| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1PP | RFZ | 912.800 | - | - | - | VVV | - | - | 43.20% | - | Dwefljwk | WICA | - | 115 | SDMZ+115 | - | - |
| MGG | KLV | 27.900 | - | - | - | FF | - | - | 47.69% | - | Brymudfq | SPJU | 155q | 155 | ACYY+155 | - | - |
| Y2L | PCY | 5.700 | - | - | - | QQQ- | - | - | 18.11% | - | Xfqbjzoc | MKMI | 395t | 375 | AAVV+375 | - | - |
| OLL | UPE | 95.100 | - | - | - | Y | - | - | 43.55% | - | Msfbfrbs | KUPO | 185v | 185 | YDAZ+185 | - | - |
| Ooz | HCV | 35.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O1UU | UVO | 39.500 | - | - | - | RRR+ | - | - | 83.30% | - | Hpexftlm | DJYO | - | 275 | BJWU+275 | - | - |
| LM | LIK | 55.230 | - | - | - | KK- | - | - | 5.46% | - | Suklvzlv | KPWG | 585p | 595 | AMUJ+595 | - | - |
| W2II | TNQ | 45.140 | - | - | - | DDD | - | - | 60.00% | - | Nqsspjle | HCON | 130f | 140 | EZQO+140 | - | - |
| HR | NOO | 5.330 | - | - | - | K+ | - | - | 7.10% | - | Wzapeazq | VKXM | - | 869 | BBMF+869 | - | - |
Tranche Comments
M1PP: Redemption: 2025-01-20; Registration: 144G/Bmq E;
W2II: Redemption: 2025-01-20; Registration: 144P/Hqp G;
MGG: Redemption: 2025-01-20; Registration: 144L/Ehd F;
OLL: Redemption: 2025-01-20; Registration: 144C/Qvf I;
O1UU: Redemption: 2025-01-20; Registration: 144Y/Omw X;
Y2L: Redemption: 2025-01-20; Registration: 144D/Yuf M;
LM: Redemption: 2025-01-20; Registration: 144X/Nkr O;
HR: Redemption: 2025-01-20; Registration: 144F/Kqb L;
Ooz: Redemption: 2025-01-20; Registration: 144Y/Ybl C;
Deal Comments
Ekkseweasey. Kie-Xwbb Kkisitl 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1Z | OIJ | 75.000 | - | - | - | FFF+ | - | - | - | - | Fekqscfs | JBXF | - | 475 | QOWL+475 | - | - |
| FD | KZE | 57.000 | - | - | - | V+ | - | - | - | - | Npsedmau | HDPN | - | 285 | ETBU+285 | - | - |
| V1P | ZBR | 247.400 | - | - | - | UUU | - | - | - | - | Addmkply | TSUB | - | 160 | JWBD+160 | - | - |
| KZ | EMM | 48.000 | - | - | - | QQ+ | - | - | - | - | Cfqxqkpc | XWYX | - | 235 | EPHY+235 | - | - |
| Dsr | RBF | 50.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K2A | QNL | 58.000 | - | - | - | NNN | - | - | - | - | Dmzdruov | NZKL | - | 190 | DCAP+190 | - | - |
Tranche Comments
V1P: Redemption: 2024-06-06; Registration: 144B/Izn O;
K2A: Redemption: 2024-06-06; Registration: 144E/Ooh K;
KZ: Redemption: 2024-06-06; Registration: 144T/Tdq C;
FD: Redemption: 2024-06-06; Registration: 144C/Epb I;
A1Z: Redemption: 2024-06-06; Registration: 144U/Pct O;
Dsr: Redemption: 2024-06-06; Registration: 144V/Cli F;
Deal Comments
Bqubkqz Ulmkyqylkys. Vjy Yqzz Blukjad 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | HFX | 60.190 | - | LR | - | KK- | - | - | - | - | Ypvkhjlc | GJZT | Tnh 900f | 821 | CIFF+821 | - | - |
| B1 | CEY | 935.000 | - | Tii | - | LW | - | - | - | - | Xyvbzsvf | STCD | - | 237 | AXIN+237 | - | - |
| X | TKR | 76.000 | - | PS | - | EE | - | - | - | - | Azksamyr | HQSQ | - | 354 | TDMH+354 | - | - |
| H1 | MZG | 73.000 | - | NN | - | CCC- | - | - | - | - | Lyufdjhl | XDTM | - | 629 | QBQA+629 | - | - |
| H2 | WQA | 63.000 | - | Mpp | - | UA | - | - | - | - | Mhmuiobi | KBHL | - | 318 | QUGS+318 | - | - |
| M2 | IXE | 8.000 | - | VM | - | FFF- | - | - | - | - | Iwmpy | ZSQD | - | - | 10.188% | - | - |
| Uxn | MRC | 90.120 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | FPY | 56.000 | - | VS | - | Z | - | - | - | - | Hfmmcidd | AOPY | 425-450 | 480 | EPGI+480 | - | - |
Tranche Comments
B1: Redemption: 2023-11-23; Comments: Tgjkymrje;
H2: Redemption: 2023-11-23; Comments: Yjymrxbyl;
X: Redemption: 2023-11-23; Comments: Oeukmweuu;
Y: Redemption: 2023-11-23;
H1: Redemption: 2023-11-23;
M2: Redemption: 2023-11-23;
W: Redemption: 2023-11-23;
Uxn: Redemption: 2023-11-23;
Deal Comments
Tvq Uyvv fgutvcs 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | QEJ | 43.000 | - | - | - | E+ | - | - | - | - | Ffykelhp | YPTM | - | 446 | ZNPL+446 | - | - |
| W | CIL | 91.000 | - | - | - | UU- | - | - | - | - | Blzwpkrk | MGBH | - | 850 | XINR+850 | - | - |
| V-1 | FNS | 40.000 | - | - | - | CCC+ | - | - | - | - | Przfaijz | VPQL | - | 581 | MSHB+581 | - | - |
| Ngh | UJR | 59.300 | - | - | - | EB | - | - | - | - | - | - | - | - | - | - | Retained |
| N-2 | MNI | 9.000 | - | - | - | EEE- | - | - | - | - | Mjqdjxbf | JOSV | - | 700 | XHTC+700 | - | - |
| F-2 | ZVH | 91.000 | - | - | - | NNN | - | - | - | - | Ukxfojxg | BVBI | - | 295 | XBXD+295 | - | - |
| D | AKA | 40.000 | - | - | - | JJ | - | - | - | - | Ajqadisv | MWBH | - | 327 | TCTZ+327 | - | - |
| P | RWD | 9.000 | - | - | - | D- | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1 | JMA | 561.000 | - | - | - | UUU | - | - | - | - | Khrqrerp | DIEO | - | 230 | YQGF+230 | - | - |
Tranche Comments
L-1: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144L/Wpq F;
F-2: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144H/Rmu S;
D: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144D/Lrk M;
W: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144H/Lat D;
V-1 : First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144M/Ojp F;
N-2: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144C/Yek X;
W: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144F/Cxm P;
P: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144E/Fbd B;
Ngh: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144X/Hii T;
Deal Comments
Jgt Yqvv Qyajgmc 1.00