| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S2 | CNW | 40.423 | 4.90 | - | - | XX | WWW (G) | - | 16.94% | - | Zqgel | X-Zqsfy | 380-390 | 360 | 3.85% | 7.619% | 14.56708 |
| F | XBX | 12.687 | 1.90 | - | - | DD- | FF (Q) | - | 20.68% | - | Rtmxe | Q-Pcptb | 175-180 | 180 | 3.75% | 5.819% | 87.21458 |
| L | UWY | 65.240 | 2.10 | - | - | F- | XX (W) | - | 57.37% | - | Qvrso | Y-Whxhy | 190-195 | 185 | 3.75% | 5.869% | 57.19014 |
| S | TNC | 135.214 | 3.30 | - | - | QQQ | DDD | - | 60.50% | - | Kuyqn | T-Cdror | 135-140 | 120 | 3.35% | 5.219% | 70.91457 |
| M | TIC | 25.419 | 9.30 | - | - | III- | III (G) | - | 97.00% | - | Qconj | R-Wccah | 240-245 | 230 | 3.75% | 6.319% | 33.11400 |
| T1 | YKZ | 40.765 | 6.50 | - | - | HG | WWW | - | 81.00% | - | Rhvka | Y-Kljgn | 325-335 | 300 | 3.85% | 7.019% | 58.15266 |
Tranche Comments
S: First Pay: 2024-03-19; Registration: 144V/Ksb K;
F: First Pay: 2024-03-19; Registration: 144E/Boo H;
L: First Pay: 2024-03-19; Registration: 144W/Jsa G;
M: First Pay: 2024-03-19; Registration: 144F/Hhj F;
T1: First Pay: 2024-03-19; Registration: 144L/Hyr A;
S2: First Pay: 2024-03-19; Registration: 144D/Ezy D;
Risk Retention
DC - Rbb, DD - Mw (I - Ywqydwhvfu)