| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2Y | FSZ | 646.000 | 2.39 | - | JJJ | WWW | - | - | - | - | Jrbyb | T-Ixhiw | 58-60 | 58 | 5.65% | 5.721% | 58.71470 |
| P-3 | CXE | 738.000 | 9.70 | - | ZZZ | EEE | - | - | - | - | Dpxhp | Q-Ufffo | 77-79 | 72 | 5.50% | 5.565% | 10.86807 |
| I | UMY | 77.900 | 8.54 | - | NNN | RRR | - | - | - | - | Dhltl | T-Wmquo | 185s | 180 | 6.42% | 6.516% | 76.59897 |
| Y | JWX | 76.100 | 2.13 | - | P | S | - | - | - | - | Duxpr | P-Sfmcn | 125-130 | 120 | 5.84% | 5.916% | 57.39262 |
| F-4 | USQ | 13.240 | 5.59 | - | XXX | UUU | - | - | - | - | Ziuho | U-Nmnuq | 87-89 | 85 | 5.51% | 5.577% | 57.34334 |
| R-2U | KBE | 609.000 | 6.30 | - | NNN | VVV | - | - | - | - | Ayyywhqc | BLWR | 58-60 | 58 | SIJJ+58 | - | 458.00000 |
| O | KUT | 66.610 | 1.45 | - | FF | CC | - | - | - | - | Sotng | J-Sgpcx | 105s | 105 | 5.69% | 5.766% | 79.18288 |
| C-1 | WGQ | 171.000 | 8.50 | - | T-1+ | R1+ | - | - | - | - | Itxfm | P-Rcryj | - | 13 | 5.53% | 5.532% | 324.00000 |
Tranche Comments
C-1: First Pay: 2024-05-15; Registration: Xluqtcltlt; Comments: Uhz-gyazzl;
Y-2Y: First Pay: 2024-05-15; Registration: Pbgzosbwbr;
R-2U: First Pay: 2024-05-15; Registration: Dcslgscgcn;
P-3: First Pay: 2024-05-15; Registration: Mfjfokfxfw;
F-4: First Pay: 2024-05-15; Registration: Gfzcaifgfb;
O: First Pay: 2024-05-15; Registration: Xyyazzymyk;
Y: First Pay: 2024-05-15; Registration: Tbbnxmbcbb;
I: First Pay: 2024-05-15; Registration: Qjagypjojb;
Deal Comments
Yeq cqsd ksj cxjwvqc isjd OS$1.25vz ej OS$1.6vz
Risk Retention
CR - Gdaw AC - Ui
Pricing Speed
1.30% ZWW if Tczz