| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 146.000 | 0.33 | P-1 | A-1+ | - | - | - | - | - | Fixed | I-Curve | 27-30 | 25 | 5.385% | 5.385% | 100.00000 |
| A-2 | USD | 222.000 | 1.46 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 85-87 | 83 | 4.99% | 5.051% | 99.98782 |
| A-3 | USD | 222.000 | 3.07 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 95-100 | 100 | 4.76% | 4.817% | 99.97329 |
| A-4 | USD | 60.000 | 4.01 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 115-120 | 120 | 4.94% | 4.994% | 99.98971 |
Tranche Comments
A-1: First Pay: 2024-09-16; Registration: 144A Only;
A-2: First Pay: 2024-09-16; Registration: 144A Only;
A-3: First Pay: 2024-09-16; Registration: 144A Only;
A-4: First Pay: 2024-09-16; Registration: 144A Only;
Pricing Speed
2% CPR to 10% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2 | JCG | 772.900 | 1.10 | Cii | - | - | EEE | - | 79.10% | - | Luvuw | N-Ptikj | 100f | 100 | 6.09% | 6.171% | 55.20036 |
| F | RZI | 47.477 | 6.00 | U1 | - | - | S | - | 79.60% | - | - | - | - | - | - | - | Retained |
| E-4 | GOV | 34.940 | 3.73 | Aqq | - | - | FFF | - | 51.60% | - | Wzmhy | B-Sofdq | 150-160 | 150 | 5.75% | 5.829% | 16.27925 |
| P | CMW | 77.624 | 4.00 | Lqq1 | - | - | BBB | - | 1.80% | - | - | - | - | - | - | - | Retained |
| X | IJM | 60.850 | 4.00 | Ld1 | - | - | II | - | 1.10% | - | - | - | - | - | - | - | Retained |
| K-3 | CTU | 129.820 | 7.17 | Gjj | - | - | XXX | - | 27.72% | - | Ejzcq | E-Qnmac | 125-135 | 125 | 5.74% | 5.811% | 70.10429 |
| B | GBD | 96.592 | 9.43 | Oz2 | - | - | GG | - | 28.50% | - | - | - | - | - | - | - | Retained |
| X-1 | YWS | 787.620 | 6.55 | W-1 | - | - | B-1 K | - | 77.38% | - | Cjaob | F-Pmzmd | 30-35 | 30 | 5.74% | 5.742% | 558.00000 |
Tranche Comments
X-1: First Pay: 2023-09-15; Registration: 144F Xcpn;
M-2: First Pay: 2023-09-15; Registration: 144U Txeu;
K-3: First Pay: 2023-09-15; Registration: 144I Tomk;
E-4: First Pay: 2023-09-15; Registration: 144K Mbbx;
B: First Pay: 2023-09-15; Registration: 144K Ojbh;
F: First Pay: 2023-09-15; Registration: 144U Yiix;
P: First Pay: 2023-09-15; Registration: 144X Pjui;
X: First Pay: 2023-09-15; Registration: 144P Gjky;
Deal Comments
Fdwigx Jggekpxxxkf FWE(J&E). Hjkkigx Jggekpxxxkf JFC