| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| SW2 | FEK | 329.000 | - | - | - | AAA | - | - | 31.20% | - | Sqhppljb | LZJC | 98 | 98 | DJKJ+98 | - | - |
| VW2 | UQP | 98.100 | - | - | - | MM | - | - | 61.70% | - | Bvwqsrhk | HAYM | 145y | 145 | BUCF+145 | - | - |
| DK2 | KVR | 63.000 | - | - | - | GG+ | - | - | 1.13% | - | Cpovbspk | YZPK | Cfb nf Spg 500y | 575 | YOGI+575 | - | - |
| BC2 | LHC | 21.800 | - | - | - | X | - | - | 82.37% | - | Bxlcocnb | XKDJ | 160q | 160 | MMPJ+160 | - | - |
| XT2 | PPY | 41.600 | - | - | - | PPP+ | - | - | 84.10% | - | Dechppzk | LENG | 250b | 250 | MLNN+250 | - | - |
Tranche Comments
SW2: First Pay: 2025-01-20; Redemption: 2025-07-07; Registration: 144N/Qoi D;
VW2: First Pay: 2025-01-20; Redemption: 2025-07-07; Registration: 144C/Tdq L;
BC2: First Pay: 2025-01-20; Redemption: 2025-07-07; Registration: 144W/Wcb V;
XT2: First Pay: 2025-01-20; Redemption: 2025-07-07; Registration: 144B/Ipk N;
DK2: First Pay: 2025-01-20; Redemption: 2025-07-07; Registration: 144Y/Taz L;
Deal Comments
Okumtitamtm. Wqt Wivv Wkxmqeb 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-O | FYK | 462.702 | - | - | - | CCC | - | - | 94.24% | - | Ykrkfttp | IYQN | - | 139 | YICS+139 | - | - |
| X-W | OKC | 29.800 | - | - | - | YY+ | - | - | 98.46% | - | Qrwyfmei | EOEJ | - | 200 | GOGT+200 | - | - |
| N-T | BBZ | 76.000 | - | - | - | BBB+ | - | - | 66.50% | - | Nldlhoxp | PUYY | - | 375 | WZPT+375 | - | - |
| F-U | WKH | 55.000 | - | - | - | N+ | - | - | 57.56% | - | Wzxpbtcf | DZUR | - | 255 | VXWA+255 | - | - |
Tranche Comments
C-O: First Pay: 2024-01-22; Redemption: 2024-07-03; Registration: 144T/Xug J;
X-W: First Pay: 2024-01-22; Redemption: 2024-07-03; Registration: 144B/Knb S;
F-U: First Pay: 2024-01-22; Redemption: 2024-07-03; Registration: 144M/Cuh F;
N-T: First Pay: 2024-01-22; Redemption: 2024-07-03; Registration: 144A/Lfg F;
Deal Comments
Vipibiv Swibqiqabqm. Fgq Kivv Vwpbgoh 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | VQP | 57.900 | - | - | - | LL | - | - | 97.00% | - | Adicexia | JUTB | - | 350 | XLGF+350 | - | - |
| Q | YNY | 15.100 | - | - | - | WW- | - | - | 8.00% | - | Drsoymap | SNNX | 925-950 | 725 | XPQT+725 | - | - |
| Iue | KOX | 40.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-1 | RZN | 549.000 | - | Mee | - | - | - | - | 16.00% | - | Jhmquyjc | CQPS | - | 222 | DLPW+222 | - | - |
| E | FGK | 54.170 | - | - | - | X | - | - | 62.10% | - | Srqfkvpk | HGNX | 400-415 | 425 | MKYG+425 | - | - |
| L-2 | MQQ | 80.800 | - | - | - | WWW | - | - | 49.00% | - | Dywljkqj | ELVU | - | 300 | WNZY+300 | - | - |
| Z | CCE | 31.470 | - | - | - | WWW- | - | - | 46.00% | - | Dyodhdzh | HDVM | 600c | 553 | CZFS+553 | - | - |
Tranche Comments
N-1: First Pay: 2023-07-20; Registration: 144U/Aev K; Comments: Fox-mhzqxs;
L-2: First Pay: 2023-07-20; Registration: 144T/Zht N; Comments: Lrx-vervxe;
R: First Pay: 2023-07-20; Registration: 144K/Gvv C; Comments: Uve-ythveo;
E: First Pay: 2023-07-20; Registration: 144T/Pof V;
Z: First Pay: 2023-07-20; Registration: 144M/Mwq U;
Q: First Pay: 2023-07-20; Registration: 144Q/Kxv R;
Iue: First Pay: 2023-07-20; Registration: 144Y/Qlh L;
Deal Comments
Bci Objj Jaascix 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-N | NXZ | 901.000 | - | - | - | GGG | - | - | - | - | Lwmzvrle | HWLE | - | 169 | TVEJ+169 | - | - |
| N | FGC | 67.000 | - | - | - | LL- | - | - | - | - | Kxufxkib | NBFZ | - | 622 | AMLP+622 | - | - |
| X-R | PUQ | 13.000 | - | - | - | AAA | - | - | - | - | Zsboxteo | TZME | - | 169 | DTGA+169 | - | - |
| Hld | BTF | 61.860 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | TEO | 68.500 | - | - | - | BB | - | - | - | - | Aqbayevq | EJUH | 240-250 | 260 | YXIL+260 | - | - |
| M | AFH | 96.000 | - | - | - | AAA- | - | - | - | - | Uxlzedja | HCLB | 425-440 | 469 | MXDD+469 | - | - |
| B | NLX | 92.000 | - | - | - | Z | - | - | - | - | Xbpvvpab | HOIN | 290-310 | 340 | JCPW+340 | - | - |
Tranche Comments
Z-N: Redemption: 2023-07-20;
X-R: Redemption: 2023-07-20;
L: Redemption: 2023-07-20;
B: Redemption: 2023-07-20;
M: Redemption: 2023-07-20;
N: Redemption: 2023-07-20;
Hld: Redemption: 2023-07-20;
Deal Comments
Hyj Vgcc Gwutyos 1.00