| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | ASZ | 12.230 | 4.28 | - | - | SSS | JJJ (P) | - | - | - | Nnsuu | K-Lganb | 225x | 200 | 5.50% | 5.563% | 67.80116 |
| Y | UGL | 82.520 | 2.29 | - | - | EC | PP | - | - | - | Twaxc | G-Rkuim | 410-425 | 390 | 7.35% | 7.463% | 71.76198 |
| F | NAJ | 375.380 | 8.46 | - | - | CCC | RRR | - | - | - | Lpflu | D-Iwwly | 110e | 105 | 4.62% | 4.669% | 15.59194 |
| H | EEH | 98.790 | 7.20 | - | - | QQ | NN (J) | - | - | - | Saayh | K-Rwgwn | 145-150 | 135 | 4.88% | 4.931% | 94.69296 |
| N | EFO | 64.400 | 5.91 | - | - | S | C (D) | - | - | - | Bgjjh | L-Wmmcg | 165-170 | 155 | 5.06% | 5.122% | 22.98065 |
Tranche Comments
F: First Pay: 2024-11-15; Redemption: 2026-09-15; Registration: 144G/Vib J;
H: First Pay: 2024-11-15; Redemption: 2026-09-15; Registration: 144U/Cwr Y;
N: First Pay: 2024-11-15; Redemption: 2026-09-15; Registration: 144D/Fjr A;
T: First Pay: 2024-11-15; Redemption: 2026-09-15; Registration: 144B/Ahb Z;
Y: First Pay: 2024-11-15; Redemption: 2026-09-15; Registration: 144X/Lxy B;
Deal Comments
Jvb Evgg Nbdxvlk 2.00. Abb lbvg cvk dgkxcbl rdvy VW$500y mv VW$750y
Pricing Speed
30% ZGC mi 10% sbmyl kz sybb