| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-Z | ZKY | 42.000 | 8.80 | - | NNN | AAA | - | - | 94.00% | - | Svmwheim | 3qXBLC | - | 230 | 3xSAHT+230 | - | - |
| B-A | RZJ | 53.100 | 5.50 | - | EE | IB | - | - | 90.70% | - | Nbquthiz | 3qIJUK | 305-315 | 335 | 3aCUZD+335 | - | - |
| Bds | BUZ | 39.310 | - | - | BL | ND | - | - | - | - | - | - | - | - | - | - | Retained |
| E-J | PMG | 401.000 | 2.60 | - | YYY | KKK | - | - | 40.00% | - | Mmdqspnb | 3rJSIY | - | 230 | 3kEZLC+230 | - | - |
| O-C | AOU | 54.000 | 8.10 | - | HH- | ZP | - | - | 37.00% | - | Flkxpjkf | 3eKQIP | - | 910 | 3eMDDS+910 | - | - |
| G-T | ZEM | 34.700 | 7.50 | - | Q | LB | - | - | 27.50% | - | Qjvrfrvv | 3eIHCE | 385-400 | 425 | 3uHPKU+425 | - | - |
| Z-B | HRZ | 25.600 | 9.10 | - | BBB- | XK | - | - | 35.00% | - | Bkmstpoe | 3mPAXJ | 585-600 | 625 | 3hHLDG+625 | - | - |
Tranche Comments
O-Z: Redemption: 2025-11-16; Registration: 144P/Zlr A;
E-J: Redemption: 2025-11-16; Registration: 144M/Cjl H;
B-A: Redemption: 2025-11-16; Registration: 144T/Emo S;
G-T: Redemption: 2025-11-16; Registration: 144Y/Chu T;
Z-B: Redemption: 2025-11-16; Registration: 144Y/Fff L;
O-C: Redemption: 2025-11-16; Registration: 144X/Ttn U;
Bds: Redemption: 2025-11-16; Registration: 144L/Cfu Q;
Deal Comments
Brzrm. Rhp Kohh Erjwhrq 2.00
Risk Retention
CP/PS - Dtk
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 17, 2024