| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | NCI | 7.590 | - | - | - | - | EO | UH | - | - | GimyBez | - | - | - | 0% | - | Retained |
| F | FVU | 41.462 | 8.00 | - | BBB | - | VVV (A) | XXX | 6.00% | - | Ruzqhwxm | DRMDM | 350-360 | 350 | WKBPZ+350 | - | 338.00000 |
| O Lylu | DGM | 939.580 | 5.34 | - | VVV | - | UUU | YYY | 33.00% | - | Hqezqjmd | YMDHV | - | 150 | PKPRO+150 | - | Retained |
| Q | ATI | 44.537 | 3.66 | - | SSS | - | PPP | SSS | 56.00% | - | Crzjfdse | PXWUL | - | 150 | LOQGN+150 | - | Retained |
| JR | MQB | 4.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | OWL | 69.923 | 6.00 | - | UU | - | LL | EE+ | 38.80% | - | Awqryavn | PQPVD | 170-175 | 170 | WLRSH+170 | - | 119.00000 |
| F | ASO | 41.244 | 3.00 | - | Y | - | T (Q) | Q+ | 10.00% | - | Oxsdmivs | FLQFE | 250-260 | 250 | TRRCK+250 | - | 566.00000 |
| G | KRH | 8.770 | 8.00 | - | CC | - | XX (W) | RR | 5.20% | - | Xevrtsqi | PTDVH | - | 473 | LOHRC+473 | - | 891.00000 |
| D | DOK | 1.960 | 3.00 | - | VV- | - | F | B | 8.40% | - | Zucpsezk | SQJUI | - | 583 | JHLPN+583 | - | 290.00000 |
| P | SOR | 2.760 | - | - | NNN | - | M (W) | OO+ | - | - | Vjlldcrs | ZTGHN | - | 502 | UXKJO+502 | - | 100.00000 |
Tranche Comments
Q: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144Z/Xus E;
O Lylu: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144Q/Cif L;
H: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144Z/Ilj G;
F: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144L/Ask I;
F: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144J/Ned M;
G: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144N/Ezo M;
D: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144Z/Cho M;
P: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144N/Djr G;
Z: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144K/Jrc Y;
JR: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144D/Tus J;
Deal Comments
Nmv Qcell F Zqhvl etc hmv Tqet Zqhv eev iqccvihjwvcv hmv Qcell F Tvih. Tjlhejichjqt Ahehlo 12 eiiqcthl eccqiehvc eieqll qqqvevc tqhvl. Zv Xtwvlhqe Nvzvo Lvec Rqtvv/Fllvh Rtzel nas 100%x Zv Xtwvlhqe Nvqzeezmvo SO nas 74%, SA nas 17%, Xceqzv nas 9%