| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2V | CNZ | 105.400 | 4.78 | - | AAA | OOO | - | - | - | - | Msjbwmby | TDOS | 65-70 | 62 | DJLK+62 | - | 219.00000 |
| F | FRB | 31.400 | 5.92 | - | OOO | SSS | - | - | - | - | Epajr | A-Fqwmi | 215w | 200 | 6.00% | 6.085% | 81.30620 |
| I-2I | ETT | 732.000 | 2.90 | - | OOO | ZZZ | - | - | - | - | Cimiy | X-Lkjkd | 65-70 | 62 | 5.30% | 5.363% | 95.46954 |
| V-3 | IVQ | 512.940 | 8.98 | - | RRR | XXX | - | - | - | - | Agoez | A-Iskkx | 85-90 | 75 | 4.92% | 4.974% | 25.29213 |
| E | QLZ | 73.400 | 6.99 | - | OO | KK | - | - | - | - | Jljej | I-Odaow | 130a | 115 | 5.17% | 5.235% | 36.78965 |
| B | KKA | 21.100 | 4.86 | - | A | Q | - | - | - | - | Vwhvd | Y-Iiycy | 155b | 145 | 5.47% | 5.535% | 72.91800 |
| U-1 | KEX | 114.400 | 1.73 | - | R-1+ | A1+ | - | - | - | - | Rmqil | B-Htxnd | 15-17 | 13 | 5.51% | 5.511% | 213.00000 |
| W-4 | IFN | 58.990 | 7.84 | - | YYY | QQQ | - | - | - | - | Wjcev | Q-Cphcu | 100w | 90 | 4.94% | 4.995% | 66.48303 |
Tranche Comments
U-1: First Pay: 2024-02-15; Registration: Xkczxhkcks;
I-2I: First Pay: 2024-02-15; Registration: Taxnsoaoaf;
Y-2V: First Pay: 2024-02-15; Registration: Tzvfwtzpzq;
V-3: First Pay: 2024-02-15; Registration: Hwupaqwywp;
W-4: First Pay: 2024-02-15; Registration: Hyafymykyo;
E: First Pay: 2024-02-15; Registration: Qowknlooox;
B: First Pay: 2024-02-15; Registration: Lhkkeghwha;
F: First Pay: 2024-02-15; Registration: Ypqvljpupb;
Deal Comments
Ljj ljjh qjk wqkgljl uqnc FW$1.2cd nn FW$1.5cd
Risk Retention
LF - Ynk, GL - Zk
Pricing Speed
1.30 FZF gx 10% Ejtsb-Zj Esjj