 | Yn1 | TT | - | - | - | - | - | Rpwod | E-Jdzps | 140w | 140 | 6.20% | 6.285% | 18.25602 |
| P-3 | CHL | 767.000 | 9.30 | Knn | BBB | - | - | - | - | - | Pphzy | F-Vngbu | 85-87 | 87 | 5.91% | 5.993% | 28.17044 |
| L-2L | VCO | 435.000 | 4.60 | Sss | YYY | - | - | - | - | - | Clfdwezb | QEXH | 57-59 | 59 | YMIZ+59 | - | 378.00000 |
Tranche Comments
V-1: First Pay: 2023-10-16; Registration: Nkqphlkeky;
Q-2Q: First Pay: 2023-10-16; Registration: Wjbawvjfje;
L-2L: First Pay: 2023-10-16; Registration: Plfhwultlq;
P-3: First Pay: 2023-10-16; Registration: Wbeowfbibv;
H-4: First Pay: 2023-10-16; Registration: Moqwbgovoc;
Z: First Pay: 2023-10-16; Registration: Qamzvaazac;
N: First Pay: 2023-10-16; Registration: Mzbisjzzzw;
S: First Pay: 2023-10-16; Registration: Raqncxahar;
Deal Comments
Npphve Fzzljbqqejmg FRQ(F&C), FLQ, RFQ. Bdmmhve Fzzljbqqejmg QZP, QNG
Risk Retention
KX - Owrh FK - Zk