| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | NNO | 39.000 | - | - | EE | BB | 96.00% | - | Phkbbryz | 3pGe | - | 200 | 3eDk+200 | - | 368.00000 |
| O-2 | TBR | 6.000 | - | - | QQ | EE | 70.00% | - | Avlkx | ZQR | - | - | 4.900% | 4.900% | 916.00000 |
| V | EIO | 31.700 | - | - | D- | R- | 5.50% | - | Mfrqcljq | 3zZt | - | 900 | 3wKe+834 | - | 39.00000 |
| J-1 | XYF | 268.400 | - | - | YYY | HHH | 73.17% | - | Fyektiby | 3hUv | - | 128 | 3pOs+128 | - | 610.00000 |
| U | DIX | 55.000 | - | - | VV- | MM- | 4.20% | - | Edzehvvq | 3rVd | - | 615 | 3yFh+608 | - | 90.10000 |
| Z-2 | FHP | 8.300 | - | - | ZZZ | OOO | 87.26% | - | Qqzszyjb | 3wKi | - | 160 | 3zYw+160 | - | 498.00000 |
| P | YUV | 23.000 | - | - | YYY- | MMM- | 18.00% | - | Wwzxmpin | 3aDh | - | 350 | 3nHv+350 | - | 922.00000 |
| M | QNT | 3.900 | - | - | SF | MY | - | - | - | - | - | - | - | - | Retained |
| Q | IDD | 63.000 | - | - | E | I | 77.00% | - | Hmzqtoqv | 3kKn | - | 250 | 3zJk+250 | - | 909.00000 |
| Gff Ugnacb | FEC | 1.810 | - | - | TO | JV | - | - | - | - | - | - | - | - | Retained |
| Gpt | YCQ | 30.100 | - | - | BN | CC | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1: Redemption: 2026-12-19; Registration: 144Z/Jqe A;
Z-2: Redemption: 2026-12-19; Registration: 144X/Oss I;
U-1: Redemption: 2026-12-19; Registration: 144F/Lkh F;
O-2: Redemption: 2026-12-19; Registration: 144N/Rri T;
Q: Redemption: 2026-12-19; Registration: 144B/Iyx P;
P: Redemption: 2026-12-19; Registration: 144I/Mhq I;
U: Redemption: 2026-12-19; Registration: 144H/Nkh O;
V: Redemption: 2026-12-19; Registration: 144V/Qwa Z;
M: Redemption: 2026-12-19; Registration: 144Z/Bjo F;
Gff Ugnacb: Redemption: 2026-12-19; Registration: 144J/Hov N;
Gpt: Redemption: 2026-12-19; Registration: 144W/Ijh P;
Deal Comments
Qqxqh. Hwc Bugg Sqoswfr 2.00
Risk Retention
BD/DA - Zusb DC - Pk
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 30, 2023