| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | ORK | 47.802 | 4.90 | - | - | B- | UU (B) | - | 39.20% | - | Hmimi | B-Vjbnh | 225-235 | 220 | 4.50% | 6.426% | 45.80417 |
| X | EER | 70.336 | 5.60 | - | - | AA- | VVV | - | 54.17% | - | Zqkii | N-Banwm | 205-215 | 200 | 4.50% | 6.226% | 67.16380 |
| V | RON | 864.154 | 8.30 | - | - | HHH | AAA | - | 62.67% | - | Ftstg | J-Ufmof | 150-160 | 150 | 4.50% | 5.726% | 47.95661 |
| M | MXJ | 11.620 | 7.10 | - | - | OOO- | III (E) | - | 35.80% | - | Ssnkz | F-Tylij | 325-335 | 260 | 4.50% | 6.826% | 66.39822 |
| K1 | JXT | 16.295 | 9.80 | - | - | AT | KKK | - | 89.46% | - | Ckrfu | V-Sailt | 460-470 | 380 | 4.50% | 8.026% | 29.85761 |
| F2 | MWQ | 49.770 | 6.40 | - | - | FC | FFF (G) | - | 5.32% | - | Hvjxh | - | - | - | 4.50% | - | Retained |
Tranche Comments
V: First Pay: 2024-04-18; Registration: 144Z Xmzu;
X: First Pay: 2024-04-18; Registration: 144N Zqxv;
G: First Pay: 2024-04-18; Registration: 144G Akls;
M: First Pay: 2024-04-18; Registration: 144U Kvce;
K1: First Pay: 2024-04-18; Registration: 144E Venj;
F2: First Pay: 2024-04-18; Registration: 144C Dhhu;
Risk Retention
5% Wkuxekvtpg (Igpww T)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | PIF | 143.315 | 1.20 | - | - | WWW | VVV | - | 65.10% | - | Pghlt | E-Egqga | - | 205 | 4.75% | 6.509% | 24.15823 |
| O1 | AJJ | 88.760 | 7.60 | - | - | JA | OOO | - | 95.40% | - | Oprvt | K-Amnym | - | 550 | 4.75% | 9.959% | 15.76181 |
| H2 | ZJE | 61.442 | 9.90 | - | - | KU | JJJ (O) | - | 6.99% | - | Xmjwv | W-Ochds | - | 650 | 4.75% | 10.959% | 79.80140 |
| G | NHR | 43.100 | 5.30 | - | - | TTT- | YYY (L) | - | 76.83% | - | Onhsy | O-Qwwvy | - | 400 | 4.75% | 8.459% | 22.58060 |
| H | YLW | 80.797 | 8.90 | - | - | UU- | UUU | - | 77.92% | - | Appvt | N-Mgkzl | - | 250 | 4.75% | 6.959% | 93.99600 |
| B | AWH | 63.630 | 4.20 | - | - | R- | AA (X) | - | 14.47% | - | Jrcll | J-Ldmxj | - | 280 | 4.75% | 7.259% | 42.75326 |
Tranche Comments
U: First Pay: 2024-01-25; Registration: 144Q/Zne L; Comments: AmeQ;
H: First Pay: 2024-01-25; Registration: 144Q/Ncp L; Comments: QalY;
B: First Pay: 2024-01-25; Registration: 144C/Oja Z; Comments: TibB;
G: First Pay: 2024-01-25; Registration: 144F/Jkl G; Comments: XeuV;
O1: First Pay: 2024-01-25; Registration: 144X/Gvg R; Comments: SvpO;
H2: First Pay: 2024-01-25; Registration: 144U/Tov J; Comments: NqaG;
Risk Retention
5% Ofgyvforcd (Xdcee S)