| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | QZT | 79.593 | 7.00 | - | - | SSS | - | JJJ+ | 18.79% | - | Bcjym | W-Fsjrs | 285-300 | 265 | 6.77% | 6.875% | 12.13127 |
| B-1 | EPA | 68.626 | 6.92 | - | - | S1+ | - | F1+ | 64.30% | - | Utbfs | Q-Aoios | 22-24 | 20 | 5.57% | 5.567% | 215.00000 |
| F-2 | ETM | 726.252 | 4.75 | - | - | XXX | - | HHH | 88.40% | - | Bsbvm | I-Msqjk | 120-130 | 105 | 5.59% | 5.661% | 98.33038 |
| U | ZVG | 45.968 | 2.55 | - | - | R | - | U+ | 49.30% | - | Hahic | V-Bmcdb | 185-200 | 165 | 5.81% | 5.886% | 92.78546 |
| P | FOG | 36.898 | 8.00 | - | - | RR | - | RR+ | 36.80% | - | Wsajl | I-Nhocn | 620-635 | 605 | 8.50% | 10.275% | 97.13789 |
| J | AQE | 19.440 | 1.15 | - | - | DD | - | TT+ | 74.80% | - | Wnvzv | B-Hcpce | 150-160 | 135 | 5.58% | 5.647% | 44.94682 |
Tranche Comments
B-1: First Pay: 2024-03-15; Registration: 144T/Dkg L;
F-2: First Pay: 2024-03-15; Registration: 144T/Hop B;
J: First Pay: 2024-03-15; Registration: 144G/Zav W;
U: First Pay: 2024-03-15; Registration: 144T/Qov Z;
P: First Pay: 2024-03-15; Registration: 144V/Ldk Y;
P: First Pay: 2024-03-15; Registration: 144E Vkiy;
Risk Retention
BK - Dnrm KB - Uv
Pricing Speed
5% BJC fx 15% Bxyy