| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F3 | CMG | 127.400 | 8.19 | Fzz | - | - | - | PPP | 39.92% | - | Xtjzo | A-Zwnjx | 85-95 | 85 | 5.19% | 5.253% | 36.67064 |
| R4 | IGH | 14.400 | 5.38 | Svv | - | - | - | RRR | 48.48% | - | Vouyd | K-Ltdxe | 105-110 | 100 | 5.17% | 5.235% | 22.73107 |
| Y | TPQ | 2.000 | 9.24 | X2 | - | - | - | F+ | 7.88% | - | Kwvqa | D-Zcpst | 170-175 | 165 | 5.77% | 5.840% | 24.83990 |
| K2 | AMC | 550.500 | 1.90 | Rtt | - | - | - | AAA | 92.13% | - | Wujql | O-Lckcs | 65-70 | 70 | 5.53% | 5.599% | 83.30098 |
| R | KUB | 33.300 | 7.57 | Ev2 | - | - | - | DD+ | 9.75% | - | Gutje | W-Vjhwm | 135-140 | 130 | 5.42% | 5.491% | 43.70483 |
| P | VAK | 2.000 | 5.28 | Brr2 | - | - | - | EEE+ | 2.55% | - | Sjyqm | R-Oyoiz | 245-250 | 240 | 6.50% | 6.590% | 64.23051 |
| A1 | LKV | 87.400 | 5.96 | J-1 | - | - | - | X1+ | 51.84% | - | Lbcqm | D-Dtsge | 20c | 20 | 5.60% | 5.601% | 201.00000 |
Tranche Comments
A1: First Pay: 2024-04-15; Registration: 144I Rktf;
K2: First Pay: 2024-04-15; Registration: 144D Ggwa;
F3: First Pay: 2024-04-15; Registration: 144G Tnao;
R4: First Pay: 2024-04-15; Registration: 144Y Cjhm;
R: First Pay: 2024-04-15; Registration: 144S Xqzx;
Y: First Pay: 2024-04-15; Registration: 144K Wbfe;
P: First Pay: 2024-04-15; Registration: 144H Uxpp;
Risk Retention
DI - Iiq, ID - Bb
Pricing Speed
1.3 YGB qm 10% Crhh