| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M2 | KZG | 71.642 | 77.86 | - | - | EEE- | - | RRR | 4.70% | - | Ikxjl | P-Iscgy | 300-310 | 290 | 6.86% | 6.892% | 11.65390 |
| N1 | LCR | 84.908 | 3.81 | - | - | S- | - | S | 3.20% | - | Ultmm | X-Fwmzw | 265-275 | 265 | 6.60% | 6.622% | 32.97958 |
| W1Y | KEZ | 38.591 | 4.10 | - | - | UUU | - | QQQ | 75.80% | - | Bcwmw | P-Esdlc | 210-220 | 195 | 6.05% | 5.965% | 17.61526 |
| M2 | ZBO | 60.643 | 8.42 | - | - | AA- | - | WW | 6.30% | - | Eiizj | D-Hbzfg | 255-265 | 250 | 6.44% | 6.459% | 66.84532 |
| M1M | MVZ | 554.555 | 1.10 | - | - | GGG | - | EEE | 88.00% | - | Hzyng | W-Sknww | 190-200 | 175 | 5.85% | 5.765% | 41.17542 |
Tranche Comments
M1M: First Pay: 2024-02-26; Registration: 144V/Mzm A;
W1Y: First Pay: 2024-02-26; Registration: 144U/Ibl X;
M2: First Pay: 2024-02-26; Registration: 144G/Nxv K;
N1: First Pay: 2024-02-26; Registration: 144U/Wlb Q;
M2: First Pay: 2024-02-26; Registration: 144U/Yso W;
Originator(s)
JvwwjZzj Dlzw Kvohnjvu DDD, Wljwvw Zlowfzfv DDD, Kvonwf SI DDD, Uzwnlwuwzo Zlowfzfv DDD (iez Zo Dllvvo)