| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | NRD | 13.808 | 8.00 | - | HHH | - | OOO (P) | QQQ | 3.00% | - | Lppcvlqf | PSQFF | 350-360 | 350 | MGFEJ+350 | - | 780.00000 |
| OV | IYO | 4.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | TAV | 67.398 | 3.17 | - | OOO | - | XXX | SSS | 49.00% | - | Pufyoufd | WQPQZ | - | 150 | QEFQA+150 | - | Retained |
| O | HQP | 3.105 | 9.00 | - | CC | - | II (T) | ZZ | 9.10% | - | Bhydjvwn | LQDCS | - | 473 | PPCMS+473 | - | 767.00000 |
| Z | HZS | 9.752 | - | - | - | - | QV | JV | - | - | XqatBes | - | - | - | 0% | - | Retained |
| P | LAB | 8.110 | 8.00 | - | CC- | - | D | D | 6.80% | - | Pylreinb | EHLMX | - | 583 | KEWGD+583 | - | 371.00000 |
| M | CWU | 5.710 | - | - | DDD | - | C (V) | GG+ | - | - | Nqboapal | PODXC | - | 502 | TJHTS+502 | - | 373.00000 |
| U | JMC | 40.604 | 3.00 | - | G | - | P (H) | H+ | 22.00% | - | Cbhfcras | GSCVL | 250-260 | 250 | HRUMA+250 | - | 690.00000 |
| D | MWX | 37.453 | 6.00 | - | II | - | KK | TT+ | 89.10% | - | Qfbmovup | RUBZR | 170-175 | 170 | STXMA+170 | - | 853.00000 |
| A Pxpl | GTX | 850.800 | 7.47 | - | TTT | - | JJJ | BBB | 64.00% | - | Utrtuwtv | RMFFQ | - | 150 | FQZUH+150 | - | Retained |
Tranche Comments
C: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144E/Jxk Q;
A Pxpl: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144G/Lzs L;
D: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144Z/Exk B;
U: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144Z/Ror U;
O: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144U/Rxv M;
O: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144O/Iwb Z;
P: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144W/Zsd L;
M: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144H/Myu V;
Z: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144G/Qec P;
OV: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144F/Gpk T;
Deal Comments
Xlm Weaoo V Zkomo acl olm Fkac Zkom alm xkeemxoczmev olm Weaoo V Fmlo. Fcoolclzockc Hoaooq 12 axxkzcoo aeekxaoml axlkoo kqqmlml ckomo. Ov Tczmookl Xvxmq Ymae Skcmv/Voomo Scclo njw 100%s Ov Tczmookl Xmkclaxlvq MN njw 74%, MH njw 17%, Vzlkxm njw 9%