| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V2 | WSS | 3.751 | 9.54 | - | - | DDD- | - | - | 40.60% | - | Qyvnf | L-Niylg | 215-225 | 220 | 6.56% | 6.310% | 656.62611 |
| T1 | JLF | 59.360 | 6.51 | - | - | MMM | - | - | 28.30% | - | Mvxpy | K-Usaui | 140-145 | 135 | 5.70% | 5.279% | 338.56808 |
| Y2 | KVH | 64.950 | 3.94 | - | - | CC- | - | - | 35.33% | - | Vhhsj | S-Annqg | 165-175 | 170 | 6.06% | 5.810% | 160.57246 |
| H1 | CQT | 3.802 | 5.99 | - | - | I- | - | - | 31.00% | - | Ejlwl | N-Tsmiw | 185-195 | 190 | 6.26% | 6.010% | 724.89949 |
| U1 | MJR | 9.250 | 1.73 | - | - | SS- | - | - | 24.10% | - | Lokwr | Y-Mimbc | 315-340 | 315 | 7.50% | 7.260% | 925.20614 |
| W2 | NQA | 6.952 | 4.35 | - | - | K- | - | - | 9.34% | - | BVF | A-Gfuml | 465-490 | 465 | - | 8.760% | 80.17215 |
Tranche Comments
T1: First Pay: 2024-10-25; Redemption: 2034-09-25; Registration: 144E/Kwo L;
Y2: First Pay: 2024-10-25; Redemption: 2034-09-25; Registration: 144J/Zhm E;
H1: First Pay: 2024-10-25; Redemption: 2034-09-25; Registration: 144E/Wyf Q;
V2: First Pay: 2024-10-25; Redemption: 2034-09-25; Registration: 144T/Epn P;
U1: First Pay: 2024-10-25; Redemption: 2034-09-25; Registration: 144V/Oru K;
W2: First Pay: 2024-10-25; Redemption: 2034-09-25; Registration: 144K/Msr S;