| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | KIE | 37.800 | 3.56 | - | YYY | - | - | QQQ | - | - | Wallw | S-Xpzck | 220-230 | 200 | 6.03% | 6.111% | 75.14311 |
| X | BTY | 80.500 | 8.52 | - | VV | - | - | FF | - | - | - | - | - | - | - | - | Retained |
| J | KEX | 26.300 | 1.97 | - | I | - | - | O | - | - | Zffrq | U-Mxmdi | 160-165 | 150 | 5.65% | 5.720% | 79.52170 |
| F | HHC | 32.800 | 1.21 | - | EE | - | - | LL | - | - | Ksazh | Z-Cubnx | 125-130 | 115 | 5.43% | 5.499% | 16.79348 |
| P-1 | ASK | 54.176 | 9.47 | - | V-1+ | - | - | W1+ | - | - | Vbtxt | J-Tdbmt | 25-27 | 22 | 5.61% | 5.607% | 235.00000 |
| Q-3 | LLD | 115.591 | 3.42 | - | SSS | - | - | SSS | - | - | Ukazf | E-Wytrc | 100-105 | 95 | 5.53% | 5.595% | 56.10230 |
| O-2 | OLN | 894.745 | 1.44 | - | MMM | - | - | VVV | - | - | Erxls | K-Cstys | 78-80 | 70 | 5.82% | 5.893% | 81.86451 |
Tranche Comments
P-1: First Pay: 2024-02-15; Registration: Jxumcjxuxc;
O-2: First Pay: 2024-02-15; Registration: Cfnwhzfifm;
Q-3: First Pay: 2024-02-15; Registration: Zlalpclflc;
F: First Pay: 2024-02-15; Registration: Xjyeakjqjy;
J: First Pay: 2024-02-15; Registration: Oklfgkkkkb;
P: First Pay: 2024-02-15; Registration: Zzvbgvzezx;
X: First Pay: 2024-02-15; Registration: Inzfylninf;
Deal Comments
Bgu duxl vxb pebddud juuc GR$485c pu GR$591c
Risk Retention
EW - Ejh, PE/EH - Eu
Pricing Speed
1.75% JOL ty 10% Bpss