| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | XTT | 45.700 | - | - | II | BB | - | - | Ldhmolkc | 3aZz | - | 220 | 3hEd+220 | - | 604.00000 |
| Q | EOD | 56.800 | - | - | CC- | UU- | - | - | Dswzlwuo | 3nKa | - | 670 | 3gQu+655 | - | 85.00000 |
| G | EVL | 911.100 | - | - | NNN | DDD | - | - | Jcurofug | 3pWg | - | 149 | 3zYc+149 | - | 122.00000 |
| K | HOB | 15.500 | - | - | QQQ- | VVV- | - | - | Ipftytun | 3bMz | - | 375 | 3qWl+375 | - | 673.00000 |
| N | AVB | 83.300 | - | - | B- | O- | - | - | Xxpvdqpt | 3zZt | - | 915 | 3sTt+823 | - | 11.40000 |
| P | TFO | 96.700 | - | - | C | E | - | - | Lsrpedcl | 3tWp | - | 270 | 3fNf+270 | - | 662.00000 |
| Ewu | IWS | 45.400 | - | - | NF | AQ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2025-01-25; Redemption: 2026-06-26; Registration: 144C/Mqq C;
T: First Pay: 2025-01-25; Redemption: 2026-06-26; Registration: 144U/Hcs C;
P: First Pay: 2025-01-25; Redemption: 2026-06-26; Registration: 144X/Oai I;
K: First Pay: 2025-01-25; Redemption: 2026-06-26; Registration: 144F/Vbk R;
Q: First Pay: 2025-01-25; Redemption: 2026-06-26; Registration: 144H/Akw I;
N: First Pay: 2025-01-25; Redemption: 2026-06-26; Registration: 144H/Xpk L;
Ewu: First Pay: 2025-01-25; Redemption: 2026-06-26; Registration: 144K/Fos S;
Deal Comments
Bqk Svbb Xyjlqer 2.00. Ojy eyvb avd pgdlcye vjqp OLP400p bq OLP460p
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 22, 2024
WAL Test Period End Date
Dec 16, 2015