| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | OOK | 233.300 | 8.40 | - | - | CCC | KKK | - | 40.12% | - | Tpksz | H-Lclsy | 115-120 | 105 | 3.30% | 5.258% | 12.26627 |
| J | WFI | 25.150 | 1.20 | - | - | GGG- | MMM (P) | - | 39.66% | - | Mstah | O-Lohjh | 210-215 | 200 | 3.40% | 6.208% | 95.96420 |
| X-2 | AHY | 86.650 | 5.50 | - | - | SD | NNN (C) | - | 36.74% | - | Csksw | M-Hqowa | 325-335 | 300 | 3.65% | 7.208% | 63.54325 |
| C | INN | 15.700 | 1.90 | - | - | V- | M | - | 26.80% | - | Qbctb | A-Aoayf | 180-185 | 180 | 3.40% | 6.008% | 60.66020 |
| Y | XQF | 31.780 | 8.70 | - | - | UK | VV | - | 4.11% | - | Jbifv | O-Qfbxa | 500m | 500 | 3.65% | 9.208% | 80.46938 |
| O-1 | FOQ | 96.300 | 8.90 | - | - | SD | KKK | - | 78.34% | - | Yiupw | I-Matft | 275-285 | 260 | 3.40% | 6.808% | 69.10030 |
| V | JAZ | 57.300 | 3.60 | - | - | ZZ- | WW (Z) | - | 30.40% | - | Eyosz | E-Vymzw | 160-165 | 145 | 3.40% | 5.658% | 84.65070 |
Tranche Comments
K: First Pay: 2024-05-17; Registration: 144I/Msc A;
V: First Pay: 2024-05-17; Registration: 144Y/Tlf W;
C: First Pay: 2024-05-17; Registration: 144F/Knu Q;
J: First Pay: 2024-05-17; Registration: 144B/Edx L;
O-1: First Pay: 2024-05-17; Registration: 144X/Rfs K;
X-2: First Pay: 2024-05-17; Registration: 144J/Fde H;
Y: First Pay: 2024-05-17; Registration: 144U/Msb W;
Risk Retention
TK - Wywk TT - Vv