| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | OID | 36.500 | 1.70 | - | W- | R- | 5.90% | - | Hsmfktwt | 3dLs | - | 900 | 3eLg+832 | - | 16.00000 |
| Srsunr | VMI | 83.200 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | MXO | 486.000 | 8.60 | - | DDD | LLL | 92.00% | - | Wwdoyaoo | 3lQm | - | 124 | 3gXe+124 | - | 496.00000 |
| Z | LHW | 86.600 | 3.40 | - | GGG- | RRR- | 66.00% | - | Xwcqtfds | 3gDb | - | 335 | 3tVf+335 | - | 968.00000 |
| K | WBT | 34.200 | 7.30 | - | CC | UU | 67.70% | - | Pmqwwmeu | 3jJy | - | 185 | 3qCj+185 | - | 769.00000 |
| M | TCR | 70.600 | 5.10 | - | C | G | 99.00% | - | Bxkbpioh | 3bTn | - | 240 | 3fAe+240 | - | 362.00000 |
| E | ZWZ | 87.800 | 2.70 | - | CC- | BB- | 4.10% | - | Xrwyverk | 3aCe | - | 640 | 3dPw+640 | - | 479.00000 |
Tranche Comments
T: First Pay: 2025-11-15; Redemption: 2026-11-16; Registration: 144L/Evh J;
K: First Pay: 2025-11-15; Redemption: 2026-11-16; Registration: 144L/Yus V;
M: First Pay: 2025-11-15; Redemption: 2026-11-16; Registration: 144E/Wpy X;
Z: First Pay: 2025-11-15; Redemption: 2026-11-16; Registration: 144B/Jtp E;
E: First Pay: 2025-11-15; Redemption: 2026-11-16; Registration: 144I/Udz C;
W: First Pay: 2025-11-15; Redemption: 2026-11-16; Registration: 144L/Qdh T;
Srsunr: First Pay: 2025-11-15; Redemption: 2026-11-16; Registration: 144Y/Wql T;
Deal Comments
Fxy-Bkff Fbpaxsl 1.5
Risk Retention
DP/PI - Oxr
Reinvestment Period (YRS)
7.5
Reinvestment Period End Date
Jul 10, 2024