Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K1K | VXE | 104.511 | 9.80 | - | - | HHH | - | NNN | 97.00% | - | Rmozc | K-Azdjf | 190-200 | 175 | 5.85% | 5.765% | 30.54324 |
B2 | OCT | 23.993 | 59.92 | - | - | OOO- | - | EEE | 2.50% | - | Smsst | P-Louth | 300-310 | 290 | 6.86% | 6.892% | 32.58605 |
K2 | XUZ | 12.599 | 1.37 | - | - | UU- | - | TT | 9.30% | - | Hoxwy | Q-Ebypa | 255-265 | 250 | 6.44% | 6.459% | 48.54773 |
E1A | LIM | 35.348 | 8.30 | - | - | PPP | - | BBB | 15.70% | - | Khclx | J-Lalbk | 210-220 | 195 | 6.05% | 5.965% | 55.34657 |
S1 | OEO | 61.250 | 7.93 | - | - | N- | - | X | 5.60% | - | Owwbw | P-Azjdy | 265-275 | 265 | 6.60% | 6.622% | 59.60395 |
Tranche Comments
K1K: First Pay: 2024-02-26; Registration: 144X/Bas J;
E1A: First Pay: 2024-02-26; Registration: 144X/Fal E;
K2: First Pay: 2024-02-26; Registration: 144W/Jqc H;
S1: First Pay: 2024-02-26; Registration: 144P/Emb V;
B2: First Pay: 2024-02-26; Registration: 144B/Dev Z;
Originator(s)
XfzzhDuw Wwuz Lfzlmwfj WWM, Lwwxfz Dwzzpupf WWM, Lizmzp XT WWM, Luzmwzjzuz Dwzzpupf WWM (upu Dz Mwwifz)