| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2 | NND | 53.562 | 2.30 | - | - | - | RRR (T) | - | 14.60% | - | Eknhl | K-Ayojz | 230n | 220 | 5.64% | 5.704% | 19.85415 |
| U1 | YVC | 46.000 | 4.80 | - | - | - | KK (N) | - | 59.90% | - | Qyonb | W-Vfwye | 375l | 350 | 6.90% | 7.004% | 58.37500 |
| S2 | ORN | 49.160 | 7.90 | - | - | - | S | - | 6.00% | - | Nrkin | U-Ejrya | 475b | 465 | 8.02% | 8.154% | 48.61556 |
| Z1 | VIS | 959.799 | 6.20 | - | - | - | B (S) | - | 72.47% | - | Uuycj | T-Quolz | 190k | 180 | 5.27% | 5.327% | 53.40638 |
Tranche Comments
Z1: First Pay: 2024-10-25; Registration: 144F/Hch C;
I2: First Pay: 2024-10-25; Registration: 144L/Xzr U;
U1: First Pay: 2024-10-25; Registration: 144X/Jnn F;
S2: First Pay: 2024-10-25; Registration: 144Z/Wih Z;
Risk Retention
DX - Yjqh LD/DR - Yjq