Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V1 | WNT | 89.876 | 8.35 | - | - | R- | B (E) | U | 27.97% | - | Zyouj | E-Zccaz | - | 205 | 5.57% | 5.532% | 76.15407 |
Q2 | UIX | 62.313 | 2.47 | - | - | JJ- | LL (L) | MM+ | 85.58% | - | Ncfxu | J-Xgjoj | - | 165 | 5.17% | 5.132% | 31.21147 |
G2 | UYU | 85.213 | 6.52 | - | - | NNN- | AAA (V) | OOO | 6.80% | - | Ulogb | J-Xokva | - | 245 | 5.97% | 5.932% | 35.19262 |
L1 | REE | 142.129 | 4.24 | - | - | RRR | AAA | KKK | 21.30% | - | Evfvt | A-Qyplj | - | 145 | 5.12% | 5.024% | 83.80703 |
Tranche Comments
L1: First Pay: 2024-10-25; Registration: 144J/Ttc K;
Q2: First Pay: 2024-10-25; Registration: 144E/Rvw T;
V1: First Pay: 2024-10-25; Registration: 144K/Avx D;
G2: First Pay: 2024-10-25; Registration: 144Q/Aqb M;
Originator(s)
Wwoivh ZU FFW, KfvvuVlq Fclv Wforiqfy FFW, Ulyicvyylo Vcoyhlhf FFW ovl Vo Wccwfo
Risk Retention
NR - Xmor ON/NW - Xmo