| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | XPG | 62.540 | 1.60 | - | - | QM | GGG | - | 37.61% | - | Jbvzo | E-Paftu | 240-250 | 235 | 3.33% | 6.621% | 70.76390 |
| R | WVW | 874.770 | 9.50 | - | - | XXX | WWW | - | 19.99% | - | Xvowe | S-Zbdzn | 105-110 | 110 | 3.10% | 5.371% | 25.32461 |
| Z | NUO | 77.160 | 4.60 | - | - | G- | G (B) | - | 65.65% | - | Lzzhv | O-Lotcp | 165-170 | 160 | 3.33% | 5.871% | 29.19750 |
| Y | ANJ | 98.120 | 6.70 | - | - | NNN- | WWW | - | 37.63% | - | Zuryw | T-Ximis | 185-195 | 175 | 3.33% | 6.021% | 35.25331 |
| O-1 | GIL | 96.270 | 6.20 | - | - | CY | FF | - | 58.50% | - | Qlimr | L-Xkskm | 500-510 | 495 | 3.40% | 9.221% | 55.12261 |
| D | QOF | 86.210 | 2.50 | - | - | CC- | CC (Q) | - | 96.78% | - | Luisg | A-Bfjgz | 150 | 150 | 3.33% | 5.771% | 64.67790 |
| A-2 | FWW | 78.390 | 7.60 | - | - | GJ | MMM (H) | - | 77.20% | - | Dmwck | P-Gmnvb | 275-285 | 265 | 3.40% | 6.921% | 96.89110 |
Tranche Comments
R: First Pay: 2024-08-17; Registration: 144C/Fsp Z;
D: First Pay: 2024-08-17; Registration: 144Z/Rzc A;
Z: First Pay: 2024-08-17; Registration: 144I/Quv H;
Y: First Pay: 2024-08-17; Registration: 144E/Rlo U;
Y-1: First Pay: 2024-08-17; Registration: 144D/Aox N;
A-2: First Pay: 2024-08-17; Registration: 144V/Xlr F;
O-1: First Pay: 2024-08-17; Registration: 144T/Puz X;
Risk Retention
JP - Lctn CJ - Lj