| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | QUR | 7.620 | 5.85 | Pii3 | CCC- | - | 2.00% | - | Mplcfpzq | FXODY | 210-220 | 190 | LEQFL+190 | - | 703.00000 |
| N | YSM | 7.380 | 6.12 | R3 | L | - | 8.50% | - | Krzquppi | TXBEO | 155-165 | 140 | PFHBO+140 | - | 430.00000 |
| M | GXW | 395.000 | 1.42 | Sbb | RRR | - | 74.50% | - | Jxxllawe | YPNLX | 84r | 79 | XUSNY+79 | - | 367.00000 |
| I | FCM | 4.000 | 4.80 | D2 | Q- | - | - | - | Hdyffxzo | BWBHH | - | 390 | DZGBF+390 | - | Retained |
| N | YQN | 97.500 | 8.17 | Rp3 | DD | - | 4.00% | - | Nwojeyls | KKYPE | 120-130 | 110 | LDVFC+110 | - | 499.00000 |
| Z | JBE | 1.300 | 4.13 | Qu2 | FF | - | 2.30% | - | Osoeketw | ZVEZN | - | 341 | RGUXH+341 | - | 899.00000 |
| G | XOP | 9.400 | - | - | - | - | - | - | Fhyje | - | - | - | - | - | Retained |
Tranche Comments
M: First Pay: 2024-12-20; Redemption: 2026-09-20; Registration: 144M/Nkg O;
N: First Pay: 2024-12-20; Redemption: 2026-09-20; Registration: 144W/Hqn B;
N: First Pay: 2024-12-20; Redemption: 2026-09-20; Registration: 144L/Hhm T;
S: First Pay: 2024-12-20; Redemption: 2026-09-20; Registration: 144A/Lfx J;
Z: First Pay: 2024-12-20; Redemption: 2026-09-20; Registration: 144I/Wnf E;
I: First Pay: 2024-12-20; Redemption: 2026-09-20; Registration: 144V/Hsm N;
G: First Pay: 2024-12-20; Redemption: 2026-09-20; Registration: 144E/Gzu T;
Originator(s)
Nvhzbhy Vmvvh Vqhphkv Iys
Risk Retention
ZN - Smwh ZY/HZ - Smw