| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z4 | HQY | 5.680 | 4.20 | Rtt | - | - | SSS | - | 35.00% | - | Jvihb | O-Guovq | 165-175 | 170 | 6.00% | 5.963% | 50.81145 |
| N5 | JKK | 99.670 | 62.30 | Wyy | - | - | TTT | - | 98.00% | - | Tlpsd | Z-Luczt | 170-180 | 170 | 6.00% | 6.201% | 46.48157 |
| U3 | WSS | 56.263 | 8.85 | Ryy | - | - | BBB | - | 90.00% | - | Ivzee | - | 0-28->1-04iv QCEO5.5 | 1-00vi IIZR 5.5 | 5.50% | - | 77.27300 |
| V9 | REH | 47.493 | 8.90 | Uo1 | - | - | HHH | - | 7.70% | - | Lpjxh | - | 0-12->0-16lz nk N2 | 1-14rj INZA 6.0 | 6.00% | - | 90.73870 |
| E4E | WYT | 995.899 | 1.50 | Xnn | - | - | TTT | - | 31.00% | - | Bpxuk | K-Zglim | 160-170 | 170 | 5.50% | 5.963% | 21.56055 |
| E9E | OIX | 3.000 | 9.94 | Td1 | - | - | HHH | - | 7.80% | - | Ohlff | - | 0-12->0-16dv xg Y3 | 1-14si CKHU 5.5 | 5.50% | - | 44.36629 |
| L5L | ENB | 7.000 | 71.30 | Zjj | - | - | LLL | - | 67.00% | - | Ijxsz | V-Aphme | 150-160 | 150 | 5.50% | 6.001% | 65.57511 |
| P2 | UIQ | 96.000 | 6.80 | Yll | - | - | UUU | - | 98.00% | - | Vymby | - | - | 1-00fn ARQQ 6.0 | 6.00% | - | 85.18900 |
| Z6 | YXS | 89.000 | 7.55 | Grr | - | - | YYY | - | 67.00% | - | Hhyqf | U-Tcjan | 155-165 | 160 | 6.00% | 5.877% | 57.39311 |
| X8X | NQE | 9.461 | 8.51 | Kkk | - | - | III | - | 16.00% | - | Wtcwg | W-Icuol | 160-170 | 175 | 5.50% | 6.090% | 89.80067 |
Tranche Comments
P2: First Pay: 2024-12-25; Registration: 144I/Nku W;
U3: First Pay: 2024-12-25; Registration: 144O/Mup J;
Z4: First Pay: 2024-12-25; Registration: 144F/Lpr P;
E4E: First Pay: 2024-12-25; Registration: 144J/Fcj J;
N5: First Pay: 2024-12-25; Registration: 144G/Kdx E;
L5L: First Pay: 2024-12-25; Registration: 144H/Jqf U;
Z6: First Pay: 2024-12-25; Registration: 144M/Drr Y;
X8X: First Pay: 2024-12-25; Registration: 144Z/Owu I;
V9: First Pay: 2024-12-25; Registration: 144A/Zdl U;
E9E: First Pay: 2024-12-25; Registration: 144C/Nnf A;
Originator(s)
VqbkkVbdftqh Fbqtjsjx NNV