| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | CMS | 1.000 | - | - | TTT | - | - | - | - | - | Gerxxyre | ENLE | - | 135 | MWGL+135 | - | 616.00000 |
| UR | BJM | 2.000 | - | - | JJJ- | - | - | - | 28.00% | - | Zqevboob | UJGF | - | 525 | JNPG+525 | - | 562.00000 |
| D1 | OUG | 56.000 | - | - | OOO | - | - | - | 88.00% | - | Zcwdhtbs | PXJF | - | 400 | AQYH+400 | - | 518.00000 |
| WC | HMT | 8.000 | - | - | R | - | - | - | 43.00% | - | Kqhja | Mkvbd | - | 250 | 6.288% | 6.288% | 771.00000 |
| U1 | IOC | 48.000 | - | - | TT | - | - | - | 11.00% | - | Ybdeuddp | NKYQ | - | 205 | BBAW+205 | - | 382.00000 |
| KO | FAE | 59.000 | - | - | YYY | - | - | - | 85.00% | - | Cmsvsxio | CHQL | - | 180 | VTTP+180 | - | 764.00000 |
| A1 | WUF | 45.000 | - | - | K | - | - | - | 99.00% | - | Ftwhyhtp | NYYS | - | 255 | DMXF+255 | - | 215.00000 |
| EH | UEP | 14.000 | - | - | KKK | - | - | - | 10.00% | - | Ezupc | Iczom | - | 400 | 7.793% | 7.793% | 424.00000 |
| T1 | AMH | 222.000 | - | - | YYY | - | - | - | 38.00% | - | Kpjqaojh | HGCW | - | 160 | AHTZ+160 | - | 127.00000 |
| OD | HWJ | 97.000 | - | - | NN | - | - | - | 66.00% | - | Yangf | Ctgmh | - | 200 | 5.784% | 5.784% | 795.00000 |
| G | YEU | 15.000 | - | - | YY- | - | - | - | 3.00% | - | Wjuboezs | GDAW | - | 725 | IGUA+709 | - | 68.00000 |
| Dst | QLS | 49.800 | - | - | SO | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144Z/Jnr F;
T1: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144H/Bjm G;
KO: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144L/Yxl F;
U1: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144I/Njd L;
OD: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144V/Lyn F;
A1: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144Y/Xco N;
WC: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144K/Djj H;
D1: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144B/Gkt D;
EH: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144A/Kyg H;
UR: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144J/Hhv X;
G: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144V/Vnh H;
Dst: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144Z/Asq D;
Deal Comments
Xkq Suhh Jchjkoe 1.9
Reinvestment Period (YRS)
2.3
Reinvestment Period End Date
Aug 16, 2025
WAL Test Period End Date
Aug 12, 2024