| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | GTI | 97.619 | 5.00 | - | - | BBB | - | EEE+ | 34.73% | - | Qjfwx | V-Qjnzl | 285-300 | 265 | 6.77% | 6.875% | 54.38907 |
| M | PRY | 83.906 | 4.27 | - | - | F | - | K+ | 23.20% | - | Qwmoq | F-Nslft | 185-200 | 165 | 5.81% | 5.886% | 72.97472 |
| H | IUG | 23.505 | 4.00 | - | - | GG | - | FF+ | 84.20% | - | Xyvge | K-Vcaat | 620-635 | 605 | 8.50% | 10.275% | 73.22983 |
| L-1 | HLD | 60.196 | 7.81 | - | - | M1+ | - | J1+ | 16.80% | - | Rrxim | P-Omnxc | 22-24 | 20 | 5.57% | 5.567% | 341.00000 |
| G | RSH | 22.170 | 8.18 | - | - | LL | - | PP+ | 30.20% | - | Vurcc | U-Ehkjf | 150-160 | 135 | 5.58% | 5.647% | 12.21164 |
| F-2 | WCO | 807.507 | 2.60 | - | - | XXX | - | DDD | 25.30% | - | Ytugv | W-Fosxg | 120-130 | 105 | 5.59% | 5.661% | 10.50127 |
Tranche Comments
L-1: First Pay: 2024-03-15; Registration: 144J/Ohq D;
F-2: First Pay: 2024-03-15; Registration: 144N/Zdl E;
G: First Pay: 2024-03-15; Registration: 144Q/Ics G;
M: First Pay: 2024-03-15; Registration: 144L/Imm S;
U: First Pay: 2024-03-15; Registration: 144O/Wap C;
H: First Pay: 2024-03-15; Registration: 144P Xpxu;
Risk Retention
GH - Pehl XG - Rq
Pricing Speed
5% NGR dm 15% Nszz