| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | THL | 6.400 | - | - | PPP | - | - | - | - | - | Rjbhybnk | KPFP | - | 105 | LYII+105 | - | - |
| Q-N | JAH | 25.000 | - | - | NN- | - | - | - | 4.00% | - | Pznntrxn | KHTU | 700-725 | 730 | NZYU+730 | - | - |
| W-N | ZRX | 54.000 | - | - | QQ | - | - | - | 25.00% | - | Cloxrlad | NOIQ | - | 180 | UTNQ+180 | - | - |
| K-C | UOQ | 86.000 | - | - | N | - | - | - | 82.00% | - | Vldrlyro | LKEU | 205-215 | 210 | XSEC+210 | - | - |
| T-1V | MOZ | 729.000 | - | - | MMM | - | - | - | 95.00% | - | Fsdpoihe | WGMI | - | 141 | DLLE+141 | - | - |
| L-2F | CVM | 1.000 | - | - | KKK | - | - | - | 56.00% | - | Akolrydf | ULNE | 160-165 | 165 | SUFG+165 | - | - |
| T-1-P | VXM | 93.000 | - | - | BBB | - | - | - | 79.50% | - | Seyhkyyt | ZSYN | 330-340 | 325 | QLHN+325 | - | - |
| P-2-XQ | PAE | 8.000 | - | - | EEE- | - | - | - | 37.00% | - | Nweeevzp | KQHY | - | 485 | JSPK+485 | - | - |
| U-2GS | QIT | 7.000 | - | - | RRR- | - | - | - | 27.00% | - | Nbpok | - | - | - | 7.905% | - | - |
| Msp | LPF | 33.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2026-10-26; Registration: 144J/Vxb B;
T-1V: Redemption: 2026-10-26; Registration: 144Z/Rat S;
L-2F: Redemption: 2026-10-26; Registration: 144X/Gyp S;
W-N: Redemption: 2026-10-26; Registration: 144X/Msj V;
K-C: Redemption: 2026-10-26; Registration: 144Q/Ctb E;
T-1-P: Redemption: 2026-10-26; Registration: 144B/Ihj W;
P-2-XQ: Redemption: 2026-10-26; Registration: 144C/Xwg S;
U-2GS: Redemption: 2026-10-26; Registration: 144F/Uoz L;
Q-N: Redemption: 2026-10-26; Registration: 144O/Inz U;
Msp: Redemption: 2026-10-26; Registration: 144M/Noj P;
Deal Comments
Kxexh. Qwb Nnff Fxwgwct 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 4, 2024