Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-1 | CEM | 456.400 | 5.10 | - | - | WWW | YYY | - | 68.27% | - | Lhayx | W-Esmqs | 130-135 | 130 | 5.80% | 5.661% | 18.31904 |
H-3 | VGM | 51.495 | 2.10 | - | - | W | A (S) | - | 98.80% | - | Ncuqu | I-Dmwxi | 165-170 | 165 | 6.16% | 6.011% | 12.85484 |
R-2 | LII | 38.977 | 5.90 | - | - | SS | YY (T) | - | 48.90% | - | Vcukr | D-Qlqcm | 155-160 | 155 | 6.06% | 5.911% | 42.79671 |
L-1 | CNF | 56.740 | 1.14 | - | - | YYY | MMM (L) | - | 71.45% | - | Ktzpr | J-Jkyib | 210-220 | 220 | 6.34% | 6.296% | 74.21588 |
Tranche Comments
O-1: First Pay: 2024-08-26; Registration: 144H/Duq M;
R-2: First Pay: 2024-08-26; Registration: 144N/Yht J;
H-3: First Pay: 2024-08-26; Registration: 144U/Enk Z;
L-1: First Pay: 2024-08-26; Registration: 144M/Vfr S;
Originator(s)
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Risk Retention
AF/FV - Qed
Pricing Speed
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