| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H2 | KZG | 9.695 | 7.17 | - | - | X- | - | - | 7.54% | - | NWG | Q-Ogagk | 465-490 | 465 | - | 8.760% | 66.92587 |
| G2 | WMO | 77.820 | 9.96 | - | - | AA- | - | - | 34.11% | - | Pfwzg | G-Dgfqi | 165-175 | 170 | 6.06% | 5.810% | 252.11285 |
| N2 | BKU | 7.680 | 1.55 | - | - | TTT- | - | - | 35.70% | - | Vnzth | L-Bkppy | 215-225 | 220 | 6.56% | 6.310% | 756.67841 |
| N1 | TPE | 1.170 | 1.41 | - | - | TT- | - | - | 17.10% | - | Gwlqh | W-Czlib | 315-340 | 315 | 7.50% | 7.260% | 876.95969 |
| R1 | LWY | 3.327 | 1.95 | - | - | W- | - | - | 73.00% | - | Vgocz | X-Oxbft | 185-195 | 190 | 6.26% | 6.010% | 232.36586 |
| F1 | LHJ | 83.870 | 4.90 | - | - | TTT | - | - | 50.30% | - | Rvgmk | Q-Szzpk | 140-145 | 135 | 5.70% | 5.279% | 218.12861 |
Tranche Comments
F1: First Pay: 2024-10-25; Redemption: 2034-09-25; Registration: 144A/Rwe V;
G2: First Pay: 2024-10-25; Redemption: 2034-09-25; Registration: 144G/Nra J;
R1: First Pay: 2024-10-25; Redemption: 2034-09-25; Registration: 144E/Qqu A;
N2: First Pay: 2024-10-25; Redemption: 2034-09-25; Registration: 144I/Azp H;
N1: First Pay: 2024-10-25; Redemption: 2034-09-25; Registration: 144Q/Wsb H;
H2: First Pay: 2024-10-25; Redemption: 2034-09-25; Registration: 144E/Nzi I;