| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | YFT | 49.960 | 7.30 | - | LT | - | B- | MM (N) | - | 50.50% | 48.4% | Kbqrg | R | 270r | 290 | 7.00% | 6.987% | 88.47580 |
| X | YNV | 69.476 | 1.67 | - | PU | - | WWW | D | - | 7.82% | 46.3% | Wcoft | H | 400w | 400 | 4.00% | 8.087% | 81.21580 |
| W-C | ZRG | 28.720 | 7.90 | - | Bq1 | - | BBB | ZZZ | - | 48.30% | 63.5% | Ctftd | M | 170b | 160 | 6.38% | 5.687% | 883.10150 |
| K-1 | QXM | 5.600 | 6.70 | - | Yff | - | JJJ | YYY | - | 70.00% | 76.1% | Htqzi | E | - | 85 | 5.19% | - | - |
| K-B | ABF | 475.750 | - | - | Ill | - | FFF | EEE | - | - | - | Tsaqb | S | 100f | 90 | 1.127% | 5.021% | 3.79230 |
| H | LMZ | 38.770 | 8.20 | - | EB | - | JJ- | GGG | - | 49.10% | 80.0% | Ilrmr | X | 200b | 200 | 6.91% | 6.087% | 575.17980 |
| J-3 | FUE | 921.500 | 3.20 | - | Jii | - | JJJ | AAA | - | 85.00% | 55.8% | Yfsmq | B | 110b | 110 | 5.88% | 5.189% | 301.29400 |
| L | VNX | 9.529 | 7.54 | - | NO | - | BBB- | PPP (V) | - | 6.54% | 54.9% | Ocjhz | P | 550b | 550 | 4.00% | 9.587% | 19.27420 |
Tranche Comments
K-1: First Pay: 2024-09-15; Registration: 144L/Zxi A;
J-3: First Pay: 2024-09-15; Registration: 144T/Knp L;
W-C: First Pay: 2024-09-15; Registration: 144W/Ayw I;
H: First Pay: 2024-09-15; Registration: 144Y/Xwc G;
B: First Pay: 2024-09-15; Registration: 144I/Neo I;
X: First Pay: 2024-09-15; Registration: 144I/Bis D;
L: First Pay: 2024-09-15; Registration: 144N/Rzi F;
K-B: First Pay: 2024-09-15; Registration: 144H/Hir Y;