| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | GSE | 340.990 | 5.84 | 4.77 | Ctt | - | QQQ | - | - | 37.60% | - | Swkcpfpc | 1gNPUK | 175-180 | 170 | 1sEMDJ+164 | - | 34.30050 |
| H | OIQ | 34.767 | 1.87 | 9.60 | NV | - | FFF- | - | - | 39.60% | - | - | - | - | - | - | - | Retained |
| P | CMZ | 89.600 | 4.52 | 4.16 | XU | - | D- | - | - | 13.00% | - | Pldomzje | 1lNCYK | 280-285 | 270 | 1uEUPH+264 | - | 48.15400 |
| K-B | WKP | 633.840 | 9.15 | 7.73 | OR | - | XXX | - | - | 82.14% | - | Dsdcrfkk | 1nBKJG | 220-225 | 215 | 1yXHMA+210 | - | 87.25630 |
| B | OCI | 38.370 | 8.26 | 3.42 | GL | - | SS- | - | - | 10.76% | - | Lcvqowfu | 1zKVLJ | 240-245 | 235 | 1yGJXB+229 | - | 77.96160 |
| D | NCQ | 46.477 | 8.68 | 6.61 | CD | - | WWW | - | - | 39.20% | - | Dqzzrfcj | 1gSCSC | 410z | 400 | 1aSYKU+394 | - | 44.28860 |
Tranche Comments
W: First Pay: 2024-10-15; Registration: 144W/Vys G;
K-B: First Pay: 2024-10-15; Registration: 144W/Lsf A;
B: First Pay: 2024-10-15; Registration: 144F/Myd S;
P: First Pay: 2024-10-15; Registration: 144Z/Uui N;
D: First Pay: 2024-10-15; Registration: 144A/Yid W;
H: First Pay: 2024-10-15; Registration: 144I/Bxc T;
Deal Comments
Xth-Vfww Sfrztib 3.00
Originator(s)
Ecrcwjt Etncct Erntrcnm Ecrktf Afcnrtjrq Erntrcnmbjf YE
Risk Retention
JW - Wrup EJ/JJ - Wru
Cut-Off Balance ($mm)
547.486635
WA U/W NOI Debt Yield
8.2%
Reinvestment Period (YRS)
4