| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | LPB | 572.163 | 9.63 | - | - | RRR | - | XXX | 67.50% | - | Sakiq | Z-Ruoim | 120-130 | 105 | 5.59% | 5.661% | 34.83073 |
| I | YQE | 39.855 | 3.00 | - | - | BBB | - | WWW+ | 97.73% | - | Aupmb | L-Zpxhh | 285-300 | 265 | 6.77% | 6.875% | 38.67460 |
| R | BKV | 43.970 | 9.83 | - | - | YY | - | MM+ | 47.60% | - | Iqbak | B-Vawvn | 150-160 | 135 | 5.58% | 5.647% | 92.32242 |
| B | UVA | 30.849 | 3.00 | - | - | II | - | YY+ | 23.60% | - | Raaps | F-Byqlt | 620-635 | 605 | 8.50% | 10.275% | 29.74302 |
| W-1 | NSQ | 34.276 | 2.32 | - | - | O1+ | - | G1+ | 61.90% | - | Wgaix | Z-Nfnhz | 22-24 | 20 | 5.57% | 5.567% | 558.00000 |
| L | EEI | 94.217 | 8.28 | - | - | I | - | A+ | 42.50% | - | Jzjjv | P-Vxxgl | 185-200 | 165 | 5.81% | 5.886% | 54.55994 |
Tranche Comments
W-1: First Pay: 2024-03-15; Registration: 144B/Caf Z;
H-2: First Pay: 2024-03-15; Registration: 144O/Wke B;
R: First Pay: 2024-03-15; Registration: 144G/Aac U;
L: First Pay: 2024-03-15; Registration: 144H/Mnj F;
I: First Pay: 2024-03-15; Registration: 144P/Trw M;
B: First Pay: 2024-03-15; Registration: 144M Swnb;
Risk Retention
JF - Lgcf VJ - Xv
Pricing Speed
5% KOP pw 15% Kprr