| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-T | CCD | 47.000 | - | JE | - | SS | - | - | 50.00% | - | Vcqkovls | KWEW | 192 | 192 | CQHF+192 | - | - |
| N1-S | PRR | 100.000 | - | Qff | - | HE | - | - | 22.00% | - | Jwhzcskk | LDIT | 150 | 150 | MUUG+150 | - | - |
| W2-E | VES | 77.000 | - | LA | - | TTT | - | - | 94.00% | - | Nxzpdifn | BAQG | 165-170 | 170 | CEPD+170 | - | - |
| M1-F | XPV | 87.900 | - | DX | - | GGG- | - | - | 62.20% | - | Kbhflqsz | HOFT | - | 330 | HQOC+330 | - | - |
| P2-P | AKT | 36.900 | - | PY | - | ZZZ- | - | - | 71.00% | - | Ccuew | - | 450-460 | - | 8.482% | - | - |
| H1-Z (mpf) | BXP | 8.000 | - | TJ | - | KKK- | - | - | 56.30% | - | Kubll | - | - | - | 7.284% | - | - |
| Zme | CPX | 26.970 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-X | BOC | 56.000 | - | HH | - | R | - | - | 56.00% | - | Fmspjijv | ESVS | 220-230 | 225 | SPMV+225 | - | - |
| D-F | HWI | 98.000 | - | GZ | - | LL- | - | - | 4.00% | - | Tqwhrlqa | BETJ | 600-625 | 640 | CVLX+640 | - | - |
| S-P | OQS | 4.870 | - | L3 | - | GP | - | - | 8.53% | - | - | - | - | - | - | - | Retained |
Tranche Comments
N1-S: Redemption: 2026-05-30; Registration: 144V/Tpv F;
W2-E: Redemption: 2026-05-30; Registration: 144T/Cqw T;
L-T: Redemption: 2026-05-30; Registration: 144P/Jlo F;
D-X: Redemption: 2026-05-30; Registration: 144Y/Nhk L;
M1-F: Redemption: 2026-05-30; Registration: 144I/Zim P;
H1-Z (mpf): Redemption: 2026-05-30; Registration: 144A/Hij D;
P2-P: Redemption: 2026-05-30; Registration: 144Q/Jur P;
D-F: Redemption: 2026-05-30; Registration: 144U/Drh W;
S-P: Redemption: 2026-05-30; Registration: 144Y/Fuz O;
Zme: Redemption: 2026-05-30; Registration: 144G/Beu F;
Deal Comments
Vbpbu. Tkg-Abuu Tbwtkke 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 14, 2024