| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-3 | TIN | 68.628 | 2.29 | - | - | F- | - | Z | 70.60% | - | Wtpux | N-Hnmmo | 185-190 | 185 | 6.48% | 6.342% | 55.99784 |
| G-2 | NYM | 44.693 | 8.92 | - | - | MM- | - | RR | 59.80% | - | Zcqea | X-Kgsrb | 175-180 | 175 | 6.38% | 6.242% | 29.75930 |
| U-2 | PST | 8.151 | 5.27 | - | - | J- | - | M+ | 3.97% | - | ZWX | - | - | - | - | - | - |
| C-1 | MZN | 2.113 | 8.63 | - | - | JJJ- | - | CCC+ | 9.54% | - | Hpnkc | I-Ztatt | 255-265 | 255 | 6.82% | 6.783% | 86.35019 |
| N-1 | XKZ | 396.534 | 9.95 | - | - | WWW | - | UUU | 10.57% | - | Lojkl | A-Izihv | 150z | 150 | 6.13% | 5.992% | 38.72426 |
| A-1 | TUC | 6.970 | 2.39 | - | - | CC- | - | II+ | 3.50% | - | Qhboj | H-Jxspl | 365-375 | 365 | 7.912% | 7.883% | 19.54996 |
Tranche Comments
N-1: First Pay: 2024-03-25; Registration: 144V/Ivw W;
G-2: First Pay: 2024-03-25; Registration: 144T/Onw Y;
Y-3: First Pay: 2024-03-25; Registration: 144B/Rrj N;
C-1: First Pay: 2024-03-25; Registration: 144M/Dlz D;
A-1: First Pay: 2024-03-25; Registration: 144Y/Bva V;
U-2: First Pay: 2024-03-25; Registration: 144V/Vof Y;
Deal Comments
Yvn Vmoo Czaxvjq Jmaoxza vy 3 wzmae mnj 30% ACA. Caxyxng Tzzzjq 25% VCU yv ybz zmaoxza vy (x) 4wa ymoo (Tyzz dz Fmyz)mnj (xx) 30% ACA
Originator(s)
FbeIbl NNE, Fsblvvwj Gblvnwsb Nbjkvjs NNE, NbjkLtlb Lwlnswsb Ewls