| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| LUU | OHZ | 18.600 | - | - | - | R | - | - | 50.81% | - | Ezjbqljb | PTXX | 185c | 185 | MVNQ+185 | - | - |
| M2F | BNR | 6.500 | - | - | - | DDD- | - | - | 41.24% | - | Jldukyec | SWTE | 395k | 375 | SYAR+375 | - | - |
| Ctk | JJH | 11.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H1XX | INL | 95.800 | - | - | - | AAA+ | - | - | 45.40% | - | Nufbxrwg | UBGU | - | 275 | PHXG+275 | - | - |
| H1UU | GIR | 588.300 | - | - | - | FFF | - | - | 59.70% | - | Ewhhlkwe | ZOCO | - | 115 | EQQM+115 | - | - |
| NY | RYX | 1.730 | - | - | - | S+ | - | - | 8.10% | - | Wlmrohvr | YYHT | - | 869 | INDP+869 | - | - |
| TE | IFU | 96.880 | - | - | - | UU- | - | - | 9.47% | - | Dbsudowf | ADNF | 585e | 595 | NWYO+595 | - | - |
| I2DD | BXC | 71.900 | - | - | - | UUU | - | - | 61.00% | - | Qlbtztna | XPID | 130q | 140 | DNEA+140 | - | - |
| FBB | CUM | 59.200 | - | - | - | VV | - | - | 80.14% | - | Bwhefzlm | CVYV | 155o | 155 | LDAC+155 | - | - |
Tranche Comments
H1UU: Redemption: 2025-01-20; Registration: 144P/Kde H;
I2DD: Redemption: 2025-01-20; Registration: 144N/Xrg Y;
FBB: Redemption: 2025-01-20; Registration: 144H/Vrl M;
LUU: Redemption: 2025-01-20; Registration: 144C/Ksu I;
H1XX: Redemption: 2025-01-20; Registration: 144T/Nvn W;
M2F: Redemption: 2025-01-20; Registration: 144H/Reb Y;
TE: Redemption: 2025-01-20; Registration: 144F/Yhs E;
NY: Redemption: 2025-01-20; Registration: 144W/Rmu N;
Ctk: Redemption: 2025-01-20; Registration: 144N/Ipe X;
Deal Comments
Ryxtwzwptwq. Ahw-Qzmm Lyrthjk 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1P | WMC | 876.200 | - | - | - | WWW | - | - | - | - | Tdxfhxcw | QLVC | - | 160 | DTGR+160 | - | - |
| Kwz | EYB | 45.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| XB | IVZ | 62.000 | - | - | - | LL+ | - | - | - | - | Oroxqtah | VNPU | - | 235 | YCSD+235 | - | - |
| CU | YVP | 27.000 | - | - | - | C+ | - | - | - | - | Mbxzffns | MMZJ | - | 285 | PHSC+285 | - | - |
| Y1Y | JVB | 27.000 | - | - | - | XXX+ | - | - | - | - | Iqbvkfwa | YIZQ | - | 475 | TSMQ+475 | - | - |
| T2C | FPG | 38.000 | - | - | - | UUU | - | - | - | - | Cuccmroc | JZQW | - | 190 | JVEH+190 | - | - |
Tranche Comments
Z1P: Redemption: 2024-06-06; Registration: 144G/Txq G;
T2C: Redemption: 2024-06-06; Registration: 144E/Kdy U;
XB: Redemption: 2024-06-06; Registration: 144N/Uzh W;
CU: Redemption: 2024-06-06; Registration: 144U/Wkc W;
Y1Y: Redemption: 2024-06-06; Registration: 144C/Xal K;
Kwz: Redemption: 2024-06-06; Registration: 144Z/Htz Q;
Deal Comments
Muxpvui Gcbvwuwavwi. Xcw Ouii Mcxvcir 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1 | WJD | 298.000 | - | Www | - | SC | - | - | - | - | Fccpsjrh | IQOK | - | 237 | FPEF+237 | - | - |
| Q1 | KXJ | 58.000 | - | CM | - | III- | - | - | - | - | Phsofpnm | BYOF | - | 629 | MJJX+629 | - | - |
| F | FWB | 53.000 | - | WB | - | W | - | - | - | - | Dvuozhce | PBCS | 425-450 | 480 | QTLU+480 | - | - |
| I2 | PUM | 1.000 | - | KH | - | BBB- | - | - | - | - | Thrub | AHDP | - | - | 10.188% | - | - |
| H2 | JMH | 41.000 | - | Sii | - | CP | - | - | - | - | Hbbuyfcr | LDEJ | - | 318 | MOPX+318 | - | - |
| P | THE | 43.000 | - | UL | - | AA | - | - | - | - | Tzrlkcni | IUHD | - | 354 | BLHY+354 | - | - |
| L | CFS | 43.960 | - | OC | - | LL- | - | - | - | - | Mxrwjrvr | HPHY | Vlh 900b | 821 | ZGOV+821 | - | - |
| Btv | UEW | 16.620 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V1: Redemption: 2023-11-23; Comments: Orgthyqgu;
H2: Redemption: 2023-11-23; Comments: Qfzqkwgzj;
P: Redemption: 2023-11-23; Comments: Ifivrtzii;
F: Redemption: 2023-11-23;
Q1: Redemption: 2023-11-23;
I2: Redemption: 2023-11-23;
L: Redemption: 2023-11-23;
Btv: Redemption: 2023-11-23;
Deal Comments
Jkm Navv hselkdq 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Hns | ZVJ | 76.500 | - | - | - | NT | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2 | ZFC | 22.000 | - | - | - | XXX | - | - | - | - | Dxlvpprg | QIOZ | - | 295 | PMEC+295 | - | - |
| G | KHN | 11.000 | - | - | - | S+ | - | - | - | - | Zbsvjbmy | SKDJ | - | 446 | AEMC+446 | - | - |
| P | LNP | 31.000 | - | - | - | TT | - | - | - | - | Tjbjrjto | LTZI | - | 327 | TDSR+327 | - | - |
| Q-1 | NJQ | 769.000 | - | - | - | DDD | - | - | - | - | Kdbsxqzz | LUBE | - | 230 | UVOD+230 | - | - |
| X-2 | YQC | 7.000 | - | - | - | TTT- | - | - | - | - | Adfbsoyn | HGMD | - | 700 | IXED+700 | - | - |
| Y | KVT | 2.000 | - | - | - | M- | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1 | HBT | 72.000 | - | - | - | RRR+ | - | - | - | - | Mzplatbb | HKJI | - | 581 | JDVN+581 | - | - |
| R | EYD | 96.000 | - | - | - | CC- | - | - | - | - | Ezwmojer | VDKC | - | 850 | MUHZ+850 | - | - |
Tranche Comments
Q-1: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144G/Pkl A;
G-2: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144D/Ipz W;
P: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144K/Ese N;
G: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144U/Lzp R;
J-1 : First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144G/Uxa Y;
X-2: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144P/Qfn U;
R: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144V/Ghh I;
Y: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144N/Kcf L;
Hns: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144Q/Kfv R;
Deal Comments
Vzh Cyww Xvgpzma 1.00