| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-3 | OKH | 39.503 | 2.30 | - | - | E | Q (T) | - | 77.60% | - | Rpoxd | Z-Wafcw | 180n | 180 | 6.59% | 6.437% | 69.35145 |
| I-2 | RAK | 10.586 | 4.70 | - | - | SS | VV | - | 20.60% | - | Sujth | A-Npnwf | 170-175 | 175 | 6.54% | 6.387% | 61.58239 |
| Z-1 | URH | 47.319 | 1.43 | - | - | FF | SS (R) | - | 3.90% | - | Amtse | X-Vmcuj | 365-375 | 350 | 7.91% | 7.883% | 90.94935 |
| C-1 | FZJ | 22.122 | 3.77 | - | - | BBB | EEE (D) | - | 35.30% | - | Ouolh | O-Eqydk | 250-260 | 240 | 6.82% | 6.783% | 94.95978 |
| F-1 | NVW | 740.676 | 3.50 | - | - | DDD | MMM | - | 53.11% | - | Hqlkp | D-Npspw | 150f | 150 | 6.29% | 6.137% | 74.56443 |
| I-2 | EEA | 42.390 | 4.25 | - | - | Q | T (D) | - | 8.80% | - | Hnxyl | Y-Zpigv | 460s | 460 | 8.63% | 8.983% | 18.73957 |
Tranche Comments
F-1: First Pay: 2024-03-25; Registration: 144P/Bwh Q;
I-2: First Pay: 2024-03-25; Registration: 144T/Jnf I;
E-3: First Pay: 2024-03-25; Registration: 144X/Ilg S;
C-1: First Pay: 2024-03-25; Registration: 144Z/Klo K;
Z-1: First Pay: 2024-03-25; Registration: 144V/Ake E;
I-2: First Pay: 2024-03-25; Registration: 144E/Lkk C;
Deal Comments
Icp Dhoo Qtzbcne Vhzobtz ca 3 othzp hpn 30% FQX
Risk Retention
PQ/QV - Fwd
Pricing Speed
25% GLN tq 4 wtob hoyy (attz gz aott)