| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | VNJ | 33.514 | 7.67 | - | - | - | - | NN (R) | LL+ | 63.40% | - | Yqbcl | D-Yxsbf | 290-295 | 275 | 6.84% | 6.801% | 75.61560 |
| R4 | OBN | 85.317 | 8.88 | - | - | - | - | SS (M) | WW | 17.00% | - | SBD | M-Rmfil | 740-750 | 730 | - | 11.311% | 96.37650 |
| Q5 | IED | 57.834 | 5.42 | - | - | - | - | KK (C) | S | 3.40% | - | IEO | O-Hhsnn | 940-950 | 930 | - | 13.266% | 56.75080 |
| W | XXU | 262.145 | 2.11 | - | - | - | - | YYY | KKK | 15.70% | - | Lylci | H-Eamjt | 245-250 | 240 | 6.55% | 6.489% | 92.17282 |
| W2 | UFN | 49.191 | 4.40 | - | - | - | - | T (D) | H+ | 45.49% | - | Wzwbp | I-Goshb | 350-360 | 320 | 7.23% | 7.204% | 66.27967 |
| O3 | OFH | 65.359 | 5.90 | - | - | - | - | KKK | QQQ+ | 61.91% | - | Aiqhe | M-Ctlhu | 460-470 | 440 | 8.44% | 8.422% | 44.67812 |
Tranche Comments
W: First Pay: 2024-01-25; Registration: 144Q/Ekh T;
E1: First Pay: 2024-01-25; Registration: 144K/Bjc I;
W2: First Pay: 2024-01-25; Registration: 144U/Umb Y;
O3: First Pay: 2024-01-25; Registration: 144T/Lrj A;
R4: First Pay: 2024-01-25; Registration: 144U/Cvr N;
Q5: First Pay: 2024-01-25; Registration: 144E/Wid B;
Originator(s)
Jdbfemqv Sfccdxemlb Slgmqlb YYS, Kda Ilv Iymmcdmm Amclced YYS