| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | ZQK | 173.000 | 3.40 | - | - | QQQ | - | BBB | 54.00% | - | Ygfio | - | <1-04> - <1-08> pj DOKF 6.0 KO | <1-08> nw EJWE 6.0 YN | 6.00% | 6.025% | 33.47975 |
| L7 | LTL | 56.988 | 70.70 | - | - | SSS | - | DDD | 54.00% | - | Hhblh | L-Nhjrm | 175u | 180 | 6.00% | 5.940% | 690.10302 |
| C4 | AOQ | 93.233 | 5.32 | - | - | UUU | - | KKK | 80.00% | - | Lijsk | R-Jxjgp | 175-180 | 175 | 6.00% | 6.033% | 75.23240 |
| T10 | XEQ | 34.600 | 6.42 | - | - | SSS | - | RRR | 13.00% | - | Rgfqt | U-Jmrmc | 155-160 | 160 | 6.00% | 6.063% | 97.25705 |
| L16 | JMY | 98.436 | 2.99 | - | - | VVV | - | HHH | 38.00% | - | Qqpww | Z-Vmsru | 180-185 | 180 | 6.00% | 5.880% | 965.82330 |
| S19 | UMA | 78.870 | 3.40 | - | - | AAA | - | NNN | 7.00% | - | Immwj | - | <0-24> - <0-28> sm J1 | <2-12> ql FWTX 6.0 GN | 6.00% | 6.315% | 10.32229 |
Tranche Comments
Z1: First Pay: 2024-04-25; Registration: 144Y/Uwm J;
C4: First Pay: 2024-04-25; Registration: 144A/Jlr S;
L7: First Pay: 2024-04-25; Registration: 144A/Usw F;
T10: First Pay: 2024-04-25; Registration: 144M/Xfy Q;
L16: First Pay: 2024-04-25; Registration: 144K/Cye B;
S19: First Pay: 2024-04-25; Registration: 144P/Gik N;
Originator(s)
Xhstlu Nfyel, Fyzltlht Fyethxhl, Tyxplt Fyethxhl