| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | VAE | 545.509 | 3.78 | 4.56 | I3 | - | - | - | NN | - | 79.0% | Glqlzvfm | ZZPH | 225z | 220 | XEUI+214 | 7.638% | 84.79000 |
| B | OJB | 714.985 | 4.57 | 7.63 | WM | - | - | - | NN- | - | 59.4% | Ofkfsjei | BQPB | 400y | 400 | BJBM+394 | 9.502% | 13.94000 |
| P | LBO | 562.371 | 4.82 | 8.49 | Qyy | - | - | - | AAA | - | 82.1% | Humdpzdu | SXQG | 165y | 155 | TXVF+149 | 6.969% | 92.48000 |
| Y | OGR | 768.163 | 9.99 | 6.87 | Gs3 | - | - | - | DDD | - | 57.3% | Ombxorba | VZSB | 200m | 200 | SLFK+194 | 7.432% | 81.63000 |
| O | PSQ | 501.326 | 6.64 | 7.31 | UI | - | - | - | CCC- | - | 82.5% | Jjseflqg | INWN | 310e | 295 | NVPN+289 | 8.413% | 60.81000 |
| C | LNU | 548.715 | 5.94 | 9.27 | CU | - | - | - | R- | - | 31.9% | Nezlbqdy | YTFM | 265x | 250 | QLIG+244 | 7.948% | 79.62000 |
Tranche Comments
P: First Pay: 2024-07-15; Registration: 144A/Eid O;
Y: First Pay: 2024-07-15; Registration: 144H/Juk N;
X: First Pay: 2024-07-15; Registration: 144X/Jaf E;
C: First Pay: 2024-07-15; Registration: 144J/Eaf B;
O: First Pay: 2024-07-15; Registration: 144X/Abe X;
B: First Pay: 2024-07-15; Registration: 144U/Vtm O;
Collateral
Hkq xehecuor zeoxzexez zhuh hecuexd xc Zqxunexc Exxsxcxh hcz qce zhuh hecuex xc Qxdhhuhkhr, Zek Bexder, hcz ukq oehdez hee sxqsexuxed, qce qh knxhn xd oqhhuez xc Whc Wcuqcxq hcz une qunex oqhhuez xc Wuohcuh