| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-3 | BFG | 250.000 | 6.15 | Bcc | RRR | - | - | - | - | - | Vtuzf | I-Qgkzj | 77-79 | 70 | 5.33% | 5.397% | 28.84555 |
| H | XCX | 32.680 | 9.22 | Sn1 | KK | - | - | - | - | - | Oasqv | K-Concs | 105-110 | 95 | 5.41% | 5.477% | 53.37426 |
| S-1 | PRY | 426.200 | 4.66 | N-1 | L-1+ | - | - | - | - | - | Ossuy | D-Jfawv | 18-20 | 20 | 5.58% | 5.584% | 337.00000 |
| wm | HSN | 60.420 | 3.41 | H2 | F | - | - | - | - | - | Ufgox | O-Nbwsm | 125-130 | 110 | 5.54% | 5.612% | 33.31806 |
| Q-2 | TFW | 796.920 | 9.70 | Ltt | XXX | - | - | - | - | - | Gvnzc | O-Khrzf | 65 | 65 | 5.71% | 5.781% | 41.91836 |
| W-4 | JZV | 23.760 | 5.15 | Ouu | CCC | - | - | - | - | - | Affzt | E-Npzba | 84-86 | 77 | 5.26% | 5.326% | 90.25331 |
Tranche Comments
S-1: First Pay: 2024-06-20; Registration: 144D/Zny O;
Q-2: First Pay: 2024-06-20; Registration: 144F/Fyv W;
E-3: First Pay: 2024-06-20; Registration: 144E/Wyg C;
W-4: First Pay: 2024-06-20; Registration: 144B/Pdf O;
H: First Pay: 2024-06-20; Registration: 144F/Ayi H;
wm: First Pay: 2024-06-20; Registration: 144A/Wzl G;
Risk Retention
DW - Vrn, HD - Et
Pricing Speed
1.3% WOY zb 10% Xcff