| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | FHO | 829.540 | 2.60 | Zqq | - | - | FFF | - | 82.86% | - | Woaqj | B-Bgjml | 95z | 90 | 5.84% | 5.917% | 51.62851 |
| S-3 | HNN | 938.540 | 1.90 | Tzz | - | - | SSS | - | 76.19% | - | Ilwlw | U-Zpugz | 115d | 110 | 5.49% | 5.557% | 13.37008 |
| X | PJM | 20.700 | 5.69 | Q2 | - | - | K | - | 1.58% | - | Daauy | K-Szuow | 180-185 | 180 | 6.01% | 6.094% | 72.22870 |
| Q | BOS | 6.700 | 2.20 | Jo3 | - | - | ZZ | - | 3.96% | - | - | - | - | - | - | - | Retained |
| T-1 | MYI | 67.470 | 2.49 | D-1 | - | - | M-1 P | - | 77.86% | - | Tooam | I-Hiiwk | 26-28 | 24 | 5.59% | 5.593% | 367.00000 |
| K | BKO | 66.320 | 3.37 | Pq2 | - | - | CC | - | 95.39% | - | Epgiy | F-Hsiil | 150-160 | 145 | 5.69% | 5.768% | 41.20307 |
| D | GZP | 2.990 | 3.30 | Iss3 | - | - | DDD | - | 8.20% | - | Ekvnw | D-Dutms | 250-260 | 260 | 6.79% | 6.892% | 98.85504 |
Tranche Comments
T-1: First Pay: 2024-07-15; Registration: 144P/Ylt V;
K-2: First Pay: 2024-07-15; Registration: 144Y/Oum V;
S-3: First Pay: 2024-07-15; Registration: 144V/Hzs I;
K: First Pay: 2024-07-15; Registration: 144E/Kke X;
X: First Pay: 2024-07-15; Registration: 144G/Zwc N;
D: First Pay: 2024-07-15; Registration: 144M/Bjr Y;
Q: First Pay: 2024-07-15; Registration: 144D/Nsp X;
Pricing Speed
6.00% ABL hy 10% Atkyt-Fk Aytt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | KCN | 60.000 | 9.50 | XJ | - | - | F-1 A | D1+ | - | - | Zchln | Y-Raguk | 54-56 | 48 | 5.86% | 5.864% | 521.00000 |
| R-2 | EPX | 935.130 | 6.66 | Ykk | - | - | III | EEE | - | - | Dnfqj | E-Oulpd | 160-170 | 150 | 6.18% | 6.267% | 16.20137 |
| I | CUR | 33.732 | 2.65 | Lb2 | - | - | OO (Q) | MM | - | - | Omjlf | J-Uxlxt | 195-205 | 185 | 6.05% | 6.127% | 58.16962 |
| L | ELW | 74.800 | 3.26 | Cu2 | - | - | PP (J) | WW | - | - | Lrhjh | A-Rnckw | 675-700 | 700 | 10.97% | 11.233% | 72.32160 |
| O | RVD | 19.342 | 9.70 | O1 | - | - | E (S) | E | - | - | Brows | P-Zlxax | 250-260 | 235 | 6.50% | 6.592% | 91.64552 |
| W | CBO | 22.190 | 5.90 | Ncc1 | - | - | DDD (N) | EEE | - | - | Xuhqt | P-Opmkc | 330-340 | 315 | 7.27% | 7.383% | 97.28439 |
| Z-3 | FYU | 79.000 | 7.90 | Dvv | - | - | VVV | VVV | - | - | Eqvhq | K-Epctw | 160-170 | 145 | 5.70% | 5.777% | 61.36668 |
Tranche Comments
B-1: First Pay: 2023-12-15; Registration: 144O/Mwt Q;
R-2: First Pay: 2023-12-15; Registration: 144H/Eek X;
Z-3: First Pay: 2023-12-15; Registration: 144Q/Tho C;
I: First Pay: 2023-12-15; Registration: 144N/Wyg I;
O: First Pay: 2023-12-15; Registration: 144P/Kbw F;
W: First Pay: 2023-12-15; Registration: 144G/Oct I;
L: First Pay: 2023-12-15; Registration: 144U/Lbq H; Comments: Rjwajpq Rjrc;
Originator(s)
Yfvibilj Rohigob Cojgaljh Nap
Pricing Speed
6.00% SXN mv 10% Sndzf-Qn Sznn