| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-F | ZGH | 71.600 | 4.20 | - | UUU- | - | - | - | 19.30% | - | Gfzxxopd | 3gQYFT | - | 460 | 3mEUPY+460 | - | - |
| D-F | IWT | 654.300 | 9.60 | - | AA | - | - | - | 77.35% | - | Cjvkcxcs | 3tDMDE | - | 200 | 3vHIGF+200 | - | - |
| Nyo | YZC | 749.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2-P | GLK | 99.000 | 8.40 | - | QQQ | - | - | - | 24.26% | - | Fjobzvyz | 3jGe | - | 145 | 3tGg+145 | - | - |
| B-1-L | NOI | 685.100 | 7.40 | - | VVV | - | - | - | 73.50% | - | Tweseqlr | 3lUIUZ | - | 145 | 3rMKVG+145 | - | - |
| F-Q | AEQ | 56.800 | 7.30 | - | O | - | - | - | 60.85% | - | Xhxbhxqc | 3iYGPD | - | 275 | 3wVMXC+275 | - | - |
Tranche Comments
B-1-L: First Pay: 2024-10-25; Redemption: 2025-06-25; Registration: 144H/Wbu E;
V-2-P: First Pay: 2024-10-25; Redemption: 2025-06-25; Registration: 144F/Jjt D;
D-F: First Pay: 2024-10-25; Redemption: 2025-06-25; Registration: 144G/Quv S;
F-Q: First Pay: 2024-10-25; Redemption: 2025-06-25; Registration: 144Q/Juy A;
O-F: First Pay: 2024-10-25; Redemption: 2025-06-25; Registration: 144O/Poz G;
Nyo: First Pay: 2024-10-25; Redemption: 2025-06-25; Registration: 144E/Vit Y;
Deal Comments
Xjsjp. Ase Ehvv Ijgfstx 1.00
Risk Retention
CP - Neda FC/CU - Ned
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | LFP | 799.000 | 8.20 | - | AAA | - | - | - | 76.56% | - | Bmoubfse | WYLE | - | 200 | LYSG+200 | - | - |
| Z | CMG | 34.000 | 5.60 | - | Y | - | - | - | 20.72% | - | Squyjrbc | MCJR | - | 460 | MJTJ+460 | - | - |
| W-1 | PZM | 24.000 | 4.70 | - | VVV+ | - | - | - | 56.88% | - | Lqhbzbnt | ZDFD | - | 525 | BUTY+525 | - | - |
| Uca | XRI | 818.300 | - | - | TA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-2 | KKR | 77.000 | 1.30 | - | DD | - | - | - | 37.00% | - | Kryor | - | - | - | 7.31% | - | - |
| V-2 | ISN | 45.000 | 4.90 | - | JJJ- | - | - | - | 40.34% | - | - | - | - | - | - | - | Retained |
| P-1 | YXN | 45.000 | 2.70 | - | WW | - | - | - | 80.00% | - | Frxbalbv | VNVK | - | 350 | ESLP+350 | - | - |
| O-2 | NTO | 40.000 | 1.50 | - | GGG | - | - | - | 96.80% | - | Adohkwxs | 3mQt | - | 200 | 3qNh+200 | - | - |
Tranche Comments
T-1: Redemption: 2023-10-25; Registration: 144N/Vtt Z;
O-2: Redemption: 2023-10-25; Registration: 144K/Lpq R;
P-1: Redemption: 2023-10-25; Registration: 144D/Lly V;
I-2: Redemption: 2023-10-25; Registration: 144K/Ddp E;
Z: Redemption: 2023-10-25; Registration: 144H/Fyu U;
W-1: Redemption: 2023-10-25; Registration: 144B/Bnu Z;
V-2: Redemption: 2023-10-25; Registration: 144Y/Gyn I;
Uca: Redemption: 2023-10-25; Registration: 144X/Hyd T;
Deal Comments
Kvc Jjvv Uzmrvwq 1.00