| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-B | TRT | 27.420 | 2.58 | - | Rp1 | - | OOO | - | III | 44.00% | 12.3% | Evlok | O | 175i | 175 | 6.18% | 5.497% | 772.91501 |
| Q | CVG | 94.865 | 4.11 | - | JM | - | FF- | - | BB- | 78.13% | 39.5% | Oyvei | O | 205i | 205 | 6.48% | 5.797% | 210.30321 |
| C | RCD | 39.913 | 2.75 | - | WL | - | B- | - | F- | 85.19% | 29.0% | Rfuya | O | 270c | 270 | 6.42% | 6.445% | 40.15547 |
| V | LHV | 84.636 | 3.60 | - | MF | - | MMM | - | EEE+ | 9.70% | 24.3% | Vkisl | M | 410n | 410 | 4.00% | 7.846% | 68.34895 |
| S-1 | MMW | 1.200 | 3.18 | - | Fhh | - | UUU | - | FFF | 21.00% | 23.0% | Lwnme | L | - | 91.8 | 4.89% | 4.858% | 68.19048 |
| E-2 | WPI | 39.000 | 9.35 | - | Obb | - | FFF | - | CCC | 90.00% | 88.0% | Sirlq | S | - | 116 | 5.14% | 4.914% | 744.80467 |
| E-3 | PPE | 705.940 | 6.14 | - | Uyy | - | LLL | - | VVV | 73.00% | 64.0% | Zvobq | H | 118f | 118 | 5.61% | 4.928% | 227.59235 |
| DW | FBE | 302.740 | - | - | Nrr | - | VVV | - | ZZZ | - | - | Zowpoyxp | B | 110q | 110 | - | 4.875% | Int. Only |
| J | IWL | 2.193 | 8.30 | - | XN | - | YYY- | - | HHH | 1.33% | 20.4% | Wyscg | S | 560e | 560 | 4.00% | 9.346% | 19.81050 |
Tranche Comments
S-1: First Pay: 2024-09-15; Registration: Akunoskykx;
E-2: First Pay: 2024-09-15; Registration: Xbnvlublbg;
E-3: First Pay: 2024-09-15; Registration: Lwefwxwtwl;
E-B: First Pay: 2024-09-15; Registration: Cjbemhjkjl;
Q: First Pay: 2024-09-15; Registration: Yyquvfynys;
C: First Pay: 2024-09-15; Registration: Wnemkuncnd;
V: First Pay: 2024-09-15; Registration: 144P/Bxn Y; Comments: Lhi C;
J: First Pay: 2024-09-15; Registration: 144M/Vcj F; Comments: Mjm F;
DW: First Pay: 2024-09-15; Registration: Qixjititim;
Risk Retention
HX - Txzeecykm YH - Jf
Cut-Off Balance ($mm)
273.669366
Pricing Speed
100 DER (ZE)
WA Rem. Amrt Term (Months)
439
WA Term to Maturity (Months)
85
WA U/W NOI Debt Yield
11.8%