| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | UGB | 93.000 | - | - | UUU- | - | - | - | 26.00% | - | Isycppkj | YBCF | - | 330 | KWHL+330 | - | 221.00000 |
| Q | OFP | 10.000 | - | - | MM | - | - | - | 26.00% | - | Qpzyzjpg | VYFU | - | 180 | BZEV+180 | - | 108.00000 |
| P | GQH | 98.000 | - | - | BB- | - | - | - | 8.00% | - | Ysqfwrky | GXYS | - | 725 | GLZH+725 | - | 640.00000 |
| BO | YXZ | 2.000 | - | - | QQQ | - | - | - | 32.00% | - | Hvyvlbib | AJNQ | - | 160 | IBXD+160 | - | 687.00000 |
| G1 | RZT | 797.000 | - | - | HHH | - | - | - | 53.00% | - | Eslljwqt | EEXT | - | 142 | BLZK+142 | - | 139.00000 |
| KO | CSC | 4.000 | - | - | BBB- | - | - | - | 21.00% | - | Vwswq | VHR | - | - | 9.100% | 9.100% | 712.00000 |
| I | LYQ | 8.000 | - | - | QQQ | - | - | - | - | - | Wvjufsvw | YVPO | - | 120 | MXMJ+120 | - | 843.00000 |
| T | LWK | 15.000 | - | - | N | - | - | - | 27.00% | - | Pjdsvljj | LHHY | - | 215 | VXYK+215 | - | 296.00000 |
| KA | TIF | 824.000 | - | - | BBB | - | - | - | 70.00% | - | Ajeborvg | INFJ | - | 142 | MXLD+142 | - | 397.00000 |
| Ctr | WFZ | 75.700 | - | - | CH | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144A/Wjz N;
G1: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144K/Zij U;
KA: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144V/Lln Y;
BO: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144M/Dog A;
Q: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144F/Ifl Q;
T: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144C/Ivv W;
Z1: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144T/Nde R;
KO: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144I/Ipj H;
P: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144I/Bhl Z;
Ctr: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144I/Nfa W;
Deal Comments
Bxo-Bnxx Ozbpxzm 1.9
Reinvestment Period (YRS)
4.1
Reinvestment Period End Date
Jun 14, 2024
WAL Test Period End Date
Jul 8, 2011