| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2 | HPW | 759.000 | 1.74 | Umm | OOO | - | - | - | - | - | Szxnu | X-Pgwwk | 85-87 | 83 | 4.99% | 5.051% | 48.70283 |
| E-1 | ZAG | 781.000 | 1.59 | K-1 | I-1+ | - | - | - | - | - | Izbvm | S-Vzbre | 27-30 | 25 | 5.39% | 5.385% | 139.00000 |
| T-4 | OFV | 49.000 | 4.80 | Tqq | UUU | - | - | - | - | - | Oipji | U-Vctgs | 115-120 | 120 | 4.94% | 4.994% | 68.73804 |
| T-3 | YTZ | 569.000 | 7.80 | Aii | TTT | - | - | - | - | - | Xfpls | D-Gkads | 95-100 | 100 | 4.76% | 4.817% | 53.42283 |
Tranche Comments
E-1: First Pay: 2024-09-16; Registration: 144P Xhfn;
M-2: First Pay: 2024-09-16; Registration: 144H Frxl;
T-3: First Pay: 2024-09-16; Registration: 144F Lhsu;
T-4: First Pay: 2024-09-16; Registration: 144L Hdds;
Pricing Speed
2% GNI hi 10% Ghss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | IQT | 551.900 | 8.30 | Lrr | - | - | MMM | - | 88.70% | - | Yqfav | G-Bapxr | 100a | 100 | 6.09% | 6.171% | 79.99922 |
| T | OOB | 69.967 | 2.00 | Lq1 | - | - | FF | - | 2.50% | - | - | - | - | - | - | - | Retained |
| X-1 | RQM | 100.870 | 3.11 | P-1 | - | - | Z-1 S | - | 92.45% | - | Tyjnk | W-Pngwj | 30-35 | 30 | 5.74% | 5.742% | 354.00000 |
| G-3 | FTQ | 871.100 | 1.60 | Mii | - | - | ZZZ | - | 10.86% | - | Tcuvl | F-Asjyl | 125-135 | 125 | 5.74% | 5.811% | 45.52132 |
| R | OJX | 85.121 | 2.00 | W1 | - | - | S | - | 85.70% | - | - | - | - | - | - | - | Retained |
| K-4 | FBM | 39.810 | 6.61 | Pgg | - | - | QQQ | - | 36.40% | - | Phsyk | E-Uxdcq | 150-160 | 150 | 5.75% | 5.829% | 28.19305 |
| G | GHE | 43.633 | 3.86 | Wz2 | - | - | TT | - | 64.80% | - | - | - | - | - | - | - | Retained |
| N | GXP | 23.757 | 1.00 | Rff1 | - | - | III | - | 1.30% | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: First Pay: 2023-09-15; Registration: 144L Zgtg;
H-2: First Pay: 2023-09-15; Registration: 144P Wiao;
G-3: First Pay: 2023-09-15; Registration: 144M Yzuk;
K-4: First Pay: 2023-09-15; Registration: 144V Ujdr;
G: First Pay: 2023-09-15; Registration: 144W Lbqj;
R: First Pay: 2023-09-15; Registration: 144T Mtuo;
N: First Pay: 2023-09-15; Registration: 144S Kgda;
T: First Pay: 2023-09-15; Registration: 144X Wooa;
Deal Comments
Cpltgy Ueemmoxxymn CNT(U&N). Peggtgy Ueemmoxxymn UCG