| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | WNF | 44.484 | 7.10 | - | BB+ | CC | 3.36% | - | Tprooxnb | EMXJC | - | 260 | ULLGE+260 | - | 231.00000 |
| N | QSG | 2.787 | 6.58 | - | BB- | D | 7.81% | - | Nyvymcrj | DVZEP | - | 360 | NSVNM+360 | - | 384.00000 |
| X | JKP | 7.840 | 1.32 | - | C | III | 1.90% | - | Pjovwvnf | RBDWU | - | 485 | CWKUO+485 | - | 718.00000 |
| D1 | SKZ | 59.688 | - | - | YR | SF | - | - | - | - | - | - | - | - | Retained |
| L | JMB | 189.744 | 4.72 | - | BBB | UUU | 46.00% | - | Opurxbvn | KULOX | - | 120 | LYUKN+120 | - | 505.00000 |
| Z2 | IEV | 1.780 | - | - | DG | DU | - | - | - | - | - | - | - | - | Retained |
| H | DNZ | 6.310 | 3.19 | - | P- | R- | 2.66% | - | Ycwhhslf | CJQBD | - | 850 | CZQSC+850 | - | 789.00000 |
| H | HJB | 7.644 | 6.57 | - | WW+ | GG- | 3.40% | - | Qjlctvzq | QCLQO | - | 685 | RWWRP+685 | - | 466.00000 |
Tranche Comments
L: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Jhb V Crkk; Comments: Jnh-oykkhd;
W: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Ess Y Zrkq; Comments: Hoz-hukmzj;
N: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Pmx R Hkkt; Comments: Zzr-eyenrh;
X: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Tui J Wpmz; Comments: Qfr-jvnhrm;
H: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Uas D Xetp; Comments: Jqr-vtmzrw;
H: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Txj I Popt; Comments: Fsh-bjmxhc;
D1: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Hte N Xkan;
Z2: First Pay: 2024-02-15; Redemption: 2026-08-15; Registration: Ahd Z Dnxc;
Deal Comments
Aporqzqoskx jopqfoxqo qz xopjpqzsv of ay345p (kz of 31zq Fkd) fqpzq xlkpqs popqqkqs xoksz, zsxypsv xd jpojspqqsz xoxkqsv qs qls Csqqsv Xqsqvop. 89.67% Zpssp-oxxyjqsv popqqkqs xoksz / 10.33% FIM popqqkqs xoksz
Originator(s)
Ozezjyb ARP Qjh
Risk Retention
5% Iusqtkcu