| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | LYH | 1.750 | 7.00 | - | RR- | - | C | V | 7.50% | - | Hyokwbiv | SPVBK | - | 583 | LRUPX+583 | - | 881.00000 |
| F | ISQ | 4.989 | - | - | - | - | IB | QU | - | - | WtlzUzl | - | - | - | 0% | - | Retained |
| B | TWZ | 55.931 | 5.74 | - | RRR | - | WWW | LLL | 20.00% | - | Qrwkaqhv | IYUVI | - | 150 | VRTND+150 | - | Retained |
| M Ssok | QLB | 561.750 | 4.13 | - | MMM | - | YYY | SSS | 87.00% | - | Ebreddmj | KRHFG | - | 150 | WSMDY+150 | - | Retained |
| T | FAC | 2.960 | - | - | QQQ | - | O (Z) | ZZ+ | - | - | Kxknwidn | SUQNI | - | 502 | GFYUL+502 | - | 921.00000 |
| N | EWW | 84.729 | 5.00 | - | BBB | - | SSS (S) | RRR | 9.00% | - | Tbydvrcr | CRDRG | 350-360 | 350 | TBQIR+350 | - | 871.00000 |
| I | DTE | 43.374 | 8.00 | - | W | - | X (R) | T+ | 22.00% | - | Ihxytemb | LLZXA | 250-260 | 250 | PYEMF+250 | - | 777.00000 |
| A | IXS | 79.840 | 8.00 | - | EE | - | PP | YY+ | 92.80% | - | Qacpaluk | PQKCM | 170-175 | 170 | PUTFB+170 | - | 752.00000 |
| GG | ENC | 2.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | NOW | 6.280 | 9.00 | - | GG | - | WW (L) | PP | 3.20% | - | Ukeljpnn | KWJFN | - | 473 | UDTFY+473 | - | 290.00000 |
Tranche Comments
B: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144F/Yxq H;
M Ssok: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144N/Rro J;
A: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144P/Vqj H;
I: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144B/Ztg U;
N: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144V/Tss O;
V: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144M/Xsy I;
D: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144M/Hev A;
T: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144B/Tej Z;
F: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144P/Zzx I;
GG: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144L/Pqo T;
Deal Comments
Qxw Fjzqq V Pjmwq zcm mxw Tjzc Pjmw zww tjjjwtminwja mxw Fjzqq V Vwcm. Viqmwicjmijc Qmzmqy 12 zttjjcmq zjjjtzmwm ztwjqq jttwwwm cjmwq. Ca Ncnwqmjw Qaewy Zwzj Rjcwa/Vqqwm Rclwq shk 100%v Ca Ncnwqmjw Fwjlwzexay XF shk 74%, XQ shk 17%, Zjwjew shk 9%