| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1-V2 | VWY | 75.000 | 2.50 | - | - | ZZ+ | - | - | 35.60% | - | Bjflvoie | BXVY | 180-190 | 190 | SEQH+190 | - | - |
| L-J2 | HZE | 98.000 | 7.60 | - | - | HHH+ | - | - | 20.26% | - | Dklbydvn | MCHO | 360-370 | 360 | VKGT+360 | - | - |
| Q-1-C2 | EJF | 377.490 | 9.70 | - | - | EEE | - | - | 78.29% | - | Pfvjhwoe | BDUN | 110o | 115 | PNXQ+115 | - | - |
Tranche Comments
Q-1-C2: First Pay: 2024-04-22; Redemption: 2024-09-21; Registration: 144K/Rzp U;
X-1-V2: First Pay: 2024-04-22; Redemption: 2024-09-21; Registration: 144I/Phg R;
L-J2: First Pay: 2024-04-22; Redemption: 2024-09-21; Registration: 144I/Nwp S;
Deal Comments
Dzetvsvptvi. Wjv Isff Rzitjcu 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1Z | VVZ | 246.673 | 8.60 | - | - | KKK | - | - | 55.70% | - | Fdlhbswg | DJWL | - | 175 | BZMP+175 | - | - |
| S-2O | TYI | 52.000 | 2.60 | - | - | XXX | - | - | 99.38% | - | Bedrjxhz | YQOO | - | 235 | BTYC+235 | - | - |
| P-Q | QOD | 60.000 | 3.10 | - | - | RRR+ | - | - | 24.51% | - | Rmkfobnp | TZDR | - | 525 | XTCR+525 | - | - |
| B-1X | OVM | 72.000 | 9.50 | - | - | FF+ | - | - | 23.50% | - | Zklqwzzp | TIVL | - | 255 | EKXY+255 | - | - |
Tranche Comments
L-1Z: First Pay: 2023-10-20; Redemption: 2024-03-19; Registration: 144T/Mxz R;
S-2O: First Pay: 2023-10-20; Redemption: 2024-03-19; Registration: 144B/Kjw O;
B-1X: First Pay: 2023-10-20; Redemption: 2024-03-19; Registration: 144C/Apc S;
P-Q: First Pay: 2023-10-20; Redemption: 2024-03-19; Registration: 144W/Osr Q;
Deal Comments
Pspmzsv Mrpzbsbczbc. Avb Ksvv Prpzvdx 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | UAW | 783.000 | 5.80 | - | - | EEE | - | - | 48.00% | - | Fpovyqen | XVKV | - | 222 | VMQK+222 | - | - |
| W-2 | RRU | 47.000 | 1.80 | - | - | SSS | - | - | 22.00% | - | Bkkaedxi | EVHG | - | 290 | XWYY+290 | - | - |
| F | GWH | 64.000 | 7.30 | - | - | AA- | - | - | 2.00% | - | - | - | - | - | - | - | Retained |
| K | XJX | 22.000 | 7.00 | - | - | HHH- | - | - | 20.00% | - | Eluboquh | BSXU | - | 631 | DKPU+631 | - | - |
| K-2 | ZVZ | 63.000 | 9.20 | - | - | EE | - | - | 25.50% | - | Kyqjy | - | - | - | 6.00% | - | - |
| Unnxhz | PJF | 86.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | CUE | 39.000 | 2.10 | - | - | PP | - | - | 61.90% | - | Wpcxwctd | PDQR | - | 325 | SNFA+325 | - | - |
| L | TFE | 83.000 | 6.80 | - | - | Z- | - | - | 71.00% | - | Zpqofxmk | GITA | - | 425 | ESCL+425 | - | - |
Tranche Comments
W-1: Redemption: 2023-08-26;
W-2: Redemption: 2023-08-26;
G-1: Redemption: 2023-08-26;
K-2: Redemption: 2023-08-26;
L: Redemption: 2023-08-26;
K: Redemption: 2023-08-26;
F: Redemption: 2023-08-26;
Unnxhz: Redemption: 2023-08-26;
Deal Comments
Kjn Ymbb Yxsgjfl 1.00