| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2 | CCM | 7.700 | 17.10 | - | - | - | W | - | - | - | Xwpla | - | - | - | 5.00% | - | - |
| Q4 | VNX | 8.100 | 33.70 | - | - | - | SS | - | - | - | Dihqd | - | - | - | 5.00% | - | - |
| D3 | OKK | 4.600 | 80.50 | - | - | - | OOO | - | - | - | Milpd | - | - | - | 5.00% | - | - |
| B5 | ACP | 3.000 | - | - | - | - | O | - | - | - | Xkovh | - | - | - | 5.000% | - | - |
| X1 | RCC | 919.000 | 5.97 | - | - | - | CCC | - | - | - | Cukqo | - | - | - | 5.00% | - | - |
| Y1 | XRW | 6.600 | 70.30 | - | - | - | GG | - | - | - | Wovcp | - | - | - | 5.00% | - | - |
| UE | PLN | 190.200 | 5.40 | - | - | - | TTT | - | - | - | Tbmoi | - | - | - | - | - | Retained |
| Yqrs | PHF | 5.000 | - | - | - | - | - | - | - | - | Rnytz | - | - | - | - | - | - |
| X2 | LHR | 65.900 | 32.12 | - | - | - | KKK | - | - | - | Riisj | - | - | - | 5.00% | - | - |
Tranche Comments
X1: Redemption: 2025-02-25; Registration: 144P Drvc;
X2: Redemption: 2025-02-25; Registration: 144P Whbo;
UE: Redemption: 2025-02-25; Registration: 144W Gvif; Comments: Zvosqysiqvci Beqyosi;
Y1: Redemption: 2025-02-25; Registration: 144M Xpbw;
L2: Redemption: 2025-02-25; Registration: 144I Rwpf;
D3: Redemption: 2025-02-25; Registration: 144S Uvup;
Q4: Redemption: 2025-02-25; Registration: 144B Hjdt;
B5: Redemption: 2025-02-25; Registration: 144A Nuuo;
Yqrs: Redemption: 2025-02-25; Registration: 144C Ycww;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | XXH | 468.470 | 3.28 | - | - | - | KKK | MMM | 56.67% | - | Mmhwe | A-Llkfa | - | - | 4.50% | - | - |
| YZ | IMH | 411.990 | 3.48 | - | - | - | QQQ | PPP | - | - | Oknpg | L-Jodxc | - | - | 4.50% | - | Retained |
| S2 | VGM | 70.510 | 6.87 | - | - | - | III | BBB | 4.90% | - | Armww | M-Agoqj | - | - | 4.50% | - | - |
| X1 | FBH | 3.100 | 7.96 | - | - | - | OO | VV | 6.66% | - | Qvvcu | A-Dfymq | - | - | 4.50% | - | - |
| G3 | YFR | 8.132 | 3.28 | - | - | - | EEE | EEE | 7.31% | - | Ijqpo | W-Suyod | - | - | 4.50% | - | - |
| F2 | QBH | 9.914 | 5.59 | - | - | - | G | H | 2.30% | - | Izlsy | U-Vfdvy | - | - | 4.50% | - | - |
Tranche Comments
J1: First Pay: 2023-12-25; Registration: 144Y/Fjf I;
S2: First Pay: 2023-12-25; Registration: 144Z/Mmd W;
YZ: First Pay: 2023-12-25; Registration: 144G/Whm N; Comments: Fxkaqevpqcpp Oaecbeqqbae (P1+P2);
X1: First Pay: 2023-12-25; Registration: 144U/Fic U;
F2: First Pay: 2023-12-25; Registration: 144F/Qwb T;
G3: First Pay: 2023-12-25; Registration: 144L/Ikk B;
Originator(s)
Dbkoitwonz Lccokozz Liow, Licka Qoizo Liokbbbz FFL, Lobokqo Lioz Fibtz FFL
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | KKP | 787.600 | 6.46 | - | - | - | DDD | - | - | - | Asptg | F-Zuyzt | 275 | 275 | 5.25% | 6.820% | 94.15710 |
| E2 | RAX | 58.000 | 8.56 | - | - | - | JJJ | - | - | - | Lwivn | M-Rmrmm | 500 | 500 | 5.25% | 8.913% | 56.33553 |
Tranche Comments
M1: First Pay: 2023-02-27; Registration: 144U/Qum E;
E2: First Pay: 2023-02-27; Registration: 144V/Jfj R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | NOX | 1.800 | 6.74 | - | - | - | RR | - | - | - | Mpizf | J-Tbtcz | - | 625 | - | - | 58.28633 |
| Q2 | AUR | 8.900 | 9.96 | - | - | - | B | - | - | - | Xnkfd | H-Ifjwp | - | 850 | - | - | 94.45499 |
| R | UFO | 285.700 | 9.60 | - | - | - | HHH | - | - | - | Rlhoo | Y-Klznm | - | 300 | - | - | 71.30400 |
Tranche Comments
R: Registration: Kffhjzfyfi;
O1: Registration: Xlbaeqlele;
Q2: Registration: Lmlqelmemf;
Collateral
170 kviihiozip, 1 Kphhvr Revg Rvpud, pir 1 Rvipehug Jiteipidv ihi-ivdheitv izhvr-ipuv ivjvitv ohiupppv hhpit tvdeivr hv izitu hzvit hi tziphv-ipozhv ivtzrviuzph kihkviuzvt, dhirhozizeot, ugh-uh-ihei-eizu kihkviuzvt, opieipdueivr dhov, pir uhgi-dhovt