| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2J | CNW | 7.000 | 94.40 | - | SSS- | - | - | - | 89.80% | - | Tvydhfva | EWHK | - | 525 | BUQS+525 | - | 574.00000 |
| K2H | EPR | 23.000 | 5.30 | - | XXX | - | - | - | 52.00% | - | Ulryrbre | LSKQ | - | 175 | SDNA+175 | - | 128.00000 |
| QHO | UKW | 64.300 | - | - | JG | - | - | - | - | - | Tqlkokcu | DPFQ | - | 750 | QAHA+750 | - | - |
| H1G | UXN | 258.000 | 1.50 | - | FFF | - | - | - | 76.00% | - | Lavbbcac | SFDF | - | 155 | GEOL+155 | - | 659.00000 |
| BI | OES | 10.200 | 52.70 | - | PP- | - | - | - | 3.57% | - | DgtoGzk | - | - | - | 0.00% | - | - |
| HI | SOS | 53.000 | 1.30 | - | WW | - | - | - | 78.00% | - | Aupbfxkz | EIVM | - | 220 | YGIT+220 | - | 370.00000 |
| V1V | NBI | 49.000 | 55.10 | - | CCC | - | - | - | 92.00% | - | Cxqdhjut | NKIX | - | 420 | MISU+420 | - | 269.00000 |
| HL | CSU | 32.000 | 9.40 | - | M | - | - | - | 71.00% | - | Cdyqheef | TEWQ | - | 270 | TKAQ+270 | - | 143.00000 |
| Kzg | JQL | 23.750 | - | - | KK | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H1G: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144A/Nqw S;
K2H: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144G/Hbb X;
HI: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144F/Tnn D;
HL: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144L/Loc K;
V1V: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144B/Cra N;
J2J: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144J/Fnm Z;
BI: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144M/Amy T;
QHO: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144I/Gax H;
Kzg: First Pay: 2024-07-25; Redemption: 2026-04-25; Registration: 144Y/Wmn M;
Deal Comments
Igcgy. Fpq Kyjj Pghepqm 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 25, 2024
WAL Test Period End Date
Jan 11, 2022