| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | XKI | 273.200 | 4.42 | - | QQQ | LLL | 18.42% | - | Xmqcpzse | 1bDq | - | 165 | 1rGc+100 | - | 40.68000 |
| X2 | PYT | 24.300 | - | - | NW | KR | - | - | Oqsge | AGW | - | - | 10.000% | - | Retained |
| D | VIJ | 50.600 | 4.90 | - | S+ | Q | 45.55% | - | Nfwftely | 1vPa | - | 375 | 1fZl+225 | - | 39.83000 |
| S | CZM | 62.200 | 8.30 | - | II+ | SS+ | 98.80% | - | Ukpxfefo | 1xXg | - | 400 | 1dVv+400 | - | - |
| X | WAW | 21.300 | 5.10 | - | DDD+ | SSS+ | 58.95% | - | Lkdccsrl | 1sUo | - | 300 | 1aGu+300 | - | - |
| J1 | FUI | 54.700 | - | - | ZD | HS | - | - | Qklxv | IOB | - | - | 8.000% | - | Retained |
| B | IDE | 22.300 | 9.20 | - | DD+ | FF+ | 98.50% | - | Mkyxblrl | 1dVm | - | 275 | 1yJx+150 | - | 91.56000 |
| U | OLH | 5.900 | 1.20 | - | V | YY- | 64.42% | - | Hondzokn | 1tPf | - | 475 | 1eBu+475 | - | - |
| B | CPD | 8.400 | - | - | IR | HQ | - | - | - | - | - | - | - | - | Retained |
| BYT | CIA | 4.200 | - | - | YU | JD | - | - | Ilbxo | ZSO | - | - | 7.000% | - | Retained |
| KOO | WIU | 40.270 | - | - | AG | PW | - | - | - | - | - | - | - | - | - |
Tranche Comments
S: First Pay: 2023-11-24; Registration: 144Y/Jtu O;
B: First Pay: 2023-11-24; Registration: 144Y/Oys E;
D: First Pay: 2023-11-24; Registration: 144G/Xmg F;
X: First Pay: 2023-11-24; Registration: 144I/Qqk C;
S: First Pay: 2023-11-24; Registration: 144T/Ntu Y;
U: First Pay: 2023-11-24; Registration: 144Y/Fnb P;
BYT: First Pay: 2023-11-24; Registration: 144N/Oea Z;
J1: First Pay: 2023-11-24; Registration: 144I/Lwg V;
X2: First Pay: 2023-11-24; Registration: 144T/Gty E;
B: First Pay: 2023-11-24; Registration: 144H/Ldd U;
KOO: First Pay: 2023-11-24; Registration: 144P/Dbb I;
Originator(s)
WKK Spow Fowooobowo Soq, Koqbowowo MHS KSK, Rjmooq Sowo Kqojowq YWK, Yowmoo Sowo W/m owq pofoqm
Risk Retention
5% Xgueervx
WA Seasoning (Months)
15.81 lu