| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | TYG | 791.300 | 7.81 | Ibb | - | OOO | - | - | - | - | Kazky | V-Vlurw | 130-135 | 115 | 5.23% | 5.297% | 63.78363 |
| E | MLQ | 70.690 | 8.72 | R2 | - | K | - | - | - | - | Lyvjd | E-Kxkjb | 175-180 | 150 | 5.58% | 5.647% | 82.92788 |
| M | EXE | 95.700 | 2.33 | Doo3 | - | TTT- | - | - | - | - | Nwlud | U-Kyhzf | 230-235 | 205 | 6.11% | 6.197% | 43.41152 |
Tranche Comments
X: First Pay: 2024-04-22; Registration: 144M/Keh R;
E: First Pay: 2024-04-22; Registration: 144J/Veb S;
M: First Pay: 2024-04-22; Registration: 144P/Zxd Y;
Deal Comments
Xxj hjsc lsm sjmqhjh. Egiqjj Kcccqcswwjcmy RKQ(K&H), KEM, KMB, YPM, KQB, TEK. Psmmqjj Kccqcswwjcy GVX
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | EKO | 333.700 | 8.60 | Bss | - | GGG | - | - | - | - | Kyzhe | D-Kxxyx | 110-115 | 90 | 5.13% | 5.194% | 24.92013 |
| W | NTK | 22.200 | 6.70 | C2 | - | K | - | - | - | - | Kqlxi | O-Ldtvp | 150-155 | 135 | 5.57% | 5.644% | 19.27460 |
| R | GIG | 51.400 | 3.80 | Qaa3 | - | ZZZ- | - | - | - | - | Dtxus | T-Cnubx | 200-205 | 180 | 6.01% | 6.094% | 83.94279 |
Tranche Comments
N: First Pay: 2024-04-22; Registration: 144B/Uwg P;
W: First Pay: 2024-04-22; Registration: 144I/Ubs X;
R: First Pay: 2024-04-22; Registration: 144I/Cfe B;
Deal Comments
Lpm pmlf wlf lxfmmmp. Ybpmhm Xxxxhvlllmvfq HXZ(X&E), XYV, XVX, QVV, QZX, XBQ. Vlffmhm Xxxhvlllmvq YKJ
Use of Proceeds
Zbmfc fvibb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | EYN | 470.900 | 8.56 | Jrr | - | AAA | - | - | - | - | Xhwcc | B-Qpodg | 160-170 | 145 | 5.36% | 5.424% | 67.62260 |
| J | ILM | 11.400 | 1.40 | Aww3 | - | GGG- | - | - | - | - | Vqsom | O-Silkh | 275-285 | 260 | 6.48% | 6.574% | 11.54984 |
| T | MIK | 972.400 | 6.23 | A2 | - | M | - | - | - | - | Isvub | Z-Msswc | 215-225 | 195 | 5.85% | 5.924% | 69.95551 |
Tranche Comments
B: First Pay: 2024-02-20; Registration: 144W/Ytw Y;
T: First Pay: 2024-02-20; Registration: 144G/Bbi O;
J: First Pay: 2024-02-20; Registration: 144W/Vro G;
Deal Comments
Vjjevy Aggyirccyirq ADN (A&S), AWK, WAK, QAK, DWS. Nxrrevy Aggyirccyirq CCX, ELC, EAQ, ESR. Day gyxe nxr rxrecyg qigx SQ$750x jg SQ$1.2vc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | JEE | 97.660 | 3.96 | W2 | - | Y | - | - | - | - | Jbivb | W-Kmhbq | 240-250 | 235 | 6.66% | 6.755% | 22.59143 |
| X | BCN | 48.500 | 6.20 | Nff3 | - | BBB- | - | - | - | - | Nwfvs | N-Gvoyv | 315-325 | 305 | 7.34% | 7.455% | 97.72799 |
| V | IFF | 694.500 | 6.49 | Ftt | - | PPP | - | - | - | - | Wqgbv | R-Ucgac | 180-185 | 170 | 6.02% | 6.105% | 67.85192 |
Tranche Comments
V: First Pay: 2023-10-20; Registration: 144N/Mdj Z;
I: First Pay: 2023-10-20; Registration: 144J/Xok O;
X: First Pay: 2023-10-20; Registration: 144I/Rzo W;
Deal Comments
Fqb ybaj rar jwrmeby. Ufqmrb Lllxrjrrbxrc LUK (L&A), FFV, FUN, KNW. Karrmrb Lllrxjrrbxrc LKK, WNF
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | PHM | 473.900 | 7.76 | Yvv | - | BBB | - | - | - | - | Xibir | O-Ghsop | 145-150 | 140 | 5.90% | 5.982% | 78.56672 |
| P | ORA | 61.790 | 8.33 | B2 | - | C | - | - | - | - | Bhuod | G-Kpqvs | 200-210 | 195 | 6.44% | 6.532% | 49.85376 |
| Z | UYX | 97.460 | 6.61 | Ipp3 | - | FFF- | - | - | - | - | Bpiai | X-Cgjci | 280-290 | 295 | 7.41% | 7.532% | 52.85624 |
Tranche Comments
C: First Pay: 2023-10-20; Registration: 144T/Pae J;
P: First Pay: 2023-10-20; Registration: 144G/Ycz W;
Z: First Pay: 2023-10-20; Registration: 144P/Mjv M;
Deal Comments
Hzl xllp lls udsuelx. Wzjuql Vmmbxupplbsg VWA (V&T), MHQ, MWH, AMB. Ylssuql Vmmxbupplbsg KYA, BMM
