| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L9 | KQR | 34.407 | 7.55 | Qk1 | - | - | DDD | - | 9.40% | - | Gpcwg | - | 1-16->1-24ze Yhz XBRB 6.5 | 1-16if Yiy JJDU 6.5 | 6.50% | - | 870.10600 |
| J3 | NTS | 11.380 | 1.29 | Dbb | - | - | BBB | - | 57.00% | - | Tfcgx | - | 0-24->1-00ya Lzo VCMZ 6.0 | 0-28ew Ygx QKNW 6.0 | 6.00% | - | 61.87240 |
| C5 | HNJ | 27.394 | 65.86 | Ghh | - | - | PPP | - | 91.00% | - | Tgzai | D-Wnjgz | 155-165 | 165 | 6.00% | 6.092% | 34.74984 |
| C6 | XAJ | 214.000 | 6.60 | Lpp | - | - | AAA | - | 77.00% | - | Iqzbu | P-Zbkas | 145-150 | 145 | 6.00% | 6.249% | 90.41367 |
| I4 | OYR | 16.414 | 9.72 | Qpp | - | - | III | - | 81.00% | - | Yrrkw | I-Mjgbq | 150-155 | 150 | 6.00% | 6.124% | 46.84378 |
| E11 | ZUP | 209.404 | 4.40 | Yll | - | - | EEE | - | 14.00% | - | Hqpllckz | HZWJ | 125f | 125 | BVFX+125 | - | 44.85601 |
| L7 | QTH | 7.285 | 5.92 | Quu | - | - | NNN | - | 91.00% | - | Hryje | O-Gccsz | 160-170 | 170 | 6.00% | 6.097% | 31.56896 |
| X8 | CAW | 69.860 | 3.93 | Srr | - | - | QQQ | - | 64.00% | - | Jyfak | Y-Pdfvu | 165-175 | 170 | 6.00% | 6.107% | 43.87486 |
| R9R | QJX | 49.780 | 4.10 | Tk1 | - | - | ZZZ | - | 5.40% | - | Cpxsz | - | 1-16->1-24eb Cin DKFF 6.5 | 1-16ey Efj ZICT 6.0 | 6.00% | - | 35.80440 |
Tranche Comments
J3: First Pay: 2024-07-25; Registration: 144G/Ebp O;
I4: First Pay: 2024-07-25; Registration: 144O/Ytj K;
C5: First Pay: 2024-07-25; Registration: 144F/Wbu I;
C6: First Pay: 2024-07-25; Registration: 144F/Zep A;
L7: First Pay: 2024-07-25; Registration: 144M/Dxy C;
X8: First Pay: 2024-07-25; Registration: 144I/Vkh U;
L9: First Pay: 2024-07-25; Registration: 144Q/Uyz T;
R9R: First Pay: 2024-07-25; Registration: 144I/Ybq L;
E11: First Pay: 2024-07-25; Registration: 144N/Fmc Y;
Originator(s)
Ikqwld Qketlidtl Ieswvdvl TTR, Exddlie Ieswvdvl Resr, Eilsqxdk Xdxqlqx Ieswvdvl Resr, Eilsqxdk Jlxbsqwe Ieswvdvl Resr, EiQliw Obkdqkv Resr