Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L1 | AFB | 133.880 | 7.70 | - | - | - | - | FFF | 78.23% | - | Vzzpc | N-Mpxih | 165-170 | 155 | 5.75% | 5.685% | 65.22800 |
X1 | HQF | 8.765 | 70.57 | - | - | - | - | AA- | 1.65% | - | Slusv | G-Rtzfq | 315q | 310 | 7.42% | 7.471% | 82.41134 |
Q1 | HOX | 52.225 | 7.24 | - | - | - | - | LL- | 77.58% | - | Zoyte | B-Ojxsy | 185-190 | 185 | 6.03% | 5.998% | 33.17851 |
A3 | QZF | 72.465 | 8.30 | - | - | - | - | WWW- | 9.43% | - | Hwohu | O-Oysfa | 230a | 225 | 6.43% | 6.398% | 95.41761 |
M2 | PVZ | 43.910 | 2.54 | - | - | - | - | B- | 97.80% | - | Xkczu | U-Xbmtv | 195-200 | 200 | 6.18% | 6.148% | 97.26828 |
M2 | FSN | 5.694 | 94.89 | - | - | - | - | B- | 7.90% | - | Dquky | O-Mminm | 450j | 440 | 8.10% | 8.828% | 29.81062 |
Tranche Comments
L1: First Pay: 2024-12-25; Registration: 144V/Wrv B;
Q1: First Pay: 2024-12-25; Registration: 144Y/Jzn B;
M2: First Pay: 2024-12-25; Registration: 144Q/Ziy E;
A3: First Pay: 2024-12-25; Registration: 144B/Lwp R;
X1: First Pay: 2024-12-25; Registration: 144Y/Thz J;
M2: First Pay: 2024-12-25; Registration: 144P/Fhe V;
Originator(s)
Swtjpi Jimqwmt JJQ
Risk Retention
WW - Cwkj CW/WR - Cwk
Pricing Speed
15% EWQ bp Qfbxfjbw