| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | YKW | 76.120 | 7.20 | - | GG- | - | - | - | 9.00% | - | Ksqpkqmn | JHXI | - | 975 | VXJY+859 | - | 24.00000 |
| D | APR | 44.000 | 1.30 | - | Z | - | - | - | 64.00% | - | Mwxzdbkr | JOFW | - | 360 | NMUE+360 | - | 899.00000 |
| J | XTL | 12.510 | 8.40 | - | JJJ | - | - | - | 34.90% | - | Bupowxpd | ZGIM | - | 610 | KSOP+575 | - | 56.00000 |
| Tpp | EID | 41.300 | - | - | PJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L1 | ALR | 809.000 | 3.30 | - | OOO | - | - | - | 87.00% | - | Tzfxndvn | UPQR | - | 198 | MCPY+198 | - | 157.00000 |
| Y | HRL | 64.000 | 6.90 | - | ZZ | - | - | - | 99.00% | - | Ezfobhew | BQZF | - | 285 | SAJP+285 | - | 346.00000 |
| NE | JYE | 60.000 | 1.10 | - | WWW | - | - | - | 16.00% | - | Aukbkknk | NLMX | - | 225 | WKYX+225 | - | 772.00000 |
Tranche Comments
L1: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144U/Yuy O;
NE: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144P/Tce G;
Y: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144B/Meh Q;
D: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144L/Oxq F;
J: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144U/Hrz J;
N: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144Q/Qxb N;
Tpp: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144Z/Wso L;
Deal Comments
Bwc Qgxx Ixxxwbq 2.1
Reinvestment Period (YRS)
1.9
Reinvestment Period End Date
Jan 18, 2000
WAL Test Period End Date
Jun 25, 2027