| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | ACS | 2.684 | - | - | I | - | O (M) | 3.20% | - | Isudltab | 3mGn | 160-170 | 160 | 3tQv+160 | - | 733.00000 |
| L | IMY | 2.200 | - | - | III+ | - | CCC (Y) | 3.94% | - | Lcpouiqh | 3zTp | 260-270 | 260 | 3gCh+260 | - | 400.00000 |
| Y | XTR | 709.759 | - | - | ZZZ | - | AAA | 35.64% | - | Dewjaiqy | 3rJl | 80 | 80 | 3oKd+80 | - | 985.00000 |
| M | CUH | 4.300 | - | - | VVV | - | JJ | 9.48% | - | - | - | - | - | - | - | - |
| Q | BGO | 63.280 | - | - | JJ- | - | DD (Q) | 9.57% | - | Bsdwphth | 3rOz | 115-125 | 115 | 3wGu+115 | - | 867.00000 |
| G1 | AQZ | 7.200 | - | - | JT | - | JD | - | - | Geymfcet | 3eEu | - | 550 | 3vOd+550 | - | - |
| H2 | JNZ | 2.200 | - | - | FX | - | AL | - | - | Dpzqrijo | 3dXh | - | 300 | 3bWp+300 | - | - |
Tranche Comments
Y: First Pay: 2024-06-17; Redemption: 2029-03-17; Registration: Lji F Bser;
Q: First Pay: 2024-06-17; Redemption: 2029-03-17; Registration: Zrw H Tndh;
I: First Pay: 2024-06-17; Redemption: 2029-03-17; Registration: Fvf F Hvzd;
L: First Pay: 2024-06-17; Redemption: 2029-03-17; Registration: Czv A Jnml;
M: First Pay: 2024-06-17; Redemption: 2029-03-17; Registration: Dax M Uxva; Comments: Dtw-isiqwi;
G1: First Pay: 2024-06-17; Redemption: 2029-03-17; Registration: Jzm X Upcf; Comments: Czg-vpoxgh;
H2: First Pay: 2024-06-17; Redemption: 2029-03-17; Registration: Isz R Vhpz; Comments: Ifg-vtoagx;
Originator(s)
Ybtzw Iqxtzazz Ozxjyzzf KP, YIX 1 KP, Dqiibwytm Hmyqtwzyzw KP
Risk Retention
VZ/ZD - Lhg