| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | ICH | 38.397 | 5.10 | - | BB | - | - | CC+ | 11.90% | - | Sszxb | D-Lfgce | 155-160 | 150 | 6.05% | 5.911% | 10.53499 |
| Z-1 | PBY | 56.616 | 9.56 | - | CC- | - | - | BBB- | 5.79% | - | Eyklf | X-Rmynh | 320-330 | 305 | 7.22% | 7.188% | 85.26420 |
| A-1 | MOE | 710.556 | 6.80 | - | TTT | - | - | YYY | 28.38% | - | Aomzm | V-Fxqmb | 130-135 | 125 | 5.80% | 5.661% | 24.93620 |
| Z-1 | GNO | 65.656 | 1.97 | - | YYY- | - | - | AAA+ | 2.10% | - | Lbtgw | V-Yazft | 205-210 | 200 | 6.18% | 6.138% | 14.87000 |
| M-2 | MNX | 92.435 | 9.27 | - | L- | - | - | H+ | 2.20% | - | Hhiyr | U-Cusze | 460 | 460 | 7.92% | 8.738% | 54.45341 |
| X-3 | JOY | 96.666 | 8.50 | - | Z | - | - | D+ | 92.20% | - | Amucj | L-Lgkaa | 165y | 160 | 6.15% | 6.011% | 14.78023 |
Tranche Comments
A-1: First Pay: 2024-08-26; Registration: 144M/Nlz M;
D-2: First Pay: 2024-08-26; Registration: 144J/Zti K;
X-3: First Pay: 2024-08-26; Registration: 144C/Hnq P;
Z-1: First Pay: 2024-08-26; Registration: 144D/Ery Q;
Z-1: First Pay: 2024-08-26; Registration: 144K/Yqd F;
M-2: First Pay: 2024-08-26; Registration: 144I/Xlx Q;
Risk Retention
GR/RH - Aaf
Cut-Off Balance ($mm)
152.43
Pricing Speed
25% OXN yg 4 Mpqd Oqtt