| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | WQP | 17.317 | 7.19 | 3.47 | - | - | MM- | EE (M) | - | 52.32% | - | Dhqqtrwx | 1mHGKF | 280t | 275 | 1qHDEK+269 | - | 91.20000 |
| R-N | GCX | 198.579 | 6.18 | 1.92 | - | - | III | OOO | - | 95.39% | - | Frsmzkld | 1hGACZ | 240o | 230 | 1yDIGB+224 | - | 11.61000 |
| K | OTZ | 272.340 | 7.50 | 4.11 | - | - | RRR | JJJ | - | 49.00% | - | Sxwcqrll | 1kUEYW | 180m | 180 | 1xUNYU+174 | - | 57.72000 |
| G | QVB | 94.293 | 5.77 | 7.20 | - | - | ZO | GGG | - | 41.74% | - | Zymhyzsy | 1pLGMJ | 490x | 490 | 1nSMEN+484 | - | 41.23000 |
| V | XSS | 14.145 | 6.31 | 7.52 | - | - | PK | WWW (U) | - | 52.89% | - | Orrqjshp | 1wCDDA | 600e | 635 | 1aUAYP+629 | - | 45.32000 |
| M | HWY | 83.938 | 6.46 | 5.20 | - | - | W- | A (I) | - | 31.56% | - | Qyqwdshs | 1lPKAG | 340l | 335 | 1oAKLC+329 | - | 97.41000 |
| C | CCG | 14.634 | 2.39 | 3.75 | - | - | SI | KK (S) | - | 75.00% | - | - | - | - | - | - | - | Retained |
| R | MEZ | 81.907 | 9.84 | 3.38 | - | - | UV | FF (F) | - | 5.10% | - | - | - | - | - | - | - | Retained |
| Y | NBT | 40.659 | 5.18 | 7.20 | - | - | YH | X (Z) | - | 7.74% | - | - | - | - | - | - | - | Retained |
| Sje | RZJ | 64.890 | - | - | - | - | NT | SL | - | 5.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2024-03-19; Registration: 144E/Dqo V;
R-N: First Pay: 2024-03-19; Registration: 144V/Bzv V;
W: First Pay: 2024-03-19; Registration: 144K/Wfn A;
M: First Pay: 2024-03-19; Registration: 144K/Cry G;
G: First Pay: 2024-03-19; Registration: 144P/Xvr D;
V: First Pay: 2024-03-19; Registration: 144O/Kcq G;
C: First Pay: 2024-03-19; Registration: 144D/Vmc A;
R: First Pay: 2024-03-19; Registration: 144Q/Rsu M;
Y: First Pay: 2024-03-19; Registration: 144Y/Hnb F;
Sje: First Pay: 2024-03-19; Registration: 144F/Put V;
Deal Comments
Gzf Akuu Wsupzst 2.00
Originator(s)
AA1 Pmrfimk ZZP
Cut-Off Balance ($mm)
750.285775