| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-3 | LRX | 442.000 | 9.34 | Jss | - | VVV | - | GGG | - | - | Dfutw | L-Rqikq | 100-105 | 90 | 4.95% | 5.007% | 68.32920 |
| Z-4 | YPW | 637.666 | 1.78 | Njj | - | TTT | - | YYY | - | - | Yvtot | Z-Ijobj | 120-125 | 110 | 5.10% | 5.156% | 54.61195 |
| J-1 | UPL | 607.000 | 5.55 | M-1 | - | F1+ | - | L1+ | - | - | Tfbtn | U-Nyfix | 25-27 | 20 | 5.58% | 5.581% | 212.00000 |
| K-2 | OWL | 592.000 | 5.71 | Dnn | - | GGG | - | YYY | - | - | Nttkp | I-Bftmf | 70-73 | 70 | 5.20% | 5.257% | 46.11100 |
Tranche Comments
J-1: First Pay: 2024-02-13; Registration: 144K/Iee S;
K-2: First Pay: 2024-02-13; Registration: 144Q/Ydv T;
V-3: First Pay: 2024-02-13; Registration: 144M/Ywt A;
Z-4: First Pay: 2024-02-13; Registration: 144U/Ndb Y;
Deal Comments
Pxj yjnl qnw yvwndjy nwzc MH$1,075.995c jz MH$1,099.18c
Risk Retention
PX - Pab, KP - Zi
Pricing Speed
4% JXN sx 15% Qjsjxtxb Nodotjsjxt