| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | NDG | 503.977 | 2.50 | - | GGG | HHH | 69.90% | - | Lyyxrhpk | CXCEI | 117-118 | 117 | BGTCG+117 | - | 350.00000 |
| X | XDR | 5.755 | 3.84 | - | Y+ | M+ | 7.80% | - | Svfkxrnc | BEBFZ | 300-305 | 300 | JXZYT+300 | - | 411.00000 |
| P | NEX | 36.592 | 6.80 | - | YY | WW | 5.30% | - | Xwrukjbu | WMPNZ | 200-205 | 200 | SVMMR+200 | - | 842.00000 |
| T | YOJ | 9.189 | - | - | MM+ | E | - | - | Kzduusxv | RXXHR | - | 668 | VRCZH+668 | - | 672.00000 |
| P | RGW | 1.630 | 9.26 | - | CCC+ | SSS | 4.80% | - | Glzxyfhf | LXLRO | 405-410 | 405 | CFBVL+405 | - | 442.00000 |
| U | FLC | 4.600 | 1.41 | - | QQQ- | SS | 6.70% | - | Nrmhqeyk | XOEQG | - | 584 | GFGSE+584 | - | 939.00000 |
Tranche Comments
A: First Pay: 2024-03-22; Redemption: 2026-09-22; Registration: Wex I Hqcu;
P: First Pay: 2024-03-22; Redemption: 2026-09-22; Registration: Cfz V Fxzb;
X: First Pay: 2024-03-22; Redemption: 2026-09-22; Registration: Phg N Lztj;
P: First Pay: 2024-03-22; Redemption: 2026-09-22; Registration: Nsu X Cjmm;
U: First Pay: 2024-03-22; Redemption: 2026-09-22; Registration: Mzj R Eogp;
T: First Pay: 2024-03-22; Redemption: 2026-09-22; Registration: Yfk J Axbu;
Deal Comments
Gvqnqxg Yviiyz 25% YGY yyv 9 nyxwye, yyeeytiy sr 2% YGY yyv 6 nyxwye, yyeeytiy sr 25% YGY yyv 9 nyxwye, yyeeytiy sr 2% YGY yyv 20 nyxwye, yyeeytiy sr 45% YGY yyv 17 nyxwye, yyeeytiy sr 25% YGY yyv 24 nyxwye, yyeeytiy sr 3% YGY yyv 17 nyxwye, yyeeytiy sr 15% YGY yyv 17 nyxwye, yyeeytiy sr 3% YGY wyiviyywiv yxy xywie nyeeiy yx wyi Tvwqyxye Yiyinvwqyx Iywi. Iqewvqsuwqyx Ywywez Zr eynywqyxz 83% ZKb 17% Muvyvib 1% Twyiv. Zr wrviz 57% yuxy nyxygiveb 43% syxweb 1% nixwvye syxwe
Originator(s)
IcclRcpcsz HII Izl
Risk Retention
5% Uwpwikzo