| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | CHQ | 2.210 | 7.60 | - | RRR | - | - | - | - | - | Gsxlqvzi | 3mUDUE | - | 125 | 3tDTSY+125 | - | - |
| X-2S | QTB | 13.000 | 3.90 | - | WWW | - | - | - | 38.00% | - | Kpsbkakz | 3nIXZG | - | 185 | 3fWAWH+185 | - | - |
| M-P | ZXS | 21.500 | 7.50 | - | PP | - | - | - | 51.00% | - | Qpqscawh | 3qCYEB | - | 195 | 3uDYEQ+195 | - | - |
| A-K | HSK | 82.000 | 3.00 | - | W | - | - | - | 58.00% | - | Esswkylb | 3mATYP | - | 245 | 3oYNBA+245 | - | - |
| O-Y | NOD | 70.200 | 1.60 | - | OOO- | - | - | - | 97.00% | - | Mouvjkyo | 3cBVGK | - | 415 | 3qYQFD+415 | - | - |
| Rae | IMB | 76.880 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-1B | VLJ | 451.200 | 8.10 | - | CCC | - | - | - | 99.00% | - | Tzqvbrat | 3eSYNK | - | 170 | 3tFQMF+170 | - | - |
| B-1FN | CSV | 35.000 | 6.30 | - | XXX | - | - | - | 80.00% | - | Gsrdddvx | 3kDLHN | - | 170 | 3vCNLI+170 | - | - |
| B-E | TEM | 15.600 | 6.00 | - | RR- | - | - | - | 77.00% | - | Iiwxyvei | 3xCYXR | - | 777 | 3vAUFX+777 | - | - |
Tranche Comments
T: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144E/Nmj Y;
U-1B: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144F/Pwa V;
B-1FN: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144A/Ana K;
X-2S: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144Y/Xxk Y;
M-P: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144W/Rdr S;
A-K: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144O/Umb T;
O-Y: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144N/Hhc I;
B-E: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144X/Xxs P;
Rae: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144P/Ijn N;
Deal Comments
Yqqqb. Ghe Wtyy Qqkehbx 2.00. Pjq bqty htq eaqeqqb jkhj IJ$625j bh IJ$633.97j
Risk Retention
ZD - Sirf FZ/ZX - Sir
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 31, 2024