| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | QNE | 56.500 | 7.89 | - | C | A | - | - | - | - | Pzjjb | O-Yxshh | 155l | 145 | 5.47% | 5.535% | 19.27713 |
| N-4 | ZFN | 97.830 | 7.43 | - | YYY | HHH | - | - | - | - | Cnkzq | O-Cbjac | 100i | 90 | 4.94% | 4.995% | 57.42145 |
| D-2D | YHJ | 535.000 | 7.81 | - | FFF | UUU | - | - | - | - | Dpngb | Q-Kmncn | 65-70 | 62 | 5.30% | 5.363% | 82.18370 |
| N-2R | JQF | 974.700 | 3.33 | - | JJJ | PPP | - | - | - | - | Hvuimyyi | KCSM | 65-70 | 62 | BOAY+62 | - | 164.00000 |
| F | JBQ | 47.500 | 2.95 | - | XXX | NNN | - | - | - | - | Gbxkz | B-Agpnm | 215t | 200 | 6.00% | 6.085% | 90.65030 |
| O | IPW | 81.600 | 8.44 | - | MM | XX | - | - | - | - | Mazla | S-Pxpzu | 130q | 115 | 5.17% | 5.235% | 94.67982 |
| W-1 | JGF | 574.300 | 8.60 | - | X-1+ | E1+ | - | - | - | - | Mfjah | R-Kdtvl | 15-17 | 13 | 5.51% | 5.511% | 940.00000 |
| V-3 | EHG | 725.310 | 8.55 | - | MMM | KKK | - | - | - | - | Amxbc | N-Ltkuu | 85-90 | 75 | 4.92% | 4.974% | 36.69480 |
Tranche Comments
W-1: First Pay: 2024-02-15; Registration: Vvhxucvjvw;
D-2D: First Pay: 2024-02-15; Registration: Qobbcfobot;
N-2R: First Pay: 2024-02-15; Registration: Hqxminqvqg;
V-3: First Pay: 2024-02-15; Registration: Wycpjhyqyq;
N-4: First Pay: 2024-02-15; Registration: Kzeolczvzr;
O: First Pay: 2024-02-15; Registration: Rfxwhxfsfz;
D: First Pay: 2024-02-15; Registration: Oqpuchqbqn;
F: First Pay: 2024-02-15; Registration: Hzfueuzmzy;
Deal Comments
Fzx qxvy avu sjuuexq czzm AW$1.2gs zz AW$1.5gs
Risk Retention
GO - Gaf, FG - Pu
Pricing Speed
1.30 JWV yr 10% Qtyms-Yx Qmtt