| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P9 | FND | 92.879 | 7.90 | Re1 | - | - | AAA | - | 9.40% | - | Rzhhc | - | 0-12->0-16gm rw L2 | 1-14cv VTRC 6.0 | 6.00% | - | 91.16260 |
| H6 | MBA | 45.000 | 6.92 | Nqq | - | - | BBB | - | 16.00% | - | Ypxvo | X-Whlpy | 155-165 | 160 | 6.00% | 5.877% | 18.11547 |
| X5 | PKB | 80.974 | 67.69 | Pee | - | - | XXX | - | 16.00% | - | Prtim | S-Tclvm | 170-180 | 170 | 6.00% | 6.201% | 20.15399 |
| L3 | OKY | 37.193 | 6.36 | Fzz | - | - | CCC | - | 78.00% | - | Mfzau | - | 0-28->1-04rh TGVK5.5 | 1-00aj VDNX 5.5 | 5.50% | - | 32.27280 |
| P2 | CCT | 82.000 | 3.54 | Aoo | - | - | PPP | - | 26.00% | - | Zjkwf | - | - | 1-00qa NEBR 6.0 | 6.00% | - | 80.23100 |
| O5O | MQV | 1.000 | 80.46 | Qtt | - | - | SSS | - | 29.00% | - | Obask | P-Jsdct | 150-160 | 150 | 5.50% | 6.001% | 40.29322 |
| X8X | HND | 2.343 | 6.62 | Jtt | - | - | PPP | - | 99.00% | - | Catuo | X-Cqdls | 160-170 | 175 | 5.50% | 6.090% | 81.12924 |
| U4U | CKK | 227.584 | 6.10 | Fbb | - | - | QQQ | - | 83.00% | - | Yqzxr | S-Vccwe | 160-170 | 170 | 5.50% | 5.963% | 94.12054 |
| T9T | PRY | 7.000 | 3.36 | Hj1 | - | - | BBB | - | 6.20% | - | Sawph | - | 0-12->0-16si jb D3 | 1-14wx OYDY 5.5 | 5.50% | - | 10.52892 |
| J4 | OCV | 7.660 | 6.20 | Cff | - | - | SSS | - | 54.00% | - | Mcovh | A-Rptpq | 165-175 | 170 | 6.00% | 5.963% | 53.12076 |
Tranche Comments
P2: First Pay: 2024-12-25; Registration: 144A/Ajq D;
L3: First Pay: 2024-12-25; Registration: 144W/Imt N;
J4: First Pay: 2024-12-25; Registration: 144W/Eec F;
U4U: First Pay: 2024-12-25; Registration: 144Y/Itw D;
X5: First Pay: 2024-12-25; Registration: 144Z/Onq C;
O5O: First Pay: 2024-12-25; Registration: 144J/Myi L;
H6: First Pay: 2024-12-25; Registration: 144K/Khn O;
X8X: First Pay: 2024-12-25; Registration: 144C/Dbv U;
P9: First Pay: 2024-12-25; Registration: 144H/Mwg V;
T9T: First Pay: 2024-12-25; Registration: 144L/Cut I;
Originator(s)
ZmjmmZjxxpmz Njmpqfqk QQZ