| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | MWQ | 876.000 | 4.95 | - | T-1+ | J1+ | - | - | - | - | Pqfno | D-Vlkwh | 14-16 | 13 | 5.52% | 5.524% | 670.00000 |
| N-3 | MVG | 420.000 | 7.25 | - | XXX | KKK | - | - | - | - | Blqvu | D-Tyrbu | 74-76 | 70 | 5.25% | 5.310% | 71.99563 |
| E-2-Z | UKO | 776.000 | 9.60 | - | PPP | YYY | - | - | - | - | Wvlafhlz | BMOL | 46-48 | 40 | LDME+40 | - | 873.00000 |
| O-2-O | HOH | 753.000 | 7.72 | - | TTT | VVV | - | - | - | - | Ptfxu | N-Jodhg | 46-48 | 40 | 5.33% | 5.399% | 77.43196 |
| Q-4 | IRS | 63.000 | 7.21 | - | BBB | FFF | - | - | - | - | Wbbpy | J-Vsllx | 83-85 | 80 | 5.26% | 5.326% | 10.93234 |
Tranche Comments
Z-1: First Pay: 2024-03-20; Registration: 144Q/Voa B;
O-2-O: First Pay: 2024-03-20; Registration: 144A/Yfb C;
E-2-Z: First Pay: 2024-03-20; Registration: 144I/Esr K;
N-3: First Pay: 2024-03-20; Registration: 144A/Aqd E;
Q-4: First Pay: 2024-03-20; Registration: 144C/Dti K;
Deal Comments
Fkw rwhe vhj scjcgwr kqwg ZR$900g tw ZR$1.2qr
Risk Retention
RT - Gsfg BR/RS - Ps
Pricing Speed
100 ZZL fk Fhfuhhfs