| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O12 | GFY | 23.500 | 8.85 | - | - | CCC | - | KKK | 78.00% | - | Wmobq | G-Yoxgf | - | 150 | 5.50% | 5.898% | 23.86640 |
| N5 | ISX | 21.000 | 7.25 | - | - | FFF | - | AAA | 84.00% | - | Gmibs | S-Ylbsx | - | 170 | 6.00% | 5.928% | 63.58944 |
| U8 | IQN | 10.000 | 81.50 | - | - | XXX | - | ZZZ | 68.00% | - | Mprhk | R-Yphdi | - | 185 | 6.00% | 6.089% | 27.26686 |
| P20 | LUE | 65.523 | 9.75 | - | - | KKK | - | NNN | 3.10% | - | Qhrbx | - | - | <2-12> fn OEDI 6.0 XSX | 6.00% | 6.314% | 93.18288 |
| W17 | RNF | 97.000 | 7.60 | - | - | UUU | - | YYY | 16.00% | - | Iwgii | B-Lgdfr | - | 165 | 6.00% | 5.749% | 206.31189 |
| P11 | JOY | 58.400 | 6.79 | - | - | KKK | - | ZZZ | 83.00% | - | Zhcpf | S-Fzkvf | - | 160 | 6.00% | 5.998% | 45.31057 |
| L2 | WHU | 213.767 | 3.77 | - | - | TTT | - | SSS | 60.00% | - | Urnxw | - | - | <1-20> pm EDCI 6.0 XFY | 6.00% | 6.121% | 80.26515 |
Tranche Comments
L2: First Pay: 2024-08-26; Registration: 144W/Kkh N;
N5: First Pay: 2024-08-26; Registration: 144C/Nat J;
U8: First Pay: 2024-08-26; Registration: 144Z/Qpy E;
P11: First Pay: 2024-08-26; Registration: 144W/Mnl M;
O12: First Pay: 2024-08-26; Registration: 144M/Arf D;
W17: First Pay: 2024-08-26; Registration: 144I/Fql H;
P20: First Pay: 2024-08-26; Registration: 144A/Hit N;
Originator(s)
Frjbkp Jrfpxrxk, YfrffYrgfpft Jrfpxrxk, Jrokrkfp Jrfpxrxk
Risk Retention
GO - Xfa GI/SG - Xf
Cut-Off Balance ($mm)
757.721