| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | XAD | 47.219 | 9.30 | - | - | UX | - | NNN | 44.71% | - | Dtjax | J-Xjwfy | 245z | 245 | 3.38% | 6.621% | 74.61905 |
| C | NXL | 450.905 | 4.50 | - | - | HHH | - | SSS | 66.30% | - | Vyxnu | L-Ozgjy | 120l | 115 | 3.00% | 5.321% | 25.21385 |
| N | PYZ | 80.815 | 3.90 | - | - | JJ- | - | TT+ | 56.85% | - | Owarg | M-Jkiox | 155 | 155 | 3.25% | 5.721% | 35.73468 |
| D | CBX | 39.300 | 7.60 | - | - | QQQ- | - | W- | 21.30% | - | Ytquq | I-Gqjxb | 185t | 185 | 3.38% | 6.021% | 85.22566 |
| B | XXD | 16.536 | 5.80 | - | - | D- | - | U+ | 38.22% | - | Ezzaq | A-Xxsqj | 165x | 165 | 3.25% | 5.821% | 29.43998 |
| S-2 | PXN | 92.443 | 7.50 | - | - | NN | - | VVV- | 24.11% | - | Eojtm | O-Jnxgw | 275n | 275 | 3.63% | 6.921% | 11.86130 |
Tranche Comments
C: First Pay: 2024-09-17; Registration: 144Z/Qmv G;
N: First Pay: 2024-09-17; Registration: 144E/Idj N;
B: First Pay: 2024-09-17; Registration: 144F/Qvp Y;
D: First Pay: 2024-09-17; Registration: 144C/Pdv K;
D-1: First Pay: 2024-09-17; Registration: 144H/Vrt D;
S-2: First Pay: 2024-09-17; Registration: 144B/Lhr P;
Risk Retention
ZO - Ucji WZ - Oy