| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-O | CCC | 321.000 | 1.46 | - | - | - | CCC | LLL | - | 90.7% | Grpmnchn | 1qUEAN | - | - | - | - | - |
| T | GCP | 99.000 | 4.30 | - | - | - | III (F) | - | - | 82.0% | Jrvsj | H-Gwkly | - | - | - | - | - |
| A | XIJ | 536.000 | 4.28 | - | - | - | SSS | PPP | - | 49.8% | Wktlh | P-Dbdvo | - | 160 | 5.05% | 5.103% | 66.50184 |
| V | NLS | 97.000 | 9.70 | - | - | - | SS (A) | LLL | - | 42.3% | Kmktg | T-Kuroa | - | - | - | - | - |
| T | QUQ | 902.000 | 3.31 | - | - | - | T | - | - | 80.0% | Zlyak | T-Lgind | - | - | - | - | - |
Tranche Comments
A: Registration: 144E Dodm;
Q-O: Registration: 144U Phlx; Comments: Pvx-Pronxp;
V: Registration: 144Y Ygcp; Comments: Mgj-Miqwjn;
T: Registration: 144S Kqfe; Comments: Hoi-Hyrzil;
T: Registration: 144D Zosq; Comments: Smn-Sgsxnv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | EAT | 212.000 | 3.61 | - | - | - | KKK | YYY | - | 27.5% | Vnlbz | O-Fbuyk | 160-165 | 150 | 5.84% | 5.913% | 57.98479 |
| K | IUG | 716.000 | 4.72 | - | - | - | W (B) | J | - | 42.9% | Jjiwi | H-Xdpvc | - | - | - | - | Retained |
| K | ZJD | 19.890 | 6.29 | - | - | - | TTT (J) | - | - | 39.0% | Hpocv | E-Syfgn | - | - | - | - | Retained |
| O | KKO | 14.700 | 2.30 | - | - | - | RR (K) | YY | - | 45.3% | Xxfwx | L-Edaag | - | - | - | - | Retained |
| W-E | PXF | 341.000 | 9.74 | - | - | - | KKK | QQQ | - | 96.1% | Sqwuzesm | 1oMOFK | 175w | 170 | 1kYGAO+170 | - | 826.00000 |
Tranche Comments
W-E: First Pay: 2024-09-15; Registration: 144Z Mzch;
K-1: First Pay: 2024-09-15; Registration: 144M Nxoj;
O: First Pay: 2024-09-15; Registration: 144S Nkge;
K: First Pay: 2024-09-15; Registration: 144S Ogwu;
K: First Pay: 2024-09-15; Registration: 144I Jxpv;