| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-4 | CSU | 77.000 | 7.20 | Jjj | TTT | - | - | - | - | - | Znogr | Z-Dtbud | 115-120 | 120 | 4.94% | 4.994% | 74.45467 |
| T-3 | CYZ | 428.000 | 7.30 | Hzz | KKK | - | - | - | - | - | Gaoev | T-Ofyas | 95-100 | 100 | 4.76% | 4.817% | 13.60012 |
| T-1 | IQQ | 431.000 | 9.76 | G-1 | W-1+ | - | - | - | - | - | Glohs | H-Rpoxd | 27-30 | 25 | 5.39% | 5.385% | 238.00000 |
| W-2 | ABI | 370.000 | 8.97 | Zqq | TTT | - | - | - | - | - | Vntwq | L-Mszro | 85-87 | 83 | 4.99% | 5.051% | 10.38709 |
Tranche Comments
T-1: First Pay: 2024-09-16; Registration: 144D Xjik;
W-2: First Pay: 2024-09-16; Registration: 144D Tklo;
T-3: First Pay: 2024-09-16; Registration: 144N Kohl;
H-4: First Pay: 2024-09-16; Registration: 144V Fzgi;
Pricing Speed
2% TTZ cq 10% Twll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-4 | KZK | 31.650 | 9.91 | Noo | - | - | III | - | 94.90% | - | Bpksu | T-Abyle | 150-160 | 150 | 5.75% | 5.829% | 35.78384 |
| X | IOL | 40.824 | 2.00 | Sd1 | - | - | WW | - | 4.50% | - | - | - | - | - | - | - | Retained |
| E | HGZ | 32.932 | 1.00 | D1 | - | - | W | - | 41.50% | - | - | - | - | - | - | - | Retained |
| D | QGZ | 85.502 | 2.00 | Mvv1 | - | - | QQQ | - | 5.30% | - | - | - | - | - | - | - | Retained |
| G-2 | FCF | 735.700 | 2.20 | Zss | - | - | OOO | - | 36.20% | - | Ctwzq | B-Ycdji | 100b | 100 | 6.09% | 6.171% | 63.21771 |
| Q-3 | IIF | 500.290 | 8.71 | Fss | - | - | JJJ | - | 58.24% | - | Zhtua | F-Pcsxv | 125-135 | 125 | 5.74% | 5.811% | 65.48262 |
| T | JMZ | 63.173 | 3.86 | Fa2 | - | - | ZZ | - | 25.50% | - | - | - | - | - | - | - | Retained |
| H-1 | QOY | 585.350 | 3.13 | T-1 | - | - | F-1 Y | - | 95.64% | - | Bzfxo | W-Estxr | 30-35 | 30 | 5.74% | 5.742% | 429.00000 |
Tranche Comments
H-1: First Pay: 2023-09-15; Registration: 144M Brmz;
G-2: First Pay: 2023-09-15; Registration: 144S Wnli;
Q-3: First Pay: 2023-09-15; Registration: 144H Pxnc;
K-4: First Pay: 2023-09-15; Registration: 144H Dnfs;
T: First Pay: 2023-09-15; Registration: 144J Dkoq;
E: First Pay: 2023-09-15; Registration: 144Y Yhzc;
D: First Pay: 2023-09-15; Registration: 144Z Mbhm;
X: First Pay: 2023-09-15; Registration: 144D Ssir;
Deal Comments
Jzzbip Sjjlvrmmpvc JRC(S&N). Ekuubip Sjjlvrmmpvc SJS