2024

Brignole CO Srl (BRICO) 2024

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	VMF	9.100	5.20	-	-	UH	NS	-	-	Iuxlsloz	1vPx	-	748	1kHn+748	-	383.00000
D2	EVJ	1.000	2.00	-	-	WJ	ZG	-	-	Skzsjyer	1cHp	-	500	1mKf+500	-	Retained
V	ZWB	262.000	8.90	-	-	CC	LLL	85.00%	-	Fcrmwure	1bNy	78-80	78	1pUv+78	-	753.00000
Y	OGN	90.400	4.70	-	-	T	EE (P)	23.20%	-	Umbfavmk	1sRs	120-130	120	1pCh+120	-	804.00000
X	PDT	67.700	4.50	-	-	OO	II (F)	1.00%	-	Nlublrpc	1mXo	400-410	400	1bQr+400	-	509.00000
V	YWN	71.200	6.90	-	-	DDD	RRR (Q)	2.40%	-	Espbcdqm	1sPy	220-230	200	1bHw+200	-	292.00000
Y	IXA	4.900	3.10	-	-	C	JJ (W)	3.50%	-	Hesqswyg	1oTt	575-585	575	1yOp+575	-	269.00000
I1	QXU	2.000	9.60	-	-	E	G (U)	-	-	Lmqbjpmz	1sOs	-	400	1oIo+400	-	Retained

Tranche Comments

V: First Pay: 2024-07-24; Registration: Yxb P Wopt; Comments: SGQ fupypluf; Y: First Pay: 2024-07-24; Registration: Ess G Mece; V: First Pay: 2024-07-24; Registration: Wfh W Ptot; X: First Pay: 2024-07-24; Registration: Dka E Uoui; Y: First Pay: 2024-07-24; Registration: Ysb Q Rbka; M: First Pay: 2024-07-24; Registration: Iea K Qgzm; I1: First Pay: 2024-07-24; Registration: Pwb A Nbxw; D2: First Pay: 2024-07-24; Registration: Tpa G Wfif;

Originator(s)

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Risk Retention

5% Ivwzffab

Pricing Speed

14% HEU