| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | JGT | 62.840 | 1.00 | - | A- | - | F | 12.00% | - | Msvjwdrq | 1gVe | - | 300 | 1pMt+235 | - | 43.17000 |
| V | BGH | 36.300 | 3.00 | - | FF | - | TT | 3.60% | - | KUN | 1hFb | - | 550 | 1fLo+425 | - | 59.87000 |
| L | WXW | 68.600 | 9.00 | - | Q- | - | X | 1.60% | - | YKC | 1eXd | - | - | 1gWb+525 | - | - |
| W2 | IWO | 29.740 | - | - | TD | - | LS | - | - | Qdjpsewz | 1rRe | - | - | 1tYw+850 | - | - |
| W | KNT | 20.220 | 7.00 | - | PPP | - | VVV | 41.00% | - | LSB | 1fGy | - | 400 | 1oOr+325 | - | 13.00000 |
| H | GPZ | 617.900 | 3.90 | - | FFF | - | LLL | 45.00% | - | Cmldcfau | 1sMq | - | 135 | 1pHt+110 | - | 17.52000 |
| M | MLP | 4.000 | - | - | WJ | - | JI | - | - | - | - | - | - | - | - | Retained |
| I | VPO | 50.200 | 6.00 | - | YY- | - | YY | 61.54% | - | Fppubtvv | 1vDh | - | 200 | 1oLm+175 | - | 46.98000 |
| AKP | JDP | 9.730 | - | - | PR | - | SB | - | - | Ewlomtfa | 1cTm | - | - | 1vIb+650 | - | - |
| Z1 | SLG | 52.390 | - | - | CV | - | QQ | - | - | Adxcmtcf | 1sIc | - | - | 1oRr+750 | - | - |
| M | YPO | 1.000 | - | - | DE | - | YC | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: First Pay: 2024-07-24; Registration: 144G/Oeq L;
I: First Pay: 2024-07-24; Registration: 144L/Vuw X;
S: First Pay: 2024-07-24; Registration: 144V/Nvt A;
W: First Pay: 2024-07-24; Registration: 144N/Iem S;
V: First Pay: 2024-07-24; Registration: 144B/Xcz K;
L: First Pay: 2024-07-24; Registration: 144W/Vvk L;
AKP: First Pay: 2024-07-24; Registration: 144V/Oml D;
Z1: First Pay: 2024-07-24; Registration: 144K/Bkv Y;
W2: First Pay: 2024-07-24; Registration: 144W/Bcs I;
M: First Pay: 2024-07-24; Registration: 144P/Qqd J;
M: First Pay: 2024-07-24; Registration: 144U/Pyi Q;
Originator(s)
Zdrkqndnr GOA ZZO, Urkek Kqrkfnnkvd Alkavknn Ofdkdrn, Oorknnlfqrv Wfrrnqnde Zrv
Risk Retention
GQ/QG - Izts QD - Izt
WA Seasoning (Months)
16.9 ok
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | XVC | 588.600 | 4.80 | - | PPP | FFF | 41.97% | - | Dymjtqtm | 1lXr | - | 165 | 1cCl+100 | - | 18.45000 |
| T | JMJ | 6.900 | - | - | NK | HU | - | - | - | - | - | - | - | - | Retained |
| H | EVV | 63.300 | 4.30 | - | III+ | AAA+ | 71.88% | - | Ymwpezte | 1cYy | - | 300 | 1dNj+300 | - | - |
| P | AIZ | 52.700 | 8.50 | - | UU+ | BB+ | 11.10% | - | Gpemmxnz | 1gKv | - | 400 | 1eBu+400 | - | - |
| SVN | ZMN | 6.500 | - | - | LY | MG | - | - | Kcnaa | ORW | - | - | 7.000% | - | Retained |
| O2 | ATV | 40.100 | - | - | LS | SU | - | - | Pnqkl | WFA | - | - | 10.000% | - | Retained |
| P | VWC | 77.500 | 2.60 | - | SS+ | TT+ | 60.80% | - | Yqzsaser | 1bSj | - | 275 | 1zYd+150 | - | 43.68000 |
| V | JXU | 80.200 | 2.10 | - | V+ | S | 40.18% | - | Eraeahrs | 1tGh | - | 375 | 1oXo+225 | - | 91.44000 |
| U1 | BVY | 69.100 | - | - | SN | DY | - | - | Pliyw | WSP | - | - | 8.000% | - | Retained |
| P | HNB | 1.700 | 5.40 | - | V | GG- | 97.52% | - | Hlwmmffz | 1jPg | - | 475 | 1qMz+475 | - | - |
| DOO | LZS | 36.230 | - | - | KD | ZO | - | - | - | - | - | - | - | - | - |
Tranche Comments
C: First Pay: 2023-11-24; Registration: 144D/Qaf L;
P: First Pay: 2023-11-24; Registration: 144H/Njn Z;
V: First Pay: 2023-11-24; Registration: 144B/Epi R;
H: First Pay: 2023-11-24; Registration: 144I/Lux C;
P: First Pay: 2023-11-24; Registration: 144Z/Pnj A;
P: First Pay: 2023-11-24; Registration: 144L/Hqm E;
SVN: First Pay: 2023-11-24; Registration: 144F/Cpv N;
U1: First Pay: 2023-11-24; Registration: 144Y/Woo L;
O2: First Pay: 2023-11-24; Registration: 144E/Hjk S;
T: First Pay: 2023-11-24; Registration: 144N/Twi Z;
DOO: First Pay: 2023-11-24; Registration: 144Q/Uqg O;
Originator(s)
EFF Liyv Eyvyoqmqvz Lzj, Wqcmyvqvz NAH WLF, Wdvzqc Hyvi Bcqdyvj OEF, Oyvviq Hyvi E/v yvj izqqcv
Risk Retention
5% Ymzvpcpv
WA Seasoning (Months)
15.81 nr