| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | ILT | 10.000 | - | - | GG | DD | - | - | Mcpbyeom | 3dSo | - | 395 | 3rDp+359 | - | 70.00000 |
| N-1 | LDH | 385.000 | - | - | SSS | NNN | - | - | Gkqsabvo | 3tLo | - | 210 | 3wPq+208 | - | 32.10000 |
| B-R | EFA | 80.000 | - | - | ZZZ | YYY | - | - | Rwwxtdam | 3rEp | - | 210 | 3gMy+208 | - | 86.40000 |
| K | VFO | 16.100 | - | - | O- | E- | - | - | Tmddjzpo | 3mTp | - | 1375 | 3zHw+1029 | - | 53.30000 |
| T-2 | IBU | 84.000 | - | - | OOO | XXX | - | - | Gewmyyjz | 3oRq | - | 220 | 3hFx+218 | - | 38.40000 |
| Z | OSD | 83.000 | - | - | FFF- | PPP- | - | - | Dryjvcsp | 3qOf | - | 680 | 3yGe+609 | - | 30.00000 |
| Gse | BBA | 18.500 | - | - | MV | PK | - | - | - | - | - | - | - | - | Retained |
| S | BTF | 74.000 | - | - | BB- | LL- | - | - | Moujtito | 3jLy | - | 975 | 3fZc+786 | - | 76.00000 |
| C-2 | VKF | 2.000 | - | - | PP | KK | - | - | Dyyys | - | - | - | 5.650% | 5.650% | 806.00000 |
| J | PAF | 86.000 | - | - | O | Y | - | - | Trbfzeqv | 3cTf | - | 525 | 3hDr+472 | - | 18.00000 |
Tranche Comments
N-1: Redemption: 2024-02-26;
B-R: Redemption: 2024-02-26;
T-2: Redemption: 2024-02-26;
U-1: Redemption: 2024-02-26;
C-2: Redemption: 2024-02-26;
J: Redemption: 2024-02-26;
Z: Redemption: 2024-02-26;
S: Redemption: 2024-02-26;
K: Redemption: 2024-02-26;
Gse: Redemption: 2024-02-26;
Deal Comments
Gyw Smcc Gcmcybl 2.00. Qcgca Fmacl 2/26/2024