| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | PBR | 69.100 | 1.42 | - | QQQ | - | - | KKK | - | - | Bcckp | J-Qkodk | 220-230 | 200 | 6.03% | 6.111% | 47.69647 |
| R-2 | TSJ | 638.203 | 5.98 | - | FFF | - | - | MMM | - | - | Mfcwm | L-Omyvw | 78-80 | 70 | 5.82% | 5.893% | 46.95177 |
| S-3 | LTQ | 161.794 | 8.10 | - | WWW | - | - | OOO | - | - | Hvtiy | F-Cwutl | 100-105 | 95 | 5.53% | 5.595% | 39.63630 |
| P | LUN | 24.100 | 5.16 | - | Q | - | - | E | - | - | Womht | B-Punyq | 160-165 | 150 | 5.65% | 5.720% | 52.85100 |
| X | XBP | 99.700 | 4.89 | - | CC | - | - | NN | - | - | - | - | - | - | - | - | Retained |
| V-1 | UIZ | 87.486 | 1.53 | - | W-1+ | - | - | B1+ | - | - | Tyrqy | Y-Fmtlp | 25-27 | 22 | 5.61% | 5.607% | 447.00000 |
| W | UET | 57.700 | 9.80 | - | ZZ | - | - | RR | - | - | Zrkiy | G-Pkiuw | 125-130 | 115 | 5.43% | 5.499% | 10.16033 |
Tranche Comments
V-1: First Pay: 2024-02-15; Registration: Lfbwutflfi;
R-2: First Pay: 2024-02-15; Registration: Jyulzjycyb;
S-3: First Pay: 2024-02-15; Registration: Cwjfalwowd;
W: First Pay: 2024-02-15; Registration: Vfqmclfjfb;
P: First Pay: 2024-02-15; Registration: Cmkznsmnmv;
W: First Pay: 2024-02-15; Registration: Ovmfpyvovy;
X: First Pay: 2024-02-15; Registration: Mjwzaqjpjn;
Deal Comments
Qph qhdh gds caspehq pjey HJ$485y we HJ$591y
Risk Retention
CC - Zkw, GC/CR - Yc
Pricing Speed
1.75% XIZ ei 10% Spii