| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Wpz | PBO | 92.900 | - | - | - | - | FA | ZO | - | 4.00% | - | - | - | - | - | - | - | Retained |
| R | HNE | 67.900 | 5.82 | 7.31 | - | - | FF- | WW (Q) | - | 61.59% | - | Uvfkdujx | 1gIWHG | 280i | 275 | 1sXPKB+269 | - | 77.15000 |
| O | YTP | 87.830 | 8.87 | 2.46 | - | - | KB | GG (V) | - | 82.00% | - | - | - | - | - | - | - | Retained |
| W | VEL | 38.779 | 8.84 | 2.67 | - | - | NL | Q (U) | - | 8.88% | - | - | - | - | - | - | - | Retained |
| L | VAI | 460.100 | 2.10 | 6.61 | - | - | SSS | PPP | - | 54.00% | - | Vewcbxqc | 1jZPGQ | 180y | 180 | 1xBZZX+174 | - | 15.99000 |
| V-V | MVH | 998.521 | 3.81 | 2.34 | - | - | WWW | JJJ | - | 20.86% | - | Wpbyliab | 1cTKUH | 240g | 230 | 1eEEBX+224 | - | 65.35000 |
| B | HAW | 37.184 | 6.37 | 5.40 | - | - | M- | X (V) | - | 85.94% | - | Xyzaykog | 1dJPQH | 340d | 335 | 1zDGOO+329 | - | 58.94000 |
| W | QOC | 52.312 | 1.56 | 8.67 | - | - | CA | YY (L) | - | 7.30% | - | - | - | - | - | - | - | Retained |
| A | BMX | 80.943 | 8.54 | 1.20 | - | - | IY | PPP | - | 35.70% | - | Fqfbszsg | 1lLNWR | 490n | 490 | 1cGMVT+484 | - | 27.95000 |
| X | GFZ | 75.110 | 2.80 | 5.31 | - | - | JY | VVV (U) | - | 70.68% | - | Uldjrvro | 1fTPCV | 600m | 635 | 1lATYS+629 | - | 82.25000 |
Tranche Comments
L: First Pay: 2024-03-19; Registration: 144O/Nqi E;
V-V: First Pay: 2024-03-19; Registration: 144P/Dno U;
R: First Pay: 2024-03-19; Registration: 144H/Pdt N;
B: First Pay: 2024-03-19; Registration: 144C/Bps C;
A: First Pay: 2024-03-19; Registration: 144N/Kfa B;
X: First Pay: 2024-03-19; Registration: 144B/Bnc N;
O: First Pay: 2024-03-19; Registration: 144I/Yfr S;
W: First Pay: 2024-03-19; Registration: 144I/Mnj U;
W: First Pay: 2024-03-19; Registration: 144W/Fsk W;
Wpz: First Pay: 2024-03-19; Registration: 144K/Vqs Z;
Deal Comments
Qzf Jphh Fujgzbv 2.00
Originator(s)
YV1 Rnbzanc CCR
Cut-Off Balance ($mm)
840.887806