| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1-LL | GCY | 88.000 | 5.80 | - | OOO | - | - | - | 87.00% | - | Qbqhpuud | MUMC | - | 365 | EZPF+365 | - | 810.00000 |
| H-ZZ | FQP | 354.000 | 7.90 | - | III | - | - | - | 39.00% | - | Tvvbuvat | WGTZ | - | 143 | DTAH+143 | - | 196.00000 |
| Shl Iee | JGQ | 58.540 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-CC | RSY | 71.000 | 6.40 | - | D | - | - | - | 77.00% | - | Tuzjpzbs | AWCA | - | 220 | PSLS+220 | - | 459.00000 |
| G-NN | FLF | 77.000 | 3.50 | - | QQQ | - | - | - | 85.00% | - | Aexmoups | ZAXB | - | 143 | MHNK+143 | - | 564.00000 |
| A-2-BB | ESJ | 9.000 | 37.00 | - | HHH- | - | - | - | 26.00% | - | Cwpcecfg | PJXS | - | 515 | JEHK+515 | - | 272.00000 |
| V-RR | WOA | 59.000 | 10.20 | - | XX- | - | - | - | 2.00% | - | - | - | - | - | - | - | Retained |
| Bps | XVG | 52.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-OO | FIE | 94.000 | 9.40 | - | OO | - | - | - | 65.00% | - | Cwhqtymi | XXXR | - | 180 | SCVC+180 | - | 102.00000 |
Tranche Comments
H-ZZ: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144D/Mcj E;
G-NN: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144R/Zvb R;
U-OO: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144V/Kxw V;
Y-CC: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144L/Yja G;
C-1-LL: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144L/Dkm U;
A-2-BB: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Q/Gng A;
V-RR: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Y/Wrp X;
Shl Iee: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144P/Veb C;
Bps: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Fxk M;
Deal Comments
Vqzqf. Tyo Baee Jqnjypc 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 11, 2026
WAL Test Period End Date
Aug 31, 2028