| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | TNS | 90.400 | - | - | - | - | EF | A (J) | - | 4.00% | - | - | - | - | - | - | - | Retained |
| Z | OYG | 28.500 | 9.80 | 8.80 | - | - | CM | SSS | - | 72.10% | - | Jqubluvf | 1wNBGI | 365j | 365 | 1nIJXK+359 | - | 84.14000 |
| O | EJB | 801.100 | 7.99 | 6.90 | - | - | GGG | QQQ | - | 24.00% | - | Kylfkfjs | 1gGWHX | 160l | 160 | 1fPHZJ+154 | - | 40.66000 |
| J | TGH | 99.500 | 9.40 | 2.70 | - | - | Y- | B | - | 45.15% | - | Lbljammp | 1eYZSY | 260j | 260 | 1fVUIF+254 | - | 96.92000 |
| N | IUY | 34.500 | - | - | - | - | TM | ZZ (K) | - | 7.32% | - | - | - | - | - | - | - | Retained |
| G | RHW | 49.000 | - | - | - | - | WU | EE (B) | - | 9.34% | - | - | - | - | - | - | - | Retained |
| D-S | XTE | 996.800 | 6.17 | 6.60 | - | - | LLL | LLL | - | 95.24% | - | Eyfpatae | 1jUTQW | 200j | 200 | 1eCHFR+194 | - | 84.67000 |
| YAI | VYP | 17.000 | - | - | - | - | PI | KD | - | 7.00% | - | - | - | - | - | - | - | Retained |
| E | IGN | 98.400 | 9.90 | 9.20 | - | - | JX | ZZZ (O) | - | 70.76% | - | Vzkceolv | 1qTEIX | 450l | 450 | 1mKPDN+444 | - | 74.80000 |
| T | WAX | 79.800 | 7.10 | 5.70 | - | - | KK- | DDD | - | 27.60% | - | Bfmkpfov | 1cACCW | 220w | 220 | 1kQEZJ+214 | - | 47.65000 |
Tranche Comments
O: First Pay: 2024-11-18; Registration: 144U/Ptq E;
D-S: First Pay: 2024-11-18; Registration: 144M/Gmo R;
T: First Pay: 2024-11-18; Registration: 144F/Pjq R;
J: First Pay: 2024-11-18; Registration: 144B/Zrp K;
Z: First Pay: 2024-11-18; Registration: 144P/Xqn H;
E: First Pay: 2024-11-18; Registration: 144V/Luz S;
N: First Pay: 2024-11-18; Registration: 144I/Bnt J;
G: First Pay: 2024-11-18; Registration: 144E/Xfu D;
V: First Pay: 2024-11-18; Registration: 144Q/Lrh A;
YAI: First Pay: 2024-11-18; Registration: 144N/Xoh K;
Risk Retention
IS - Ccex ZI/ID - Cce