| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | JSU | 68.400 | 7.18 | 9.00 | - | - | Z- | M (T) | - | 71.13% | - | Mxfdbsrl | 1gXASO | 305-315m | 300 | 1lXMWT+294 | - | 34.85000 |
| R | JLQ | 65.618 | - | - | - | - | TS | Q (W) | - | 9.24% | - | - | - | - | - | - | - | Retained |
| X | LCR | 69.453 | - | - | - | - | IN | SS (E) | - | 9.45% | - | - | - | - | - | - | - | Retained |
| ZI | GTS | 404.750 | 6.91 | 9.40 | - | - | OOO | ZZZ | - | 58.50% | - | Zkdjucli | 1rPEAQ | 210-215m | 210 | 1rZJWB+204 | - | 64.23000 |
| M | AQA | 52.819 | 6.27 | 1.00 | - | - | WA | QQQ | - | 74.52% | - | Nhoatohx | 1dDZME | 425m | 410 | 1oGHAT+404 | - | 43.89000 |
| U | PYS | 38.435 | - | - | - | - | PS | CC (Y) | - | 9.14% | - | - | - | - | - | - | - | Retained |
| URF | LRN | 84.300 | - | - | - | - | MX | IQ | - | 5.00% | - | - | - | - | - | - | - | Retained |
| B | AZN | 784.000 | 5.97 | 8.82 | - | - | OOO | FFF | - | 86.00% | - | Vzcutlnb | 1mNZLH | 175m | 175 | 1sMGWQ+169 | - | 63.77000 |
| V | WXR | 19.000 | 8.82 | 3.00 | - | - | BB- | BB (V) | - | 62.59% | - | Hvdabzap | 1lKLBR | 255-260l | 255 | 1oXZZO+249 | - | 54.36000 |
| V | XFT | 84.500 | 9.00 | 1.50 | - | - | EH | XXX (X) | - | 12.63% | - | Hczyruic | 1lFXYF | 600i | 575 | 1xLSTC+569 | - | 71.25000 |
Tranche Comments
B: First Pay: 2024-08-18; Registration: 144B/Hpk J;
ZI: First Pay: 2024-08-18; Registration: 144B/Jbt S;
V: First Pay: 2024-08-18; Registration: 144M/Rmh U;
F: First Pay: 2024-08-18; Registration: 144M/Rjx W;
M: First Pay: 2024-08-18; Registration: 144M/Tlq B;
V: First Pay: 2024-08-18; Registration: 144I/Yih J;
X: First Pay: 2024-08-18; Registration: 144K/Atu P;
U: First Pay: 2024-08-18; Registration: 144P/Lwp A;
R: First Pay: 2024-08-18; Registration: 144Q/Psg P;
URF: First Pay: 2024-08-18; Registration: 144T/Vwx L;
Deal Comments
Nxk-Bfhh Fqsixnt 2.00
Risk Retention
LR - Wjsl UL/LI - Wjs
Cut-Off Balance ($mm)
874.735673