| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O4 | ELS | 28.730 | 7.87 | Hdd | - | - | WWW | - | 21.00% | - | Sfxxk | - | - | 1-12ys | 5.50% | 5.791% | 20.44002 |
| E8 | TIP | 79.400 | 9.30 | Nzz | - | - | AAA | - | 67.00% | - | Dtfgj | P-Tfnlq | - | 170 | 5.50% | 5.668% | 82.98155 |
| Q14 | UYG | 3.000 | 5.52 | Yww | - | - | UUU | - | 50.00% | - | Qqwya | H-Esigh | - | 180 | 5.50% | 5.731% | 64.75734 |
| X20 | CCB | 78.000 | 6.91 | Zxx | - | - | NNN | - | 24.00% | - | Xfsrq | O-Wbkgd | - | 165 | 5.50% | 5.723% | 95.97454 |
| G1 | TUW | 55.608 | 3.83 | Ny2 | - | - | AA (D) | - | 7.80% | - | Sbvvj | R-Qugdn | - | 215 | 6.72% | 6.243% | 709.89517 |
| B16 | PQU | 569.000 | 8.29 | Znn | - | - | MMM | - | 70.00% | - | Czcfb | R-Fuajk | - | 185 | 5.50% | 5.756% | 52.92248 |
| S3 | XAK | 72.000 | 4.29 | Waa | - | - | AAA | - | 80.00% | - | Fmzje | - | - | 0-24fl | 5.00% | 5.545% | 91.15638 |
| C24 | QON | 24.491 | 8.94 | Wpp | - | - | LLL | - | 1.80% | - | Bkkwu | - | - | 1-16fz | 5.50% | 5.824% | 69.90131 |
| T22 | EUL | 36.000 | 51.39 | Kaa | - | - | MMM | - | 42.00% | - | Lybvb | V-Blyys | - | 160 | 5.50% | 5.752% | 32.13692 |
Tranche Comments
S3: First Pay: 2024-11-25; Registration: 144Z/Vky G;
O4: First Pay: 2024-11-25; Registration: 144G/Mfc N;
E8: First Pay: 2024-11-25; Registration: 144T/Llh M;
Q14: First Pay: 2024-11-25; Registration: 144E/Kbz C;
B16: First Pay: 2024-11-25; Registration: 144I/Txp V;
X20: First Pay: 2024-11-25; Registration: 144E/Bnl A;
T22: First Pay: 2024-11-25; Registration: 144G/Fco C;
C24: First Pay: 2024-11-25; Registration: 144Y/Pqq V;
G1: First Pay: 2024-11-25; Registration: 144N/Gfq E;