| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | NXB | 24.698 | 1.60 | - | - | AA- | EE (B) | - | 55.92% | - | Tclaw | I-Gwycz | 175-180 | 180 | 3.75% | 5.819% | 50.47209 |
| Z1 | JZB | 83.783 | 6.60 | - | - | ZP | YYY | - | 37.00% | - | Xvnoy | F-Powrj | 325-335 | 300 | 3.85% | 7.019% | 40.54535 |
| L2 | XLU | 61.526 | 7.30 | - | - | WI | HHH (Z) | - | 60.98% | - | Xqwxe | G-Rfafj | 380-390 | 360 | 3.85% | 7.619% | 79.65260 |
| S | KFD | 738.640 | 2.10 | - | - | ZZZ | XXX | - | 96.70% | - | Ytumo | X-Oqkxu | 135-140 | 120 | 3.35% | 5.219% | 64.10848 |
| I | LVY | 94.361 | 7.80 | - | - | X- | OO (K) | - | 86.86% | - | Fyxkm | G-Endbt | 190-195 | 185 | 3.75% | 5.869% | 87.35881 |
| V | RPU | 43.779 | 6.90 | - | - | UUU- | PPP (N) | - | 30.00% | - | Ksthd | J-Ozioq | 240-245 | 230 | 3.75% | 6.319% | 70.93734 |
Tranche Comments
S: First Pay: 2024-03-19; Registration: 144X/Tnl E;
P: First Pay: 2024-03-19; Registration: 144I/Dbf J;
I: First Pay: 2024-03-19; Registration: 144U/Itz M;
V: First Pay: 2024-03-19; Registration: 144I/Gmn M;
Z1: First Pay: 2024-03-19; Registration: 144B/Qqr N;
L2: First Pay: 2024-03-19; Registration: 144Z/Vcm X;
Risk Retention
OK - Abd, IO - Pc (Y - Ockiccbdie)