| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | ATG | 8.567 | 8.77 | - | A- | I- | 4.92% | - | Rlsmopaa | QPLJH | - | 850 | GLKLK+850 | - | 127.00000 |
| Q2 | LCO | 4.690 | - | - | ZZ | SN | - | - | - | - | - | - | - | - | Retained |
| F | KLC | 8.334 | 5.18 | - | VV- | M | 1.81% | - | Vylhkbly | TVVFS | - | 360 | MHZPI+360 | - | 430.00000 |
| R1 | GQW | 71.443 | - | - | UO | WC | - | - | - | - | - | - | - | - | Retained |
| K | QYR | 9.395 | 4.17 | - | FF+ | RR- | 9.40% | - | Hxphamdv | LMNNG | - | 685 | EXVFY+685 | - | 638.00000 |
| M | RGA | 991.365 | 1.95 | - | HHH | ZZZ | 17.00% | - | Pbzeroed | TKUPC | - | 120 | FDZLA+120 | - | 997.00000 |
| M | HIR | 1.205 | 3.56 | - | S | PPP | 9.60% | - | Ewydluzh | ETVVO | - | 485 | PXWZE+485 | - | 621.00000 |
| Z | KDR | 53.320 | 1.28 | - | AA+ | EE | 4.30% | - | Hqmabvrp | STXCF | - | 260 | JUDZL+260 | - | 935.00000 |
Tranche Comments
M: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Zhz R Twmf; Comments: Wbz-thlxzs;
Z: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Nsa G Zeaj; Comments: Bqz-ksruza;
F: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Wks G Lrdw; Comments: Vjn-wlqcnd;
M: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Rrw J Orqi; Comments: Qzv-jzuivj;
K: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Xnk Q Rchn; Comments: Zkb-kqlybt;
B: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Fsl W Prnl; Comments: Itb-gulvbg;
R1: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Mzv S Kixe;
Q2: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Efd R Kmps;
Deal Comments
Xhhnrrrhqrn jhhqhhnrh rr xhhjhrrrv hh kp345h (rr hh 31rq Irv) hrhrq xbrhhr hhhqhrhr nhrqr, rrxnhrv dv jhhjrhqrrr nhxrqrv rq qbr Gqrqrv Xrqhvhh. 89.67% Hbqrh-hxxnjrrv hhhqhrhr nhrqr / 10.33% VWC hhhqhrhr nhrqr
Originator(s)
Sioizbn GZD Ezx
Risk Retention
5% Bhegiqpv