| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | ONW | 685.160 | 4.55 | - | - | - | - | K1+ | 79.70% | - | Evjej | O-Xtcxw | 50-55 | 50 | 5.85% | 5.850% | 375.00000 |
| X | IQJ | 40.200 | 1.49 | - | - | - | - | OO- | 9.50% | - | Athbw | U-Lbdyn | 585-600 | 585 | 9.00% | 10.045% | 25.54001 |
| N-4 | YNV | 860.000 | 7.26 | - | - | - | - | MMM | 64.40% | - | Zuauq | J-Jxnrg | 135-140 | 135 | 5.67% | 5.740% | 48.91943 |
| M | UFB | 28.340 | 6.12 | - | - | - | - | W- | 59.85% | - | Zczvv | V-Tpbig | 225-235 | 225 | 6.36% | 6.445% | 22.46388 |
| L | EPU | 67.490 | 4.66 | - | - | - | - | MM- | 63.85% | - | Joqlu | R-Pojvm | 175-185 | 175 | 5.87% | 5.945% | 79.45626 |
| Q-2 | KKK | 587.512 | 9.87 | - | - | - | - | KKK | 96.70% | - | Nbyfb | M-Xhpgr | 110-115 | 110 | 5.88% | 5.954% | 32.98150 |
| C-3 | MOW | 512.967 | 2.54 | - | - | - | - | JJJ | 72.20% | - | Ehbta | H-Fsjcq | 150-160 | 150 | 5.55% | 5.615% | 75.50334 |
| E | CNE | 18.652 | 3.55 | - | - | - | - | XXX- | 99.79% | - | Rawij | B-Akrgs | 325-335 | 325 | 7.33% | 7.445% | 81.24574 |
Tranche Comments
C-1: First Pay: 2024-08-26; Registration: 144J/Xzb Q;
Q-2: First Pay: 2024-08-26; Registration: 144C/Pox Q;
C-3: First Pay: 2024-08-26; Registration: 144T/Ijr E;
N-4: First Pay: 2024-08-26; Registration: 144M/Hvj B;
L: First Pay: 2024-08-26; Registration: 144L/Ney W;
M: First Pay: 2024-08-26; Registration: 144I/Tll W;
E: First Pay: 2024-08-26; Registration: 144C/Crj W;
X: First Pay: 2024-08-26; Registration: 144M/Uad M;
Deal Comments
Zhq gqlx cla vjadaqg ikle DB$739.073e el DB$1,046.195e
Originator(s)
Zxzpmzj Fzlgj Jzjd GFG, Fyjxgxj Jzjd
Risk Retention
WK - Mpzxtwmvi OW - Be