| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R20 | PXQ | 23.517 | 3.46 | - | - | NNN | - | VVV | 6.50% | - | Qlpfi | - | - | <2-12> iz FZDQ 6.0 SYF | 6.00% | 6.314% | 73.39950 |
| E8 | VKH | 72.000 | 90.78 | - | - | LLL | - | UUU | 53.00% | - | Tspvg | J-Pmiwn | - | 185 | 6.00% | 6.089% | 84.15665 |
| M5 | OZL | 87.000 | 9.59 | - | - | GGG | - | YYY | 49.00% | - | Hqkcg | W-Jtkac | - | 170 | 6.00% | 5.928% | 29.44697 |
| C11 | FJP | 14.200 | 4.94 | - | - | JJJ | - | VVV | 92.00% | - | Ggbha | T-Iirws | - | 160 | 6.00% | 5.998% | 84.63201 |
| M2 | OMO | 336.149 | 9.58 | - | - | UUU | - | OOO | 92.00% | - | Owbih | - | - | <1-20> wp QYDB 6.0 OFV | 6.00% | 6.121% | 71.11347 |
| I12 | VBF | 90.800 | 6.90 | - | - | XXX | - | LLL | 99.00% | - | Klyvn | E-Xqmhh | - | 150 | 5.50% | 5.898% | 90.60420 |
| H17 | TAC | 87.000 | 8.70 | - | - | AAA | - | MMM | 65.00% | - | Afuby | Y-Sckfb | - | 165 | 6.00% | 5.749% | 349.42393 |
Tranche Comments
M2: First Pay: 2024-08-26; Registration: 144A/Hii N;
M5: First Pay: 2024-08-26; Registration: 144C/Bai H;
E8: First Pay: 2024-08-26; Registration: 144B/Tyt P;
C11: First Pay: 2024-08-26; Registration: 144U/Rtr K;
I12: First Pay: 2024-08-26; Registration: 144Z/Vpc L;
H17: First Pay: 2024-08-26; Registration: 144L/Lbd T;
R20: First Pay: 2024-08-26; Registration: 144L/Irj T;
Originator(s)
Ydficp Ydfpjhjc, FfdwwFdazpfz Ydfpjhjc, Ydqcfczp Ydfpjhjc
Risk Retention
DF - Mbk DL/ID - Mb
Cut-Off Balance ($mm)
955.961