| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | XWJ | 3.000 | 1.68 | Mtt2 | - | - | - | YYY+ | 9.22% | - | Lkirb | U-Sdoif | 245-250 | 240 | 6.50% | 6.590% | 56.24434 |
| D4 | EWT | 60.300 | 2.82 | Css | - | - | - | VVV | 72.97% | - | Chvxz | T-Vnfdj | 105-110 | 100 | 5.17% | 5.235% | 90.28868 |
| R | OIF | 9.000 | 5.97 | K2 | - | - | - | U+ | 2.53% | - | Ljpfd | Z-Psiwu | 170-175 | 165 | 5.77% | 5.840% | 87.87640 |
| S | OMA | 79.700 | 4.30 | Iq2 | - | - | - | FF+ | 1.50% | - | Skpae | S-Llohm | 135-140 | 130 | 5.42% | 5.491% | 38.15389 |
| X1 | OUQ | 23.400 | 8.43 | J-1 | - | - | - | C1+ | 61.41% | - | Rqhuo | R-Rutns | 20r | 20 | 5.60% | 5.601% | 697.00000 |
| K2 | ZIO | 171.400 | 3.70 | Roo | - | - | - | HHH | 18.21% | - | Ntbqu | E-Nykgh | 65-70 | 70 | 5.53% | 5.599% | 44.76952 |
| O3 | YHN | 797.600 | 9.33 | Hoo | - | - | - | AAA | 61.90% | - | Hflbt | U-Dglzp | 85-95 | 85 | 5.19% | 5.253% | 53.95173 |
Tranche Comments
X1: First Pay: 2024-04-15; Registration: 144G Cqsm;
K2: First Pay: 2024-04-15; Registration: 144C Tvdp;
O3: First Pay: 2024-04-15; Registration: 144F Fzlf;
D4: First Pay: 2024-04-15; Registration: 144D Sdea;
S: First Pay: 2024-04-15; Registration: 144L Vhka;
R: First Pay: 2024-04-15; Registration: 144K Caeh;
Y: First Pay: 2024-04-15; Registration: 144L Bhiz;
Risk Retention
CR - Bal, EC - Df
Pricing Speed
1.3 ZKW ys 10% Gtxx