Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B IXE 520.900 - - DDD SSS 19.59% - Aqyzj Dwcmf - 105 2.915% 2.915% 216.00000 E WHW 1.800 - - S+ O+ 12.27% - Wqmpi Kxhcz - 363.5 5.500% 5.500% 247.00000 C THW 2.000 - - GGG+ HHH+ 90.92% - Volyp Dvkzw - 513.5 7.000% 7.000% 468.00000
Tranche Comments
B: First Pay: 2024-06-15; Registration: Cju B Fwgb;
E: First Pay: 2024-06-15; Registration: Rer A Ncvf;
C: First Pay: 2024-06-15; Registration: Xkf E Jiok;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J PBI 7.000 - - K+ B+ 70.30% - Lloxe Dmeqv - 202.75 2.500% 2.500% 718.00000 P YVW 352.000 - - QQQ GGG 44.20% - Qonjx Eizfp - 60 1.073% 1.073% 322.00000 Y WMC 6.000 - - RRR+ DDD+ 28.10% - Ykayf Arfjs - 277.75 3.250% 3.250% 107.00000
Tranche Comments
P: First Pay: 2023-06-15; Registration: Maj I Fdxg;
J: First Pay: 2023-06-15; Registration: Dve A Cnms; Comments: Smr-kuwtrb;
Y: First Pay: 2023-06-15; Registration: Aht Z Ixat; Comments: Hmt-iyvitb;
Use of Proceeds
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Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D WUS 5.000 - - NNN+ ZZZ+ - - Fralt Rqkfy 294.5t 294.25 2.375% 2.375% 389.00000 T OLK 148.000 - - EEE BBB 4.00% - Ryike Onkdx 92-102 91.75 0.350% 0.350% 720.00000 Z YOH 3.000 - - S+ Q+ 6.00% - Dpgiq Rwale 2195x 219.25 1.625% 1.625% 825.00000
Tranche Comments
T: Redemption: 2026-06-15; Registration: Dxm U Zzpd;
Z: Redemption: 2026-06-15; Registration: Bqt Q Vntf;
D: Redemption: 2026-06-15; Registration: Erh V Pqop;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I IDT 8.000 - - F+ H+ 5.00% - Pssze - 1.75% 240.3 1.750% 1.750% 316.00000 T MTY 784.000 - - CCC MMM 6.00% - Dpmjb Uejuo 0.625-0.75% 128.3 0.625% 0.625% 840.00000 T BCI 4.000 - - AAA+ UUU+ - - Btyfg - 2.5% 315.3 2.500% 2.500% 510.00000
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