| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | MWK | 14.600 | 3.38 | 5.00 | - | - | X- | K (L) | - | 82.44% | - | Rechdoan | 1uIEEK | 305-315y | 300 | 1lDWLG+294 | - | 72.29000 |
| F | XUK | 65.200 | 1.00 | 2.40 | - | - | WE | HHH (S) | - | 11.35% | - | Hcfdtrln | 1nHJAF | 600e | 575 | 1tMHIC+569 | - | 66.12000 |
| M | JLC | 592.000 | 9.68 | 1.76 | - | - | RRR | BBB | - | 39.00% | - | Puidozui | 1gZOWR | 175v | 175 | 1gLNSO+169 | - | 59.48000 |
| Z | XVI | 96.188 | 1.59 | 1.00 | - | - | MR | QQQ | - | 68.26% | - | Wrjhfacr | 1gITWU | 425z | 410 | 1gVHFI+404 | - | 94.91000 |
| CT | JIV | 339.480 | 4.95 | 7.90 | - | - | BBB | GGG | - | 82.13% | - | Lsfxuedp | 1nMQGX | 210-215n | 210 | 1rXVGY+204 | - | 51.20000 |
| L | VQO | 98.919 | - | - | - | - | SH | ZZ (W) | - | 5.30% | - | - | - | - | - | - | - | Retained |
| LNH | YIH | 40.250 | - | - | - | - | JF | KD | - | 7.00% | - | - | - | - | - | - | - | Retained |
| B | EGW | 58.517 | - | - | - | - | GU | KK (O) | - | 3.85% | - | - | - | - | - | - | - | Retained |
| M | EHE | 56.000 | 2.58 | 3.00 | - | - | GG- | NN (W) | - | 65.22% | - | Efjrxkxx | 1fECIN | 255-260y | 255 | 1cZYHR+249 | - | 69.26000 |
| C | TYB | 20.204 | - | - | - | - | MJ | N (Y) | - | 9.61% | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: First Pay: 2024-08-18; Registration: 144F/Ocp N;
CT: First Pay: 2024-08-18; Registration: 144I/Qis J;
M: First Pay: 2024-08-18; Registration: 144L/Qjf J;
W: First Pay: 2024-08-18; Registration: 144X/Taj G;
Z: First Pay: 2024-08-18; Registration: 144E/Lwn R;
F: First Pay: 2024-08-18; Registration: 144O/Nqk C;
B: First Pay: 2024-08-18; Registration: 144E/Bkp C;
L: First Pay: 2024-08-18; Registration: 144W/Ldq R;
C: First Pay: 2024-08-18; Registration: 144G/Zvr F;
LNH: First Pay: 2024-08-18; Registration: 144W/Gnf Y;
Deal Comments
Yxz-Cbgg Ujaxxby 2.00
Risk Retention
RD - Chuk DR/RJ - Chu
Cut-Off Balance ($mm)
829.761750