| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X9X | FXO | 99.730 | 6.10 | - | - | XXX | LLL | - | 7.90% | - | Uahxw | - | 0-12 wz 0-16gr L2 | 1-04 jv Pnd FGWT6.0z | 6.00% | - | 27.37842 |
| O4O | UEH | 59.890 | 3.54 | - | - | NNN | HHH | - | 78.00% | - | Fmlat | Y-Ilaxb | 135-145 | 135 | 5.50% | 5.640% | 63.12797 |
| Q5 | YXX | 89.171 | 83.38 | - | - | ZZZ | HHH | - | 80.00% | - | Lqyjs | A-Qsown | 150-160 | 150 | 6.00% | 5.961% | 412.57011 |
| V5V | FTP | 5.000 | 48.66 | - | - | UUU | EEE | - | 79.00% | - | Wfozv | J-Tratr | 130-140 | 130 | 5.50% | 5.761% | 38.54857 |
| D9 | IOX | 30.240 | 2.20 | - | - | ZZZ | TTT | - | 4.20% | - | Zlgcl | - | 1-16z ro Fpe EWQQ6.5s | 1-10 gu Rax UDUL6.5k | 6.50% | - | 948.68909 |
| N2 | VIN | 19.000 | 6.30 | - | - | WWW | OOO | - | 87.00% | - | Rpzte | - | 0-26->0-30yb Rmx DJMX6.0v | 0-24vr Urj KUGV6.0h | 6.00% | - | 39.89322 |
| C4 | MEG | 60.462 | 5.48 | - | - | EEE | VVV | - | 68.00% | - | Vaazj | K-Utltz | 145-155 | 145 | 6.00% | 5.740% | 253.97254 |
| R3 | POA | 16.500 | 2.50 | - | - | TTT | VVV | - | 35.00% | - | Fiyvo | - | 0-16->0-20yq Lnb ONVW5.5j | 0-12pf Rvo CNQH5.5q | 5.50% | - | 30.96989 |
| W11 | KOM | 174.834 | 6.60 | - | - | SSS | III | - | 61.00% | - | Nbchmlfs | GPHH | 120-130 | 125 | AGSK+125 | - | 26.21899 |
Tranche Comments
N2: First Pay: 2024-12-25; Registration: 144C Sccw;
R3: First Pay: 2024-12-25; Registration: 144Q Gdfe;
C4: First Pay: 2024-12-25; Registration: 144M Obry;
O4O: First Pay: 2024-12-25; Registration: 144P Twjg;
Q5: First Pay: 2024-12-25; Registration: 144S Omif;
V5V: First Pay: 2024-12-25; Registration: 144I Icwf;
D9: First Pay: 2024-12-25; Registration: 144T Vdsl;
X9X: First Pay: 2024-12-25; Registration: 144Y Enrq;
W11: First Pay: 2024-12-25; Registration: 144R Vcks;
Risk Retention
OB - Pl, ZO/OF - Shl
Pricing Speed
15 JGE pf Mopftjpo