| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | MKS | 38.000 | 3.30 | - | - | S | - | - | 98.24% | - | Zqlcrlqu | XWFX | - | 240 | SZUA+240 | - | - |
| Z-2 | EMW | 2.000 | 5.12 | - | - | VVV- | - | - | 13.00% | - | Wjybarbj | XWJU | - | 425 | ZWCJ+425 | - | - |
| D | BHF | 63.000 | 8.13 | - | - | AA- | - | - | 7.00% | - | Hrhjrawf | XNAU | - | 650 | HJAN+650 | - | - |
| Uoi | TMY | 20.130 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1 | QCB | 60.380 | 3.70 | - | - | GGG- | - | - | 47.00% | - | Vflokrna | JTIL | - | 325 | VDXW+325 | - | - |
| Y | WCT | 76.500 | 8.50 | - | - | PP | - | - | 16.18% | - | Pbzxzfbl | XYUZ | - | 190 | SQWM+190 | - | - |
| W-Y | CHF | 461.000 | 1.47 | - | - | LLL | - | - | 96.00% | - | Exelxhdn | LXYS | - | 104 | VCVL+104 | - | - |
Tranche Comments
W-Y: Redemption: 2026-05-23; Registration: 144Z/Vbx A;
Y: Redemption: 2026-05-23; Registration: 144W/Zcn I;
Z: Redemption: 2026-05-23; Registration: 144L/Hpd E;
B-1: Redemption: 2026-05-23; Registration: 144M/Unu A;
Z-2: Redemption: 2026-05-23; Registration: 144L/Nyf P;
D: Redemption: 2026-05-23; Registration: 144X/Lfu S;
Uoi: Redemption: 2026-05-23; Registration: 144E/Idu M;
Deal Comments
Tjw Avjj Fecmjsa 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | ZHV | 37.000 | 7.10 | - | - | QQ+ | - | - | 73.60% | - | Vhlib | - | - | - | 5.98% | - | - |
| G-1 | RCW | 99.300 | 4.80 | - | - | II+ | - | - | 10.10% | - | Pklawclp | ZDID | - | 190 | DYBF+190 | - | - |
| P | PJY | 41.100 | 6.20 | - | - | N+ | - | - | 80.19% | - | Zmuvodks | CWHY | - | 230 | ZMAZ+230 | - | - |
| U-1 | AQL | 193.000 | 3.60 | - | - | LLL | - | - | 33.00% | - | Rdcmvdma | LQKZ | - | 123 | TYZW+123 | - | - |
| U | OVB | 32.600 | 2.40 | - | - | YY+ | - | - | 7.10% | - | Ncdwjfmq | DIZU | - | 650 | QUDF+650 | - | - |
| K-2 | POU | 54.610 | 8.50 | - | - | KKK | - | - | 51.40% | - | Lcbwrtiw | YTNJ | - | 155 | QOPD+155 | - | - |
| I | WUN | 56.470 | 2.40 | - | - | RRR+ | - | - | 88.20% | - | Iyxqcjmu | HIOR | - | 350 | TOYQ+350 | - | - |
| Izp | WOT | 21.930 | - | - | - | EA | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-1: First Pay: 2024-07-20; Redemption: 2025-04-18; Registration: 144A/Ayx X;
K-2: First Pay: 2024-07-20; Redemption: 2025-04-18; Registration: 144N/Xof T;
G-1: First Pay: 2024-07-20; Redemption: 2025-04-18; Registration: 144C/Pfc Z;
V-2: First Pay: 2024-07-20; Redemption: 2025-04-18; Registration: 144M/Jid U;
P: First Pay: 2024-07-20; Redemption: 2025-04-18; Registration: 144C/Hvo D;
I: First Pay: 2024-07-20; Redemption: 2025-04-18; Registration: 144V/Prx S;
U: First Pay: 2024-07-20; Redemption: 2025-04-18; Registration: 144H/Uhy Z;
Izp: First Pay: 2024-07-20; Redemption: 2025-04-18; Registration: 144P/Tnq G;
Deal Comments
Gjm Vaaa Gvgsjbc 1.00
Risk Retention
US - Fjvl OU - Fjv