| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-4 | ZWF | 34.000 | 9.80 | Edd | MMM | - | - | - | - | - | Sigay | G-Imyfi | 115-120 | 120 | 4.94% | 4.994% | 30.70379 |
| W-2 | HXE | 963.000 | 8.14 | Tkk | KKK | - | - | - | - | - | Nzmyx | Y-Anyci | 85-87 | 83 | 4.99% | 5.051% | 50.92156 |
| P-1 | UUF | 403.000 | 6.42 | K-1 | E-1+ | - | - | - | - | - | Bhlyu | Y-Lgjwd | 27-30 | 25 | 5.39% | 5.385% | 344.00000 |
| Z-3 | LPE | 426.000 | 7.90 | Cnn | CCC | - | - | - | - | - | Gazyj | Z-Iwuva | 95-100 | 100 | 4.76% | 4.817% | 55.33912 |
Tranche Comments
P-1: First Pay: 2024-09-16; Registration: 144X Vqnp;
W-2: First Pay: 2024-09-16; Registration: 144Z Qnvl;
Z-3: First Pay: 2024-09-16; Registration: 144T Jhdq;
D-4: First Pay: 2024-09-16; Registration: 144I Jrho;
Pricing Speed
2% HNM bx 10% Hmkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | ZNT | 212.710 | 8.27 | L-1 | - | - | J-1 Y | - | 73.27% | - | Fzwxs | X-Hagmp | 30-35 | 30 | 5.74% | 5.742% | 536.00000 |
| D-2 | GFT | 803.900 | 7.40 | Zii | - | - | QQQ | - | 31.80% | - | Htmwt | M-Vqalb | 100t | 100 | 6.09% | 6.171% | 44.21010 |
| A | PSS | 77.701 | 6.52 | Tq2 | - | - | YY | - | 49.60% | - | - | - | - | - | - | - | Retained |
| S | WCK | 54.348 | 7.00 | T1 | - | - | K | - | 79.20% | - | - | - | - | - | - | - | Retained |
| C-3 | PHZ | 827.340 | 6.55 | Cff | - | - | SSS | - | 66.26% | - | Dzyiw | V-Eutoq | 125-135 | 125 | 5.74% | 5.811% | 79.13168 |
| R | QBC | 65.118 | 6.00 | Qi1 | - | - | RR | - | 4.30% | - | - | - | - | - | - | - | Retained |
| G-4 | OIG | 17.820 | 8.44 | All | - | - | GGG | - | 30.40% | - | Gskzq | V-Pdltx | 150-160 | 150 | 5.75% | 5.829% | 59.62342 |
| G | PVM | 23.982 | 4.00 | Ydd1 | - | - | XXX | - | 9.70% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1: First Pay: 2023-09-15; Registration: 144G Jvpf;
D-2: First Pay: 2023-09-15; Registration: 144U Utft;
C-3: First Pay: 2023-09-15; Registration: 144U Lbir;
G-4: First Pay: 2023-09-15; Registration: 144R Mouq;
A: First Pay: 2023-09-15; Registration: 144N Rned;
S: First Pay: 2023-09-15; Registration: 144R Wzfc;
G: First Pay: 2023-09-15; Registration: 144Q Nxkz;
R: First Pay: 2023-09-15; Registration: 144Q Vpxr;
Deal Comments
Gmzzpv Gvvlgpkkvgd GKF(G&Q). Qezzzpv Gvvlgpkkvgd GGU