| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | WZH | 33.000 | - | - | - | KK | - | - | 74.00% | - | Jcaswsja | NDWX | 170-180 | 180 | GBUY+180 | - | - |
| X | ZMX | 84.000 | - | - | - | M | - | - | 80.00% | - | Vyvszces | BING | 205-210 | 220 | ZDWA+220 | - | - |
| G-2 | AHE | 4.000 | - | - | - | SSS- | - | - | 71.00% | - | Jnkon | - | - | - | 8.500% | - | - |
| V | ATU | 242.000 | - | - | - | WWW | - | - | 98.00% | - | Kqydsabt | VBPT | - | 126 | DLYY+126 | - | - |
| F-1 | NLD | 12.000 | - | - | - | OOO- | - | - | 35.90% | - | Glxvhmmy | ZSAO | - | 330 | MZIA+330 | - | - |
| V | UYB | 96.000 | - | - | - | LL- | - | - | 8.00% | - | Melwuoft | IMXT | 675-695 | 695 | IMYS+695 | - | - |
| Xyn | FUM | 84.190 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: Redemption: 2026-01-20; Registration: 144M/Gtf A; Comments: Jrs-Jnqiso;
M: Redemption: 2026-01-20; Registration: 144Z/Izj W;
X: Redemption: 2026-01-20; Registration: 144N/Tak F;
F-1: Redemption: 2026-01-20; Registration: 144V/Lcd C;
G-2: Redemption: 2026-01-20; Registration: 144Y/Khx J;
V: Redemption: 2026-01-20; Registration: 144X/Kqy D;
Xyn: Redemption: 2026-01-20; Registration: 144H/Khf V;
Deal Comments
Kkf Claa Szwkklm 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 25, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | YEI | 878.000 | - | - | EEE | - | - | - | 12.00% | - | Ajsaqekj | JGHJ | - | 165 | UKKV+165 | - | - |
| N | ZMH | 19.000 | - | - | ZZ- | - | - | - | 6.42% | - | Yqypwqad | CGBL | - | 782 | XBMD+782 | - | - |
| I | FOW | 2.000 | - | - | I- | - | - | - | 2.00% | - | - | - | - | - | - | - | Retained |
| X | GYF | 57.000 | - | - | PPP- | - | - | - | 22.00% | - | Wbfdlzpp | EVHE | - | 475 | MZZB+475 | - | - |
| N | HCT | 95.000 | - | - | GG | - | - | - | 97.00% | - | Brvyxvxg | NUHJ | - | 220 | NTKP+220 | - | - |
| Qcn | VHD | 53.230 | - | - | FG | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-C | NJI | 63.000 | - | - | GGG | - | - | - | 32.00% | - | Ikzbm | - | - | - | 5.633% | - | - |
| M | TCV | 89.000 | - | - | X | - | - | - | 75.00% | - | Derupypv | MQOS | - | 310 | EVTU+310 | - | - |
Tranche Comments
U: First Pay: 2024-10-20; Redemption: 2026-03-28; Registration: 144F/Ksr B;
B-C: First Pay: 2024-10-20; Redemption: 2026-03-28; Registration: 144F/Hah V;
N: First Pay: 2024-10-20; Redemption: 2026-03-28; Registration: 144V/Nly E;
M: First Pay: 2024-10-20; Redemption: 2026-03-28; Registration: 144N/Wto L;
X: First Pay: 2024-10-20; Redemption: 2026-03-28; Registration: 144O/Llf B;
N: First Pay: 2024-10-20; Redemption: 2026-03-28; Registration: 144V/Hcv Y;
I: First Pay: 2024-10-20; Redemption: 2026-03-28; Registration: 144Y/Qcn K;
Qcn: First Pay: 2024-10-20; Redemption: 2026-03-28; Registration: 144F/Xxe M;
Deal Comments
Yop Ljmm Qtreoqa 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 19, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2 | LLL | 81.000 | - | - | SSS- | - | - | - | - | - | Lbznw | - | - | - | 9.413% | - | - |
| Wmf | KBS | 58.890 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | BIM | 70.000 | - | - | PP | - | - | - | - | - | Mflfdiwd | PSKO | 270-280 | 280 | DUDN+280 | - | - |
| C | KEX | 88.000 | - | - | L | - | - | - | - | - | Sxfbthoy | KSCW | 340-350 | 365 | QMKD+365 | - | - |
| F | QGT | 51.700 | - | - | NN- | - | - | - | - | - | Ixplzcyt | BCUS | 875m | 846 | CMJK+846 | - | - |
| N1 | YNP | 23.000 | - | - | FFF- | - | - | - | - | - | Jifohaiy | INLQ | - | 560 | XETJ+560 | - | - |
| E | IPP | 398.000 | - | - | WWW | - | - | - | - | - | Nfixhaai | SBVZ | 210 | 210 | UWVO+210 | - | - |
Tranche Comments
E: Redemption: 2025-10-12; Registration: 144H/Ahg E;
G: Redemption: 2025-10-12; Registration: 144B/Qyp C;
C: Redemption: 2025-10-12; Registration: 144X/Wqv G;
N1: Redemption: 2025-10-12; Registration: 144C/Ykn E;
X2: Redemption: 2025-10-12; Registration: 144Q/Aqi H;
F: Redemption: 2025-10-12; Registration: 144C/Gli U;
Wmf: Redemption: 2025-10-12; Registration: 144M/Ybk H;
Deal Comments
Yzc Enxx Gbyczxk 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 25, 2005