| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N4 | BBF | 58.000 | 7.37 | Kbb | - | - | - | KKK | 94.00% | - | Vacrt | - | - | 1-14fg | - | 5.943% | 669.27660 |
| V21 | AES | 5.800 | 61.47 | Zww | - | - | - | WWW | 45.00% | - | Ntuzz | L-Wsnrt | - | 175 | - | 5.787% | 47.36746 |
| W25 | WRG | 81.475 | 2.80 | Enn | - | - | - | DDD | 18.00% | - | Qvlmyibw | - | - | 135 | - | - | 52.53695 |
| N1 | UCO | 28.140 | 5.45 | Zj3 | - | - | - | MM- | 7.64% | - | Tfsnx | Q-Qyhcd | - | 230 | - | 6.269% | 270.76460 |
| D3 | NBX | 94.274 | 4.79 | Coo | - | - | - | QQQ | 17.00% | - | Ngfub | - | - | 1-12fm | - | 5.740% | 61.52587 |
| E15 | XWX | 74.900 | 8.23 | Pll | - | - | - | TTT | 44.00% | - | Wyvly | W-Abxbp | - | 165 | - | 5.563% | 41.61115 |
| O19 | VRR | 84.000 | 9.60 | Fhh | - | - | - | KKK | 55.00% | - | Dpafa | X-Aapxv | - | 175 | - | 5.707% | 27.49493 |
| R24 | KLI | 84.839 | 4.47 | Lww | - | - | - | OOO | 4.00% | - | Xraga | - | - | 2-00gx | - | 6.093% | 33.96101 |
| J7 | CCX | 72.000 | 4.50 | Xvv | - | - | - | JJJ | 76.00% | - | Cjucc | D-Hasxm | - | 155 | - | 5.575% | 80.51233 |
Tranche Comments
D3: First Pay: 2024-09-25; Registration: 144Z/Xym B;
N4: First Pay: 2024-09-25; Registration: 144Q/Mdq T;
J7: First Pay: 2024-09-25; Registration: 144N/Kru B;
E15: First Pay: 2024-09-25; Registration: 144M/Qqf P;
O19: First Pay: 2024-09-25; Registration: 144E/Gpr Q;
V21: First Pay: 2024-09-25; Registration: 144E/Bid O;
R24: First Pay: 2024-09-25; Registration: 144B/Oiw X;
W25: First Pay: 2024-09-25; Registration: 144U/Gmu E;
N1: First Pay: 2024-09-25; Registration: 144C/Qaz X;
Originator(s)
Kythth Zvkztnhzt Xkthghgt HHB, BXT Xkthghgt Cyg