| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D2 | FEF | 441.000 | 8.40 | - | JJJ | - | TTT | HHH | - | - | Iwani | Y-Jzyay | 70 | 70 | 5.64% | 5.710% | 79.18330 |
| V | HZT | 47.740 | 9.80 | - | K | - | O | E | - | - | Ocvup | T-Qpchz | 140-145 | 135 | 5.79% | 5.865% | 31.56799 |
| L1 | KXU | 20.300 | 5.10 | - | S-1+ | - | V-1 D | K1+ | - | - | Yzlzn | I-Mdplc | 22-24 | 20 | 5.59% | 5.594% | 204.00000 |
| C | MAF | 39.100 | 1.28 | - | AAA | - | GGG | ZZZ | - | - | Wwblr | L-Vtlib | 200b | 195 | 6.30% | 6.393% | 12.69578 |
| Y3 | TOS | 16.550 | 3.24 | - | OOO | - | MMM | FFF | - | - | Kvgjw | A-Obuzr | 85 | 85 | 5.48% | 5.550% | 72.17926 |
| Y | NUH | 60.490 | 8.74 | - | QQ | - | CC | RR | - | - | Ssopt | B-Fozco | 110-120 | 110 | 5.63% | 5.699% | 68.63754 |
| R | XPK | 88.900 | 7.26 | - | PP | - | RR | GG | - | - | Oqkeq | I-Zjbgh | 450-460 | 435 | 8.60% | 8.761% | 97.41318 |
Tranche Comments
L1: First Pay: 2024-05-15; Registration: 144N Pdtl; Comments: Peg K;
D2: First Pay: 2024-05-15; Registration: 144X Stte; Comments: Gzj G;
Y3: First Pay: 2024-05-15; Registration: 144G Fuzj; Comments: Hce T;
Y: First Pay: 2024-05-15; Registration: 144Q Mcvj; Comments: Izy E;
V: First Pay: 2024-05-15; Registration: 144U Hgcn; Comments: Gcn O;
C: First Pay: 2024-05-15; Registration: 144R Wkew; Comments: Ezt H;
R: First Pay: 2024-05-15; Registration: 144Y Mpzz; Comments: Mfa B;