| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | LYZ | 9.150 | 4.50 | - | VVV+ | - | GGG (M) | 9.00% | - | Fqpkasqh | 3rO | - | 250 | 3mW+250 | - | 375.00000 |
| QOF | ZHS | 6.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| T | WZW | 383.144 | 7.90 | - | HHH | - | DDD | 33.00% | - | Fdzaczuc | 3oY | - | 90 | 3xX+90 | - | 155.00000 |
| D | NAZ | 78.610 | 6.70 | - | ZZ | - | MM | 59.20% | - | Wyeypivc | 3kN | - | 175 | 3wG+175 | - | 158.00000 |
| W | GZQ | 3.748 | 5.54 | - | - | - | - | 6.00% | - | - | - | - | - | - | - | 792.00000 |
| B | NOP | 7.477 | 3.30 | - | E | - | G (E) | 7.70% | - | Deldpbmn | 3nB | - | 210 | 3dI+210 | - | 514.00000 |
| JPP | LAH | 6.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| F | DUV | 6.944 | 8.85 | - | J | - | CC (C) | 8.10% | - | Vkwwbrcx | 3oH | - | 350 | 3yY+350 | - | 804.00000 |
Tranche Comments
T: Redemption: 2024-09-21; Registration: 144E/Yyu X; Comments: Nth-Nryihh;
D: Redemption: 2024-09-21; Registration: 144C/Tdl Q; Comments: Cst-Covatc;
B: Redemption: 2024-09-21; Registration: 144E/Fce A; Comments: Ftj-Ftfijd;
Y: Redemption: 2024-09-21; Registration: 144A/Nnc Q; Comments: Mmt-Mqhjtr;
F: Redemption: 2024-09-21; Registration: 144C/Jqr X; Comments: Rqk-Rkgekn;
W: Redemption: 2024-09-21; Registration: 144K/Fqp H; Comments: Uyp-Uzzqpc;
JPP: Redemption: 2024-09-21; Registration: 144A/Rkh E; Comments: Euj-Efebjy. Xrhjz 10g Iorpk;
QOF: Redemption: 2024-09-21; Registration: 144K/Hnp A; Comments: Oby-Oweryf. Gdyyt 10r Jldit;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | EMD | 86.700 | 7.00 | Yee2 | W+ | - | 2.30% | - | Xcuaziph | 3cBd | - | 200 | 3oKo+200 | - | 488.00000 |
| M | LQL | 6,106.347 | 9.80 | Ek2 | QQ+ | - | 93.00% | - | Yepxkibc | 3eCm | - | 80 | 3jPz+80 | - | 914.00000 |
| Q | OBP | 60.234 | 1.00 | Hg2 | B | - | 4.60% | - | Xelzvybz | 3wDg | - | 250 | 3yUr+250 | - | 821.00000 |
| M | EYU | 75.436 | 5.00 | Maa1 | CCC+ | - | 2.10% | - | Pmxlpufj | 3kNm | - | 300 | 3mHl+300 | - | 197.00000 |
| AVK | YKO | 4.000 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| H | EVB | 917.148 | 8.00 | Z1 | UU | - | 32.00% | - | Fefmaxar | 3sFv | - | 150 | 3aXf+150 | - | 983.00000 |
| SSW | GBR | 7.000 | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
M: Registration: 144V/Kby K; Comments: Ykowny;
H: Registration: 144Q/Xsa F; Comments: Ptmnxk;
K: Registration: 144Y/Qee D; Comments: Koizqw;
Q: Registration: 144X/Tly V; Comments: Fnpmks;
M: Registration: 144X/Pvx R; Comments: Lxhpxr;
AVK: Registration: 144Q/Trc I; Comments: Wgqio 10y vvgzq. Bghgiz;
SSW: Registration: 144G/Eaw J; Comments: Zoyzf 10b jkobm. Aqlmzl;
Originator(s)
Dbtdhwyb Vlsvtsd Sdv, EHGH-PVH Sdv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | GWD | 1,988.000 | 6.72 | Wll | OOO | - | 69.80% | - | Urzouipn | 3uB | 170 | 170 | 150.00% | - | 50.86000 |
| M | AOL | 49.000 | 3.44 | Q1 | X+ | - | 20.90% | - | Idmoeolp | 3hY | 325 | 325 | 180.00% | - | 48.88000 |
| E | OWI | 72.100 | 8.48 | Lrr2 | N | - | 68.80% | - | Zbczakpa | 3sG | 390 | 390 | 200.00% | - | 99.50000 |
| X | WZH | 15.400 | 6.12 | Uw2 | G- | - | 24.10% | - | Zmwmpohe | 3eP | 465 | 465 | 220.00% | - | 70.70000 |
| L | WOD | 89.500 | 7.31 | T3 | HH | - | 4.90% | - | Mqjjuhew | 3bK | 525 | 525 | 250.00% | - | 64.96000 |
| X | JBL | 13.400 | 9.27 | Fq1 | MM | - | 50.50% | - | Qndflnbn | 3jO | 270-275 | 270 | 160.00% | - | 10.65000 |
Deal Comments
Jbzoq Ubbnrbooirxv UPL(U&N), LBK (P-N)t P-Uv ZST, DUK
Originator(s)
Ozbccspo Zybyrbx Rcy/YKWV