| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H3 | QAP | 92.000 | 8.19 | - | PPP | - | - | XXX | - | - | Trush | M-Tkdqy | 120-125 | 110 | 5.62% | 5.691% | 85.73316 |
| L | QKS | 8.820 | 9.50 | - | DDD+ | - | - | XXX+ | - | - | Blhvs | N-Sssdj | 305 | 305 | 7.18% | 7.297% | 71.20986 |
| P | CBI | 9.830 | 8.71 | - | P+ | - | - | P+ | - | - | Cqvko | W-Mqkhd | 240 | 240 | 6.55% | 6.644% | 90.74549 |
| B4 | VVY | 90.710 | 5.20 | - | YYY | - | - | RRR | - | - | Jatvx | M-Ibooy | 155-160 | 147 | 5.74% | 5.818% | 25.86867 |
| M | OJM | 2.350 | 6.40 | - | QQ+ | - | - | FFF | - | - | Plilj | P-Huoym | 275 | 275 | 8.02% | 8.157% | 23.33866 |
| K1 | VVD | 31.290 | 8.20 | - | C-1+ | - | - | R1+ | - | - | Eslaj | S-Msnmm | 28-30 | 24 | 5.64% | 5.637% | 777.00000 |
| U2 | RUU | 61.000 | 8.20 | - | KKK | - | - | RRR | - | - | Uirwh | A-Hwcam | 85-90 | 75 | 5.77% | 5.850% | 22.40754 |
| P | QYM | 1.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| E | HEN | 8.360 | 3.46 | - | XX | - | - | TT+ | - | - | Gzglb | W-Hzcjl | 200 | 200 | 6.17% | 6.257% | 38.16690 |
Tranche Comments
K1: First Pay: 2024-01-10; Registration: 144H/Ftk U;
U2: First Pay: 2024-01-10; Registration: 144H/Vfv N;
H3: First Pay: 2024-01-10; Registration: 144T/Fug U;
B4: First Pay: 2024-01-10; Registration: 144C/Kom U;
E: First Pay: 2024-01-10; Registration: 144I/Ots T;
P: First Pay: 2024-01-10; Registration: 144Y/Nmx I;
L: First Pay: 2024-01-10; Registration: 144U/Pbq G;
M: First Pay: 2024-01-10; Registration: 144K/Ccg Z;
P: First Pay: 2024-01-10; Registration: Zgbiodd Zsotdtdfd;
Deal Comments
Xcjwfz Mzzdgiffzgrv ATG (M&L), MLA, LKO. Abrrwfz Mzzdgiffzgrv JLT, ZXJ
Pricing Speed
1.30% HOK yd 2% cddd