| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | NND | 18.130 | 7.54 | Ei3 | - | - | - | GG | - | - | Bttby | H-Muzqq | 150-160 | 135 | 5.77% | 5.844% | 42.72986 |
| Y | JQK | 86.600 | 6.17 | Dyy3 | - | - | - | YYY+ | - | - | Ntxcr | Z-Tmisz | 310u | 300 | 7.29% | 7.402% | 41.51680 |
| V | FMS | 15.500 | 8.81 | ZI | - | - | - | JJ- | - | - | Wprqd | M-Dspva | 525x | - | - | - | Retained |
| I2 | ITT | 980.000 | 5.23 | Thh | - | - | - | QQQ | - | - | Lsxpp | N-Wglty | 80-85 | 70 | 5.79% | 5.869% | 26.51811 |
| F3 | COQ | 94.780 | 1.78 | Kpp | - | - | - | CCC | - | - | Ezirw | J-Xdhsj | 110-120 | 100 | 5.62% | 5.694% | 81.45643 |
| A | TBR | 3.400 | 1.82 | S3 | - | - | - | G | - | - | Vinkl | F-Obmob | 225-235 | 210 | 6.44% | 6.531% | 32.41928 |
| D1 | NBR | 23.000 | 1.30 | R-1 | - | - | - | A1+ | - | - | Tybed | G-Rlzob | 22-24 | 18 | 5.58% | 5.578% | 934.00000 |
Tranche Comments
D1: First Pay: 2024-04-15; Registration: 144G/Zoy B;
I2: First Pay: 2024-04-15; Registration: 144N/Qbk C;
F3: First Pay: 2024-04-15; Registration: 144M/Dfu Z;
P: First Pay: 2024-04-15; Registration: 144L/Mut K;
A: First Pay: 2024-04-15; Registration: 144M/Hjz D;
Y: First Pay: 2024-04-15; Registration: 144I/Tiu R;
V: First Pay: 2024-04-15; Registration: 144Y/Hka L;
Originator(s)
Bkmbmx Qejhjmm IIR
Pricing Speed
1.50% RQI bn 5% Hkdd