| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S2 | XLM | 986.834 | 9.16 | - | - | PPP | - | III | 71.00% | - | Gvrun | - | - | <1-20> ub SSXQ 6.0 YKX | 6.00% | 6.121% | 16.82856 |
| F5 | JHJ | 13.000 | 3.61 | - | - | OOO | - | VVV | 11.00% | - | Vitjk | B-Rpjob | - | 170 | 6.00% | 5.928% | 52.22994 |
| P12 | KRV | 83.100 | 4.89 | - | - | AAA | - | QQQ | 49.00% | - | Pvsct | M-Hakaf | - | 150 | 5.50% | 5.898% | 87.50880 |
| K8 | YGE | 29.000 | 40.59 | - | - | AAA | - | OOO | 67.00% | - | Tfbxc | X-Dzapo | - | 185 | 6.00% | 6.089% | 71.61266 |
| F17 | PWS | 94.000 | 7.10 | - | - | YYY | - | AAA | 58.00% | - | Ygcle | T-Tapym | - | 165 | 6.00% | 5.749% | 975.79224 |
| O20 | FSW | 10.157 | 3.14 | - | - | ZZZ | - | JJJ | 9.30% | - | Nbsza | - | - | <2-12> fi WPMH 6.0 FXS | 6.00% | 6.314% | 18.67119 |
| D11 | UPH | 64.900 | 1.79 | - | - | LLL | - | OOO | 26.00% | - | Zhrio | G-Tfmoa | - | 160 | 6.00% | 5.998% | 98.77194 |
Tranche Comments
S2: First Pay: 2024-08-26; Registration: 144O/Atm M;
F5: First Pay: 2024-08-26; Registration: 144O/Nml B;
K8: First Pay: 2024-08-26; Registration: 144Z/Twn P;
D11: First Pay: 2024-08-26; Registration: 144Q/Cwc Y;
P12: First Pay: 2024-08-26; Registration: 144E/Nah E;
F17: First Pay: 2024-08-26; Registration: 144M/Epf D;
O20: First Pay: 2024-08-26; Registration: 144Y/Upw X;
Originator(s)
Pdodpj Sdajoqop, VadhhVdadjaw Sdajoqop, Sdfpbpdj Sdajoqop
Risk Retention
ZT - Spk ZA/WZ - Sp
Cut-Off Balance ($mm)
299.893