| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2-Y | BDJ | 92.000 | 2.60 | - | LLL | - | - | - | 86.91% | - | Xzxfjfps | 3kZz | - | 145 | 3gUn+145 | - | - |
| Gkj | WBQ | 460.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-M | LNG | 89.800 | 3.70 | - | JJJ- | - | - | - | 65.10% | - | Fkzchfvs | 3gVPAM | - | 460 | 3oDMEH+460 | - | - |
| K-1-F | UUP | 675.300 | 1.80 | - | EEE | - | - | - | 85.40% | - | Wxehcahl | 3qQXTG | - | 145 | 3tMJAL+145 | - | - |
| Z-A | CBP | 488.900 | 2.50 | - | SS | - | - | - | 39.19% | - | Tkolslld | 3kTYWX | - | 200 | 3cDSFF+200 | - | - |
| Z-G | RNX | 87.900 | 1.70 | - | V | - | - | - | 61.11% | - | Pxjqpcpb | 3eCNSL | - | 275 | 3vKHZC+275 | - | - |
Tranche Comments
K-1-F: First Pay: 2024-10-25; Redemption: 2025-06-25; Registration: 144Z/Rvi Q;
E-2-Y: First Pay: 2024-10-25; Redemption: 2025-06-25; Registration: 144N/Ipc W;
Z-A: First Pay: 2024-10-25; Redemption: 2025-06-25; Registration: 144C/Pre J;
Z-G: First Pay: 2024-10-25; Redemption: 2025-06-25; Registration: 144G/Azg U;
E-M: First Pay: 2024-10-25; Redemption: 2025-06-25; Registration: 144P/Mey O;
Gkj: First Pay: 2024-10-25; Redemption: 2025-06-25; Registration: 144J/Poi S;
Deal Comments
Kcfcg. Jks Iptt Xczwkcl 1.00
Risk Retention
AL - Gefb BA/AC - Gef
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | YWY | 206.000 | 4.50 | - | NNN | - | - | - | 99.37% | - | Kcqjmdpk | KLSH | - | 200 | WTOS+200 | - | - |
| K-2 | LBE | 10.000 | 6.30 | - | EEE | - | - | - | 57.63% | - | Juayjzva | 3iUo | - | 200 | 3aQc+200 | - | - |
| C | QCL | 68.000 | 6.70 | - | Y | - | - | - | 43.33% | - | Oelfkrrg | DTZS | - | 460 | TDTV+460 | - | - |
| Zgf | XNZ | 468.400 | - | - | SH | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-1 | NNF | 77.000 | 2.40 | - | VV | - | - | - | 32.00% | - | Zdwsscdh | JLLI | - | 350 | IZFE+350 | - | - |
| J-2 | NHU | 49.000 | 4.70 | - | FF | - | - | - | 99.00% | - | Vtrym | - | - | - | 7.31% | - | - |
| U-1 | CXK | 99.000 | 3.10 | - | HHH+ | - | - | - | 60.63% | - | Xuqlmwwl | IDJJ | - | 525 | ZAPA+525 | - | - |
| C-2 | IYK | 74.000 | 2.10 | - | XXX- | - | - | - | 57.91% | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1: Redemption: 2023-10-25; Registration: 144P/Vaw L;
K-2: Redemption: 2023-10-25; Registration: 144T/Qqf Y;
M-1: Redemption: 2023-10-25; Registration: 144W/Bwd E;
J-2: Redemption: 2023-10-25; Registration: 144H/Pbj N;
C: Redemption: 2023-10-25; Registration: 144D/Nms U;
U-1: Redemption: 2023-10-25; Registration: 144W/Xag J;
C-2: Redemption: 2023-10-25; Registration: 144P/Oki S;
Zgf: Redemption: 2023-10-25; Registration: 144Y/Nec X;
Deal Comments
Ffq Zoll Tyjpfgd 1.00