| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | IVI | 66.286 | 4.91 | - | DDD- | - | - | ZZZ+ | 7.40% | - | Tibmp | M-Wumjz | 205-210 | 200 | 6.18% | 6.138% | 54.90855 |
| X-2 | ERK | 69.754 | 9.10 | - | M- | - | - | Z+ | 1.80% | - | Tnulz | A-Clsjt | 460 | 460 | 7.92% | 8.738% | 93.89146 |
| C-3 | WBI | 65.251 | 9.90 | - | R | - | - | I+ | 76.40% | - | Lzpfu | J-Owwkt | 165b | 160 | 6.15% | 6.011% | 98.22675 |
| E-1 | VCX | 142.853 | 3.10 | - | EEE | - | - | NNN | 46.59% | - | Lbmqp | D-Xwdax | 130-135 | 125 | 5.80% | 5.661% | 88.11718 |
| U-2 | MUM | 61.186 | 7.30 | - | CC | - | - | JJ+ | 82.90% | - | Fzzow | Y-Pmjvx | 155-160 | 150 | 6.05% | 5.911% | 58.84221 |
| N-1 | WYI | 84.978 | 3.11 | - | FF- | - | - | SSS- | 9.48% | - | Mcuxb | E-Yozhy | 320-330 | 305 | 7.22% | 7.188% | 76.77754 |
Tranche Comments
E-1: First Pay: 2024-08-26; Registration: 144G/Ohg E;
U-2: First Pay: 2024-08-26; Registration: 144C/Zrx R;
C-3: First Pay: 2024-08-26; Registration: 144Q/Qkf T;
H-1: First Pay: 2024-08-26; Registration: 144U/Btl W;
N-1: First Pay: 2024-08-26; Registration: 144D/Dan N;
X-2: First Pay: 2024-08-26; Registration: 144G/Gyj M;
Risk Retention
DS/SE - Kyv
Cut-Off Balance ($mm)
476.87
Pricing Speed
25% ZNZ sn 4 Smde Zdxx