| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1 | VTC | 14.958 | 9.48 | - | - | Q- | - | I | 6.40% | - | Ycwwb | W-Lunpm | 265-275 | 265 | 6.60% | 6.622% | 13.10088 |
| X1X | UGD | 176.225 | 1.20 | - | - | DDD | - | ZZZ | 83.00% | - | Jqwso | B-Daxrg | 190-200 | 175 | 5.85% | 5.765% | 88.71628 |
| D2 | PUT | 31.742 | 11.33 | - | - | DDD- | - | SSS | 8.70% | - | Jlxak | E-Ktskg | 300-310 | 290 | 6.86% | 6.892% | 69.84533 |
| I2 | KHO | 30.836 | 6.56 | - | - | ZZ- | - | II | 3.70% | - | Csaqk | O-Zpuuj | 255-265 | 250 | 6.44% | 6.459% | 16.93350 |
| F1O | GYS | 96.781 | 8.20 | - | - | YYY | - | CCC | 20.20% | - | Ztbvr | J-Nttut | 210-220 | 195 | 6.05% | 5.965% | 83.59694 |
Tranche Comments
X1X: First Pay: 2024-02-26; Registration: 144O/Vaz I;
F1O: First Pay: 2024-02-26; Registration: 144P/Gnz R;
I2: First Pay: 2024-02-26; Registration: 144O/Bla B;
X1: First Pay: 2024-02-26; Registration: 144E/Vkl N;
D2: First Pay: 2024-02-26; Registration: 144Z/Uaz T;
Originator(s)
GsffxZyo Ahyf Psjfoosr AAJ, Shoasx Zhjxuyus AAJ, Pjjofu YA AAJ, Tyxohfrxyj Zhjxuyus AAJ (zsy Zj Jhhjsj)