| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| IK | YXY | 733.390 | 8.96 | 4.70 | - | - | KKK | OOO | - | 66.37% | - | Wjdajplp | 1mEPWI | 210-215l | 210 | 1lEHMI+204 | - | 91.12000 |
| S | YXU | 91.563 | - | - | - | - | BH | EE (C) | - | 2.84% | - | - | - | - | - | - | - | Retained |
| U | ERW | 11.494 | - | - | - | - | QO | AA (M) | - | 1.50% | - | - | - | - | - | - | - | Retained |
| V | GXV | 62.000 | 1.30 | 1.00 | - | - | PP- | HH (N) | - | 49.69% | - | Ihrujvwc | 1eEIJC | 255-260b | 255 | 1sKADC+249 | - | 78.60000 |
| O | HRA | 92.200 | 3.66 | 1.00 | - | - | K- | I (C) | - | 10.56% | - | Dbhwdhsj | 1eCHVN | 305-315b | 300 | 1mWCQZ+294 | - | 57.91000 |
| G | MLZ | 73.215 | 3.66 | 7.00 | - | - | YT | SSS | - | 91.56% | - | Pbdkcvql | 1mAXAA | 425w | 410 | 1eLTPO+404 | - | 68.39000 |
| M | ZJG | 53.700 | 4.00 | 7.90 | - | - | ZY | QQQ (O) | - | 50.12% | - | Lpzzefrw | 1iWBBQ | 600r | 575 | 1wAMGU+569 | - | 22.45000 |
| W | JPN | 12.404 | - | - | - | - | TF | Y (H) | - | 4.15% | - | - | - | - | - | - | - | Retained |
| IDZ | BWZ | 67.510 | - | - | - | - | WY | WX | - | 8.00% | - | - | - | - | - | - | - | Retained |
| L | ZHT | 719.000 | 8.33 | 1.15 | - | - | TTT | CCC | - | 46.00% | - | Jzsuwaio | 1nHTFF | 175q | 175 | 1oLKKQ+169 | - | 62.24000 |
Tranche Comments
L: First Pay: 2024-08-18; Registration: 144Z/Lfl Z;
IK: First Pay: 2024-08-18; Registration: 144G/Bxa T;
V: First Pay: 2024-08-18; Registration: 144B/Ciu H;
O: First Pay: 2024-08-18; Registration: 144A/Xlx U;
G: First Pay: 2024-08-18; Registration: 144K/Gwr R;
M: First Pay: 2024-08-18; Registration: 144V/Gty L;
U: First Pay: 2024-08-18; Registration: 144C/Lnw D;
S: First Pay: 2024-08-18; Registration: 144J/Khd N;
W: First Pay: 2024-08-18; Registration: 144H/Vzl I;
IDZ: First Pay: 2024-08-18; Registration: 144T/Gie B;
Deal Comments
Lvp-Gkww Jvvsvnx 2.00
Risk Retention
ZH - Mrij TZ/ZL - Mri
Cut-Off Balance ($mm)
360.117245