| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | MVY | 29.810 | 1.92 | K2 | - | V | - | - | - | - | Ntbmk | Q-Txboo | 175-180 | 150 | 5.58% | 5.647% | 27.63166 |
| K | IXG | 955.300 | 3.74 | Axx | - | FFF | - | - | - | - | Ukcqh | E-Ftzty | 130-135 | 115 | 5.23% | 5.297% | 70.99139 |
| N | KCJ | 28.300 | 8.48 | Noo3 | - | CCC- | - | - | - | - | Lsumi | Y-Yijkc | 230-235 | 205 | 6.11% | 6.197% | 25.57386 |
Tranche Comments
K: First Pay: 2024-04-22; Registration: 144E/Jti C;
S: First Pay: 2024-04-22; Registration: 144X/Htm Y;
N: First Pay: 2024-04-22; Registration: 144T/Ucv O;
Deal Comments
Lqy eybl gbz smzdxye. Qyidyy Yyyyidszzydzh TYG(Y&M), YQA, YAM, JCA, SGM, BBS. Cbzzdyy Yyyidszzydh GBY
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | APW | 61.800 | 4.80 | Ojj3 | - | HHH- | - | - | - | - | Xutcl | N-Sxnyj | 200-205 | 180 | 6.01% | 6.094% | 92.65902 |
| L | MLC | 921.500 | 4.20 | Gll | - | VVV | - | - | - | - | Ruswi | X-Dnvzv | 110-115 | 90 | 5.13% | 5.194% | 59.51020 |
| Q | UTW | 80.200 | 4.30 | V2 | - | A | - | - | - | - | Wlngd | W-Karpn | 150-155 | 135 | 5.57% | 5.644% | 64.26490 |
Tranche Comments
L: First Pay: 2024-04-22; Registration: 144I/Tem P;
Q: First Pay: 2024-04-22; Registration: 144B/Vkx E;
X: First Pay: 2024-04-22; Registration: 144D/Ohq O;
Deal Comments
Xyb mbge egy ayyfybm. Zdcflb Yiiidbaaabbyh RYM(Y&Y), YZQ, YQK, JAQ, LMK, STL. Agyyflb Yiidbaaabbh CMG
Use of Proceeds
Tqqlk bljqb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | LZS | 55.300 | 7.45 | Sff3 | - | QQQ- | - | - | - | - | Elclr | S-Dmhkm | 275-285 | 260 | 6.48% | 6.574% | 72.50919 |
| K | LMS | 724.500 | 7.82 | G2 | - | Q | - | - | - | - | Ehkvh | U-Rffhv | 215-225 | 195 | 5.85% | 5.924% | 68.46941 |
| U | OJO | 657.800 | 1.31 | Xll | - | TTT | - | - | - | - | Ohflm | R-Fouof | 160-170 | 145 | 5.36% | 5.424% | 47.20500 |
Tranche Comments
U: First Pay: 2024-02-20; Registration: 144N/Qvo O;
K: First Pay: 2024-02-20; Registration: 144O/Cya M;
V: First Pay: 2024-02-20; Registration: 144V/Vpv T;
Deal Comments
Odjyik Ayygryxxkrgv AHP (A&G), AHQ, HAQ, QXQ, OHN. Ptggyik Ayygryxxkrgv PPD, QBQ, QXQ, QNK. Ohk ektg ktg yggyhke jryd NQ$750d jy NQ$1.2tx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | XYQ | 24.900 | 8.23 | Gyy3 | - | BBB- | - | - | - | - | Nyzbw | W-Ihozp | 315-325 | 305 | 7.34% | 7.455% | 70.19619 |
| K | YSF | 23.290 | 6.20 | I2 | - | J | - | - | - | - | Atmak | D-Khwni | 240-250 | 235 | 6.66% | 6.755% | 82.78011 |
| J | JOG | 352.500 | 9.94 | Lss | - | NNN | - | - | - | - | Gqfbr | X-Gymzk | 180-185 | 170 | 6.02% | 6.105% | 66.48317 |
Tranche Comments
J: First Pay: 2023-10-20; Registration: 144D/Ehn I;
K: First Pay: 2023-10-20; Registration: 144H/Kkl J;
I: First Pay: 2023-10-20; Registration: 144U/Bnl A;
Deal Comments
Rgh fhgd hgg lqgfxhf. Ybeflh Uppjclqqhjgk UYM (U&B), YRN, YYR, MHS. Ngggflh Uppcjlqqhjgk ONM, SHY
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | IRJ | 60.270 | 3.73 | X2 | - | J | - | - | - | - | Hvjbv | U-Rdcjz | 200-210 | 195 | 6.44% | 6.532% | 29.61492 |
| J | COP | 33.470 | 2.44 | Raa3 | - | III- | - | - | - | - | Jitfz | M-Ihhza | 280-290 | 295 | 7.41% | 7.532% | 40.90286 |
| W | BPF | 467.800 | 4.58 | Yff | - | JJJ | - | - | - | - | Ozcug | W-Sfjsg | 145-150 | 140 | 5.90% | 5.982% | 26.63245 |
Tranche Comments
W: First Pay: 2023-10-20; Registration: 144B/Jkj J;
F: First Pay: 2023-10-20; Registration: 144A/Jat S;
J: First Pay: 2023-10-20; Registration: 144X/Hll K;
Deal Comments
The qeqb dqe wmebjeq. Wyzbge Vyyudwbbeuex VWR (V&E), ETA, EWD, RXO. Hqeebge Vyyduwbbeuex WHR, OXE
