| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U2 | ZYZ | 80.000 | 6.60 | - | QQQ | - | - | PPP | - | - | Jmbhn | B-Yusgw | 85-90 | 75 | 5.77% | 5.850% | 57.23793 |
| Z | AAT | 1.420 | 7.49 | - | AA | - | - | FF+ | - | - | Rigpa | Q-Aciwz | 200 | 200 | 6.17% | 6.257% | 97.79258 |
| E | ARF | 5.470 | 7.15 | - | W+ | - | - | X+ | - | - | Dvila | L-Oigvl | 240 | 240 | 6.55% | 6.644% | 54.39853 |
| C | VUS | 6.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| I | JFV | 2.590 | 2.72 | - | PPP+ | - | - | QQQ+ | - | - | Jsute | K-Ficsb | 305 | 305 | 7.18% | 7.297% | 63.75072 |
| O4 | AOX | 94.870 | 6.70 | - | PPP | - | - | XXX | - | - | Opalx | U-Kmyaq | 155-160 | 147 | 5.74% | 5.818% | 51.94338 |
| W1 | LZT | 30.930 | 5.39 | - | G-1+ | - | - | C1+ | - | - | Llhea | D-Tirpi | 28-30 | 24 | 5.64% | 5.637% | 846.00000 |
| Q3 | JVR | 26.000 | 9.70 | - | HHH | - | - | FFF | - | - | Fomms | O-Sbjwq | 120-125 | 110 | 5.62% | 5.691% | 64.53645 |
| M | FYX | 2.990 | 4.30 | - | DD+ | - | - | QQQ | - | - | Movuh | N-Khqdp | 275 | 275 | 8.02% | 8.157% | 49.61004 |
Tranche Comments
W1: First Pay: 2024-01-10; Registration: 144N/Pbf E;
U2: First Pay: 2024-01-10; Registration: 144K/Uek T;
Q3: First Pay: 2024-01-10; Registration: 144I/Ykn Z;
O4: First Pay: 2024-01-10; Registration: 144P/Xir W;
Z: First Pay: 2024-01-10; Registration: 144N/Brv E;
E: First Pay: 2024-01-10; Registration: 144J/Chx R;
I: First Pay: 2024-01-10; Registration: 144K/Qjb H;
M: First Pay: 2024-01-10; Registration: 144C/Bmm B;
C: First Pay: 2024-01-10; Registration: Fsbjioh Fyiuhphbo;
Deal Comments
Mrgbmi Gccdfzrrifgq OTR (G&U), GYO, UQD. Ovggbmi Gccdfzrrifgq UYT, DXU
Pricing Speed
1.30% VPT pk 2% cfbb