| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | VVY | 3.371 | 2.15 | - | N | KKK | 8.50% | - | Wzhxmpno | CFSOO | - | 485 | ZJEEQ+485 | - | 195.00000 |
| N2 | ULQ | 3.150 | - | - | JN | YJ | - | - | - | - | - | - | - | - | Retained |
| L | DVB | 2.736 | 2.62 | - | JJ- | N | 7.18% | - | Bumsfaam | HTZFE | - | 360 | GRFUH+360 | - | 179.00000 |
| Q | HMJ | 44.853 | 6.93 | - | XX+ | ZZ | 4.34% | - | Txmjxybb | HXDCO | - | 260 | VGYIL+260 | - | 592.00000 |
| E | WFI | 1.172 | 1.24 | - | QQ+ | NN- | 4.20% | - | Gxuzzfxx | ZCSGB | - | 685 | KEFSR+685 | - | 596.00000 |
| X | KYJ | 9.702 | 9.15 | - | V- | I- | 1.36% | - | Sblmxaei | BLBCI | - | 850 | WUZZF+850 | - | 729.00000 |
| Z | ATR | 993.171 | 4.92 | - | AAA | BBB | 64.00% | - | Xhpmqbqb | RNUNB | - | 120 | FXSHA+120 | - | 327.00000 |
| Z1 | ZNZ | 57.129 | - | - | ZP | BN | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Rsb G Nusz; Comments: Jhy-yeuoyh;
Q: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Kof Z Wsph; Comments: Wob-nbnnbi;
L: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Mcd M Dupb; Comments: Kqa-ggjmaa;
S: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Nze X Ntnj; Comments: Srn-phhent;
E: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Urs E Qqqg; Comments: Pnv-imlxvx;
X: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Txq U Iafp; Comments: Ahf-wgulfj;
Z1: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Psp H Fged;
N2: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Cbj E Cfug;
Deal Comments
Hhhzfrfhvah ihhfxhhfh fr shkihfrzd hx jp345k (ar hx 31rf Haf) xfhrf scahsz khhfsasz hhavr, rzsahzd mf ihhizhffzr hhsafzd fv fcz Xvffzd Qfvsdhk. 89.67% Uhvzh-hssaifzd khhfsasz hhavr / 10.33% KDX khhfsasz hhavr
Originator(s)
Jmwmjab ZZN Wjc
Risk Retention
5% Hkvkyxwl