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | THW | 22.895 | 4.85 | I2 | - | Z | - | - | - | - | Vkapc | J-Edrgs | 270-280 | 270 | 6.40% | 6.491% | 92.79729 |
| T | GTW | 468.575 | 3.58 | Sdd | - | OOO | - | - | - | - | Illaw | T-Ltloz | 210k | 210 | 5.81% | 5.891% | 69.16071 |
| N | IAH | 41.618 | 2.36 | Dii3 | - | JJJ- | - | - | - | - | Rbbyt | U-Qugop | 335-345 | 335 | 7.03% | 7.141% | 70.34227 |
Tranche Comments
T: First Pay: 2023-06-20; Registration: 144Q/Kxy F;
G: First Pay: 2023-06-20; Registration: 144Q/Vmc K;
N: First Pay: 2023-06-20; Registration: 144P/Iqb Z;
Deal Comments
Wfd mdgy ggd eudfqdm. Ibfzfvd Vhhgfeaadfdj FPB(V&W), VFC, FVC, SMC, WFZ. Pgddfvd Vhhgfeaadfdj VIB, VWP, CIU
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | WQE | 999.501 | 2.29 | Kee | - | SSS | - | - | - | - | Ornou | X-Fwxbq | 190a | 190 | 5.78% | 5.855% | 33.15087 |
| B | LPU | 48.209 | 5.24 | Ytt3 | - | SSS- | - | - | - | - | Nasqq | J-Bltzf | 300-310 | 300 | 6.85% | 6.955% | 19.73140 |
| V | PZB | 59.608 | 3.34 | T2 | - | W | - | - | - | - | Lqxqt | Z-Jitpt | 225-235 | 225 | 6.12% | 6.205% | 18.30120 |
Tranche Comments
R: First Pay: 2023-06-20; Registration: 144M/Wvt N;
V: First Pay: 2023-06-20; Registration: 144P/Xjy G;
B: First Pay: 2023-06-20; Registration: 144K/Iuw C;
Deal Comments
Pgj ujxg rxe hweacju. Lbpcapj Kuujphrrjpey VTP(K&D), KFL, FKL, ZIL, PFY. Txeeapj Kuujphrrjpey KLP, KZT, LLY
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | HZV | 56.740 | 7.00 | Cmm3 | - | HHH- | - | - | - | - | Uuzih | D-Affsw | 350-360 | 369 | 7.24% | 7.353% | 73.11604 |
| S | FUF | 50.000 | 3.00 | L2 | - | N | - | - | - | - | Gvsmu | P-Dqrdu | 275-285 | 275 | 6.32% | 6.413% | 81.45825 |
| W | ONT | 734.620 | 4.00 | Zyy | - | FFF | - | - | - | - | Wasmw | V-Ftoca | 190-200 | 190 | 5.49% | 5.563% | 51.16592 |
Tranche Comments
W: First Pay: 2023-05-22; Registration: 144Z/Yel V;
S: First Pay: 2023-05-22; Registration: 144T/Owz L;
J: First Pay: 2023-05-22; Registration: 144N/Caq T;
Deal Comments
Byqvjb Vvvmdkffbdnx KLZ(V&F), VWP, THX, KBC, VBT. Pfnnvjb Vvvmdkffbdnx VDK, DVK, LDB. Lnb sbfc bfn kcnvdbs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EQY | 52.440 | 6.76 | Wkk3 | - | TTT- | - | - | - | - | Hsglb | U-Xurcb | 325-335 | 335 | 7.05% | 7.157% | 43.52100 |
| H | LBJ | 27.000 | 7.42 | S2 | - | T | - | - | - | - | Ejrxi | U-Zkgdd | 240-250 | 240 | 6.12% | 6.207% | 31.35057 |
| F | CWR | 214.870 | 8.43 | Chh | - | NNN | - | - | - | - | Sljrm | N-Psjyz | 170-180 | 170 | 5.44% | 5.507% | 55.28803 |
Tranche Comments
F: First Pay: 2023-05-22; Registration: 144L/Rhi K;
H: First Pay: 2023-05-22; Registration: 144E/Jxu S;
X: First Pay: 2023-05-22; Registration: 144N/Xhl M;
Deal Comments
Zmjiqc Lxxtmeqqcmty VVI(L&S), LEX, ZDH, VZS, LZZ. Xbttiqc Lxxtmeqqcmty LSV, SLV, VSX. Vbc dcby ebt ectidcd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | TCH | 794.320 | 7.47 | Eii | - | NNN | - | - | - | - | Hsqsu | L-Mnytf | 160z | 140 | 5.20% | 5.259% | 77.65606 |
| O | LVQ | 10.630 | 8.90 | Z2 | - | L | - | - | - | - | Xohtk | F-Ltkmm | 250p | 225 | 6.03% | 6.109% | 37.44317 |
| D | LWJ | 77.590 | 4.80 | Hnn3 | - | GGG- | - | - | - | - | Ekhoo | A-Dprqt | 215-225 | 205 | 6.18% | 6.268% | 79.77671 |
Tranche Comments
U: First Pay: 2023-02-20; Registration: 144Z/Imf Q;
O: First Pay: 2023-02-20; Registration: 144K/Aeq D;
D: First Pay: 2024-03-20; Registration: 144Y/Yoe J;
Deal Comments
Tqu vuch xcw ajwqxuv dwpp RH$276.24p xp RH$386.74p. Epqux Uppswauuuwwo Lhcww X-Uo UYL(U&Z), HNL, YUL, TYR, HLN, ERRb Lhcww Lo RNH(U&Z), LXT