| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D2 | AAW | 920.120 | 4.90 | - | TTT | - | - | KKK | - | - | Izmtf | G-Udkve | 70p | 65 | 5.50% | 5.569% | 38.56995 |
| L | LTE | 42.250 | 4.85 | - | PP | - | - | DD+ | - | - | Gujqk | K-Abotz | 135s | 135 | 5.37% | 5.440% | 17.25062 |
| P | UCI | 25.000 | 7.37 | - | TT+ | - | - | BBB | - | - | Vchjz | P-Puwqe | - | 200 | 7.28% | 7.393% | 23.33228 |
| J | EVI | 1.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| O1 | JVD | 20.270 | 3.27 | - | C-1+ | - | - | B1+ | - | - | Hnigh | X-Tcgpk | 23-25 | 23 | 5.63% | 5.634% | 532.00000 |
| D | ULG | 4.300 | 5.60 | - | N+ | - | - | L+ | - | - | Bhqya | V-Cdhhl | 155-160 | 155 | 5.57% | 5.638% | 77.39344 |
| K4 | OPQ | 57.380 | 5.82 | - | QQQ | - | - | QQQ | - | - | Nkjvy | Y-Olsgw | 105-110 | 95 | 5.08% | 5.141% | 67.46576 |
| T3 | CNS | 866.200 | 9.83 | - | YYY | - | - | PPP | - | - | Fjjyo | U-Skxjf | 80-85 | 70 | 5.05% | 5.108% | 88.30718 |
| W | LRB | 8.700 | 3.57 | - | GGG+ | - | - | ZZZ+ | - | - | Mzbkv | I-Myzpo | 225s | 225 | 6.25% | 6.339% | 28.95980 |
Tranche Comments
O1: First Pay: 2024-04-10; Registration: 144C/Nhr H;
D2: First Pay: 2024-04-10; Registration: 144G/Xlp F;
T3: First Pay: 2024-04-10; Registration: 144P/Wss I;
K4: First Pay: 2024-04-10; Registration: 144W/Ubc H;
L: First Pay: 2024-04-10; Registration: 144N/Acv T;
D: First Pay: 2024-04-10; Registration: 144P/Zcc N;
W: First Pay: 2024-04-10; Registration: 144P/Zww W;
P: First Pay: 2024-04-10; Registration: 144L/Iqc S; Comments: Fsi-Fsfkip;
J: First Pay: 2024-04-10; Registration: 144M/Ixh D; Comments: Tyg-Tngpgl;
Pricing Speed
1.30% JWI wh 2% scoo