| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R2 | XAT | 12.799 | 6.22 | - | - | - | - | C | - | 67.00% | - | Wsthi | S-Xinne | 260 | 260 | 6.90% | 6.906% | 59.36674 |
| F3 | CXK | 9.279 | 5.36 | - | - | - | - | WWW | - | 61.40% | - | Rqqco | S-Bqbvp | 325 | 325 | 7.55% | 7.556% | 62.53249 |
| N6 | CJC | 98.797 | 4.40 | - | - | - | - | YF | - | - | - | BND | XEU | 14.00% | - | - | 15.000% | 92.31923 |
| A5 | RPI | 1.275 | 3.51 | - | - | - | - | K | - | 2.20% | - | DNQ | XEF | 12.00% | - | - | 12.000% | 37.25656 |
| O4 | ZGC | 81.793 | 4.28 | - | - | - | - | DD | - | 5.73% | - | BRA | D-Vsoio | 575 | 575 | - | 10.056% | 20.96994 |
| J1 | IKI | 80.580 | 7.50 | - | - | - | - | PP | - | 45.80% | - | Dtkrs | S-Xuogt | 225 | 225 | 6.56% | 6.556% | 78.87148 |
| W | GGN | 195.554 | 7.20 | - | - | - | - | DDD | - | 36.50% | - | Kmpif | V-Iizcg | 185-190 | 185 | 6.16% | 6.156% | 64.61826 |
Tranche Comments
W: First Pay: 2024-06-25; Registration: 144N/Ysu C;
J1: First Pay: 2024-06-25; Registration: 144B/Aej R;
R2: First Pay: 2024-06-25; Registration: 144M/Iss U;
F3: First Pay: 2024-06-25; Registration: 144E/Aza M;
O4: First Pay: 2024-06-25; Registration: 144J/Qtm A;
A5: First Pay: 2024-06-25; Registration: 144D/Hse S;
N6: First Pay: 2024-06-25; Registration: 144I/Oou M;