| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | NKV | 79.300 | - | - | R | S | 59.00% | - | Xchjruph | 3cQj | 245 | 245 | 3rRr+245 | - | 911.00000 |
| L-2 | DGY | 57.000 | - | - | WW | EE | 83.00% | - | Anuva | - | - | - | 5.000% | 5.000% | 477.00000 |
| Q | AEK | 813.700 | - | - | MMM | SSS | 20.00% | - | Jkzqrblt | 3dNx | - | 130 | 3lLj+130 | - | 619.00000 |
| E Nwxk | TOF | 44.000 | - | - | YYY | DDD | 20.00% | - | Zbhuqvog | 3vTb | - | 130 | 3oYb+130 | - | 727.00000 |
| C | HOD | 19.724 | - | - | Y- | I- | 4.50% | - | Pzjujsen | 3tSg | - | 950 | 3pTl+859 | - | 38.80000 |
| M | CPC | 88.000 | - | - | EEE- | BBB- | 69.00% | - | Asoavbtw | 3wNz | 345 | 345 | 3dPi+345 | - | 657.00000 |
| I | OLG | 17.500 | - | - | AA- | TT- | 1.65% | - | Lkykyyqu | 3vFa | 650 | 650 | 3iMr+635 | - | 66.00000 |
| C-1 | NHL | 33.650 | - | - | EE | GG | 32.00% | - | Xwmpyzrn | 3rAh | 200 | 200 | 3sHu+200 | - | 466.00000 |
| Qaa | AYJ | 54.700 | - | - | GA | TW | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144G/Gex H;
E Nwxk: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144D/Hea U;
C-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144P/Awu G;
L-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144U/Xlz V;
P: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Lsp T;
M: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144M/Mso D;
I: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144D/Kju S;
C: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144K/Xkg S;
Qaa: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144Y/Kxe Z;
Deal Comments
Finic. Kmy Knee Nikgmif 2.00. Xji iine wnn nyngtii
Risk Retention
PD - Jhkt DZ - Jhk
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 24, 2024