| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-C | UUR | 67.300 | 40.60 | - | NN- | - | - | - | 3.00% | - | Uqhmoysr | DVTG | - | 735 | VAGW+719 | - | - |
| S-1cEE | EEL | 85.200 | 2.40 | - | - | III | - | - | 31.00% | - | Mhmqaela | UWWR | - | 160 | KLMM+160 | - | - |
| W-2P | AIX | 9.000 | 45.50 | - | BBB- | - | - | - | 45.00% | - | Ytuez | - | - | 425 | 7.66% | - | - |
| Prl | TQP | 41.500 | - | - | TX | VX | - | - | - | - | - | - | - | - | - | - | Retained |
| A-1fDD | OCA | 106.200 | 8.10 | - | SSS | CCC | - | - | 64.00% | - | Qxllwylg | MMBE | - | 140 | QDNQ+140 | - | - |
| C-2YY | OGV | 19.000 | 9.10 | - | ZZ | - | - | - | 64.00% | - | Ykfdxwsa | YOWN | - | 180 | NMXY+180 | - | - |
| I-1CF | LIG | 42.400 | 5.70 | - | AAA- | - | - | - | 48.00% | - | Chmwkdzc | TVFU | - | 330 | YBYR+330 | - | - |
| O-1TK | PTR | 59.000 | 9.90 | - | GGG- | - | - | - | 51.00% | - | Tqbux | - | - | 330 | 6.71% | - | - |
| Q-UU | GXQ | 92.000 | 6.40 | - | Y | - | - | - | 69.00% | - | Zchosqpk | INFL | - | 220 | WDHS+220 | - | - |
Tranche Comments
A-1fDD: Redemption: 2026-10-15; Registration: 144F/Job G;
S-1cEE: Redemption: 2026-10-15; Registration: 144G/Njr Z;
C-2YY: Redemption: 2026-10-15; Registration: 144H/Plk O;
Q-UU: Redemption: 2026-10-15; Registration: 144K/Zuh J;
I-1CF: Redemption: 2026-10-15; Registration: 144Z/Tkj Z;
O-1TK: Redemption: 2026-10-15; Registration: 144N/Byt E;
W-2P: Redemption: 2026-10-15; Registration: 144J/Oit R;
U-C: Redemption: 2026-10-15; Registration: 144L/Pax G;
Prl: Redemption: 2026-10-15; Registration: 144Z/Kzy E;
Deal Comments
Jpkpz. Dfz Fqll Qpbyfmv 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 6, 2024