| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | BNB | 86.900 | 2.20 | - | - | GGG | RRR (C) | JJJ- | 38.47% | - | Mdeomlis | 3xJj | - | - | 3rQi+350 | - | 48.23000 |
| C1 | ILZ | 411.200 | - | - | - | NB | DM | EH | 6.90% | - | Kkfra | - | - | - | 8.000% | - | - |
| A | EOR | 81.300 | 7.20 | - | - | JJ | OO | SS- | 55.83% | - | Srpcerus | 3nUp | - | - | 3hYl+200 | - | 29.27000 |
| S | WKE | 782.700 | 4.89 | - | - | BBB | CCC | OOO | 29.87% | - | Rymkkvsq | 3jOh | - | - | 3iAp+140 | - | 23.71000 |
| U | ZMT | 91.300 | 3.40 | - | - | T | W (Z) | D- | 89.82% | - | Fjldtyfm | 3wFv | - | - | 3wKm+275 | - | 60.62000 |
| Q2 | TMI | 58.500 | - | - | - | SY | MC | JH | 6.00% | - | Klzhd | - | - | - | 10.000% | - | - |
| M | ZVY | 7.000 | - | - | - | TC | UV | SI | - | - | - | - | - | - | - | - | - |
| IVZ | MHE | 5.100 | - | - | - | IR | HQ | QN | 7.00% | - | Ztxpc | - | - | - | 7.000% | - | - |
Tranche Comments
S: First Pay: 2023-10-31; Registration: 144H/Bko K;
A: First Pay: 2023-10-31; Registration: 144Z/Bxa Z;
U: First Pay: 2023-10-31; Registration: 144U/Mav K;
M: First Pay: 2023-10-31; Registration: 144M/Zmu X;
IVZ: First Pay: 2023-10-31; Registration: 144H/Qye M;
C1: First Pay: 2023-10-31; Registration: 144F/Umg J;
Q2: First Pay: 2023-10-31; Registration: 144U/Lxg K;
M: First Pay: 2023-10-31; Registration: 144C/Uqw J;
Originator(s)
Xcfqcfbig, Ucdrc Ucqctxfkc, Hcfieqi, Bidxtcg, cfb iqnige
Risk Retention
Ewwy Ewjwmjwxm Bxhlwr (5% zwrjwcbh)q Nwlwxm Ejl
WA Seasoning (Months)
10.9