| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z5 | CUF | 900.000 | 9.00 | - | - | VVV | - | AAA | 90.00% | - | Fczml | O-Eitrl | - | 150 | 6.00% | 6.498% | 30.46547 |
| Y2 | HSE | 94.110 | 8.55 | - | - | VVV | - | NNN | 34.00% | - | Agkxo | - | - | 0-24ox | 6.00% | 6.402% | 66.42984 |
| T11 | XUS | 12.335 | 2.51 | - | - | NNN | - | BBB | 26.00% | - | Gngwd | O-Owhvi | - | 145 | 6.00% | 6.123% | 85.50062 |
| W13 | JUT | 87.283 | 14.97 | - | - | HH+ | - | III | 2.24% | - | Cpjra | A-Vxjcb | - | 160 | 6.50% | 6.287% | 324.51488 |
| D8 | LUX | 55.000 | 3.96 | - | - | KKK | - | HHH | 90.00% | - | Jrqhc | R-Lmnte | - | 160 | 6.00% | 6.280% | 89.79471 |
| H1 | EAX | 40.000 | 8.38 | - | - | BBB | - | CCC | 97.00% | - | Ipaaq | - | - | 0-28af | 6.50% | 6.382% | 469.30090 |
Tranche Comments
H1: First Pay: 2024-05-27; Registration: 144L/Eaz X;
Y2: First Pay: 2024-05-27; Registration: 144J/Vza R;
Z5: First Pay: 2024-05-27; Registration: 144D/Fni U;
D8: First Pay: 2024-05-27; Registration: 144O/Fdt F;
T11: First Pay: 2024-05-27; Registration: 144W/Rsj K;
W13: First Pay: 2024-05-27; Registration: 144M/Wpm I;