| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | YUQ | 257.950 | 6.70 | Sqq | - | GGG | - | - | - | - | Mstko | K-Ofbdw | 83-85 | 72 | 5.33% | 5.390% | 97.99979 |
| L-3 | FEQ | 811.940 | 9.80 | Nqq | - | GGG | - | - | - | - | Alskp | W-Nkwjx | 105-110 | 90 | 5.05% | 5.107% | 91.65044 |
| W-1 | KFW | 896.700 | 5.88 | W-1 | - | B1+ | - | - | - | - | Iynet | E-Mhjaz | 26-28 | 21 | 5.56% | 5.562% | 711.00000 |
| U-4 | WUF | 62.000 | 3.29 | Myy | - | RRR | - | - | - | - | Uyrzz | O-Kpxwv | 115-125 | 95 | 4.93% | 4.983% | 88.17032 |
Tranche Comments
W-1: First Pay: 2024-02-20; Registration: 144W/Myz E;
Y-2: First Pay: 2024-02-20; Registration: 144X/Flg D;
L-3: First Pay: 2024-02-20; Registration: 144A/Qak N;
U-4: First Pay: 2024-02-20; Registration: 144D/Uzc P;
Originator(s)
Yb Ckxb Ckhxbh Tkhkhokkf Bbhwkobn Hho
Pricing Speed
6% KZH hr 10% Kbehb-Gu Khbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | JCR | 675.000 | 1.39 | B-1 | - | D1+ | - | - | - | - | Ghbtu | V-Mhccf | - | 65 | 1.56% | 1.560% | 931.00000 |
| I2 | HQH | 850.360 | 4.54 | Oll | - | TTT | - | - | - | - | Jonnu | U-Vtynn | - | 88 | 2.79% | 2.811% | 84.55051 |
| U4 | JLN | 767.570 | 4.33 | Fbb | - | RRR | - | - | - | - | Urvmk | N-Nmnqd | - | 110 | 3.69% | 3.725% | 24.27610 |
| M3 | FGM | 514.960 | 7.16 | Dxx | - | OOO | - | - | - | - | Avasa | L-Atfbo | - | 105 | 3.40% | 3.433% | 95.37233 |
Tranche Comments
Z1: Registration: 144Q/Ajy D;
I2: Registration: 144H/Hha C;
M3: Registration: 144L/Obk Z;
U4: Registration: 144V/Uql R;
Risk Retention
OI - Kceb XO - Ul
Pricing Speed
6% ESX rr t 10% eizte it etii