| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2-L2 | XZN | 37.000 | 7.40 | ZC | - | FFF | - | - | 10.00% | - | Mwkxcczm | JLWH | 160-165 | 162 | YCPT+162 | - | - |
| J-X2 | ZQG | 12.000 | 8.30 | SK | - | ZZ | - | - | 54.00% | - | Wkysmdho | DUWF | 175-185 | 185 | IEFR+185 | - | - |
| Tif | GSR | 41.800 | - | LL | - | ET | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-W2 | CPQ | 50.000 | 73.00 | HS | - | NNN- | - | - | 74.00% | - | Bxrkqvtk | VLMX | 320-330 | 330 | IEZC+330 | - | - |
| N-T2 | ZHQ | 55.000 | 66.30 | CU | - | OO- | - | - | 4.00% | - | Gwljpfez | QLGG | 625-640 | 725 | HBUO+717 | - | - |
| N-1-K2 | WCM | 869.000 | 1.80 | Pnn | - | UF | - | - | 69.00% | - | Juwkrces | BGOW | 140-142 | 142 | UOIA+142 | - | - |
| S-C2 | VLN | 51.000 | 7.70 | JX | - | F | - | - | 14.00% | - | Wxomvvdl | WYNT | 215-225 | 225 | KHWI+225 | - | - |
Tranche Comments
N-1-K2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144Y/Mdk N;
E-2-L2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144V/Pwv S;
J-X2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144W/Mlf R;
S-C2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144I/Ldj R;
Q-W2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144M/Vsz K;
N-T2: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144J/Gsv J;
Tif: First Pay: 2024-10-18; Redemption: 2026-06-28; Registration: 144D/Ypm Q;
Deal Comments
Xykyz. Hsc-Fwww Zyrvssg 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 22, 2024