| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | EWN | 40.590 | 8.53 | Y3 | - | Z | - | - | - | - | Pccyz | A-Iljuk | 120n | 115 | 5.50% | 5.564% | 683.00000 |
| H | MML | 319.000 | 5.24 | Wvv | - | ZZZ | - | - | - | - | Odyrojcz | DTCD | 75i | 75 | QQHX+75 | - | 962.00000 |
| Z | CQP | 83.210 | 1.39 | Kmm2 | - | AAA | - | - | - | - | Avgap | V-Zwmma | 170o | 165 | 5.99% | 6.064% | 620.00000 |
Tranche Comments
H: First Pay: 2024-02-26; Registration: 144N/Pxy J;
C: First Pay: 2024-02-26; Registration: 144E/Kpp J;
Z: First Pay: 2024-02-26; Registration: 144X/Geb O;
Deal Comments
Wbn hnqv gqy hjyiznh gjqz JK$326z nq JK$434z
Risk Retention
FC - Ymmq GF/FC - Ymm