| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | AMB | 89.490 | 8.70 | - | - | AAA- | EEE (E) | - | 95.70% | - | Aucwi | S-Uibkf | 210-215 | 200 | 3.40% | 6.208% | 87.10950 |
| J-2 | RSB | 54.940 | 4.30 | - | - | VE | NNN (H) | - | 83.88% | - | Rhpbp | H-Ijtab | 325-335 | 300 | 3.65% | 7.208% | 61.99667 |
| B | QLM | 64.800 | 4.80 | - | - | DD- | DD (U) | - | 78.29% | - | Iuvtp | R-Tarrb | 160-165 | 145 | 3.40% | 5.658% | 94.49652 |
| K-1 | YCC | 47.200 | 2.60 | - | - | UT | DDD | - | 82.79% | - | Juwfp | X-Fpyke | 275-285 | 260 | 3.40% | 6.808% | 61.31410 |
| U | YWE | 237.850 | 4.90 | - | - | QQQ | PPP | - | 95.65% | - | Dqwbx | B-Ikytg | 115-120 | 105 | 3.30% | 5.258% | 55.59373 |
| P | KOQ | 50.970 | 3.80 | - | - | Q- | K | - | 75.80% | - | Nglcy | I-Yydzc | 180-185 | 180 | 3.40% | 6.008% | 40.52720 |
| J | ZCG | 81.280 | 3.10 | - | - | HT | CC | - | 6.92% | - | Birbx | D-Utqwt | 500k | 500 | 3.65% | 9.208% | 58.89805 |
Tranche Comments
U: First Pay: 2024-05-17; Registration: 144A/Fql Q;
B: First Pay: 2024-05-17; Registration: 144H/Puc Q;
P: First Pay: 2024-05-17; Registration: 144J/Fra V;
S: First Pay: 2024-05-17; Registration: 144X/Leg V;
K-1: First Pay: 2024-05-17; Registration: 144V/Xqp O;
J-2: First Pay: 2024-05-17; Registration: 144H/Bam K;
J: First Pay: 2024-05-17; Registration: 144J/Ncc R;
Risk Retention
KM - Utmn UK - As