| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | UEA | 735.850 | 1.70 | - | - | KKK | - | NNN | 55.87% | - | Fjykh | F-Jtubw | 105-110 | 100 | 3.00% | 5.515% | 72.76668 |
| G-1 | KRF | 47.180 | 4.10 | - | - | LB | - | XXX | 43.44% | - | Oneie | G-Hmzgy | 250-260 | 235 | 4.00% | 6.865% | 85.89186 |
| X | CPO | 83.490 | 8.40 | - | - | Y- | - | N | 47.63% | - | Ohiyy | W-Mnssn | 180-185 | 170 | 3.50% | 6.215% | 78.45742 |
| F | QPM | 13.215 | 4.50 | - | - | III- | - | TTT+ | 73.77% | - | Luzps | A-Lfflw | 200-210 | 185 | 3.50% | 6.365% | 20.75871 |
| I-2 | PXO | 11.890 | 2.20 | - | - | VP | - | SSS- | 20.54% | - | Ttrcu | K-Tngbn | 295-305 | 280 | 4.00% | 7.315% | 10.72361 |
| I | NWF | 84.680 | 1.40 | - | - | WT | - | QQ | 3.91% | - | - | - | - | - | - | - | Retained |
| K | NFG | 49.410 | 9.60 | - | - | BB- | - | EE | 22.40% | - | Qrhvh | O-Anbgk | 145-150 | 145 | 3.50% | 5.965% | 69.56850 |
Tranche Comments
E: First Pay: 2024-07-18; Registration: 144K/Lql G;
K: First Pay: 2024-07-18; Registration: 144C/Qch L;
X: First Pay: 2024-07-18; Registration: 144J/Ylx Q;
F: First Pay: 2024-07-18; Registration: 144C/Mbg S;
G-1: First Pay: 2024-07-18; Registration: 144Y/Bfe U;
I-2: First Pay: 2024-07-18; Registration: 144G/Fim H;
I: First Pay: 2024-07-18; Registration: 144T/Pey D;
Risk Retention
AU - Twml QA - Ic