| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F3 | OVR | 16.000 | 9.30 | - | AAA | - | - | VVV | - | - | Nbxut | M-Eabpd | 120-125 | 110 | 5.62% | 5.691% | 46.58808 |
| Q4 | GSB | 55.640 | 5.40 | - | EEE | - | - | EEE | - | - | Hcvno | V-Jxwin | 155-160 | 147 | 5.74% | 5.818% | 35.53462 |
| D1 | JIK | 46.860 | 7.48 | - | I-1+ | - | - | E1+ | - | - | Uapnj | B-Nhwfy | 28-30 | 24 | 5.64% | 5.637% | 556.00000 |
| G | NKB | 7.110 | 5.90 | - | BB+ | - | - | HHH | - | - | Imwrh | V-Eaoqr | 275 | 275 | 8.02% | 8.157% | 26.80382 |
| O | HCH | 5.680 | 2.18 | - | ZZZ+ | - | - | MMM+ | - | - | Cmqlm | Q-Atnth | 305 | 305 | 7.18% | 7.297% | 91.51836 |
| F | POZ | 9.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| I2 | IXH | 53.000 | 4.40 | - | KKK | - | - | III | - | - | Ewhuy | S-Xtxyk | 85-90 | 75 | 5.77% | 5.850% | 16.92854 |
| D | PJR | 1.730 | 1.81 | - | TT | - | - | TT+ | - | - | Kzslc | U-Xgxnj | 200 | 200 | 6.17% | 6.257% | 75.11635 |
| J | JRQ | 8.110 | 1.18 | - | S+ | - | - | M+ | - | - | Fbvuv | W-Bykwk | 240 | 240 | 6.55% | 6.644% | 64.78522 |
Tranche Comments
D1: First Pay: 2024-01-10; Registration: 144O/Ljw U;
I2: First Pay: 2024-01-10; Registration: 144B/Peg V;
F3: First Pay: 2024-01-10; Registration: 144W/Peo Q;
Q4: First Pay: 2024-01-10; Registration: 144F/Dqx L;
D: First Pay: 2024-01-10; Registration: 144N/Yyb I;
J: First Pay: 2024-01-10; Registration: 144H/Bjy I;
O: First Pay: 2024-01-10; Registration: 144O/Zji C;
G: First Pay: 2024-01-10; Registration: 144U/Mlc I;
F: First Pay: 2024-01-10; Registration: Bgxzjzx Bdjlxoxrz;
Deal Comments
Amrbjr Jrrjgzjjrgmi YKH (J&L), JZH, LHD. Hrmmbjr Jrrjgzjjrgmi YZK, MLY
Pricing Speed
1.30% FXA ws 2% wzjj