| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | HQQ | 94.132 | - | - | - | - | MP | II (T) | - | 6.76% | - | - | - | - | - | - | - | Retained |
| Q | KUQ | 305.000 | 4.71 | 4.74 | - | - | LLL | HHH | - | 94.00% | - | Jryhsanc | 1pGZQH | 175p | 175 | 1zNSHQ+169 | - | 30.25000 |
| D | ABF | 56.985 | 8.19 | 8.00 | - | - | FR | AAA | - | 50.27% | - | Kellberk | 1mUIMI | 425l | 410 | 1tMKMN+404 | - | 23.68000 |
| D | CVD | 58.744 | - | - | - | - | JD | O (M) | - | 5.83% | - | - | - | - | - | - | - | Retained |
| J | AIE | 67.000 | 8.11 | 9.00 | - | - | LL- | SS (B) | - | 34.20% | - | Cpoqcupb | 1nPDXR | 255-260r | 255 | 1zAJUX+249 | - | 82.82000 |
| QV | RAD | 105.950 | 3.68 | 9.60 | - | - | III | GGG | - | 79.60% | - | Hdbopudl | 1oXHCP | 210-215r | 210 | 1uVPHD+204 | - | 66.89000 |
| F | ZIS | 73.800 | 4.45 | 9.00 | - | - | S- | Z (M) | - | 18.73% | - | Bpbxqppm | 1aCDLI | 305-315t | 300 | 1hIXXE+294 | - | 84.91000 |
| HGI | KPS | 21.700 | - | - | - | - | KF | EC | - | 1.00% | - | - | - | - | - | - | - | Retained |
| E | MPD | 68.300 | 1.00 | 3.30 | - | - | XW | BBB (X) | - | 72.35% | - | Teldcbvy | 1yZZJR | 600z | 575 | 1kQVAH+569 | - | 45.40000 |
| K | NTI | 28.166 | - | - | - | - | VC | KK (B) | - | 8.94% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: First Pay: 2024-08-18; Registration: 144C/Apx F;
QV: First Pay: 2024-08-18; Registration: 144W/Ytv J;
J: First Pay: 2024-08-18; Registration: 144I/Eid U;
F: First Pay: 2024-08-18; Registration: 144I/Rdo Z;
D: First Pay: 2024-08-18; Registration: 144O/Dls M;
E: First Pay: 2024-08-18; Registration: 144T/Fnj I;
K: First Pay: 2024-08-18; Registration: 144Z/Ifx S;
Z: First Pay: 2024-08-18; Registration: 144D/Yia N;
D: First Pay: 2024-08-18; Registration: 144W/Nyn Q;
HGI: First Pay: 2024-08-18; Registration: 144V/Uoc K;
Deal Comments
Abw-Yuss Ubgkbdc 2.00
Risk Retention
CX - Pxgd AC/CW - Pxg
Cut-Off Balance ($mm)
833.919817