| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | PWP | 964.000 | - | - | DDD | UUU | 58.00% | - | Pfwvxmxz | 3aNk | - | 172 | 3nJt+172 | - | 394.00000 |
| Q | LVT | 70.000 | - | - | II- | BB- | 43.40% | - | Szlrwiva | 3mXp | - | 840 | 3hFh+772 | - | 81.00000 |
| Pqn | GJK | 38.600 | - | - | UO | FA | - | - | - | - | - | - | - | - | Retained |
| S | LAL | 44.000 | - | - | T | K | 61.00% | - | Qylvuzvk | 3wXw | - | 385 | 3nDg+385 | - | 627.00000 |
| I-2 | JXP | 45.000 | - | - | RR | TT | 84.00% | - | Fojhx | FHB | - | - | 6.500% | 6.500% | 429.00000 |
| I | XFN | 97.000 | - | - | HHH- | SSS- | 57.80% | - | Elddtdhg | 3zSs | - | 520 | 3fOv+520 | - | 855.00000 |
| D-1 | YWN | 74.000 | - | - | RR | TT | - | - | Seukqciz | 3hEa | - | 290 | 3vJd+290 | - | 228.00000 |
| N | CKY | 92.700 | - | - | R- | J- | 4.70% | - | Kekhaybm | 3tFi | - | - | 3zQx+943 | - | - |
Tranche Comments
X: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144U/Tfo S;
D-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144J/Qqs N;
I-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144X/Ohn Z;
S: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144B/Tkj N;
I: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144E/Mho U;
Q: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144M/Pta H;
N: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144U/Wpk X;
Pqn: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144G/Miz Y;
Deal Comments
Mok Xqll Rgryoph 2.00
Reinvestment Period (YRS)
3.4