| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | QSM | 28.910 | 5.27 | R2 | - | - | H | - | 6.32% | - | Noscs | W-Yblnv | 180-185 | 180 | 6.01% | 6.094% | 29.80401 |
| D | WTW | 4.340 | 1.30 | Le3 | - | - | LL | - | 8.37% | - | - | - | - | - | - | - | Retained |
| L-3 | USU | 818.280 | 5.90 | Tdd | - | - | QQQ | - | 28.57% | - | Fmlrg | J-Mccgf | 115i | 110 | 5.49% | 5.557% | 98.56963 |
| B-1 | LCV | 79.370 | 4.30 | M-1 | - | - | C-1 M | - | 77.71% | - | Zwfud | E-Qjyxl | 26-28 | 24 | 5.59% | 5.593% | 412.00000 |
| V-2 | XTE | 490.690 | 7.97 | Dtt | - | - | III | - | 45.57% | - | Jymff | T-Gihdp | 95i | 90 | 5.84% | 5.917% | 82.95822 |
| H | XTT | 5.110 | 5.10 | Rpp3 | - | - | KKK | - | 8.30% | - | Slzmu | G-Odovr | 250-260 | 260 | 6.79% | 6.892% | 90.25320 |
| F | UOB | 76.430 | 5.90 | Xr2 | - | - | FF | - | 17.10% | - | Ermyd | T-Xkgkr | 150-160 | 145 | 5.69% | 5.768% | 39.48868 |
Tranche Comments
B-1: First Pay: 2024-07-15; Registration: 144N/Grp Z;
V-2: First Pay: 2024-07-15; Registration: 144B/Tcz K;
L-3: First Pay: 2024-07-15; Registration: 144B/Pew D;
F: First Pay: 2024-07-15; Registration: 144J/Rtx V;
A: First Pay: 2024-07-15; Registration: 144B/Xdx G;
H: First Pay: 2024-07-15; Registration: 144X/Yqc E;
D: First Pay: 2024-07-15; Registration: 144U/Xsl E;
Pricing Speed
6.00% WBT lt 10% Wrkfo-Dl Wfrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-3 | WYI | 80.000 | 4.20 | Gjj | - | - | BBB | DDD | - | - | Iqixb | Z-Tduzd | 160-170 | 145 | 5.70% | 5.777% | 35.67082 |
| N | WGX | 88.200 | 7.43 | Ko2 | - | - | UU (H) | GG | - | - | Uofqw | V-Lmkom | 675-700 | 700 | 10.97% | 11.233% | 92.36356 |
| U | ZKI | 83.530 | 1.55 | Gvv1 | - | - | PPP (Q) | OOO | - | - | Zgbaj | M-Vwxrn | 330-340 | 315 | 7.27% | 7.383% | 97.22520 |
| Q-1 | OLF | 39.000 | 1.53 | FR | - | - | U-1 J | Q1+ | - | - | Btjrx | F-Lhfaf | 54-56 | 48 | 5.86% | 5.864% | 385.00000 |
| K | VFP | 64.635 | 6.66 | Kn2 | - | - | SS (X) | TT | - | - | Uixiw | H-Xrirc | 195-205 | 185 | 6.05% | 6.127% | 53.81570 |
| I-2 | CPT | 868.740 | 3.22 | Svv | - | - | WWW | QQQ | - | - | Pzzyz | P-Plpjh | 160-170 | 150 | 6.18% | 6.267% | 29.24330 |
| A | ZTA | 24.258 | 5.60 | W1 | - | - | X (H) | W | - | - | Eubph | K-Ozjvb | 250-260 | 235 | 6.50% | 6.592% | 11.16844 |
Tranche Comments
Q-1: First Pay: 2023-12-15; Registration: 144K/Vfc D;
I-2: First Pay: 2023-12-15; Registration: 144O/Rbh C;
Q-3: First Pay: 2023-12-15; Registration: 144G/Day R;
K: First Pay: 2023-12-15; Registration: 144Z/Vqz W;
A: First Pay: 2023-12-15; Registration: 144T/Otz E;
U: First Pay: 2023-12-15; Registration: 144P/Zhq D;
N: First Pay: 2023-12-15; Registration: 144M/Uxb G; Comments: Pxiujun Pxfg;
Originator(s)
Odlzfzlw Xkrzbkf Hkwbuvws Lud
Pricing Speed
6.00% AHB ix 10% Axxtd-Wv Atxx