| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | ICY | 536.660 | 9.18 | - | SSS | - | QQQ | AAA | - | - | Zwtgt | R-Whcvu | 80-85 | 80 | 5.36% | 5.426% | 28.22003 |
| D | CSS | 74.870 | 3.91 | - | JJJ- | - | UUU (S) | NN- | - | - | Hobwd | G-Nlbxg | 160-170 | 150 | 6.10% | 6.183% | 15.71957 |
| W | NRO | 28.970 | 2.78 | - | FF | - | UUU | NN+ | - | - | Jvcfc | G-Ffpil | 100-105 | 95 | 5.56% | 5.629% | 25.84019 |
| K | PZO | 29.680 | 7.86 | - | V | - | Q (F) | ZZ | - | - | Crvak | N-Gbbib | 120-125 | 115 | 5.76% | 5.833% | 77.12533 |
Tranche Comments
Z: First Pay: 2025-02-14; Registration: 144F/Ocj F;
W: First Pay: 2025-02-14; Registration: 144Y/Hph D;
K: First Pay: 2025-02-14; Registration: 144O/Lbi W;
D: First Pay: 2025-02-14; Registration: 144O/Uyh Y;
Deal Comments
Qxe lerd crl rwlpvel vigm VX$500m rg VX$900m
Risk Retention
BW - Sawc QB/BZ - Zh
Pricing Speed
2.0% GKT ib 20% Bsxlo-Ej Blss