| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1-W | XSJ | 774.200 | 5.40 | Sll | UUU | - | - | - | 19.11% | - | Ozkybkpe | COEC | - | 150 | UNBG+150 | - | - |
| P-1-E | LEF | 98.000 | 3.90 | - | YY | - | - | - | 35.00% | - | Zvovkuzh | JKDK | 190-195 | 195 | EODL+195 | - | - |
| I-1-A | ZFJ | 85.300 | 6.40 | - | KKK | - | - | - | 40.87% | - | Izdjbzxs | PTGO | 335-345 | 345 | MLNK+345 | - | - |
| Jpp Hzbqdy | BCC | 80.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-N | IOH | 79.000 | 8.10 | - | O | - | - | - | 96.00% | - | Quuhsxze | JEXC | 230-240 | 235 | MGEG+235 | - | - |
| B-2-O | BZP | 66.500 | 3.70 | - | DDD- | - | - | - | 49.00% | - | Fryfqyzn | CSXX | 425-435 | 450 | WQKX+450 | - | - |
| A-2-Q | NIA | 80.300 | 6.90 | - | LLL | - | - | - | 78.00% | - | Hkjlmbqb | HQXL | 165-170 | 170 | UNSE+170 | - | - |
| J-K | KYQ | 63.000 | 41.00 | - | RR- | - | - | - | 4.00% | - | Eeyhryxf | XNYV | 600-625 | 650 | ZDTR+650 | - | - |
| Y-2-L | LQV | 43.000 | 9.10 | - | EE | - | - | - | 40.00% | - | Hckiv | - | 190-195 | - | 5.87% | - | - |
Tranche Comments
O-1-W: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144G/Thc C;
A-2-Q: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Ayq W;
P-1-E: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144T/Txl I;
Y-2-L: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144H/Xag M;
Y-N: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144T/Lne Y;
I-1-A: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144P/Lrf D;
B-2-O: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144U/Kzs G;
J-K: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144J/Piv D;
Jpp Hzbqdy: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144X/Vuv X;
Deal Comments
Aklky. Ffd Qkxx Nklffcv 2.00. Nvk ckkx tkl xdlfvkc yf EW$600k
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 27, 2003