| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B8 | TBK | 36.000 | 11.67 | - | - | PPP | - | XXX | 16.00% | - | Xfxmv | K-Dsiju | - | 185 | 6.00% | 6.089% | 58.65405 |
| A17 | JPH | 73.000 | 8.90 | - | - | CCC | - | CCC | 10.00% | - | Rtjah | Z-Fcmsx | - | 165 | 6.00% | 5.749% | 706.19045 |
| N5 | YES | 56.000 | 6.22 | - | - | BBB | - | KKK | 70.00% | - | Rurru | U-Juqdr | - | 170 | 6.00% | 5.928% | 95.40405 |
| A11 | LQS | 88.600 | 1.39 | - | - | TTT | - | DDD | 74.00% | - | Ebixy | F-Rotoz | - | 160 | 6.00% | 5.998% | 95.26470 |
| M12 | IAE | 72.400 | 5.19 | - | - | GGG | - | SSS | 35.00% | - | Xyqwm | P-Rtnqr | - | 150 | 5.50% | 5.898% | 18.40250 |
| H20 | OBI | 98.635 | 8.39 | - | - | UUU | - | GGG | 9.30% | - | Ysjug | - | - | <2-12> hr ZMTI 6.0 FWY | 6.00% | 6.314% | 73.65146 |
| Z2 | JCB | 688.187 | 3.63 | - | - | YYY | - | PPP | 63.00% | - | Zjtxh | - | - | <1-20> hj CCMC 6.0 MJQ | 6.00% | 6.121% | 67.77277 |
Tranche Comments
Z2: First Pay: 2024-08-26; Registration: 144E/Vmb S;
N5: First Pay: 2024-08-26; Registration: 144L/Gpm S;
B8: First Pay: 2024-08-26; Registration: 144A/Ntm I;
A11: First Pay: 2024-08-26; Registration: 144M/Xtu Q;
M12: First Pay: 2024-08-26; Registration: 144X/Vra F;
A17: First Pay: 2024-08-26; Registration: 144U/Utj Q;
H20: First Pay: 2024-08-26; Registration: 144D/Pwl O;
Originator(s)
Tdjqpw Vdfwrarp, QfdeeQdzwwfx Vdfwrarp, Vdjpfpww Vdfwrarp
Risk Retention
CS - Pse CW/PC - Ps
Cut-Off Balance ($mm)
136.351