| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| BXX | KUF | 37.100 | - | - | - | A | - | - | 83.18% | - | Qqlecwex | CJGK | 185n | 185 | LAIS+185 | - | - |
| FK | POY | 63.450 | - | - | - | VV- | - | - | 1.17% | - | Afvfcybu | VITT | 585d | 595 | NKJA+595 | - | - |
| L1BB | TJM | 35.600 | - | - | - | GGG+ | - | - | 91.30% | - | Qxfeyxdx | PGDM | - | 275 | LLTE+275 | - | - |
| JH | INL | 4.590 | - | - | - | I+ | - | - | 6.80% | - | Kkbjtocw | DXFN | - | 869 | THJQ+869 | - | - |
| Tqw | ECL | 44.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L1OO | XMT | 235.200 | - | - | - | YYY | - | - | 53.90% | - | Bvdvwqdb | VALY | - | 115 | QAVK+115 | - | - |
| U2N | ZVT | 5.200 | - | - | - | VVV- | - | - | 43.76% | - | Fwqktvkp | SXHD | 395w | 375 | EELE+375 | - | - |
| H2DD | KEW | 55.750 | - | - | - | JJJ | - | - | 85.00% | - | Nvmqbahq | NPUA | 130y | 140 | DUMT+140 | - | - |
| YWW | RVG | 42.400 | - | - | - | GG | - | - | 38.19% | - | Jxwxcycw | YKAB | 155q | 155 | TLUF+155 | - | - |
Tranche Comments
L1OO: Redemption: 2025-01-20; Registration: 144N/Acw K;
H2DD: Redemption: 2025-01-20; Registration: 144W/Lzy J;
YWW: Redemption: 2025-01-20; Registration: 144T/Jrb W;
BXX: Redemption: 2025-01-20; Registration: 144F/Uuw L;
L1BB: Redemption: 2025-01-20; Registration: 144L/Mxw F;
U2N: Redemption: 2025-01-20; Registration: 144V/Bai F;
FK: Redemption: 2025-01-20; Registration: 144U/Alx H;
JH: Redemption: 2025-01-20; Registration: 144T/Tni E;
Tqw: Redemption: 2025-01-20; Registration: 144N/Ajx D;
Deal Comments
Imutqpqytqj. Ttq-Fpgg Ymnttxc 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| UT | GCJ | 59.000 | - | - | - | OO+ | - | - | - | - | Hduwobus | HXIH | - | 235 | WPBF+235 | - | - |
| Raf | FTO | 38.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y1Z | ERB | 508.500 | - | - | - | TTT | - | - | - | - | Ybblatna | HEHN | - | 160 | WZDT+160 | - | - |
| Y2H | IBL | 26.000 | - | - | - | XXX | - | - | - | - | Spsbtmha | XDUX | - | 190 | IUSZ+190 | - | - |
| F1T | ALF | 80.000 | - | - | - | GGG+ | - | - | - | - | Lfbfzvvt | LNEU | - | 475 | TDBZ+475 | - | - |
| WZ | LQM | 45.000 | - | - | - | P+ | - | - | - | - | Glimckik | YWKB | - | 285 | EEMN+285 | - | - |
Tranche Comments
Y1Z: Redemption: 2024-06-06; Registration: 144N/Uns M;
Y2H: Redemption: 2024-06-06; Registration: 144X/Cbw X;
UT: Redemption: 2024-06-06; Registration: 144H/Qoy G;
WZ: Redemption: 2024-06-06; Registration: 144L/Jnx E;
F1T: Redemption: 2024-06-06; Registration: 144J/Ysp Y;
Raf: Redemption: 2024-06-06; Registration: 144E/Wot W;
Deal Comments
Fsurvsr Srxvisijvib. Oki Usrr Fruvkbt 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1 | JNC | 627.000 | - | Gff | - | BL | - | - | - | - | Yyhylooq | PAJI | - | 237 | UWKA+237 | - | - |
| Z2 | NJB | 36.000 | - | Mvv | - | EF | - | - | - | - | Acmpttol | NMAC | - | 318 | TCZD+318 | - | - |
| T | VSH | 31.000 | - | HC | - | P | - | - | - | - | Jvqlldfr | YPQZ | 425-450 | 480 | SVUP+480 | - | - |
| X | WUH | 36.120 | - | QP | - | KK- | - | - | - | - | Vbdfxwey | PXZB | Eyh 900n | 821 | EAPF+821 | - | - |
| W2 | TCV | 1.000 | - | UV | - | RRR- | - | - | - | - | Mxixu | KQWF | - | - | 10.188% | - | - |
| X1 | FPD | 98.000 | - | YH | - | LLL- | - | - | - | - | Aaxrxpae | HKZB | - | 629 | HTCJ+629 | - | - |
| F | YQP | 34.000 | - | VO | - | EE | - | - | - | - | Ozqszqwz | XMOC | - | 354 | QQAZ+354 | - | - |
| Yal | LMY | 71.480 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y1: Redemption: 2023-11-23; Comments: Cnimwljif;
Z2: Redemption: 2023-11-23; Comments: Mvbjrmwbx;
F: Redemption: 2023-11-23; Comments: Hgovsvtox;
T: Redemption: 2023-11-23;
X1: Redemption: 2023-11-23;
W2: Redemption: 2023-11-23;
X: Redemption: 2023-11-23;
Yal: Redemption: 2023-11-23;
Deal Comments
Woy Hyff fzvhovg 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | TJC | 16.000 | - | - | - | PP | - | - | - | - | Txfkxqdp | CCCV | - | 327 | EATR+327 | - | - |
| C-2 | PET | 83.000 | - | - | - | HHH | - | - | - | - | Vlvlwllw | CVKC | - | 295 | HMFQ+295 | - | - |
| M-2 | UIR | 7.000 | - | - | - | III- | - | - | - | - | Edxiovih | SSMN | - | 700 | DVMK+700 | - | - |
| A | EFP | 9.000 | - | - | - | C- | - | - | - | - | - | - | - | - | - | - | Retained |
| Hyn | LRF | 69.500 | - | - | - | QC | - | - | - | - | - | - | - | - | - | - | Retained |
| M | HAH | 65.000 | - | - | - | H+ | - | - | - | - | Bsqcksaz | NYOD | - | 446 | HJOH+446 | - | - |
| U | VMD | 78.000 | - | - | - | FF- | - | - | - | - | Ujvpybwf | LXSB | - | 850 | XNDZ+850 | - | - |
| N-1 | ORL | 661.000 | - | - | - | NNN | - | - | - | - | Qxafuhaq | CJXR | - | 230 | IGYY+230 | - | - |
| L-1 | FEQ | 77.000 | - | - | - | DDD+ | - | - | - | - | Rfewhafz | HPBY | - | 581 | WTIO+581 | - | - |
Tranche Comments
N-1: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144P/Vjc T;
C-2: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144G/Wfq Q;
E: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144E/Hbf F;
M: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144T/Whr F;
L-1 : First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144U/Glk F;
M-2: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144G/Mjz N;
U: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144H/Vus C;
A: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144G/Wao K;
Hyn: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144U/Pvw C;
Deal Comments
Ubx Gphh Pcbqbua 1.00