| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S16 | ZCN | 67.000 | 9.35 | - | - | CCC | - | ZZZ | 92.00% | - | Qjrni | A-Ikhzc | 185 | 185 | 6.00% | 6.106% | 11.30951 |
| J8 | LBY | 14.000 | 6.90 | - | - | XXX | - | ZZZ | 12.00% | - | Nllbt | F-Igxao | 170 | 170 | 6.00% | 6.120% | 69.20307 |
| F24 | GOI | 66.380 | 1.79 | - | - | BBB | - | FFF | 5.40% | - | Yvlrs | - | 2-08ci | 2-08ed | 6.00% | 6.268% | 76.66185 |
| U14 | ZPN | 88.000 | 9.90 | - | - | YYY | - | TTT | 50.00% | - | Hwmvy | E-Hbcrj | 175 | 175 | 6.00% | 5.837% | 675.14749 |
| Z4 | YIP | 64.802 | 3.46 | - | - | AAA | - | GGG | 92.00% | - | Vslpd | - | 1-16pr | 1-16vn | 6.00% | 6.068% | 96.14250 |
| Z22 | ONU | 97.000 | 37.80 | - | - | EEE | - | DDD | 20.00% | - | Ymwms | R-Ltxdg | 185 | 185 | 6.00% | 6.063% | 31.16399 |
| H25 | ZNR | 28.893 | 1.43 | - | - | GGG | - | EEE | 29.00% | - | Wwdeuvee | VTAU | 135 | 135 | NTXA+135 | - | 15.24199 |
Tranche Comments
Z4: First Pay: 2024-08-26; Registration: 144I/Gle L;
J8: First Pay: 2024-08-26; Registration: 144A/Rdc O;
U14: First Pay: 2024-08-26; Registration: 144X/Mlx C;
S16: First Pay: 2024-08-26; Registration: 144D/Yte L;
Z22: First Pay: 2024-08-26; Registration: 144T/Ouq Y;
H25: First Pay: 2024-08-26; Registration: 144L/Kqi H; Comments: Vjkm 6.69343%o nuw 6.788%;
F24: First Pay: 2024-08-26; Registration: 144K/Bys E;