| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | KGV | 68.000 | - | - | OO | JJ | - | - | Jflmlaqx | 3sQq | - | 395 | 3iMy+359 | - | 89.00000 |
| T | GFQ | 70.000 | - | - | BB- | QQ- | - | - | Vfkreahe | 3cGi | - | 975 | 3mZs+786 | - | 88.00000 |
| X-2 | ILS | 56.000 | - | - | OOO | WWW | - | - | Fyecfevf | 3xDz | - | 220 | 3oCk+218 | - | 92.40000 |
| Z | MXZ | 23.500 | - | - | Y- | P- | - | - | Udppplxc | 3vSk | - | 1375 | 3qUl+1029 | - | 24.80000 |
| Kvm | OUA | 81.700 | - | - | QU | QJ | - | - | - | - | - | - | - | - | Retained |
| M-R | QCV | 82.000 | - | - | NNN | EEE | - | - | Xkcddcrh | 3hMl | - | 210 | 3yDv+208 | - | 60.50000 |
| G | AHY | 41.000 | - | - | K | J | - | - | Dlslsdmd | 3sRf | - | 525 | 3nGy+472 | - | 23.00000 |
| F | LUB | 88.000 | - | - | III- | VVV- | - | - | Tcmmtezg | 3dVx | - | 680 | 3qGs+609 | - | 34.00000 |
| A-1 | NIM | 424.000 | - | - | MMM | VVV | - | - | Oucpator | 3cCv | - | 210 | 3bJz+208 | - | 79.30000 |
| D-2 | JUC | 9.000 | - | - | JJ | YY | - | - | Pqcll | - | - | - | 5.650% | 5.650% | 718.00000 |
Tranche Comments
A-1: Redemption: 2024-02-26;
M-R: Redemption: 2024-02-26;
X-2: Redemption: 2024-02-26;
D-1: Redemption: 2024-02-26;
D-2: Redemption: 2024-02-26;
G: Redemption: 2024-02-26;
F: Redemption: 2024-02-26;
T: Redemption: 2024-02-26;
Z: Redemption: 2024-02-26;
Kvm: Redemption: 2024-02-26;
Deal Comments
Spq Kqbb Kzmhpvu 2.00. Zzmzk Kqkzu 2/26/2024