| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | VML | 734.200 | 3.30 | - | - | GGG | III | - | 31.75% | - | Mtyhj | Q-Amwvx | 105-110 | 110 | 3.10% | 5.371% | 67.46918 |
| E | ZPL | 64.830 | 5.60 | - | - | TT- | HH (P) | - | 94.22% | - | Kviya | S-Tnrtb | 150 | 150 | 3.33% | 5.771% | 73.41275 |
| Y-1 | YTP | 68.210 | 8.50 | - | - | CH | RR | - | 39.96% | - | Pwtim | X-Zqpnx | 500-510 | 495 | 3.40% | 9.221% | 40.83738 |
| U | VJJ | 62.530 | 8.50 | - | - | G- | I (K) | - | 99.26% | - | Ynnll | R-Oqnkc | 165-170 | 160 | 3.33% | 5.871% | 38.69870 |
| U | LUY | 68.460 | 3.50 | - | - | RRR- | SSS | - | 70.99% | - | Ulzgj | U-Uqbvo | 185-195 | 175 | 3.33% | 6.021% | 14.27797 |
| G-1 | IRV | 20.740 | 8.40 | - | - | MD | VVV | - | 58.31% | - | Tagbe | R-Imlsq | 240-250 | 235 | 3.33% | 6.621% | 77.21070 |
| R-2 | WLT | 12.590 | 6.50 | - | - | IU | YYY (R) | - | 21.42% | - | Swyxy | N-Npldw | 275-285 | 265 | 3.40% | 6.921% | 81.48584 |
Tranche Comments
Y: First Pay: 2024-08-17; Registration: 144O/Jya I;
E: First Pay: 2024-08-17; Registration: 144P/Llo F;
U: First Pay: 2024-08-17; Registration: 144G/Jmt R;
U: First Pay: 2024-08-17; Registration: 144F/Uqj X;
G-1: First Pay: 2024-08-17; Registration: 144X/Mjo Q;
R-2: First Pay: 2024-08-17; Registration: 144J/Uhg N;
Y-1: First Pay: 2024-08-17; Registration: 144F/Qqu Z;
Risk Retention
CW - Brhc UC - Ab