| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-L2 | YPW | 29.000 | 6.80 | - | - | KKK+ | - | - | 79.70% | - | Okwblbms | ENKW | 360-370 | 360 | KQQP+360 | - | - |
| U-1-J2 | JTN | 839.470 | 8.80 | - | - | LLL | - | - | 67.74% | - | Pzkzmrdz | BGLW | 110r | 115 | CGOC+115 | - | - |
| A-1-C2 | CXV | 39.000 | 8.20 | - | - | CC+ | - | - | 70.27% | - | Dzdoyvir | LAPK | 180-190 | 190 | LTZZ+190 | - | - |
Tranche Comments
U-1-J2: First Pay: 2024-04-22; Redemption: 2024-09-21; Registration: 144X/Lkp O;
A-1-C2: First Pay: 2024-04-22; Redemption: 2024-09-21; Registration: 144E/Yvt O;
W-L2: First Pay: 2024-04-22; Redemption: 2024-09-21; Registration: 144Q/Ode X;
Deal Comments
Hywqjjjhqjh. Mtj Rjcc Jyqqthu 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1Z | VHV | 630.983 | 5.90 | - | - | SSS | - | - | 80.90% | - | Nbveuvsk | QGNN | - | 175 | UNWP+175 | - | - |
| O-1I | UAG | 59.000 | 5.80 | - | - | QQ+ | - | - | 46.60% | - | Jlfsbefr | DMCW | - | 255 | GBGS+255 | - | - |
| E-2C | TTF | 21.000 | 2.90 | - | - | ZZZ | - | - | 32.11% | - | Bdwhhblu | WGAF | - | 235 | PIZN+235 | - | - |
| O-J | NCB | 13.000 | 3.80 | - | - | SSS+ | - | - | 80.35% | - | Dxvducck | LLAC | - | 525 | KSDL+525 | - | - |
Tranche Comments
Y-1Z: First Pay: 2023-10-20; Redemption: 2024-03-19; Registration: 144D/Brv I;
E-2C: First Pay: 2023-10-20; Redemption: 2024-03-19; Registration: 144P/Tur L;
O-1I: First Pay: 2023-10-20; Redemption: 2024-03-19; Registration: 144L/Fwf I;
O-J: First Pay: 2023-10-20; Redemption: 2024-03-19; Registration: 144D/Owj N;
Deal Comments
Gqmrmqt Zsemxqxmmxz. Tfx Fqtt Gsmmfzu 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | QHZ | 84.000 | 1.90 | - | - | CC | - | - | 33.10% | - | Mqdvewee | IALW | - | 325 | AZTT+325 | - | - |
| U-1 | FSQ | 619.000 | 9.30 | - | - | SSS | - | - | 51.00% | - | Cvqcqizg | MZSA | - | 222 | WLAS+222 | - | - |
| I-2 | NLQ | 34.000 | 7.40 | - | - | ZZZ | - | - | 66.00% | - | Twljqlxc | YUNY | - | 290 | LGSN+290 | - | - |
| N | THQ | 35.000 | 6.00 | - | - | HHH- | - | - | 93.00% | - | Xlurvyyu | HPUP | - | 631 | ENCJ+631 | - | - |
| N-2 | NSW | 73.000 | 8.80 | - | - | JJ | - | - | 38.70% | - | Vwxsq | - | - | - | 6.00% | - | - |
| Qjkpsh | EIJ | 97.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | LUJ | 27.000 | 5.40 | - | - | O- | - | - | 87.00% | - | Txyaycwh | PVKP | - | 425 | HXFJ+425 | - | - |
| X | IKL | 91.000 | 5.80 | - | - | PP- | - | - | 1.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-1: Redemption: 2023-08-26;
I-2: Redemption: 2023-08-26;
M-1: Redemption: 2023-08-26;
N-2: Redemption: 2023-08-26;
M: Redemption: 2023-08-26;
N: Redemption: 2023-08-26;
X: Redemption: 2023-08-26;
Qjkpsh: Redemption: 2023-08-26;
Deal Comments
Ggw Smgg Xnbugwk 1.00