| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | YTM | 40.000 | 9.40 | - | PP- | - | - | - | 1.00% | - | Fvrueepe | GHYD | - | 609 | JOHK+609 | - | - |
| Q | IUP | 14.000 | 2.80 | - | CC | - | - | - | 33.00% | - | Deyfhurk | XJIA | - | 225 | ZKHZ+225 | - | - |
| K | EFT | 68.000 | 8.50 | - | NNN- | - | - | - | 21.00% | - | Puqusbwm | PMZH | - | 400 | QWZR+400 | - | - |
| Pqt | BQZ | 12.730 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | MYE | 709.000 | 8.80 | - | DDD | - | - | - | 87.00% | - | Mqbrcerh | EGTW | - | 150 | UQPE+150 | - | - |
| E | KED | 84.000 | 7.00 | - | G | - | - | - | 66.00% | - | Pyqpycfi | IAOT | - | 290 | JVTQ+290 | - | - |
Tranche Comments
S: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144U/Rdy Z;
Q: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144O/Mci N;
E: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144Q/Gui Y;
K: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144N/Mhz M;
I: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144T/Fxg G;
Pqt: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144O/Tds Z;
Deal Comments
Tsk Nvbb Agzfsqh 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 16, 2024
WAL Test Period End Date
Jan 10, 2024