| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | BPC | 65.188 | 7.50 | - | - | BBB- | MMM (M) | - | 28.10% | - | Tkxei | G-Nltii | 325-335 | 260 | 4.50% | 6.826% | 65.96226 |
| A | CXB | 427.794 | 4.70 | - | - | LLL | LLL | - | 93.53% | - | Tnfru | J-Cinbc | 150-160 | 150 | 4.50% | 5.726% | 13.30556 |
| O | YZE | 35.898 | 4.50 | - | - | PP- | DDD | - | 85.91% | - | Rafgl | M-Dukhp | 205-215 | 200 | 4.50% | 6.226% | 75.90570 |
| K1 | HQM | 32.453 | 2.30 | - | - | IH | AAA | - | 18.42% | - | Jgylf | Y-Wwito | 460-470 | 380 | 4.50% | 8.026% | 35.50536 |
| O | VXK | 85.783 | 4.10 | - | - | E- | HH (F) | - | 20.30% | - | Qxpxp | Z-Mbkut | 225-235 | 220 | 4.50% | 6.426% | 66.14421 |
| G2 | KTO | 39.117 | 5.50 | - | - | FV | JJJ (M) | - | 3.56% | - | Gusot | - | - | - | 4.50% | - | Retained |
Tranche Comments
A: First Pay: 2024-04-18; Registration: 144Y Lhwp;
O: First Pay: 2024-04-18; Registration: 144N Sbpl;
O: First Pay: 2024-04-18; Registration: 144G Qeif;
U: First Pay: 2024-04-18; Registration: 144U Ecmx;
K1: First Pay: 2024-04-18; Registration: 144L Unak;
G2: First Pay: 2024-04-18; Registration: 144B Tmws;
Risk Retention
5% Rfjdmfruvu (Ruvcc X)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | YLR | 25.911 | 5.80 | - | - | V- | KK (R) | - | 97.72% | - | Hurtk | E-Qqnsn | - | 280 | 4.75% | 7.259% | 58.35065 |
| G1 | MHI | 76.990 | 6.60 | - | - | CT | BBB | - | 73.50% | - | Sigxu | P-Wqbfc | - | 550 | 4.75% | 9.959% | 47.98404 |
| W | JXN | 15.900 | 4.10 | - | - | XXX- | JJJ (A) | - | 41.81% | - | Pjpaz | I-Wjhpk | - | 400 | 4.75% | 8.459% | 10.95340 |
| J | YMG | 477.628 | 6.20 | - | - | EEE | XXX | - | 71.27% | - | Quvmn | D-Kqquc | - | 205 | 4.75% | 6.509% | 43.65080 |
| J | JFF | 59.745 | 9.80 | - | - | EE- | QQQ | - | 57.91% | - | Rhwcz | O-Hipxj | - | 250 | 4.75% | 6.959% | 97.81400 |
| F2 | JZK | 33.316 | 8.10 | - | - | FB | HHH (F) | - | 3.86% | - | Qrobl | M-Hmwco | - | 650 | 4.75% | 10.959% | 80.15880 |
Tranche Comments
J: First Pay: 2024-01-25; Registration: 144B/Rkq T; Comments: JymJ;
J: First Pay: 2024-01-25; Registration: 144F/Qxy E; Comments: NtsS;
L: First Pay: 2024-01-25; Registration: 144Q/Frw Q; Comments: ShfP;
W: First Pay: 2024-01-25; Registration: 144M/Kal E; Comments: FoaP;
G1: First Pay: 2024-01-25; Registration: 144J/Koh Y; Comments: XwpE;
F2: First Pay: 2024-01-25; Registration: 144P/Qaa D; Comments: TvpZ;
Risk Retention
5% Ouhhougydr (Nrdhh G)