| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Kri | CWS | 59.120 | - | - | - | - | FA | VQ | - | 3.00% | - | - | - | - | - | - | - | Retained |
| H-W | MAY | 978.815 | 4.30 | 5.47 | - | - | BBB | LLL | - | 83.14% | - | Zumxqcef | 1mTYPA | 240r | 230 | 1pGQTI+224 | - | 25.27000 |
| W | EQK | 79.479 | 3.38 | 6.37 | - | - | FF- | TT (K) | - | 11.51% | - | Kyqqdvmg | 1iSAEH | 280a | 275 | 1qMAUO+269 | - | 52.38000 |
| Y | VCP | 10.400 | 2.97 | 2.11 | - | - | MP | QQQ (T) | - | 59.26% | - | Mvzlzmiy | 1aMKTY | 600p | 635 | 1lAUWN+629 | - | 29.48000 |
| M | AXB | 568.790 | 9.40 | 1.59 | - | - | TTT | AAA | - | 72.00% | - | Rzeftuea | 1jEAQI | 180k | 180 | 1yCICU+174 | - | 30.59000 |
| D | XWF | 25.162 | 1.45 | 9.37 | - | - | UW | TT (K) | - | 95.00% | - | - | - | - | - | - | - | Retained |
| U | LVR | 75.159 | 3.83 | 1.80 | - | - | NZ | XXX | - | 87.37% | - | Szlhhonm | 1oPOXX | 490u | 490 | 1yNMIT+484 | - | 17.40000 |
| J | HXA | 21.655 | 8.86 | 1.85 | - | - | TU | VV (W) | - | 9.30% | - | - | - | - | - | - | - | Retained |
| Z | OQS | 71.217 | 9.61 | 8.90 | - | - | M- | K (L) | - | 37.69% | - | Wwjjhphe | 1dNVMF | 340m | 335 | 1bTLEL+329 | - | 61.17000 |
| V | ZPV | 49.392 | 8.65 | 7.11 | - | - | HZ | F (C) | - | 3.23% | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: First Pay: 2024-03-19; Registration: 144D/Mzg I;
H-W: First Pay: 2024-03-19; Registration: 144A/Usg Q;
W: First Pay: 2024-03-19; Registration: 144Z/Pmq N;
Z: First Pay: 2024-03-19; Registration: 144N/Rhc E;
U: First Pay: 2024-03-19; Registration: 144H/Omb U;
Y: First Pay: 2024-03-19; Registration: 144M/Oas P;
D: First Pay: 2024-03-19; Registration: 144E/Vyr F;
J: First Pay: 2024-03-19; Registration: 144K/Brv Z;
V: First Pay: 2024-03-19; Registration: 144H/Yzf M;
Kri: First Pay: 2024-03-19; Registration: 144U/Eoz W;
Deal Comments
Htx Haaa Mocitfy 2.00
Originator(s)
HN1 Queyfuf FFQ
Cut-Off Balance ($mm)
495.254331