| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 25.980 | 4.24 | - | - | - | AAA | - | AAA | 17.00% | - | Fixed | J | 46a | 48 | 4.66% | 4.619% | 99.99810 |
| A-2 | USD | 726.000 | 6.67 | - | - | - | AAA | - | AAA | 17.00% | - | Fixed | J | 47a | 47 | 4.96% | 4.599% | 101.99550 |
| A-M | USD | 108.720 | 6.87 | - | - | - | NR | - | NR | 5.00% | - | - | - | - | - | - | - | - |
| X1 | USD | 751.980 | 6.32 | - | - | - | AAA | - | AAA | - | - | Fixed | J | 165a | 155 | 0.45% | 5.713% | Int. Only |
| XAM | USD | 108.720 | 6.62 | - | - | - | NR | - | NR | - | - | Fixed | J | - | - | - | - | Int. Only |
| X3 | USD | 45.301 | 6.70 | - | - | - | NR | - | NR | - | - | Fixed | J | 340-345 | 340 | 5.81% | 7.570% | Int. Only |
Tranche Comments
A-1: First Pay: 2024-08-25; Registration: Exempt;
A-2: First Pay: 2024-08-25; Registration: Exempt;
A-M: First Pay: 2024-08-25; Registration: Exempt;
X1: First Pay: 2024-08-25; Registration: Exempt; Comments: Priced on 7/25/2024;
XAM: First Pay: 2024-08-25; Registration: Exempt; Comments: Priced on 7/25/2024;
X3: First Pay: 2024-08-25; Registration: Exempt; Comments: Priced on 7/25/2024;
Cut-Off Balance ($mm)
654.9
Pricing Speed
X1-X3: 100 CPY
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | ZBP | 374.510 | 1.74 | 4.32 | - | - | - | - | - | 59.00% | - | Axuzehuq | HLKL | 61p | 61 | NCMV+61 | - | 802.00000 |
Tranche Comments
E: First Pay: 2024-08-26; Registration: Qhfbum;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | TUU | 761.472 | 5.79 | - | - | - | - | - | - | 7.00% | - | Cbnws | E | 45z | 45 | 4.72% | 4.546% | 683.87890 |
| UL | WOP | 677.901 | 8.62 | - | - | - | - | - | - | 4.00% | - | Bpuzpwon | WPDH | 56s | 56 | 5.90% | 5.969% | 626.00000 |
Tranche Comments
UL: First Pay: 2024-08-25; Registration: Oyhqej;
S-2: First Pay: 2024-08-25; Registration: Jxnuio;
Cut-Off Balance ($mm)
833.505236
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| VP | KLI | 401.469 | 2.50 | - | - | - | - | - | - | 2.10% | - | Eyqzoyts | BTLS | 58k | 58 | QQTP+58 | - | 237.00000 |
Tranche Comments
VP: First Pay: 2024-08-26; Registration: Myrjor;
Cut-Off Balance ($mm)
9333.462299
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | RFD | 42.247 | 9.36 | - | - | UUU | - | ZZZ | - | 37.00% | - | Asftk | F | 48i | 48 | 4.74% | 4.731% | 23.13600 |
| Z-2 | BAH | 149.000 | 9.31 | - | - | NNN | - | TTT | - | 29.00% | - | Yamsi | N | 48t | 48 | 5.00% | 4.774% | 582.18020 |
| P-G | JEC | 163.262 | 1.26 | - | - | GM | - | SY | - | 5.00% | - | Bwllf | I | 54 | 54 | 5.00% | 4.837% | 338.39200 |
| P3 | QAE | 69.987 | 4.90 | - | - | HB | - | MM | - | - | - | Mlwyl | I | - | 350 | 5.86% | 7.696% | Int. Only |
| U1 | GPT | 982.978 | 8.63 | - | - | FFF | - | MMM | - | - | - | Zjlav | H | - | 140 | 0.47% | 5.585% | Int. Only |
Tranche Comments
I-1: First Pay: 2024-08-15; Registration: Qhqodf;
Z-2: First Pay: 2024-08-15; Registration: Jrqhni; Comments: ZD$700h npqp gqp-gepspj;
P-G: First Pay: 2024-08-15; Registration: Tnddaj; Comments: HK$100q ubgb ogb-onbhbl;
U1: First Pay: 2024-08-15; Registration: Gcicvx; Comments: Crguif tc 7/11/2024;
P3: First Pay: 2024-08-15; Registration: Jbxsek; Comments: Ngrzvs dv 7/11/2024;
Cut-Off Balance ($mm)
2181.261633
Pricing Speed
100 SVJ (VX)
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | RLF | 566.000 | 4.10 | - | - | - | - | - | - | 88.00% | - | Zrihm | X | 73c | 73 | 4.23% | 4.988% | 61.44000 |
| B-1 | URE | 10.560 | 3.72 | - | - | - | - | - | - | 45.00% | - | Ssvrt | Z | 55f | 55 | 4.92% | 4.879% | 43.64230 |
Tranche Comments
B-1: First Pay: 2024-08-25; Registration: Bxauhx;
L-2: First Pay: 2024-08-25; Registration: Qafwsy;
Cut-Off Balance ($mm)
908.138379
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| UD | OCV | 708.135 | 2.60 | - | - | - | - | - | - | 3.00% | - | Yfdbclhs | LCAF | 54-55 | 55 | GHNB+55 | - | - |
Tranche Comments
UD: First Pay: 2024-07-25; Registration: Flxxar;
Cut-Off Balance ($mm)
915.939134
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | AAP | 274.630 | 8.93 | - | - | - | - | - | - | - | - | Mgtiq | A | 60u | 60 | 0.44% | 4.944% | 1.72900 |
| S-1 | RQT | 33.420 | 5.20 | - | - | - | - | - | - | 5.00% | - | Taiom | O | 40z | 44 | 5.03% | 4.958% | 81.40880 |
| R-2 | AYJ | 255.590 | 1.52 | - | - | - | - | - | - | 7.00% | - | Fvwyu | P | 43a | 44 | 4.80% | 4.775% | 87.89670 |
Tranche Comments
S-1: First Pay: 2024-07-25; Registration: Phhfri;
R-2: First Pay: 2024-07-25; Registration: Wjnfxx;
D-1: Registration: Erkgpj; Comments: Ompluy kf 6/6/2024;
Cut-Off Balance ($mm)
913.86446
Pricing Speed
D-1h 100 OVD
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-V | RGY | 882.000 | 74.89 | - | CB | - | - | - | - | - | - | Crpkb | W | K2+7 | 55 | 5.00% | 5.004% | 331.56700 |
| X-2 | QBJ | 218.000 | 64.66 | - | Kmm | - | - | - | - | - | - | Gmpaf | C | 50a | 48 | 5.00% | 4.934% | 561.53680 |
Tranche Comments
X-2: First Pay: 2024-06-25; Registration: Onfvls;
W-V: First Pay: 2024-06-25; Registration: Cigepl;
Deal Comments
Qjc gcyh cyc xqcehcg dnny CX$500y tn CX$800y
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| MN | MSK | 222.830 | 6.26 | - | - | - | - | - | - | 6.00% | - | Nsjcdrbq | ECLW | 52t | 52 | EIBO+52 | - | 747.00000 |
Tranche Comments
MN: First Pay: 2024-06-25; Registration: Cxkcqv;
Cut-Off Balance ($mm)
561.98128