| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| YB | IVV | 5.000 | 86.70 | - | BBB- | - | - | - | 18.00% | - | Erzoq | - | - | 450 | 8.59% | 8.586% | 388.00000 |
| E | WHK | 80.000 | 3.70 | - | P | - | - | - | 32.00% | - | Gpowylhr | AYTK | - | 240 | UUDM+240 | - | 823.00000 |
| O1U | IPM | 59.900 | 9.60 | - | GGG | - | - | - | 28.00% | - | Xrthu | - | - | 155 | 5.70% | 5.703% | 779.00000 |
| M | TZL | 95.000 | 7.70 | - | XX | - | - | - | 15.00% | - | Efmzpoof | YZUF | - | 195 | PWDV+195 | - | 877.00000 |
| Lkx | NGR | 78.200 | - | - | XD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| OX | RUQ | 83.000 | 1.70 | - | PPP | - | - | - | 41.00% | - | Wesoumby | NIJH | - | 173 | MPUA+173 | - | 932.00000 |
| Z1 | IGA | 85.000 | 18.00 | - | MMM | - | - | - | 53.50% | - | Xlxqdzzf | HCSR | - | 350 | QKKB+350 | - | 540.00000 |
| V | YVH | 92.000 | 24.90 | - | II- | - | - | - | 5.80% | - | Tpsckajg | APEI | - | 670 | TXNK+670 | - | 691.00000 |
| T1T | VQI | 712.800 | 6.20 | - | CCC | - | - | - | 71.00% | - | Eufytani | LSTA | - | 155 | CHZT+155 | - | 741.00000 |
Tranche Comments
T1T: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144F/Ccv Y;
O1U: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144Z/Cuz P;
OX: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144W/Cps O;
M: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144B/Mcq U;
E: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144D/Zqw M;
Z1: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144E/Mkw K;
YB: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144J/Kez O;
V: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144T/Lxd L;
Lkx: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144W/Kfg R;
Deal Comments
Lgj Wsaa Mvyzgtb 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 31, 2015
WAL Test Period End Date
Dec 12, 2024