| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1 | HFA | 14.800 | 9.83 | Z-1 | H-1+ | - | - | - | 69.90% | - | Dizkw | Y-Cjuww | - | 27 | 5.68% | 5.678% | 105.00000 |
| H | AZI | 32.700 | 3.99 | Yr1 | ZZ | - | - | - | 99.30% | - | Lombw | Q-Bfcuc | - | 170 | 5.87% | 5.945% | 97.12201 |
| S | HCY | 6.200 | 8.90 | Hss2 | ZZZ | - | - | - | 4.50% | - | Kuxbg | W-Pyohz | - | 310 | 7.20% | 7.319% | 91.58625 |
| E2 | NMG | 247.500 | 5.40 | Hoo | QQQ | - | - | - | 53.00% | - | Lzqjf | F-Ghctq | - | 77 | 5.95% | 6.030% | 44.46132 |
| D3 | KWD | 57.000 | 6.60 | Inn | CCC | - | - | - | 92.80% | - | Ulzfe | W-Dncsa | - | 105 | 5.63% | 5.704% | 38.54139 |
| O4 | GPF | 75.700 | 9.65 | Wpp | MMM | - | - | - | 56.40% | - | Bfcwn | P-Joozy | - | 150 | 5.79% | 5.869% | 93.69730 |
| B | WWH | 52.000 | 8.90 | N1 | M | - | - | - | 8.80% | - | Fwleu | T-Risyt | - | 220 | 6.33% | 6.419% | 79.98947 |
Tranche Comments
S1: First Pay: 2023-09-15; Registration: 144C Smve;
E2: First Pay: 2023-09-15; Registration: 144D Akhz;
D3: First Pay: 2023-09-15; Registration: 144L Uqro;
O4: First Pay: 2023-09-15; Registration: 144C Xdep;
H: First Pay: 2023-09-15; Registration: 144T Dmdb;
B: First Pay: 2023-09-15; Registration: 144H Lrui;
S: First Pay: 2023-09-15; Registration: 144R Ekjt;
Risk Retention
BR - Xrr, MB - Ag
Pricing Speed
1.3 BID if 10% Bhhh