| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R9R | MWT | 48.605 | 8.84 | - | - | EEE | QQQ | - | 3.20% | - | Mfrbh | - | - | 2-08vp Ipb UHPK 6.0h | 6.00% | - | 76.69880 |
| O6 | MLG | 62.900 | 3.40 | - | - | PPP | WWW | - | 31.00% | - | Owrlp | X-Tquwe | 145-155 | 160 | 6.00% | 6.010% | 36.11376 |
| C4 | AQY | 321.463 | 1.48 | - | - | BBB | NNN | - | 23.00% | - | Pyqiv | N-Tlijv | 155-165 | 180 | 6.00% | 6.038% | 98.25776 |
| V9 | YXO | 9.000 | 8.43 | - | - | SSS | QQQ | - | 3.50% | - | Ivzoq | - | - | 2-08wr Are DJMG 6.5 | 6.50% | - | 752.57430 |
| E1 | KTL | 39.100 | 3.82 | - | - | LLL | GGG | - | 38.00% | - | Ncrjx | - | 1-08 qw 1-16mc Xmomqq PRCQ 6.5q | 1-16al Xlt NVZU 6.5 | 6.50% | - | 991.68501 |
| D3 | WBY | 709.000 | 8.79 | - | - | AAA | CCC | - | 34.00% | - | Eguoz | - | 1-08 he 1-16ad Foiooh AACB 6.0o | 1-16ma Okl ZMHM 6.0 | 6.00% | - | 79.10460 |
| B5 | OQJ | 81.130 | 39.23 | - | - | III | UUU | - | 24.00% | - | Ccprw | O-Kwcrl | 180-190 | 185 | 6.00% | 6.079% | 45.49108 |
| N7 | LET | 20.786 | 9.15 | - | - | SSS | III | - | 54.00% | - | Khzlz | J-Kzcmu | 180-190 | 185 | 6.00% | 6.010% | 940.98130 |
| G8 | TEV | 7.691 | 7.00 | - | - | ZZZ | HHH | - | 26.00% | - | Ezxru | B-Pnpsb | 175-185 | 185 | 6.00% | 5.949% | 752.96056 |
| Z11 | MJA | 498.751 | 2.64 | - | - | ZZZ | MMM | - | 96.00% | - | Aehxtseo | LLQL | - | 130 | NEZE+130 | - | 72.49197 |
Tranche Comments
E1: First Pay: 2024-08-25; Registration: 144Z Imme;
D3: First Pay: 2024-08-25; Registration: 144L Ococ;
C4: First Pay: 2024-08-25; Registration: 144E Ltgt;
B5: First Pay: 2024-08-25; Registration: 144Y Fwfh;
O6: First Pay: 2024-08-25; Registration: 144D Pqvg;
N7: First Pay: 2024-08-25; Registration: 144Y Wtfd;
G8: First Pay: 2024-08-25; Registration: 144K Xoah;
V9: First Pay: 2024-08-25; Registration: 144I Ytlg;
R9R: First Pay: 2024-08-25; Registration: 144W Jzny;
Z11: First Pay: 2024-08-25; Registration: 144N Kkmc;