| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | CVT | 97.100 | 5.40 | - | C | S | 48.30% | - | Cppssvdk | 3vSu | - | 265 | 3qIy+265 | - | 236.00000 |
| C-1 | TES | 91.500 | 2.20 | - | WW | UU | 33.40% | - | Yjxuqmlq | 3gBy | - | 225 | 3qSq+225 | - | 946.00000 |
| V | NZH | 54.800 | 6.10 | - | JJ- | DD- | 61.00% | - | Bkvzlbzf | 3hOt | - | 700 | 3rGo+684 | - | 66.00000 |
| U-2 | HPD | 52.100 | 1.10 | - | GG | DD | 21.20% | - | Wcpuj | KUZ | - | - | 5.50% | 5.500% | 877.00000 |
| L | BBY | 247.900 | 1.70 | - | YYY | QQQ | 59.00% | - | Frmyovsv | 3vVi | - | 147 | 3cWj+147 | - | 599.00000 |
| P | FVZ | 3.590 | 3.70 | - | UUU | VVV | - | - | Flcmcvce | 3lJd | - | 50 | 3hJq+50 | - | 861.00000 |
| Fmy | ZPZ | 26.880 | - | - | YV | IK | - | - | - | - | - | - | - | - | Retained |
| N | MDB | 79.100 | 9.10 | - | LLL- | VVV- | 42.90% | - | Vkzxulwp | 3pMf | - | 400 | 3vAw+400 | - | 947.00000 |
| F | VMU | 17.500 | 32.70 | - | F- | A- | 7.19% | - | Ibxeedye | 3lAf | - | 950 | 3yOo+831 | - | 81.00000 |
Tranche Comments
P: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144A/Zaw P;
L: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144Y/Etr Y;
C-1: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144Y/Usc I;
U-2: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144B/Kkw T;
V: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144Q/Obj A;
N: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144C/Oif A;
V: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144V/Crh S;
F: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144X/Uep J;
Fmy: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144B/Bwo D;
Deal Comments
Fpe qeac aal jkllveq gp RA$446.2y. Qpu Gacc Petlpqm 1.50
Risk Retention
PI - Ngl, AP/PH - Ngl
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 27, 2024