| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1D | XWF | 3.663 | 9.82 | - | - | WWW | UUU | QQQ | 81.00% | - | Lhoxc | G-Ejtgi | 185-190 | 190 | 6.35% | 6.341% | 53.54399 |
| Z2 | BZS | 34.586 | 2.61 | - | - | SSS- | FFF (Y) | NNN+ | 1.50% | - | Vpajz | T-Rgpie | 260-270 | 250 | 6.76% | 6.787% | 18.80714 |
| D2 | CBV | 52.835 | 7.84 | - | - | XX- | CC (F) | EE+ | 49.40% | - | Oonei | X-Elnja | 230-240 | 220 | 6.48% | 6.497% | 38.83225 |
| K1K | UTZ | 109.470 | 6.78 | - | - | KKK | MMM | MMM | 12.00% | - | Tbfzm | P-Ehyvl | 165-170 | 160 | 6.13% | 6.041% | 11.63402 |
| G1 | QKP | 42.668 | 9.56 | - | - | P- | V (J) | M+ | 3.00% | - | Vzlnv | J-Ddhsf | 245-255 | 235 | 6.62% | 6.641% | 44.59945 |
Tranche Comments
K1K: First Pay: 2024-03-25; Registration: 144Y/Aaz X;
X1D: First Pay: 2024-03-25; Registration: 144Z/Fhl C;
D2: First Pay: 2024-03-25; Registration: 144J/Kxi Z;
G1: First Pay: 2024-03-25; Registration: 144L/Kvj K;
Z2: First Pay: 2024-03-25; Registration: 144N/Oqs U;
Originator(s)
Ayhrzx JH YYB, Doccxu Iohuxyxx YYB, Yycxcrxx Yoyz Axhcrcrzx YYB, Iyuroziuyh Iohuxyxx YYB (fiy Ih Booyxh)
Pricing Speed
15% YXG dg NMD