| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | WQE | 271.370 | 7.50 | Z-1 | - | Q1+ | - | - | - | - | Zzhrt | P-Lymaw | - | - | - | - | Retained |
| L-3 | XRW | 439.960 | 2.20 | Dgg | - | VVV | - | - | - | - | Eloia | A-Phcti | 75t | 70 | 5.63% | 5.700% | 86.33730 |
| M | GOT | 342.830 | 3.48 | Ox2 | - | Z | - | - | - | - | Tciqt | P-Hmllh | 125f | 110 | 5.84% | 5.915% | 69.19450 |
| F | CIT | 466.160 | 1.59 | Suu3 | - | PN | - | - | - | - | Owvsw | Z-Yznlp | 170i | 160 | 6.28% | 6.367% | 43.66216 |
| R-2 | XTS | 879.140 | 8.86 | Qee | - | YYY | - | - | - | - | Kmxvk | B-Lrbfr | 55-60 | 60 | 5.80% | 5.876% | 87.99570 |
| S | OFZ | 421.250 | 3.58 | Cgg | - | AA | - | - | - | - | Yciyb | K-Kutmr | 100y | 97 | 5.78% | 5.852% | 97.93276 |
Tranche Comments
L-1: First Pay: 2024-05-15; Registration: Klcvwhlnln;
R-2: First Pay: 2024-05-15; Registration: Bphsespxpa;
L-3: First Pay: 2024-05-15; Registration: Gygcxcyeya;
S: First Pay: 2024-05-15; Registration: Cqpenoqmqz;
M: First Pay: 2024-05-15; Registration: Upihsapppi;
F: First Pay: 2024-05-15; Registration: Xvuafgvbvj;
Pricing Speed
1.50% XLB us 10% Thmm