| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | CVP | 833.240 | 2.36 | - | - | - | - | QQQ | ZZZ | 66.10% | - | Hgvit | N-Cwnsc | 245-250 | 240 | 6.55% | 6.489% | 90.92224 |
| L4 | PYB | 95.106 | 9.69 | - | - | - | - | FF (N) | EE | 67.00% | - | GWL | W-Vmdhk | 740-750 | 730 | - | 11.311% | 77.55790 |
| E5 | EPY | 38.183 | 5.19 | - | - | - | - | ZZ (B) | R | 5.60% | - | PFS | Y-Cohhs | 940-950 | 930 | - | 13.266% | 38.65148 |
| G1 | VFE | 92.864 | 8.79 | - | - | - | - | FF (C) | TT+ | 55.10% | - | Siqak | R-Anpgj | 290-295 | 275 | 6.84% | 6.801% | 46.40385 |
| Y2 | KLQ | 27.377 | 5.50 | - | - | - | - | B (F) | X+ | 56.39% | - | Mnpus | O-Obxac | 350-360 | 320 | 7.23% | 7.204% | 40.65472 |
| L3 | XVE | 87.154 | 6.51 | - | - | - | - | VVV | UUU+ | 36.25% | - | Nmgwq | M-Scqqf | 460-470 | 440 | 8.44% | 8.422% | 13.93197 |
Tranche Comments
Y: First Pay: 2024-01-25; Registration: 144L/Ohd E;
G1: First Pay: 2024-01-25; Registration: 144Z/Fhe A;
Y2: First Pay: 2024-01-25; Registration: 144O/Dia U;
L3: First Pay: 2024-01-25; Registration: 144E/Xib N;
L4: First Pay: 2024-01-25; Registration: 144H/Xhp X;
E5: First Pay: 2024-01-25; Registration: 144Z/Obm K;
Originator(s)
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