| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1TT | BVX | 241.000 | - | BE | YYY | RRR | - | - | 64.00% | - | Xkocjezz | MKHN | - | 160 | VDBV+160 | - | - |
| L-II | JXY | 38.000 | - | QS | D | EW | - | - | 62.00% | - | Whzvmljw | LXEB | - | 230 | DYAL+230 | - | - |
| C-LL | FMI | 62.000 | - | NU | FF | YU | - | - | 12.00% | - | Qccapewn | USWZ | - | 185 | DZAO+185 | - | - |
| Iml | FYG | 589.800 | - | NL | FQ | CQ | - | - | - | - | - | - | - | - | - | - | Retained |
| G-NN | FPA | 43.000 | - | LU | HHH- | DS | - | - | 18.00% | - | Bwbhters | HDNN | - | 385 | VHBC+385 | - | - |
| P-2HH | ACG | 83.000 | - | IO | NNN | FN | - | - | 62.00% | - | Xcoeqpkl | SKVV | - | 175 | TGMS+175 | - | - |
Tranche Comments
S-1TT: Registration: 144Q/Fzy R;
P-2HH: Registration: 144W/Pcy N;
C-LL: Registration: 144Y/Cij H;
L-II: Registration: 144J/Unh K;
G-NN: Registration: 144F/Rii F;
Iml: Registration: 144C/Mqg S;
Deal Comments
Jxhxv. Zts Bjee Fxzntvb 2.00
Risk Retention
NJ - Udqg VN/NF - Udq
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 22, 2024