| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | KKD | 484.860 | 7.73 | - | YYY | AAA | 11.33% | - | Nqyuzitn | YFQEU | 110q | 110 | WFEGQ+90 | - | 68.98130 |
| H | QED | 30.600 | 3.84 | - | UUU | NNN+ | 4.44% | - | Jzlvkrxl | MJRMF | 320-325 | 320 | DODOF+200 | - | 66.99800 |
| I | VCC | 5.673 | 4.55 | - | VV | UUU- | 7.68% | - | Ivcpwpev | JZOBO | 435-445 | 445 | FUVOI+375 | - | 34.17600 |
| E | JHF | 11.725 | - | - | AZ | IO | - | - | - | - | - | - | - | - | Retained |
| G | NKG | 5.429 | 9.22 | - | V | DD+ | 5.43% | - | Xleobryv | GKCDA | 580-590 | 590 | WVOWC+500 | - | 86.66840 |
| L | EQK | 41.800 | 4.52 | - | S | P+ | 39.29% | - | Ohedolyj | YXSUT | 215-225 | 215 | PEOKA+150 | - | 69.41500 |
| W | CSX | 67.770 | 1.38 | - | WW | LL+ | 67.19% | - | Oofcowjl | YYRJZ | 165-175 | 165 | PLMFF+135 | - | 55.32310 |
Tranche Comments
D: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144Y/Mqx V;
W: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144H/Zwe M;
L: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144H/Far C;
H: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144G/Mbj H;
I: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144C/Bwj G;
G: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144I/Glz L;
E: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144X/Vzo A;
Risk Retention
CP/PH - Rwjc PJ - Rwj