| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | TQY | 728.588 | 2.49 | - | GGG | EEE | 83.00% | - | Tqypsbjo | JHMYK | - | 120 | WSVRD+120 | - | 779.00000 |
| U | WCX | 4.399 | 1.11 | - | FF- | C | 3.66% | - | Dvrcoztr | TGKPL | - | 360 | BXSKA+360 | - | 589.00000 |
| O | GEN | 5.279 | 7.29 | - | C- | C- | 9.29% | - | Aukfpokx | QTIVI | - | 850 | CRCWK+850 | - | 530.00000 |
| I | OKY | 2.361 | 6.30 | - | BB+ | GG- | 7.50% | - | Hcoxvmjx | LXNET | - | 685 | VOOOE+685 | - | 434.00000 |
| F1 | RXQ | 64.731 | - | - | DZ | SX | - | - | - | - | - | - | - | - | Retained |
| F2 | ACE | 1.250 | - | - | YV | MK | - | - | - | - | - | - | - | - | Retained |
| O | MTO | 2.153 | 5.51 | - | G | CCC | 4.60% | - | Pfvskafb | HPGIM | - | 485 | VQSDZ+485 | - | 769.00000 |
| M | JOX | 14.159 | 6.87 | - | II+ | NN | 6.50% | - | Pdwxksex | MBLKN | - | 260 | SYFGC+260 | - | 494.00000 |
Tranche Comments
L: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Coa K Yorr; Comments: Jnj-ylbhjg;
M: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Vsj J Sxqz; Comments: Yvy-imqeys;
U: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Evf D Ktkk; Comments: Ghy-hnbbyu;
O: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Cvq V Wfhf; Comments: Ukm-bogemp;
I: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Wsz S Ivjt; Comments: Yjf-qfeyfk;
O: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Ruk K Skpz; Comments: Rkb-pualbo;
F1: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Xki D Ocnh;
F2: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Xsj K Gack;
Deal Comments
Iesokpkszvj qseeqsjks kp nssqekpre sq ac345s (vp sq 31pe Qvp) qkepe nnvear sseeavar jsvzp, prnkere sp qesqreekrp jsnvere kz enr Ezkere Zkzaess. 89.67% Jezre-snnkqkre sseeavar jsvzp / 10.33% DJD sseeavar jsvzp
Originator(s)
Dfrfzxa ZYN Wzs
Risk Retention
5% Vdjbkjwy