| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Dlb | EAH | 49.620 | - | TD | MG | FC | - | - | - | - | - | - | - | - | - | - | Retained |
| X1 | OVR | 35.000 | - | UB | VVV | KC | - | - | 59.00% | - | Kqzhbejp | SZCG | - | 163 | NCBR+163 | - | - |
| G1H | WCX | 595.000 | - | LM | TTT | EC | - | - | 29.00% | - | Sfbwtxjj | GAWI | - | 163 | JQTC+163 | - | - |
| O | BCO | 82.000 | - | LX | YYY- | VT | - | - | 43.00% | - | Slbawoaf | EJVA | - | 450 | VNPA+450 | - | - |
| A | JWI | 59.000 | - | SG | ZZ | TB | - | - | 79.00% | - | Gvhfkqac | ZYZE | - | 190 | VLNR+190 | - | - |
| J1G | RTC | 75.600 | - | PX | AAA | PZ | - | - | 79.00% | - | Jlfjj | Rnkil | - | 163 | 5.138% | - | - |
| K2 | CPE | 95.500 | - | BH | JJJ | BI | - | - | 77.00% | - | Zjcjjsuf | SPXB | - | 180 | GIKN+180 | - | - |
| F1V | BHT | 15.000 | - | OO | GGG | GB | - | - | 95.00% | - | Bwurcbje | ITKQ | - | 163 | KCDF+163 | - | - |
| N | YOH | 37.000 | - | KJ | R | LS | - | - | 35.00% | - | Zhfajbch | JGVH | - | 260 | ESNA+260 | - | - |
Tranche Comments
X1: Redemption: 2026-10-15; Registration: 144E/Kvm O;
F1V: Redemption: 2026-10-15; Registration: 144Y/Kcu L;
G1H: Redemption: 2026-10-15; Registration: 144U/Adz F;
J1G: Redemption: 2026-10-15; Registration: 144L/Epk H;
K2: Redemption: 2026-10-15; Registration: 144I/Val Z;
A: Redemption: 2026-10-15; Registration: 144T/Vet E;
N: Redemption: 2026-10-15; Registration: 144U/Vsg D;
O: Redemption: 2026-10-15; Registration: 144W/Uvo M;
Dlb: Redemption: 2026-10-15; Registration: 144H/Uzu H;
Deal Comments
Njw Npkk Bgzvjon 2.00
Risk Retention
MR - Cwno QM/MN - Cwn
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 23, 2024