| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1 | QEX | 559.000 | 9.80 | Yhh | - | - | - | - | 16.00% | - | Gjjvkarl | NHGJ | - | 133 | YKMQ+133 | - | - |
| R1 | JVL | 86.000 | 3.50 | - | - | AAA | - | - | 99.00% | - | Wlxzvozu | WATU | - | 270 | VIIV+270 | - | - |
| O2 | XGE | 88.000 | 14.00 | - | - | FFF- | - | - | 84.00% | - | Omaokcca | PETG | - | 400 | UYYS+400 | - | - |
| V | INU | 42.000 | 31.50 | - | - | TT- | - | - | 7.00% | - | Tvozdvop | EMCX | - | 510 | NZYK+510 | - | - |
| M | RSC | 71.000 | 2.30 | - | - | QQ | - | - | 41.00% | - | Qrlxhusf | WVQK | - | 170 | UVFA+170 | - | - |
| Tnq | ZLB | 83.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B2 | YTG | 29.000 | 5.10 | - | - | NNN | - | - | 76.00% | - | Kphqcqtu | XEVL | - | 157 | QHWW+157 | - | - |
| L | YOA | 32.000 | 1.10 | - | - | U | - | - | 50.00% | - | Tpudlrnb | AHWT | - | 190 | GSCA+190 | - | - |
Tranche Comments
D1: Redemption: 2027-01-15; Registration: 144Z/Oub S;
B2: Redemption: 2027-01-15; Registration: 144A/Oos Q;
M: Redemption: 2027-01-15; Registration: 144Q/Hcu S;
L: Redemption: 2027-01-15; Registration: 144O/Rjd D;
R1: Redemption: 2027-01-15; Registration: 144F/Oep X;
O2: Redemption: 2027-01-15; Registration: 144L/Erv M;
V: Redemption: 2027-01-15; Registration: 144N/Odw B;
Tnq: Redemption: 2027-01-15; Registration: 144X/Wtu Q;
Deal Comments
Hsj-Vbyy Ffuescz 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 9, 2024