| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | IXN | 622.842 | 8.70 | - | - | CCC | BBB | - | 96.12% | - | Bvyqz | Y-Maqcv | 150s | 150 | 6.45% | 6.306% | 61.48360 |
| D-3 | AHU | 80.391 | 8.40 | - | - | Q- | F (R) | - | 48.00% | - | Hpgbl | D-Iozsr | 180y | 180 | 6.76% | 6.606% | 68.95821 |
| K-1 | RYZ | 60.600 | 8.50 | - | - | LC | OO (C) | - | 3.70% | - | JZB | T-Pybyr | 400y | 400 | - | 8.498% | 87.86694 |
| D-2 | XIM | 67.479 | 3.90 | - | - | OO- | CC (U) | - | 59.54% | - | Fcvoc | Q-Lwixu | 170d | 170 | 6.65% | 6.506% | 80.61606 |
| T-1 | WUH | 15.750 | 8.90 | - | - | ZZZ- | SSS (D) | - | 29.61% | - | Xcwmb | J-Tkjmz | 235q | 235 | 6.88% | 6.848% | 46.63516 |
| T-2 | JYI | 95.163 | 7.80 | - | - | NR | C (F) | - | 7.51% | - | DBI | D-Sprkd | 500q | 500 | - | 9.498% | 99.22220 |
Tranche Comments
Z-1: First Pay: 2024-07-25; Registration: 144V/Ite E;
D-2: First Pay: 2024-07-25; Registration: 144A/Gwv N;
D-3: First Pay: 2024-07-25; Registration: 144A/Blq O;
T-1: First Pay: 2024-07-25; Registration: 144H/Eqi Z;
K-1: First Pay: 2024-07-25; Registration: 144D/Hsi X;
T-2: First Pay: 2024-07-25; Registration: 144Q/Vzr O;
Originator(s)
S&H Vlqsiiii ZZC
Risk Retention
CV - Rewa QC/CK - Rew
Pricing Speed
25% QKN wf wdb 4 Jbiv Qirr