| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | QWZ | 54.937 | - | - | WG | ZU | - | - | - | - | - | - | - | - | Retained |
| L | JSO | 2.835 | 6.30 | - | O | FF+ | 6.60% | - | Dxuuqvyb | PRQRW | 580-590 | 590 | JQWNM+500 | - | 84.39190 |
| V | VAG | 63.290 | 7.11 | - | PP | QQ+ | 74.81% | - | Epxvjiwv | JQBBC | 165-175 | 165 | WOLWJ+135 | - | 31.17280 |
| S | LBG | 33.678 | 2.25 | - | J | I+ | 63.51% | - | Izoffucx | GUIHI | 215-225 | 215 | VFRBB+150 | - | 74.26200 |
| C | ADH | 146.260 | 7.26 | - | PPP | JJJ | 44.92% | - | Kdumabhc | CJZSX | 110w | 110 | RWGMX+90 | - | 83.58130 |
| D | CWG | 60.150 | 2.86 | - | RRR | LLL+ | 5.34% | - | Oxvlbvts | QTVRJ | 320-325 | 320 | MJXTA+200 | - | 48.93600 |
| K | JUQ | 5.447 | 7.35 | - | FF | LLL- | 3.74% | - | Afhwcsjc | DSNPI | 435-445 | 445 | PDLDW+375 | - | 43.82800 |
Tranche Comments
C: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144A/Hsr N;
V: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144I/Udf O;
S: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144Z/Bkt B;
D: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144W/Fof Z;
K: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144C/Rpg S;
L: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144D/Cyu E;
S: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144Q/Hcf B;
Risk Retention
QQ/QE - Taqc QM - Taq