| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | QOF | 20.600 | 5.18 | - | EEE | - | QQQ | - | - | - | Bhagu | M-Olfuk | 185-190 | 180 | 5.86% | 5.935% | 37.37048 |
| K | JAW | 493.860 | 8.27 | - | BBB | - | OOO | - | - | - | Svljq | X-Uwzvz | 50-60 | 45 | 5.61% | 5.684% | 86.81632 |
| F | TAW | 55.180 | 4.75 | - | W- | - | S | - | - | - | Eprec | R-Iscfi | 135-140 | 135 | 5.63% | 5.701% | 98.57608 |
| C | LEV | 77.600 | 6.84 | - | CC- | - | MM | - | - | - | - | - | - | - | - | - | Retained |
| K | HHF | 33.690 | 3.15 | - | VV | - | WW (I) | - | - | - | Lhmbz | B-Fapbq | 105-110 | 100 | 5.60% | 5.671% | 95.95992 |
Tranche Comments
K: First Pay: 2024-03-12; Registration: 144B/Tvq L;
K: First Pay: 2024-03-12; Registration: 144D/Ppi A;
F: First Pay: 2024-03-12; Registration: 144P/Dyb F;
N: First Pay: 2024-03-12; Registration: 144P/Efu A;
C: First Pay: 2024-03-12; Registration: 144I/Vhu K;
Pricing Speed
1.70% NAA gg 15% Hvff