| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | TJT | 5.180 | 6.72 | Bpp1 | - | - | C (F) | 8.60% | - | Nrpoylrf | KQZWQ | - | 350 | BEBIQ+300 | - | 74.92960 |
| M | ICK | 5.600 | 5.30 | Ds1 | - | - | FFF | 6.00% | - | Basmdxra | XWMTK | - | 450 | BRPHR+450 | - | 764.00000 |
| W | CFN | 90.494 | 3.67 | Rj1 | - | - | ZZ | 18.00% | - | Xbfchiax | REVYL | - | 200 | UPELM+170 | - | 58.28170 |
| T | TAY | 671.263 | 4.76 | Spp | - | - | LLL | 45.18% | - | Xbzbxvxz | REGLG | - | 140 | SJDBL+140 | - | 238.00000 |
| I | TZB | 3.883 | - | UO | - | - | BB | 7.00% | - | - | - | - | - | - | - | Retained |
| Xcfwpduj Qcna | MDO | 9.000 | - | ND | - | - | UT | 1.00% | - | - | - | - | - | - | - | Retained |
| H | ILL | 3.645 | - | Gw3 | - | - | BB (R) | 9.00% | - | Mlhyuvqm | DVZIN | - | 544 | CWCZB+544 | - | 921.00000 |
| J | NKE | 77.960 | 6.90 | W1 | - | - | O (W) | 27.00% | - | Lmloycjb | BBLEQ | - | 255 | PQKYT+200 | - | 98.31870 |
| T | EXK | 5.509 | - | OK | - | - | OL | 1.90% | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: First Pay: 2024-06-27; Redemption: 2027-06-27; Registration: Nzh M Faad;
W: First Pay: 2024-06-27; Redemption: 2027-06-27; Registration: Tzv Q Lfzp;
J: First Pay: 2024-06-27; Redemption: 2027-06-27; Registration: Ymd S Hvzm;
T: First Pay: 2024-06-27; Redemption: 2027-06-27; Registration: Zbg E Qusc;
M: First Pay: 2024-06-27; Redemption: 2027-06-27; Registration: Uzo R Exhd;
T: First Pay: 2024-06-27; Redemption: 2027-06-27; Registration: Lwh N Vkbg;
H: First Pay: 2024-06-27; Redemption: 2027-06-27; Registration: Nst A Popw;
I: First Pay: 2024-06-27; Redemption: 2027-06-27; Registration: Cab I Ikfm;
Xcfwpduj Qcna: First Pay: 2024-06-27; Redemption: 2027-06-27; Registration: Hhd V Hdxk;
Collateral
100% QE wfjkfz jxffwf kbfff-kjjjvcfz kkffwfwf wkffw
Originator(s)
Mkqwywrurfv Qlu
Risk Retention
LR/RG - Tkj
Pricing Speed
15% mrpx WBS