| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | XJA | 74.589 | 3.80 | - | - | ZZZ- | XXX (P) | - | 44.00% | - | Ypchj | Q-Xlwiy | 240-245 | 230 | 3.75% | 6.319% | 30.25951 |
| B | NZA | 22.958 | 1.30 | - | - | PP- | QQ (E) | - | 91.68% | - | Opixd | H-Anqmv | 175-180 | 180 | 3.75% | 5.819% | 71.97342 |
| B | YNJ | 911.121 | 7.70 | - | - | UUU | GGG | - | 85.80% | - | Psjkc | M-Ggcgr | 135-140 | 120 | 3.35% | 5.219% | 18.75399 |
| K1 | GWC | 94.658 | 3.50 | - | - | ZR | SSS | - | 51.00% | - | Ghcfw | H-Rtlmt | 325-335 | 300 | 3.85% | 7.019% | 23.40416 |
| Z | HCV | 14.659 | 9.10 | - | - | W- | SS (E) | - | 58.90% | - | Yisgx | W-Qmqcp | 190-195 | 185 | 3.75% | 5.869% | 96.83337 |
| I2 | JZU | 26.245 | 9.90 | - | - | VC | XXX (X) | - | 24.39% | - | Nbvcm | A-Jiagx | 380-390 | 360 | 3.85% | 7.619% | 70.14011 |
Tranche Comments
B: First Pay: 2024-03-19; Registration: 144L/Gkp J;
B: First Pay: 2024-03-19; Registration: 144V/Wfz T;
Z: First Pay: 2024-03-19; Registration: 144F/Hkc E;
Q: First Pay: 2024-03-19; Registration: 144H/Bvx M;
K1: First Pay: 2024-03-19; Registration: 144Q/Yva H;
I2: First Pay: 2024-03-19; Registration: 144H/Lnw P;
Risk Retention
TK - Sgx, XT - Pg (S - Wgkppgskig)