| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-L | GYP | 69.700 | 46.80 | - | SS- | - | - | - | 6.00% | - | Kqchtywx | STPA | 460-470 | 515 | VMYU+515 | - | - |
| Cvi | PXX | 97.800 | - | - | EM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-2-A | OYP | 15.600 | 1.60 | - | WW | - | - | - | 97.00% | - | Dpjzcdaw | CUCP | 145-150 | 153 | VQNV+153 | - | - |
| N-1-Z | OGO | 93.000 | 6.10 | - | RRR- | - | - | - | 21.00% | - | Ppwuywnu | NBWO | 245-255 | 275 | QEOW+275 | - | - |
| B-1-F Dqjx | PVT | 816.000 | - | - | FFF | - | - | - | 83.00% | - | Norvport | JUTC | - | 115 | QLAO+115 | - | - |
| V-C | MAF | 54.000 | 6.30 | - | I | - | - | - | 84.00% | - | Nfyewbeb | SEOQ | 170y | 175 | XYZT+175 | - | - |
| V-2-K | NXB | 4.200 | 16.80 | - | DDD- | - | - | - | 40.00% | - | Usjzkiut | LJAP | 365-375 | 375 | NJDQ+375 | - | - |
| P-1-J | OWZ | 562.600 | 8.90 | - | AAA | - | - | - | 79.00% | - | Qfxrcava | UKLH | 114-115 | 115 | GVJD+115 | - | - |
Tranche Comments
P-1-J: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144A/Cet H;
B-1-F Dqjx: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144M/Ybt T;
O-2-A: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144V/Umq B;
V-C: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144B/Fug P;
N-1-Z: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144H/Ahe P;
V-2-K: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144V/Izm W;
I-L: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144B/Tmq I;
Cvi: First Pay: 2025-07-20; Redemption: 2027-03-13; Registration: 144J/Xau H;
Deal Comments
Szuzp. Njc Vtaa Ezhejbl 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 31, 2024