| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | ZJG | 96.740 | 8.47 | - | K | F+ | 95.70% | - | Gzcratkx | KVWFU | 215-225 | 215 | CMBXB+150 | - | 51.61900 |
| F | AGC | 32.386 | 9.57 | - | NNN | NNN+ | 3.77% | - | Khdkowsn | DDGXE | 320-325 | 320 | CFYID+200 | - | 45.67100 |
| M | WTO | 8.274 | 7.99 | - | HH | OOO- | 9.39% | - | Ypcflqxi | SLTZF | 435-445 | 445 | FXTXL+375 | - | 95.31000 |
| K | EQH | 5.513 | 6.54 | - | G | LL+ | 7.95% | - | Epkkmoqi | FBNOK | 580-590 | 590 | HJHSF+500 | - | 32.87960 |
| E | FYX | 37.483 | - | - | EU | LQ | - | - | - | - | - | - | - | - | Retained |
| O | CAR | 16.550 | 2.16 | - | OO | CC+ | 69.39% | - | Vuddmiom | YBDXS | 165-175 | 165 | MBWWQ+135 | - | 16.77260 |
| G | UYF | 973.930 | 7.55 | - | TTT | EEE | 97.97% | - | Bprkwdad | SVDCC | 110p | 110 | FYSMS+90 | - | 20.84180 |
Tranche Comments
G: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144E/Xrl Z;
O: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144V/Rbi A;
Z: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144M/Wru U;
F: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144G/Ien T;
M: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144A/Prn W;
K: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144Z/Ytu R;
E: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144U/Eef S;
Risk Retention
DU/UU - Nwov UJ - Nwo