| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-C | BLO | 14.200 | 4.80 | - | III- | - | - | - | 72.60% | - | Svfbtudz | 3lMSGR | - | 460 | 3oXDDP+460 | - | - |
| Eaf | PIK | 796.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-I | CAO | 148.300 | 4.20 | - | CC | - | - | - | 74.40% | - | Azkfyrdl | 3bDBLX | - | 200 | 3eBOUY+200 | - | - |
| J-1-D | NYQ | 129.900 | 4.20 | - | III | - | - | - | 95.45% | - | Ftqmstto | 3bKSYP | - | 145 | 3vQJGL+145 | - | - |
| P-T | AOH | 93.800 | 1.10 | - | Y | - | - | - | 66.41% | - | Bzwvtytm | 3eHPAK | - | 275 | 3oLQMB+275 | - | - |
| E-2-A | WSF | 44.000 | 8.20 | - | AAA | - | - | - | 66.89% | - | Wrjofvnz | 3bHv | - | 145 | 3zOe+145 | - | - |
Tranche Comments
J-1-D: First Pay: 2024-10-25; Redemption: 2025-06-25; Registration: 144A/Alu V;
E-2-A: First Pay: 2024-10-25; Redemption: 2025-06-25; Registration: 144B/Xae Y;
A-I: First Pay: 2024-10-25; Redemption: 2025-06-25; Registration: 144N/Xud R;
P-T: First Pay: 2024-10-25; Redemption: 2025-06-25; Registration: 144N/Vpj A;
M-C: First Pay: 2024-10-25; Redemption: 2025-06-25; Registration: 144J/Jqk Q;
Eaf: First Pay: 2024-10-25; Redemption: 2025-06-25; Registration: 144I/Wyd Y;
Deal Comments
Kkpkw. Gzz Bocc Nksyzce 1.00
Risk Retention
US - Qakr PU/UZ - Qak
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | CAN | 50.000 | 3.90 | - | LL | - | - | - | 64.00% | - | Ubslq | - | - | - | 7.31% | - | - |
| M | ZGK | 74.000 | 2.40 | - | X | - | - | - | 45.41% | - | Qpoedash | STKZ | - | 460 | SVKO+460 | - | - |
| P-1 | PWG | 100.000 | 1.40 | - | EEE | - | - | - | 36.38% | - | Dzqmbxze | LVJB | - | 200 | UNXS+200 | - | - |
| D-2 | VFP | 91.000 | 9.30 | - | VVV | - | - | - | 23.95% | - | Orfkbykv | 3bPr | - | 200 | 3bLb+200 | - | - |
| U-1 | RNI | 87.000 | 1.20 | - | XX | - | - | - | 24.00% | - | Wvedayyz | WYDC | - | 350 | NMFQ+350 | - | - |
| Uzp | CAY | 405.200 | - | - | TI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1 | VHA | 44.000 | 7.30 | - | CCC+ | - | - | - | 22.58% | - | Dudlsump | UXJZ | - | 525 | BTFA+525 | - | - |
| C-2 | HMW | 46.000 | 6.20 | - | RRR- | - | - | - | 30.20% | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1: Redemption: 2023-10-25; Registration: 144B/Bhu N;
D-2: Redemption: 2023-10-25; Registration: 144L/Qhf J;
U-1: Redemption: 2023-10-25; Registration: 144U/Wjt Z;
X-2: Redemption: 2023-10-25; Registration: 144L/Kmv F;
M: Redemption: 2023-10-25; Registration: 144N/Wkq R;
V-1: Redemption: 2023-10-25; Registration: 144O/Bnb B;
C-2: Redemption: 2023-10-25; Registration: 144M/Oud M;
Uzp: Redemption: 2023-10-25; Registration: 144N/Upi W;
Deal Comments
Tgs Ipgg Fbafgqy 1.00