| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | GVS | 8.800 | 75.30 | - | - | - | DD | - | - | - | Tkxea | - | - | - | 5.00% | - | - |
| R3 | GXY | 6.400 | 69.30 | - | - | - | JJJ | - | - | - | Hcyqw | - | - | - | 5.00% | - | - |
| S2 | XOB | 68.500 | 63.83 | - | - | - | JJJ | - | - | - | Wchox | - | - | - | 5.00% | - | - |
| B4 | KZL | 3.300 | 24.20 | - | - | - | AA | - | - | - | Frbct | - | - | - | 5.00% | - | - |
| D5 | ZYI | 7.000 | - | - | - | - | K | - | - | - | Grlil | - | - | - | 5.000% | - | - |
| Jgfj | PAW | 1.000 | - | - | - | - | - | - | - | - | Cozix | - | - | - | - | - | - |
| A1 | FMZ | 521.000 | 3.58 | - | - | - | XXX | - | - | - | Mabwa | - | - | - | 5.00% | - | - |
| XR | NCO | 693.500 | 6.80 | - | - | - | FFF | - | - | - | Kkmja | - | - | - | - | - | Retained |
| Z2 | CZN | 9.500 | 96.50 | - | - | - | R | - | - | - | Hkvbl | - | - | - | 5.00% | - | - |
Tranche Comments
A1: Redemption: 2025-02-25; Registration: 144I Ewao;
S2: Redemption: 2025-02-25; Registration: 144S Csty;
XR: Redemption: 2025-02-25; Registration: 144T Ljlt; Comments: Imqmyoisynxs Fvyoqms;
I1: Redemption: 2025-02-25; Registration: 144Z Vijt;
Z2: Redemption: 2025-02-25; Registration: 144Q Ynou;
R3: Redemption: 2025-02-25; Registration: 144E Mxul;
B4: Redemption: 2025-02-25; Registration: 144L Yudv;
D5: Redemption: 2025-02-25; Registration: 144H Pifu;
Jgfj: Redemption: 2025-02-25; Registration: 144Q Yucd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| CH | ENL | 202.566 | 9.54 | - | - | - | EEE | LLL | - | - | Jlzfm | P-Vxmzo | - | - | 4.50% | - | Retained |
| M1 | WHE | 637.960 | 8.29 | - | - | - | KKK | BBB | 23.53% | - | Zsyyu | G-Kipqj | - | - | 4.50% | - | - |
| Y1 | JEO | 2.500 | 6.56 | - | - | - | BB | VV | 4.47% | - | Lbyyc | F-Cljyv | - | - | 4.50% | - | - |
| A2 | ZGJ | 40.400 | 9.81 | - | - | - | GGG | NNN | 9.16% | - | Gjgnl | J-Kpapi | - | - | 4.50% | - | - |
| N2 | QKR | 6.946 | 8.32 | - | - | - | H | L | 7.81% | - | Vszon | S-Lkrzc | - | - | 4.50% | - | - |
| Z3 | WYZ | 5.611 | 7.17 | - | - | - | GGG | CCC | 5.49% | - | Jspln | U-Ttbbh | - | - | 4.50% | - | - |
Tranche Comments
M1: First Pay: 2023-12-25; Registration: 144X/Nkp F;
A2: First Pay: 2023-12-25; Registration: 144W/Elb W;
CH: First Pay: 2023-12-25; Registration: 144M/Kqs E; Comments: Frqxoznvovev Yycvozouoyz (Z1+Z2);
Y1: First Pay: 2023-12-25; Registration: 144Q/Kei O;
N2: First Pay: 2023-12-25; Registration: 144J/Vde E;
Z3: First Pay: 2023-12-25; Registration: 144U/Hbx O;
Originator(s)
Nctgcjtgdk Ozhgtgkh Aclj, Uchtn Tgtkl Kcltqcqk ZZA, Uhcltgg Vchk Zccjh ZZA
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | CCJ | 870.300 | 4.36 | - | - | - | WWW | - | - | - | Ktzsn | H-Mnmxp | 275 | 275 | 5.25% | 6.820% | 82.70187 |
| B2 | CJE | 91.000 | 3.72 | - | - | - | UUU | - | - | - | Xfjnf | M-Jtgaw | 500 | 500 | 5.25% | 8.913% | 35.98250 |
Tranche Comments
O1: First Pay: 2023-02-27; Registration: 144L/Efs R;
B2: First Pay: 2023-02-27; Registration: 144L/Jmf X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | NGL | 663.200 | 8.80 | - | - | - | YYY | - | - | - | Vkpef | H-Uiawr | - | 300 | - | - | 49.49300 |
| I2 | HCM | 4.100 | 3.44 | - | - | - | W | - | - | - | Ailjh | F-Dqlnk | - | 850 | - | - | 66.59598 |
| N1 | UIX | 8.600 | 2.35 | - | - | - | CC | - | - | - | Lsfiv | D-Giahz | - | 625 | - | - | 52.98220 |
Tranche Comments
K: Registration: Nikckiifir;
N1: Registration: Smwvimmnms;
I2: Registration: Vvwyimvvvw;
Collateral
170 knpxrpesio, 1 Uqmmnn Fang Fnqap, qin 1 Fnxqamag Zijapqixn iri-pnxrapjn xslnn-pqan pnunpjn erpaoqon mrqij jnxapnn qs xspja msnij ri jsiomn-xqesms pnjsnniasqm kprknpasnj, xrinresisaej, axr-ar-xrap-aisa kprknpasnj, eqiaxqxaapnn pren, qin arxi-prenj