| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | OSE | 87.000 | 6.80 | - | BB | - | - | - | 69.00% | - | Zdcsmbqr | WMSR | - | 217.5 | UBGI+217.5 | - | - |
| J-2 | BWY | 48.000 | 5.60 | - | GGG | - | - | - | 75.70% | - | Vqqwwdja | BDDL | - | 190 | GGZZ+190 | - | - |
| S | ZTG | 58.000 | 3.00 | - | O | - | - | - | 75.00% | - | Frkwfhfi | PLJF | - | 270 | LYEJ+270 | - | - |
| R-1 | WPL | 47.000 | 3.70 | - | OOO | - | - | - | 49.40% | - | Hfobkxwd | SDDU | - | 385 | LMZJ+385 | - | - |
| V-2 | QLI | 3.000 | 7.30 | - | AAA- | - | - | - | 78.00% | - | Qwclswjc | KMZN | - | 553 | UTJM+553 | - | - |
| Crnqwl | AZH | 48.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-1 | ULO | 975.000 | 6.30 | - | XXX | - | - | - | 76.00% | - | Omqrvqbp | LVZQ | - | 161 | IQPF+161 | - | - |
| V | GON | 30.000 | 2.10 | - | XX- | - | - | - | 7.50% | - | Rkmuxhtc | CTUQ | - | 748 | SHWL+748 | - | - |
Tranche Comments
R-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144G/Jwd T;
J-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144F/Jcn I;
A: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144I/Bmu X;
S: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144L/Xwh H;
R-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144F/Qbe X;
V-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Uix I;
V: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144B/Qlm E;
Crnqwl: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144I/Zzx R;
Deal Comments
Bqf Lzpp Rykjqit 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 26, 2024