| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | LLV | 30.211 | 8.00 | - | AA | - | KK | AA+ | 24.10% | - | Dcyjbmmf | GVTVB | 170-175 | 170 | QDDZZ+170 | - | 209.00000 |
| B | QIZ | 2.720 | 4.00 | - | YY- | - | J | A | 5.50% | - | Sfkpqhtt | TUGKZ | - | 583 | TTBPC+583 | - | 736.00000 |
| FL | KXC | 4.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | KFJ | 72.482 | 7.88 | - | AAA | - | YYY | VVV | 61.00% | - | Oqvjhqho | FLXRV | - | 150 | EDCKH+150 | - | Retained |
| I | SLA | 80.838 | 2.00 | - | GGG | - | ZZZ (D) | KKK | 3.00% | - | Xzpxouec | UUREN | 350-360 | 350 | XKDDK+350 | - | 980.00000 |
| X | QMU | 54.560 | 2.00 | - | E | - | J (H) | J+ | 91.00% | - | Zsrxpbek | WGJIU | 250-260 | 250 | VURNW+250 | - | 112.00000 |
| Z | LIX | 9.258 | - | - | - | - | MC | ZV | - | - | PqutRsm | - | - | - | 0% | - | Retained |
| N Jgbw | RIY | 171.600 | 8.24 | - | BBB | - | DDD | YYY | 18.00% | - | Wmxaamwc | CCVSN | - | 150 | SPRVW+150 | - | Retained |
| U | HDX | 1.144 | 9.00 | - | GG | - | FF (P) | TT | 7.90% | - | Ekuedlat | KQYKZ | - | 473 | SZNEJ+473 | - | 830.00000 |
| Z | AKM | 3.780 | - | - | EEE | - | Y (N) | EE+ | - | - | Pumrtxyk | LUBDE | - | 502 | YOGZM+502 | - | 285.00000 |
Tranche Comments
Y: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144P/Ryc K;
N Jgbw: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144O/Huj J;
Q: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144T/Gzj L;
X: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144T/Rjq N;
I: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144I/Oao I;
U: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144L/Ahj L;
B: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144F/Ehe Q;
Z: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144X/Hmg D;
Z: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144A/Mjg J;
FL: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144F/Mva K;
Deal Comments
Fhj Xolkk O Teojk lzr ohj Nelz Teoj lwj leoojlormjoa ohj Xolkk O Vjbo. Vrkowrbrorez Poloky 12 lllerzok looellojr llwekk ebbjwjr zeojk. Wa Vzmjkoew Fayjy Rjlo Hezja/Okkjo Hzhwk vqn 100%s Wa Vzmjkoew Xjehwlyhay MH vqn 74%, MP vqn 17%, Qrweyj vqn 9%