| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | QIS | 92.890 | 3.10 | I-1 | - | - | W-1 K | - | 21.41% | - | Aihav | F-Qlpuk | 26-28 | 24 | 5.59% | 5.593% | 770.00000 |
| O-3 | ZOR | 704.470 | 8.60 | Ljj | - | - | JJJ | - | 82.16% | - | Yrknd | I-Sjxvv | 115l | 110 | 5.49% | 5.557% | 10.59809 |
| N | IGO | 4.920 | 7.50 | Ryy3 | - | - | PPP | - | 9.70% | - | Wajqb | Z-Xoilo | 250-260 | 260 | 6.79% | 6.892% | 69.51295 |
| L-2 | RYJ | 903.870 | 6.23 | Uss | - | - | MMM | - | 73.17% | - | Vqfgg | Y-Fcpty | 95d | 90 | 5.84% | 5.917% | 53.57670 |
| K | ZTM | 4.160 | 4.90 | Hw3 | - | - | AA | - | 7.49% | - | - | - | - | - | - | - | Retained |
| H | RCN | 43.370 | 8.14 | Jh2 | - | - | CC | - | 42.70% | - | Oabza | P-Sdolx | 150-160 | 145 | 5.69% | 5.768% | 19.88143 |
| W | AAM | 82.710 | 4.34 | M2 | - | - | A | - | 5.71% | - | Qrqop | B-Itbma | 180-185 | 180 | 6.01% | 6.094% | 33.32309 |
Tranche Comments
X-1: First Pay: 2024-07-15; Registration: 144G/Ove J;
L-2: First Pay: 2024-07-15; Registration: 144E/Dib A;
O-3: First Pay: 2024-07-15; Registration: 144N/Iyb V;
H: First Pay: 2024-07-15; Registration: 144C/Qyg W;
W: First Pay: 2024-07-15; Registration: 144W/Rqo N;
N: First Pay: 2024-07-15; Registration: 144Q/Yrq G;
K: First Pay: 2024-07-15; Registration: 144V/Fuc U;
Pricing Speed
6.00% VND ty 10% Voqdq-Mx Vdoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | YRS | 160.870 | 8.13 | Iyy | - | - | QQQ | III | - | - | Ornvs | Y-Qakhf | 160-170 | 150 | 6.18% | 6.267% | 30.73749 |
| B-3 | PCF | 63.000 | 8.60 | Rhh | - | - | DDD | PPP | - | - | Gfbts | D-Xlglu | 160-170 | 145 | 5.70% | 5.777% | 50.74059 |
| S | PVC | 69.654 | 4.80 | N1 | - | - | S (P) | Q | - | - | Aucow | G-Lnsxh | 250-260 | 235 | 6.50% | 6.592% | 32.81056 |
| B | KRJ | 80.430 | 6.15 | Ujj1 | - | - | KKK (H) | NNN | - | - | Aahky | M-Uifdz | 330-340 | 315 | 7.27% | 7.383% | 73.86923 |
| O | OSC | 59.390 | 2.38 | Lz2 | - | - | ZZ (Y) | OO | - | - | Dmbar | H-Wpmmz | 195-205 | 185 | 6.05% | 6.127% | 91.33602 |
| N-1 | UOG | 20.000 | 6.79 | VQ | - | - | C-1 U | N1+ | - | - | Pctth | B-Jdrit | 54-56 | 48 | 5.86% | 5.864% | 832.00000 |
| X | QMQ | 44.600 | 2.36 | Ff2 | - | - | OO (E) | PP | - | - | Zkvky | J-Hfing | 675-700 | 700 | 10.97% | 11.233% | 84.63507 |
Tranche Comments
N-1: First Pay: 2023-12-15; Registration: 144N/Xri P;
A-2: First Pay: 2023-12-15; Registration: 144K/Ppi Z;
B-3: First Pay: 2023-12-15; Registration: 144Y/Wmy W;
O: First Pay: 2023-12-15; Registration: 144F/Qpq A;
S: First Pay: 2023-12-15; Registration: 144X/Rmc E;
B: First Pay: 2023-12-15; Registration: 144V/Gew L;
X: First Pay: 2023-12-15; Registration: 144Y/Wwk A; Comments: Xaddius Xawb;
Originator(s)
Twbqqqmx Cryqqrq Srxqvgxg Gvy
Pricing Speed
6.00% LNY rs 10% Lxnbl-Ln Lbxx