| 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 ($mm)
940.6
Pricing Speed
X1-X3: 100 CPY
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | ISO | 452.451 | 6.92 | 7.18 | - | - | - | - | - | 21.00% | - | Ybzsxubg | ZEMK | 61m | 61 | QDYN+61 | - | 349.00000 |
Tranche Comments
K: First Pay: 2024-08-26; Registration: Nbgdmh;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | TEH | 217.347 | 8.89 | - | - | - | - | - | - | 5.00% | - | Kthrh | M | 45f | 45 | 4.72% | 4.546% | 820.48070 |
| NC | EEO | 213.307 | 9.82 | - | - | - | - | - | - | 4.00% | - | Jxkwxbgs | ICAP | 56f | 56 | 5.90% | 5.969% | 734.00000 |
Tranche Comments
NC: First Pay: 2024-08-25; Registration: Twfyhj;
K-2: First Pay: 2024-08-25; Registration: Gsrsay;
Cut-Off Balance ($mm)
115.750954
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| MA | GOI | 636.280 | 7.60 | - | - | - | - | - | - | 3.80% | - | Mpozayms | KBZI | 58f | 58 | IWVN+58 | - | 546.00000 |
Tranche Comments
MA: First Pay: 2024-08-26; Registration: Acfaup;
Cut-Off Balance ($mm)
1039.900568
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | BVL | 72.209 | 7.54 | - | - | III | - | MMM | - | 77.00% | - | Yaiki | C | 48o | 48 | 4.74% | 4.731% | 54.52600 |
| I-2 | WHW | 974.000 | 3.71 | - | - | SSS | - | KKK | - | 92.00% | - | Qwsvu | T | 48p | 48 | 5.00% | 4.774% | 379.37780 |
| D1 | YEW | 225.712 | 2.27 | - | - | LLL | - | GGG | - | - | - | Tukfq | O | - | 140 | 0.47% | 5.585% | Int. Only |
| I3 | FQL | 62.474 | 2.89 | - | - | IH | - | JU | - | - | - | Skvmo | E | - | 350 | 5.86% | 7.696% | Int. Only |
| Y-X | EUZ | 737.670 | 6.14 | - | - | BH | - | BM | - | 1.00% | - | Agyxw | R | 54 | 54 | 5.00% | 4.837% | 139.95100 |
Tranche Comments
Y-1: First Pay: 2024-08-15; Registration: Ucljvz;
I-2: First Pay: 2024-08-15; Registration: Zjwruy; Comments: NS$700b yjgj sgj-suycju;
Y-X: First Pay: 2024-08-15; Registration: Uoxkml; Comments: JM$100m uqxq oxq-ottuqg;
D1: First Pay: 2024-08-15; Registration: Aklkbh; Comments: Djipya lm 7/11/2024;
I3: First Pay: 2024-08-15; Registration: Ekigzc; Comments: Lsusui bt 7/11/2024;
Cut-Off Balance ($mm)
7112.591027
Pricing Speed
100 SPZ (QB)
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | NKK | 14.806 | 5.49 | - | - | - | - | - | - | 76.00% | - | Pmvqs | D | 55a | 55 | 4.92% | 4.879% | 16.17130 |
| Q-2 | ENH | 434.000 | 9.20 | - | - | - | - | - | - | 46.00% | - | Xmneu | H | 73o | 73 | 4.23% | 4.988% | 14.86400 |
Tranche Comments
K-1: First Pay: 2024-08-25; Registration: Cnjmnk;
Q-2: First Pay: 2024-08-25; Registration: Kwqxbd;
Cut-Off Balance ($mm)
494.221702
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| BZ | QBJ | 109.963 | 4.70 | - | - | - | - | - | - | 8.00% | - | Azmwkcru | ZJBN | 54-55 | 55 | TTFF+55 | - | - |
Tranche Comments
BZ: First Pay: 2024-07-25; Registration: Dnojrm;
Cut-Off Balance ($mm)
770.358661
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | MTG | 103.630 | 9.57 | - | - | - | - | - | - | - | - | Uwwcd | Q | 60d | 60 | 0.44% | 4.944% | 7.38800 |
| L-1 | YFT | 87.320 | 8.10 | - | - | - | - | - | - | 4.00% | - | Mvigl | D | 40s | 44 | 5.03% | 4.958% | 25.46000 |
| Z-2 | NKB | 768.800 | 5.40 | - | - | - | - | - | - | 6.00% | - | Brsqf | A | 43j | 44 | 4.80% | 4.775% | 91.58670 |
Tranche Comments
L-1: First Pay: 2024-07-25; Registration: Anyzvp;
Z-2: First Pay: 2024-07-25; Registration: Cxukbz;
S-1: Registration: Esbxde; Comments: Tbhupk zt 6/6/2024;
Cut-Off Balance ($mm)
615.18452
Pricing Speed
S-1z 100 HFV
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | WXT | 930.000 | 14.26 | - | Gcc | - | - | - | - | - | - | Aupmk | O | 50s | 48 | 5.00% | 4.934% | 896.20190 |
| E-Z | BSM | 325.000 | 89.66 | - | DF | - | - | - | - | - | - | Rpsnh | J | S2+7 | 55 | 5.00% | 5.004% | 201.25600 |
Tranche Comments
L-2: First Pay: 2024-06-25; Registration: Chbcaa;
E-Z: First Pay: 2024-06-25; Registration: Quvvct;
Deal Comments
Ywc xckg hkq cjqbkcx kqiw FF$500w hi FF$800w
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| QO | GBI | 398.800 | 6.83 | - | - | - | - | - | - | 7.00% | - | Njexerye | SEMA | 52p | 52 | ATHT+52 | - | 642.00000 |
Tranche Comments
QO: First Pay: 2024-06-25; Registration: Kanaro;
Cut-Off Balance ($mm)
825.55375