| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | AEJ | 65.000 | - | AB | - | D | - | - | 23.00% | - | Rflkffnh | QQCC | - | 265 | TOWT+265 | - | - |
| O-2 | JCZ | 5.000 | - | OO | - | AAA | - | - | 27.00% | - | Azodzhhg | TBID | - | 185 | LMTI+185 | - | - |
| X | XEJ | 31.000 | - | BC | - | PP- | - | - | 8.60% | - | Olcupabp | CPEB | - | 775 | DJYD+742 | - | - |
| Jjw | NAC | 86.400 | - | AF | - | KN | - | - | - | - | - | - | - | - | - | - | Retained |
| C | KGS | 25.000 | - | LX | - | RR | - | - | 23.00% | - | Jpzdwqxd | QIPE | - | 215 | HTII+215 | - | - |
| H | GUE | 85.000 | - | UQ | - | YYY- | - | - | 76.00% | - | Qdwzkvzg | MLXW | - | 450 | IZYL+450 | - | - |
| F-1 | VAR | 480.000 | - | Lcc | - | LE | - | - | 52.00% | - | Spkallha | CTXA | - | 160 | AEUY+160 | - | - |
Tranche Comments
F-1: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144J/Jik A;
O-2: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144A/Wfw O;
C: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144V/Ahv Q;
O: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144G/Yum I;
H: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144Q/Jli I;
X: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144J/Inu R;
Jjw: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144E/Bjk S;
Deal Comments
Rgo Otss Thpxggm 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 19, 2024