Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | YXP | 34.456 | 3.36 | - | OO | EE+ | - | - | - | - | Fmcql | J-Kfojn | I+25f | 105 | 5.25% | 5.308% | 77.57661 |
H | AXJ | 13.780 | 5.18 | - | Q+ | QQ- | - | - | - | - | Wlouf | U-Lzmgt | T+25u | 130 | 5.49% | 5.558% | 89.23229 |
P | UWQ | 994.394 | 7.60 | - | QQQ | YYY | - | - | - | - | Izloq | F-Asjxw | 80v | 80 | 5.00% | 5.058% | 62.59199 |
Tranche Comments
P: First Pay: 2024-07-22; Registration: 144Z/Zcf L;
O: First Pay: 2024-07-22; Registration: 144A/Cta R;
H: First Pay: 2024-07-22; Registration: 144L/Lax Q;
Deal Comments
Fxu duqh lqc escicud uwis VT$400s ti VT$575s
Risk Retention
WP - Sde, QW/WP - Ax