| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2E | PMK | 711.000 | 4.50 | Cyy | SSS | - | - | - | - | - | Ivnxi | O-Vpnnz | 57-59 | 57 | 5.90% | 5.977% | 36.57235 |
| M-1 | KTY | 253.000 | 8.10 | V-1 | M-1+ | - | - | - | - | - | Qrgel | Y-Qacwl | 20-22 | 20 | 5.69% | 5.688% | 755.00000 |
| I | OBX | 67.140 | 9.10 | F2 | MMM | - | - | - | - | - | Mwrnd | Y-Etbgm | 230m | 230 | 6.97% | 7.082% | 71.70366 |
| L-2B | HPF | 801.000 | 5.50 | Iee | NNN | - | - | - | - | - | Pmdkaanu | QWZG | 57-59 | 59 | IHVP+59 | - | 154.00000 |
| D-3 | WHG | 831.000 | 2.20 | Hoo | III | - | - | - | - | - | Qfywb | Y-Btsdg | 85-87 | 87 | 5.91% | 5.993% | 41.74237 |
| G | NBK | 36.420 | 7.50 | Zd2 | M | - | - | - | - | - | Pgtke | H-Ybagx | 170c | 170 | 6.43% | 6.526% | 76.13246 |
| E-4 | FIQ | 96.000 | 5.45 | Qdd | ZZZ | - | - | - | - | - | Aygiy | T-Zogjn | 100-103 | 100 | 5.87% | 5.945% | 36.64225 |
| C | GQL | 62.740 | 7.34 | Mw1 | JJ | - | - | - | - | - | Ukalf | R-Oxnuc | 140n | 140 | 6.20% | 6.285% | 24.89969 |
Tranche Comments
M-1: First Pay: 2023-10-16; Registration: Fjjfiujajk;
E-2E: First Pay: 2023-10-16; Registration: Ijvkygjfjd;
L-2B: First Pay: 2023-10-16; Registration: Lclzwgcrcy;
D-3: First Pay: 2023-10-16; Registration: Kxjoztxsxn;
E-4: First Pay: 2023-10-16; Registration: Dzwqvqzyzf;
C: First Pay: 2023-10-16; Registration: Clzwbvltls;
G: First Pay: 2023-10-16; Registration: Mqouseqsqg;
I: First Pay: 2023-10-16; Registration: Mmpzcummmh;
Deal Comments
Fgxqwq Uccoklyyqkzv ULX(U&Q), UNZ, LUX. Ptzzqwq Uccoklyyqkzv XCQ, XFQ
Risk Retention
RP - Mezd GR - Ya