| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H4 | HNR | 4.618 | 3.87 | Tzz | - | - | UUU | - | 33.00% | - | Htckf | H-Txtln | 155-165 | 170 | 6.00% | 5.936% | 19.68852 |
| G9 | ATN | 46.980 | 7.70 | Ei1 | - | - | WWW | - | 7.30% | - | Aylok | - | 2-00->2-08jd Tfc DKWU 6.5 | 2-08ew Lva LGNB 6.5 | 6.50% | - | 430.91950 |
| Q1 | ZRQ | 8.866 | 2.16 | Vzz | - | - | MMM | - | 39.00% | - | Owbsw | - | 1-08->1-16iy Zxv HVCO 6.5 | 1-16ic Xzj EGLF 6.5 | 6.50% | - | 506.41098 |
| S9S | LEC | 62.917 | 2.63 | Im1 | - | - | CCC | - | 4.82% | - | Liuky | - | 2-00->2-08id Ybr AHWR 6.0 | 2-08vn Wpn IOPF 6.0 | 6.00% | - | 96.20200 |
| J11 | YYI | 783.249 | 3.24 | Ull | - | - | VVV | - | 58.00% | - | Qblelmoz | GWLK | 125 | 125 | GZAF+125 | - | 50.50852 |
| Q5 | NOZ | 55.500 | 32.00 | Gdd | - | - | WWW | - | 44.00% | - | Pufle | X-Jgpag | 180-190 | 185 | 6.00% | 6.093% | 38.63678 |
| H3 | ZGG | 839.640 | 4.20 | Ypp | - | - | QQQ | - | 29.00% | - | Nvqgh | - | 1-08->1-16wi Ybx IMHN 6.0 | 1-16hm Imx ZQBV 6.0 | 6.00% | - | 52.97500 |
| G6 | ETF | 350.780 | 8.79 | Jhh | - | - | AAA | - | 30.00% | - | Thosi | K-Lhduh | 145-155 | 160 | 6.00% | 6.008% | 86.46565 |
| K7 | EWV | 80.530 | 9.83 | Hxx | - | - | GGG | - | 37.00% | - | Brbzf | H-Nxcne | 180-190 | 185 | 6.00% | 6.022% | 46.37369 |
| M8 | AYR | 35.407 | 4.56 | Vss | - | - | OOO | - | 28.00% | - | Xlnpx | F-Fcnca | 175-185 | 185 | 6.00% | 5.949% | 579.97147 |
Tranche Comments
Q1: First Pay: 2024-08-26; Registration: 144O/Bsq G;
H3: First Pay: 2024-08-26; Registration: 144G/Ava N;
H4: First Pay: 2024-08-26; Registration: 144L/Bzk B;
Q5: First Pay: 2024-08-26; Registration: 144J/Hoe U;
G6: First Pay: 2024-08-26; Registration: 144U/Euo M;
K7: First Pay: 2024-08-26; Registration: 144L/Aiu Q;
M8: First Pay: 2024-08-26; Registration: 144X/Uvz Q;
G9: First Pay: 2024-08-26; Registration: 144X/Jfh V;
S9S: First Pay: 2024-08-26; Registration: 144T/Nva J;
J11: First Pay: 2024-08-26; Registration: 144G/Joy I;