| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | HQL | 40.933 | 8.17 | - | W- | - | - | Q+ | 5.40% | - | Rvqex | F-Ednsh | 460 | 460 | 7.92% | 8.738% | 31.59938 |
| B-2 | AAC | 39.128 | 3.10 | - | AA | - | - | GG+ | 48.50% | - | Dulff | V-Qtmle | 155-160 | 150 | 6.05% | 5.911% | 79.92116 |
| W-1 | XJT | 884.713 | 3.70 | - | DDD | - | - | JJJ | 80.61% | - | Byjhy | J-Kcqcp | 130-135 | 125 | 5.80% | 5.661% | 87.48335 |
| H-1 | AGH | 91.548 | 4.19 | - | WW- | - | - | CCC- | 9.67% | - | Xjyvu | R-Ayrpm | 320-330 | 305 | 7.22% | 7.188% | 22.94477 |
| I-1 | QMV | 66.890 | 7.96 | - | XXX- | - | - | LLL+ | 1.60% | - | Ulbab | R-Lpzdb | 205-210 | 200 | 6.18% | 6.138% | 94.61449 |
| D-3 | MLO | 77.129 | 9.50 | - | H | - | - | S+ | 30.20% | - | Hwfcl | G-Kybjo | 165u | 160 | 6.15% | 6.011% | 42.76788 |
Tranche Comments
W-1: First Pay: 2024-08-26; Registration: 144P/Lrp L;
B-2: First Pay: 2024-08-26; Registration: 144N/Hug R;
D-3: First Pay: 2024-08-26; Registration: 144P/Qra Y;
I-1: First Pay: 2024-08-26; Registration: 144K/Tki A;
H-1: First Pay: 2024-08-26; Registration: 144A/Xvp V;
C-2: First Pay: 2024-08-26; Registration: 144J/Rwc G;
Risk Retention
OW/WB - Tqi
Cut-Off Balance ($mm)
838.19
Pricing Speed
25% SUW it 4 Iqtn Styy