| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-3 | KLE | 228.000 | 9.38 | - | CCC | - | - | XXX | - | - | Phold | O-Qfdbn | 70-75 | 65 | 5.34% | 5.407% | 91.88570 |
| S | GXG | 306.000 | 9.60 | - | YYY | - | - | RRR- | - | - | Iaaee | R-Ljlok | 170-180 | 170 | 5.83% | 5.911% | 84.56299 |
| Q | PSX | 24.000 | 1.78 | - | JJ | - | - | CC | - | - | Uolzy | F-Yimbt | 95x | 90 | 5.37% | 5.431% | 28.21883 |
| C | RNY | 36.000 | 6.49 | - | FF | - | - | FF- | - | - | - | - | - | - | - | - | Retained |
| C | COQ | 150.000 | 9.73 | - | J | - | - | M | - | - | Brgbm | E-Quuxh | 125-135 | 140 | 5.70% | 5.774% | 74.20448 |
| L-1 | EKA | 15.000 | 2.60 | - | L-1+ | - | - | V1+ | - | - | Dwjuq | P-Dwpvt | 22-24 | 19 | 5.54% | 5.541% | 742.00000 |
| I-2 | XLF | 793.000 | 4.30 | - | AAA | - | - | LLL | - | - | Zatfa | V-Etccp | 50-55 | 45 | 5.54% | 5.610% | 79.52730 |
Tranche Comments
L-1: First Pay: 2024-08-15; Registration: Plmqfzlxls;
I-2: First Pay: 2024-08-15; Registration: Gkoiwqkukd;
C-3: First Pay: 2024-08-15; Registration: Xnhimlnmnm;
Q: First Pay: 2024-08-15; Registration: Caccyvayah;
C: First Pay: 2024-08-15; Registration: Vafwhcavaa;
S: First Pay: 2024-08-15; Registration: Zagzjyakaw;
C: First Pay: 2024-08-15; Registration: Toyehqoiou;
Deal Comments
Cqs cskr nkg vcgnbsc jzsr BQ$526.51r xs BQ$624r
Pricing Speed
1.75% AIG eh 10% Pbff