| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| FO | NGV | 26.000 | 8.40 | - | AAA | BBB | 54.00% | - | Dyfqrwil | 3wHg | - | 122 | 3dBr+122 | - | 726.00000 |
| E | SEM | 14.570 | 9.80 | - | ZZ- | LL- | 5.60% | - | Xmcqfjwt | 3vYp | - | 475 | 3xUi+475 | - | 628.00000 |
| L | TIG | 46.890 | 9.90 | - | XXX- | YYY- | 44.00% | - | Fbmceyrg | 3kDh | - | 270 | 3eIz+270 | - | 259.00000 |
| F | BIJ | 43.900 | 50.40 | - | Z- | C- | 4.80% | - | Hjsduewy | 3bWh | - | 790 | 3qEd+774 | - | 98.00000 |
| Gii | FTQ | 44.500 | - | - | WZ | PC | - | - | - | - | - | - | - | - | Retained |
| O | IJP | 78.650 | 3.50 | - | LL | NN | 42.00% | - | Mhuvyfzq | 3gPr | - | 170 | 3qUg+170 | - | 375.00000 |
| M | KPK | 48.900 | 2.60 | - | U | R | 98.00% | - | Ibovupct | 3bOg | - | 195 | 3kZn+195 | - | 134.00000 |
| L | BCZ | 811.300 | 8.20 | - | ZZZ | KKK | 14.00% | - | Hspofrba | 3rVs | - | 122 | 3rYz+122 | - | 801.00000 |
Tranche Comments
L: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144O/Cfl K;
FO: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144Z/Rxh Z;
O: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144I/Dzc T;
M: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144J/Uvc P;
L: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144Z/Nqh X;
E: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144G/Ruq V;
F: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144Y/Qvp M;
Gii: First Pay: 2025-10-15; Redemption: 2026-09-19; Registration: 144H/Qjo Z;
Deal Comments
Mfb Avnn Icogfry 2.00. Pac rcvn wvx daxgrcr nf JPJ429.98h
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 12, 2024