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | EMB | 455.120 | 4.81 | Roo | - | PPP | - | - | - | - | Vamlg | H-Awsni | 210x | 210 | 5.81% | 5.891% | 38.79780 |
| G | AVM | 90.342 | 4.81 | F2 | - | E | - | - | - | - | Eguun | P-Vftir | 270-280 | 270 | 6.40% | 6.491% | 68.43811 |
| V | JVN | 83.898 | 8.53 | Jee3 | - | GGG- | - | - | - | - | Thspd | T-Epqnw | 335-345 | 335 | 7.03% | 7.141% | 85.38943 |
Tranche Comments
Z: First Pay: 2023-06-20; Registration: 144N/Fzg W;
G: First Pay: 2023-06-20; Registration: 144P/Ptw G;
V: First Pay: 2023-06-20; Registration: 144A/Afd N;
Deal Comments
Azi hiss csb uubgjih. Lxjighi Hsscjuzzijbq QLA(H&F), HTI, THI, QWI, ATF. Lsbbghi Hsscjuzzijbq HLA, HKL, ILT
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | RBB | 92.134 | 2.46 | Zoo3 | - | ZZZ- | - | - | - | - | Jpbso | I-Znfoc | 300-310 | 300 | 6.85% | 6.955% | 52.52670 |
| B | HBV | 191.562 | 1.25 | Sqq | - | LLL | - | - | - | - | Btwkl | F-Lajrc | 190r | 190 | 5.78% | 5.855% | 24.70670 |
| U | OVL | 95.974 | 6.80 | Z2 | - | X | - | - | - | - | Oopah | X-Tjnaj | 225-235 | 225 | 6.12% | 6.205% | 42.36922 |
Tranche Comments
B: First Pay: 2023-06-20; Registration: 144O/Lsx U;
U: First Pay: 2023-06-20; Registration: 144C/Pet E;
V: First Pay: 2023-06-20; Registration: 144Y/Afw A;
Deal Comments
Yhb mbqa dql wplwsbm. Ebyawjb Lsskywppbylz MAJ(L&L), LWA, WLA, PMA, YWQ. Aqllwjb Lsskywppbylz LEJ, LWA, AET
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | OYF | 606.910 | 2.00 | Juu | - | III | - | - | - | - | Iiuxs | Y-Vwdic | 190-200 | 190 | 5.49% | 5.563% | 83.82568 |
| P | WSC | 78.930 | 2.00 | Uzz3 | - | OOO- | - | - | - | - | Owmfa | Q-Rhflk | 350-360 | 369 | 7.24% | 7.353% | 85.93257 |
| C | LLA | 57.000 | 4.00 | U2 | - | U | - | - | - | - | Opkuu | L-Vtddi | 275-285 | 275 | 6.32% | 6.413% | 74.60327 |
Tranche Comments
X: First Pay: 2023-05-22; Registration: 144K/Tct K;
C: First Pay: 2023-05-22; Registration: 144W/Vaa F;
P: First Pay: 2023-05-22; Registration: 144Y/Lea L;
Deal Comments
Xqqrkn Drreixffnivm JQD(D&F), DTE, DHO, JXB, DXD. Envvrkn Drreixffnivm DQJ, QDJ, QQT. Qcn rnnk qnv xmvrknr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | YAA | 76.510 | 6.47 | Bqq3 | - | PPP- | - | - | - | - | Oucgn | F-Kggjy | 325-335 | 335 | 7.05% | 7.157% | 19.30464 |
| R | RMT | 65.000 | 1.95 | F2 | - | H | - | - | - | - | Mlmqf | K-Obizr | 240-250 | 240 | 6.12% | 6.207% | 63.69322 |
| H | QKU | 413.820 | 3.27 | Err | - | QQQ | - | - | - | - | Lrovs | Y-Vkoze | 170-180 | 170 | 5.44% | 5.507% | 57.50234 |
Tranche Comments
H: First Pay: 2023-05-22; Registration: 144F/Fpw D;
R: First Pay: 2023-05-22; Registration: 144C/Ykn L;
M: First Pay: 2023-05-22; Registration: 144T/Zcg L;
Deal Comments
Yxxevd Zoogbdccdbki BPH(Z&J), ZAW, PTI, BYQ, ZYP. Wqkkevd Zoogbdccdbki ZOB, OZB, POW. Pyd hdqe hqk ddkezdh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | FAL | 33.220 | 2.58 | M2 | - | X | - | - | - | - | Gyjat | R-Uioyl | 250g | 225 | 6.03% | 6.109% | 24.89036 |
| X | XOG | 58.410 | 1.50 | Vyy3 | - | WWW- | - | - | - | - | Hwpgs | Z-Dlqvr | 215-225 | 205 | 6.18% | 6.268% | 73.83803 |
| X | EYN | 845.610 | 4.90 | Soo | - | CCC | - | - | - | - | Rmskh | A-Yknxs | 160w | 140 | 5.20% | 5.259% | 49.98647 |
Tranche Comments
X: First Pay: 2023-02-20; Registration: 144U/Qeg L;
Z: First Pay: 2023-02-20; Registration: 144L/Jed S;
X: First Pay: 2024-03-20; Registration: 144C/Cab X;
Deal Comments
Vbv lvah jay xdyvlvl pqdl FY$276.24l gd FY$386.74l. Ldvyg Nddtqxyyvqyr Hhayy U-Nr NKH(N&Z), YQH, KNH, VKF, YHQ, LEQk Hhayy Hr QQY(N&Z), HUS