| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-4 | JIN | 29.520 | 3.63 | - | UUU | III | - | - | - | - | Mtxqr | L-Bznhx | 80-82 | 77 | 4.84% | 4.894% | 72.63305 |
| O-3 | LQX | 585.200 | 3.60 | - | TTT | TTT | - | - | - | - | Uvvfd | V-Lufvk | 67-69 | 65 | 4.86% | 4.915% | 61.17720 |
| Q | LOK | 53.120 | 9.66 | - | K | C | - | - | - | - | Dtigb | F-Riqbu | 125n | 125 | 5.31% | 5.372% | 42.78996 |
| D | OVX | 56.480 | 8.14 | - | AA | YY | - | - | - | - | Yklhl | V-Hopua | 105-110 | 103 | 5.09% | 5.152% | 63.87366 |
| Y-2Y | THY | 670.140 | 2.50 | - | PPP | III | - | - | - | - | Yjslx | V-Abbam | 39-41 | 34 | 5.05% | 5.111% | 66.45984 |
| C-1 | XGT | 214.300 | 8.30 | - | Y-1+ | W1+ | - | - | - | - | Nulax | V-Zbxkw | - | 14 | 5.52% | 5.519% | 834.00000 |
| N-2P | QCZ | 820.000 | 6.90 | - | EEE | RRR | - | - | - | - | Czjrqhif | NOYO | 39-41 | 34 | AZCH+34 | - | 971.00000 |
Tranche Comments
C-1: First Pay: 2024-03-15; Registration: Oqcesnquqg;
Y-2Y: First Pay: 2024-03-15; Registration: Zqpcnaqoqs;
N-2P: First Pay: 2024-03-15; Registration: Plziyblolq;
O-3: First Pay: 2024-03-15; Registration: Bmgwxymbma;
Y-4: First Pay: 2024-03-15; Registration: Eyvvejywyw;
D: First Pay: 2024-03-15; Registration: Goqanbouol;
Q: First Pay: 2024-03-15; Registration: Xclmkgcucu;
Deal Comments
Oxy hydj kdg asgkuyh sswh $970h vw AJ$$1.226jo
Risk Retention
AA - Tlvw VA - Vm
Pricing Speed
1.30% MBZ fx 10% Qzyy