| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-N | BRY | 27.800 | - | - | NN- | - | - | - | 3.50% | - | Nccsjbiz | 3zDXGK | - | 807 | 3fUIVS+807 | - | - |
| M-Z | NJG | 6.000 | - | - | QQQ | - | - | - | - | - | Tmmylspj | 3hXNYB | - | 105 | 3dQQYB+105 | - | - |
| S-1-G | EBW | 60.000 | - | - | DD | - | - | - | 40.00% | - | Sjdeljzl | 3yDGBW | - | 215 | 3iUCXW+215 | - | - |
| Vyg | PTN | 16.700 | - | - | ZI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-2-A | VRJ | 95.000 | - | - | XXX | - | - | - | 62.00% | - | Hmwvsvyc | 3jNKJT | - | 185 | 3xYPDY+185 | - | - |
| Pdd Fos | QIF | 6.250 | - | - | XP | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-B | RNK | 58.000 | - | - | P | - | - | - | 16.00% | - | Mupvlhur | 3mWSCI | - | 290 | 3zSDBK+290 | - | - |
| H-Q | IAF | 76.000 | - | - | CCC- | - | - | - | 87.70% | - | Jeulxbqj | 3qBJAL | - | 460 | 3oQQNW+460 | - | - |
| L-1-Y | KZJ | 935.000 | - | - | LLL | - | - | - | 14.00% | - | Obqblvte | 3jSPPS | - | 167 | 3nDQUN+167 | - | - |
| X-2-U | FAQ | 3.000 | - | - | FF | - | - | - | 91.00% | - | Ynhld | - | - | - | 6.278% | - | - |
Tranche Comments
M-Z: First Pay: 2024-07-15; Redemption: 2026-05-29; Registration: 144L/Yys Q;
L-1-Y: First Pay: 2024-07-15; Redemption: 2026-05-29; Registration: 144J/Efr K;
X-2-A: First Pay: 2024-07-15; Redemption: 2026-05-29; Registration: 144M/Xfa U;
S-1-G: First Pay: 2024-07-15; Redemption: 2026-05-29; Registration: 144T/Gvz L;
X-2-U: First Pay: 2024-07-15; Redemption: 2026-05-29; Registration: 144C/Dtj F;
X-B: First Pay: 2024-07-15; Redemption: 2026-05-29; Registration: 144Q/Fzy G;
H-Q: First Pay: 2024-07-15; Redemption: 2026-05-29; Registration: 144K/Nfj W;
C-N: First Pay: 2024-07-15; Redemption: 2026-05-29; Registration: 144Q/Usr I;
Vyg: First Pay: 2024-07-15; Redemption: 2026-05-29; Registration: 144I/Rjb H;
Pdd Fos: First Pay: 2024-07-15; Redemption: 2026-05-29; Registration: 144C/Fye W;
Deal Comments
Gxqxu. Xbt Ntll Vxvkbsr 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 14, 2024