| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | XSO | 86.589 | 7.00 | - | H | R | 43.67% | - | Aqwplmqw | 3bWu | - | 265 | 3sGj+265 | - | 402.00000 |
| Z | IDL | 44.217 | 1.00 | - | YY- | VV- | 4.79% | - | Smzhpede | 3gVz | - | 675 | 3bGk+667 | - | 39.20000 |
| Icp | TGK | 72.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H1 | BSP | 24.600 | 6.60 | - | JJ | KK | 25.00% | - | Gdsbbbfo | 3eQv | - | 230 | 3nFb+230 | - | 217.00000 |
| C2 | KSV | 36.000 | - | - | UU | AA | - | - | Nhjra | GQF | - | - | 5.250% | 5.250% | 391.00000 |
| B | LXU | 155.000 | 9.10 | - | LLL | EEE | 39.00% | - | Zkkkwyqt | 3sFi | - | 145 | 3vLv+145 | - | 142.00000 |
| V | KGE | 42.743 | 2.50 | - | AAA- | SSS- | 62.00% | - | Ifljmipn | 3fUx | - | 385 | 3mBs+374 | - | 58.93000 |
| R | NEP | 37.225 | 8.60 | - | V- | F- | 1.70% | - | Rwfuorrc | 3cZz | - | 985 | 3yPm+899 | - | 32.00000 |
Tranche Comments
B: Redemption: 2026-12-11; Registration: 144L/Wnd W;
H1: Redemption: 2026-12-11; Registration: 144M/Yfi U;
C2: Redemption: 2026-12-11; Registration: 144H/Tjb P;
D: Redemption: 2026-12-11; Registration: 144V/Hhm H;
V: Redemption: 2026-12-11; Registration: 144J/Zpl R;
Z: Redemption: 2026-12-11; Registration: 144B/Fms Z;
R: Redemption: 2026-12-11; Registration: 144U/Zaa G;
Icp: Redemption: 2026-12-11; Registration: 144Y/Ebk U;
Deal Comments
Dvy Keaa Dgjcvqb 2.00. Yeg qgea iea eoacwgq ojvk LMV406.2k kv LMV456.25k
Reinvestment Period (YRS)
3.2
Reinvestment Period End Date
Aug 11, 2024