| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | AYH | 444.000 | 8.30 | 2.80 | - | - | OOO | RRR | - | 62.00% | - | Srlrhzwr | 1tBCBE | 175c | 175 | 1gXYPA+169 | - | 82.37000 |
| LM | XJA | 874.330 | 1.44 | 3.10 | - | - | VVV | ZZZ | - | 27.11% | - | Vmqqrjow | 1mYMDO | 210-215m | 210 | 1kXHFW+204 | - | 92.35000 |
| TWQ | MZM | 67.410 | - | - | - | - | LQ | AD | - | 5.00% | - | - | - | - | - | - | - | Retained |
| P | CIM | 68.000 | 5.67 | 3.00 | - | - | HH- | EE (V) | - | 13.22% | - | Hwdbodrd | 1uLTAK | 255-260v | 255 | 1lBVHH+249 | - | 20.92000 |
| E | RNZ | 37.500 | 8.67 | 3.00 | - | - | Q- | A (C) | - | 93.80% | - | Nqumqvbk | 1jMCUC | 305-315x | 300 | 1sZKUM+294 | - | 74.50000 |
| O | YOT | 74.820 | - | - | - | - | NC | RR (A) | - | 6.61% | - | - | - | - | - | - | - | Retained |
| V | LSW | 77.400 | 3.44 | 8.00 | - | - | AI | GGG | - | 11.71% | - | Wkvlotsr | 1hSHIX | 425f | 410 | 1nHHCA+404 | - | 82.34000 |
| G | PJP | 84.500 | 2.00 | 5.80 | - | - | HD | RRR (N) | - | 71.40% | - | Gzwelrvc | 1cLQLA | 600b | 575 | 1pYZSQ+569 | - | 97.51000 |
| G | XKR | 27.715 | - | - | - | - | VB | BB (Z) | - | 9.61% | - | - | - | - | - | - | - | Retained |
| B | THR | 92.333 | - | - | - | - | OS | A (M) | - | 7.13% | - | - | - | - | - | - | - | Retained |
Tranche Comments
O: First Pay: 2024-08-18; Registration: 144N/Twj X;
LM: First Pay: 2024-08-18; Registration: 144F/Qbk T;
P: First Pay: 2024-08-18; Registration: 144O/Jlh P;
E: First Pay: 2024-08-18; Registration: 144J/Cew O;
V: First Pay: 2024-08-18; Registration: 144B/Yin C;
G: First Pay: 2024-08-18; Registration: 144L/Lzs Q;
G: First Pay: 2024-08-18; Registration: 144Q/Tzu Q;
O: First Pay: 2024-08-18; Registration: 144C/Lns V;
B: First Pay: 2024-08-18; Registration: 144O/Ifn Z;
TWQ: First Pay: 2024-08-18; Registration: 144L/Myw A;
Deal Comments
Ryf-Wfxx Kczgydm 2.00
Risk Retention
WP - Lnuv HW/WA - Lnu
Cut-Off Balance ($mm)
983.265135