| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | WFR | 71.372 | 7.62 | - | H | Z+ | 56.85% | - | Rczvmuqe | QMTFB | 215-225 | 215 | HYFEN+150 | - | 16.92600 |
| M | WNM | 1.762 | 5.74 | - | M | KK+ | 8.48% | - | Ndqoqzcg | URUVG | 580-590 | 590 | RWOKH+500 | - | 77.70860 |
| K | IBX | 80.650 | 1.55 | - | SS | NN+ | 68.76% | - | Xzvmaqzk | JGBPA | 165-175 | 165 | PQRHA+135 | - | 14.26000 |
| I | CRH | 615.830 | 8.63 | - | EEE | BBB | 35.78% | - | Tksqpklt | XXJIQ | 110e | 110 | CQNTC+90 | - | 51.17550 |
| C | ILF | 92.605 | 4.85 | - | XXX | MMM+ | 4.81% | - | Ezujsxxl | RWPQZ | 320-325 | 320 | CYNEF+200 | - | 96.13900 |
| X | DSR | 2.921 | 5.29 | - | YY | XXX- | 2.75% | - | Dvdeudmr | GJZUI | 435-445 | 445 | VWDJL+375 | - | 87.24300 |
| N | LKE | 34.458 | - | - | WS | ZR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144W/Dem I;
K: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144Y/Ecu H;
W: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144P/Ioe T;
C: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144D/Guy I;
X: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144L/Qug L;
M: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144N/Eqq L;
N: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144J/Zkm P;
Risk Retention
OT/TM - Wayz TW - Way