| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U14 | BGL | 1.000 | 5.79 | Poo | - | - | MMM | - | 53.00% | - | Rybra | A-Gnttk | - | 180 | 5.50% | 5.731% | 93.59307 |
| H3 | OLF | 78.000 | 6.95 | Voo | - | - | III | - | 38.00% | - | Xrcam | - | - | 0-24mr | 5.00% | 5.545% | 84.51966 |
| C1 | NYS | 26.689 | 7.68 | Fd2 | - | - | MM (S) | - | 4.60% | - | Uhyoe | H-Ngxxr | - | 215 | 6.72% | 6.243% | 860.76139 |
| X22 | LER | 29.000 | 34.12 | Btt | - | - | RRR | - | 45.00% | - | Fqfvt | Y-Cafjv | - | 160 | 5.50% | 5.752% | 65.48347 |
| A24 | FXA | 52.960 | 5.45 | Ytt | - | - | QQQ | - | 1.50% | - | Nhslw | - | - | 1-16in | 5.50% | 5.824% | 70.31515 |
| C4 | YQJ | 49.310 | 2.38 | Tll | - | - | VVV | - | 36.00% | - | Gagnk | - | - | 1-12ia | 5.50% | 5.791% | 74.86075 |
| B16 | MEC | 583.000 | 5.96 | Nss | - | - | VVV | - | 74.00% | - | Vhhzw | F-Llmfp | - | 185 | 5.50% | 5.756% | 60.14742 |
| Y20 | WML | 40.000 | 8.98 | Fee | - | - | DDD | - | 69.00% | - | Yulfi | U-Eyrwe | - | 165 | 5.50% | 5.723% | 49.93495 |
| T8 | YZX | 16.700 | 9.20 | Inn | - | - | YYY | - | 48.00% | - | Lntpl | K-Hkikl | - | 170 | 5.50% | 5.668% | 30.69167 |
Tranche Comments
H3: First Pay: 2024-11-25; Registration: 144F/Vnc U;
C4: First Pay: 2024-11-25; Registration: 144K/Gdc Q;
T8: First Pay: 2024-11-25; Registration: 144T/Olm C;
U14: First Pay: 2024-11-25; Registration: 144G/Rtg K;
B16: First Pay: 2024-11-25; Registration: 144T/Vbd X;
Y20: First Pay: 2024-11-25; Registration: 144F/Itf M;
X22: First Pay: 2024-11-25; Registration: 144H/Img B;
A24: First Pay: 2024-11-25; Registration: 144X/Gly O;
C1: First Pay: 2024-11-25; Registration: 144E/Nfo K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C8 | RCM | 44.000 | 1.30 | - | - | OOO | - | YYY | 13.00% | - | Xzkzr | E-Lcptc | 170 | 170 | 6.00% | 6.120% | 87.59820 |
| U24 | HMS | 76.558 | 3.34 | - | - | NNN | - | BBB | 1.70% | - | Amyaf | - | 2-08hf | 2-08ap | 6.00% | 6.268% | 93.69343 |
| D25 | OEE | 67.567 | 2.55 | - | - | JJJ | - | EEE | 82.00% | - | Uuwfopdi | HPEN | 135 | 135 | CDMO+135 | - | 99.60799 |
| M4 | PKS | 97.616 | 9.57 | - | - | JJJ | - | YYY | 71.00% | - | Amxpn | - | 1-16sj | 1-16jo | 6.00% | 6.068% | 44.75836 |
| N14 | RZW | 27.000 | 1.40 | - | - | HHH | - | VVV | 83.00% | - | Yvovy | B-Tfdro | 175 | 175 | 6.00% | 5.837% | 296.92013 |
| G16 | MTB | 90.000 | 7.67 | - | - | UUU | - | UUU | 73.00% | - | Efcft | U-Fmqrf | 185 | 185 | 6.00% | 6.106% | 88.99218 |
| A22 | QKF | 36.000 | 91.70 | - | - | BBB | - | MMM | 17.00% | - | Rlujn | M-Iloho | 185 | 185 | 6.00% | 6.063% | 96.13100 |
Tranche Comments
M4: First Pay: 2024-08-26; Registration: 144G/Cfd X;
C8: First Pay: 2024-08-26; Registration: 144X/Ovw G;
N14: First Pay: 2024-08-26; Registration: 144T/Hcz I;
G16: First Pay: 2024-08-26; Registration: 144U/Qde E;
A22: First Pay: 2024-08-26; Registration: 144B/Kqw F;
D25: First Pay: 2024-08-26; Registration: 144J/Bdb V; Comments: Gpfc 6.69343%x clx 6.788%;
U24: First Pay: 2024-08-26; Registration: 144D/Bjn P;