| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | CGO | 67.400 | 5.00 | 2.40 | - | - | PT | CCC (Q) | - | 17.61% | - | Gwtpeymt | 1fAOSV | 600v | 575 | 1aMXQU+569 | - | 33.12000 |
| Z | LSX | 163.000 | 8.14 | 7.34 | - | - | JJJ | QQQ | - | 50.00% | - | Mwsuvsot | 1jDTQL | 175o | 175 | 1zIDIQ+169 | - | 62.11000 |
| GQ | WNT | 897.130 | 6.25 | 8.90 | - | - | WWW | FFF | - | 34.66% | - | Ljvlzdri | 1pPOSD | 210-215j | 210 | 1gIKIZ+204 | - | 96.85000 |
| H | LTT | 95.000 | 2.61 | 4.00 | - | - | II- | CC (S) | - | 39.25% | - | Nhcrppyb | 1dSWPV | 255-260t | 255 | 1hQWTB+249 | - | 61.15000 |
| M | HKH | 64.749 | - | - | - | - | PN | T (N) | - | 8.73% | - | - | - | - | - | - | - | Retained |
| A | RLK | 86.169 | - | - | - | - | MA | ZZ (W) | - | 1.16% | - | - | - | - | - | - | - | Retained |
| U | QEZ | 74.576 | - | - | - | - | YM | AA (E) | - | 3.82% | - | - | - | - | - | - | - | Retained |
| WMB | XFU | 85.140 | - | - | - | - | YJ | JB | - | 4.00% | - | - | - | - | - | - | - | Retained |
| S | KWA | 24.963 | 4.45 | 7.00 | - | - | NP | YYY | - | 27.26% | - | Ffcvycvy | 1bSPBJ | 425k | 410 | 1sMZWL+404 | - | 72.14000 |
| C | BPB | 33.800 | 1.67 | 4.00 | - | - | F- | X (J) | - | 86.62% | - | Iuvhhjvk | 1dJJPR | 305-315l | 300 | 1iIPEQ+294 | - | 12.12000 |
Tranche Comments
Z: First Pay: 2024-08-18; Registration: 144F/Kjg A;
GQ: First Pay: 2024-08-18; Registration: 144A/Zpj A;
H: First Pay: 2024-08-18; Registration: 144V/Zrl G;
C: First Pay: 2024-08-18; Registration: 144P/Fuz N;
S: First Pay: 2024-08-18; Registration: 144P/Ovi V;
M: First Pay: 2024-08-18; Registration: 144T/Lbl L;
U: First Pay: 2024-08-18; Registration: 144M/Qwl T;
A: First Pay: 2024-08-18; Registration: 144F/Ruq P;
M: First Pay: 2024-08-18; Registration: 144Z/Nxw D;
WMB: First Pay: 2024-08-18; Registration: 144X/Rqq T;
Deal Comments
Avp-Cnkk Tcmfvfg 2.00
Risk Retention
GO - Nbve PG/GW - Nbv
Cut-Off Balance ($mm)
449.784961