| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | NTZ | 1.252 | 6.52 | - | IP | R | K+ | 3.40% | - | Wkdetmvq | VJHUM | - | - | RKDEQ+475 | - | 81.43700 |
| B | ZIW | 48.777 | - | - | GX | OX | XM | - | - | WxcuFuk | - | - | - | 0.000% | - | Retained |
| B | NCX | 87.980 | 7.12 | - | NN- | BB- | MM+ | 69.70% | - | Kuyxcyxr | SPMVJ | - | - | QZXDG+135 | - | 81.98600 |
| R2 | EOE | 4.000 | - | - | UB | KN | PG | - | - | Ufmmejix | BGSPQ | - | - | PDQCT+500 | - | Retained |
| W | ZKR | 5.364 | 5.96 | - | LLL | AAA- | BBB | 6.00% | - | Wdedpbfe | PPBRK | - | - | BLEHJ+200 | - | 54.99900 |
| P | IFI | 402.923 | 2.22 | - | HHH | SSS | EEE | 41.00% | - | Vcccfhiu | VELTF | - | 97.5 | HCCPF+97.5 | - | 607.00000 |
| S | NRX | 60.997 | 4.95 | - | Z- | I- | M+ | 93.20% | - | Zucxdwjw | OBDOQ | - | - | QJNUC+150 | - | 54.48300 |
| Q | DGY | 7.329 | 9.30 | - | NW | BB- | II+ | 7.20% | - | Sflscemt | LRCLJ | - | - | CEBVO+375 | - | 12.86600 |
| T1 | JEL | 3.000 | - | - | EE | AY | DL | - | - | Zzxwlmco | VMYMP | - | - | PDWCS+400 | - | Retained |
Tranche Comments
P: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Aer S Rnsn;
B: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Ffp G Fqmm;
S: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Hwo A Bwop;
W: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Mcq B Pkhb;
Q: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Nex Z Azdi;
N: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Toz S Cwfp;
B: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Joz G Siqr;
T1: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Utx G Vnhb;
R2: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Ube J Trbm;
Risk Retention
IZ/ZC - Pmdv ZG - Pmd