| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | IEF | 653.990 | 6.10 | - | - | TTT | - | LLL | 16.94% | - | Dybzm | W-Nqkkf | 105-110 | 100 | 3.00% | 5.515% | 58.93767 |
| Q | QSL | 51.420 | 1.60 | - | - | AA- | - | SS | 10.80% | - | Ovnpo | U-Cmydj | 145-150 | 145 | 3.50% | 5.965% | 64.53303 |
| J-2 | GZG | 28.529 | 5.20 | - | - | AH | - | AAA- | 97.30% | - | Fkfec | J-Ufsvw | 295-305 | 280 | 4.00% | 7.315% | 83.90501 |
| P | WYA | 64.858 | 7.70 | - | - | BD | - | EE | 9.39% | - | - | - | - | - | - | - | Retained |
| X | TWS | 57.245 | 5.20 | - | - | U- | - | T | 61.85% | - | Rshnt | A-Fdwbg | 180-185 | 170 | 3.50% | 6.215% | 13.97256 |
| Z | YBA | 61.210 | 2.80 | - | - | WWW- | - | YYY+ | 67.51% | - | Yjxqe | H-Plahf | 200-210 | 185 | 3.50% | 6.365% | 98.43595 |
| X-1 | NVK | 47.254 | 3.80 | - | - | FW | - | HHH | 69.90% | - | Nbbuy | H-Ybllg | 250-260 | 235 | 4.00% | 6.865% | 65.73210 |
Tranche Comments
V: First Pay: 2024-07-18; Registration: 144P/Fot A;
Q: First Pay: 2024-07-18; Registration: 144B/Nuh Z;
X: First Pay: 2024-07-18; Registration: 144D/Jsq Z;
Z: First Pay: 2024-07-18; Registration: 144L/Ovp H;
X-1: First Pay: 2024-07-18; Registration: 144F/Qsh Q;
J-2: First Pay: 2024-07-18; Registration: 144V/Inu N;
P: First Pay: 2024-07-18; Registration: 144Y/Fss J;
Risk Retention
XF - Fudy GX - Pb