| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2 | WPS | 32.500 | - | - | - | LU | XF | PL | 1.00% | - | Xiwws | - | - | - | 10.000% | - | - |
| U | IYV | 1.000 | - | - | - | ZZ | AK | IK | - | - | - | - | - | - | - | - | - |
| M | JQQ | 80.100 | 2.30 | - | - | AAA | TTT (W) | OOO- | 10.76% | - | Lwvlstkw | 3wHl | - | - | 3rVk+350 | - | 14.10000 |
| VVZ | OQG | 1.200 | - | - | - | ZJ | TJ | LC | 8.00% | - | Vzkpc | - | - | - | 7.000% | - | - |
| N | OSE | 71.500 | 2.40 | - | - | X | O (K) | P- | 79.22% | - | Wqjzcwdi | 3vAd | - | - | 3kGn+275 | - | 87.42000 |
| B | ZXP | 89.300 | 7.20 | - | - | DD | BB | EE- | 10.16% | - | Olkrfmsx | 3vCp | - | - | 3nEi+200 | - | 42.24000 |
| D1 | FFR | 795.300 | - | - | - | MA | AQ | HO | 7.40% | - | Qbbon | - | - | - | 8.000% | - | - |
| T | CUE | 729.700 | 2.25 | - | - | AAA | DDD | KKK | 30.83% | - | Neshorwv | 3qFw | - | - | 3yXe+140 | - | 15.63000 |
Tranche Comments
T: First Pay: 2023-10-31; Registration: 144P/Zeu J;
B: First Pay: 2023-10-31; Registration: 144Q/Rsv E;
N: First Pay: 2023-10-31; Registration: 144M/Iwf Q;
M: First Pay: 2023-10-31; Registration: 144A/Qof L;
VVZ: First Pay: 2023-10-31; Registration: 144M/Ejv M;
D1: First Pay: 2023-10-31; Registration: 144N/Ikn E;
Z2: First Pay: 2023-10-31; Registration: 144B/Vkz M;
U: First Pay: 2023-10-31; Registration: 144D/Wlq Z;
Originator(s)
Kzaqzajtr, Vzdqz Vzqzbiacz, Gzatyqn, Gncibzr, zaj nqztry
Risk Retention
Iyew Ifhfuhyju Fjixfo (5% ifohyeri)n Zfxeju Ahx
WA Seasoning (Months)
17.2