| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N17 | FBU | 34.000 | 6.20 | - | - | WWW | - | WWW | 23.00% | - | Falpx | E-Osocx | 155-160 | 160 | 6.00% | 6.066% | 85.37929 |
| J20 | PRE | 89.296 | 6.93 | - | - | TTT | - | YYY | 7.00% | - | Mgsto | - | <0-24>-<0-28> vo H2 | <1-16> gq JWTY 6.0 Uly | 6.00% | 6.301% | 67.77545 |
| C2 | CIY | 47.959 | 3.10 | - | - | CCC | - | JJJ | 38.00% | - | Naatq | - | <0-24>-<0-28> so XEGU 6.0 Bog | <0-24> qq TODS 6.0 Puu | 6.00% | 6.109% | 31.84700 |
| X19 | FAW | 38.700 | 3.43 | - | - | QQQ | - | OOO | 8.00% | - | Gplgx | - | <0-24>-<0-28> wf M1 | <1-20> fe NTRN 6.5 Bdv | 6.50% | 6.465% | 596.67940 |
| X5 | OPW | 896.408 | 1.25 | - | - | FFF | - | UUU | 94.00% | - | Lvpck | N-Iiaxw | 145-150 | 150 | 6.00% | 6.140% | 58.61301 |
| P11 | KPT | 24.000 | 8.53 | - | - | LLL | - | EEE | 53.00% | - | Rtfub | O-Vofzt | 135-140 | 140 | 6.00% | 6.192% | 45.32747 |
| A8 | EKD | 77.000 | 51.53 | - | - | CCC | - | UUU | 26.00% | - | Wzzts | J-Nhryg | 150-155 | 155 | 6.00% | 6.070% | 29.47372 |
| S1 | KUS | 90.200 | 6.53 | - | - | NNN | - | QQQ | 15.00% | - | Ypkla | - | <0-28>c gr DPSF 6.5 Zcf | <0-28> gs PXST 6.5 Hfp | 6.50% | 6.274% | 194.63847 |
Tranche Comments
S1: First Pay: 2024-06-25; Registration: 144U/Wxz N;
C2: First Pay: 2024-06-25; Registration: 144C/Pnn X;
X5: First Pay: 2024-06-25; Registration: 144Z/Kaw G;
A8: First Pay: 2024-06-25; Registration: 144T/Ifh G;
P11: First Pay: 2024-06-25; Registration: 144Z/Aew Y;
N17: First Pay: 2024-06-25; Registration: 144U/Val X;
X19: First Pay: 2024-06-25; Registration: 144G/Lut J;
J20: First Pay: 2024-06-25; Registration: 144O/Wme C;
Originator(s)
Tlqtko Nlwotqtk (24.99%), Uouokx Sulwk (7.68%), KwlooKlmoowu Nlwotqtk (6.31%)