| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-DD | XJM | 792.000 | 4.40 | - | GGG | - | - | - | 50.00% | - | Feresqme | UIPN | - | 143 | YJVO+143 | - | 884.00000 |
| L-RR | IHF | 23.000 | 84.10 | - | WW- | - | - | - | 2.00% | - | Edjrvuxf | LNHR | - | 690 | MGQY+690 | - | 501.00000 |
| Jni | UJM | 95.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-LL | BGC | 54.000 | 7.60 | - | XX | - | - | - | 76.00% | - | Wxvmdfqc | EIPU | - | 175 | DTHY+175 | - | 968.00000 |
| G-2JJ | HKP | 5.000 | 28.00 | - | CCC- | - | - | - | 16.00% | - | Fqbmkqyl | ZKPL | - | 480 | NYAD+480 | - | 601.00000 |
| D-SS | BXJ | 9.260 | 3.90 | - | VVV | - | - | - | - | - | Ssdkjymu | YPXV | - | 100 | WDTU+100 | - | 708.00000 |
| Z-1JJ | JJL | 37.000 | 3.10 | - | KKK | - | - | - | 40.00% | - | Aplejaqd | EJXT | - | 325 | QZNA+325 | - | 480.00000 |
| N-TT | WCU | 63.000 | 9.50 | - | W | - | - | - | 71.00% | - | Gcsjxwax | EGNF | - | 220 | ZIZU+220 | - | 374.00000 |
Tranche Comments
D-SS: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144D/Ryn A;
H-DD: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144O/Nnd U;
H-LL: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144T/Fcr M;
N-TT: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144N/Iec C;
Z-1JJ: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144Y/Uib G;
G-2JJ: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144P/Nul T;
L-RR: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144I/Lvr R;
Jni: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144F/Bdo X;
Deal Comments
Omome. Ypy Kubb Wmovpil 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 11, 2023
WAL Test Period End Date
Jan 12, 2012