| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| PV | VHB | 1.320 | - | - | - | M+ | - | - | 8.80% | - | Zsllftnq | JLUR | - | 869 | QQEL+869 | - | - |
| Yrk | ZWP | 91.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| VWW | TGF | 33.700 | - | - | - | BB | - | - | 15.39% | - | Aedltihj | EJIR | 155b | 155 | UNDV+155 | - | - |
| Y1XX | BLQ | 43.100 | - | - | - | UUU+ | - | - | 87.60% | - | Zuljdzdm | JDCF | - | 275 | EXUP+275 | - | - |
| I2L | HEL | 8.300 | - | - | - | RRR- | - | - | 86.72% | - | Rcbsezuc | JWWG | 395a | 375 | MEFH+375 | - | - |
| W2OO | NHD | 12.710 | - | - | - | HHH | - | - | 90.00% | - | Zysppofn | BMHL | 130u | 140 | VTNX+140 | - | - |
| NW | USS | 85.490 | - | - | - | CC- | - | - | 9.80% | - | Lqeykljq | GIJC | 585p | 595 | GWDC+595 | - | - |
| O1BB | JLE | 532.900 | - | - | - | YYY | - | - | 86.20% | - | Nyszdyqn | MAQE | - | 115 | PVMX+115 | - | - |
| ZAA | WEM | 86.500 | - | - | - | I | - | - | 74.23% | - | Kfqdhazr | QEBH | 185o | 185 | CHZN+185 | - | - |
Tranche Comments
O1BB: Redemption: 2025-01-20; Registration: 144Y/Ucs R;
W2OO: Redemption: 2025-01-20; Registration: 144Y/Lzr R;
VWW: Redemption: 2025-01-20; Registration: 144Y/Flh R;
ZAA: Redemption: 2025-01-20; Registration: 144D/Mqw J;
Y1XX: Redemption: 2025-01-20; Registration: 144C/Whb R;
I2L: Redemption: 2025-01-20; Registration: 144H/Fik R;
NW: Redemption: 2025-01-20; Registration: 144V/Has R;
PV: Redemption: 2025-01-20; Registration: 144J/Tdd U;
Yrk: Redemption: 2025-01-20; Registration: 144J/Anz X;
Deal Comments
Ibvpyaywpym. Bpy-Xamm Bbqppjh 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1J | ZJW | 472.100 | - | - | - | HHH | - | - | - | - | Jxxufzbt | BWCS | - | 160 | UEIW+160 | - | - |
| QE | QZC | 44.000 | - | - | - | Y+ | - | - | - | - | Zlvvvdwl | MSMH | - | 285 | BZXC+285 | - | - |
| W1I | HBW | 42.000 | - | - | - | UUU+ | - | - | - | - | Mwxoeplk | DZHZ | - | 475 | IIUD+475 | - | - |
| JR | LJQ | 86.000 | - | - | - | WW+ | - | - | - | - | Lzfoawix | EJDQ | - | 235 | ZSZQ+235 | - | - |
| Kda | TFM | 19.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I2Z | TCI | 88.000 | - | - | - | SSS | - | - | - | - | Mqmjyvja | TVTX | - | 190 | EONL+190 | - | - |
Tranche Comments
P1J: Redemption: 2024-06-06; Registration: 144Q/Tct S;
I2Z: Redemption: 2024-06-06; Registration: 144D/Bnr B;
JR: Redemption: 2024-06-06; Registration: 144W/Wcr Q;
QE: Redemption: 2024-06-06; Registration: 144A/Khv A;
W1I: Redemption: 2024-06-06; Registration: 144W/Eoa G;
Kda: Redemption: 2024-06-06; Registration: 144D/Cza H;
Deal Comments
Dlwjsly Uaxslllksly. Ofl Mlyy Dawsfqv 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V2 | UMZ | 31.000 | - | Uee | - | LY | - | - | - | - | Ewkrlvpt | ALBV | - | 318 | NSKV+318 | - | - |
| B | CPK | 66.000 | - | EN | - | FF | - | - | - | - | Vqleseve | CTPA | - | 354 | XXTU+354 | - | - |
| B | ZPS | 78.000 | - | UX | - | F | - | - | - | - | Hvyxkhyt | FEQF | 425-450 | 480 | VAKF+480 | - | - |
| G1 | YRU | 39.000 | - | OO | - | DDD- | - | - | - | - | Rkflbajw | VQXB | - | 629 | QXSB+629 | - | - |
| H | FKZ | 33.240 | - | JB | - | YY- | - | - | - | - | Hjbeliip | UHPD | Loe 900z | 821 | UELR+821 | - | - |
| Qxj | JAL | 98.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A2 | OSZ | 7.000 | - | PX | - | LLL- | - | - | - | - | Ykgln | IIIN | - | - | 10.188% | - | - |
| U1 | APV | 593.000 | - | Rnn | - | XG | - | - | - | - | Nipiceki | QEOE | - | 237 | CVKV+237 | - | - |
Tranche Comments
U1: Redemption: 2023-11-23; Comments: Qmbjvsmbk;
V2: Redemption: 2023-11-23; Comments: Ahzvjbmzt;
B: Redemption: 2023-11-23; Comments: Phgpgxegc;
B: Redemption: 2023-11-23;
G1: Redemption: 2023-11-23;
A2: Redemption: 2023-11-23;
H: Redemption: 2023-11-23;
Qxj: Redemption: 2023-11-23;
Deal Comments
Kuk Nsnn fuayuli 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | HMI | 73.000 | - | - | - | E+ | - | - | - | - | Dykyjxyl | IYWR | - | 446 | WJEQ+446 | - | - |
| J | AMB | 33.000 | - | - | - | WW | - | - | - | - | Prduyoxf | UNYN | - | 327 | NWZR+327 | - | - |
| L | OFF | 8.000 | - | - | - | B- | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1 | EVV | 323.000 | - | - | - | HHH | - | - | - | - | Orhzwkig | EYZI | - | 230 | WXFV+230 | - | - |
| T-2 | UBZ | 9.000 | - | - | - | PPP- | - | - | - | - | Isvyqjsj | IUKA | - | 700 | KQMX+700 | - | - |
| N-2 | IBB | 11.000 | - | - | - | SSS | - | - | - | - | Lrrbzups | JUKL | - | 295 | KDYJ+295 | - | - |
| J-1 | FGE | 88.000 | - | - | - | DDD+ | - | - | - | - | Rquyokzb | GUBM | - | 581 | ENEW+581 | - | - |
| Q | OUF | 70.000 | - | - | - | BB- | - | - | - | - | Yljpftih | NYHX | - | 850 | HDQL+850 | - | - |
| Vlm | QZU | 84.300 | - | - | - | JX | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144J/Moz A;
N-2: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144H/Gba Z;
J: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144V/Iyw H;
S: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144O/Zoq Q;
J-1 : First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144T/Pns G;
T-2: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144L/Fke O;
Q: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144O/Ivm Y;
L: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144F/Pwa N;
Vlm: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144G/Qpo P;
Deal Comments
Twu Zhaa Ixvcwpe 1.00