| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Mft | QTR | 14.380 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2 | KUW | 60.000 | - | - | PPP | - | - | - | 41.00% | - | Keylkhvo | PPGE | - | 168 | UBZD+168 | - | - |
| W-1 | IMR | 11.000 | - | - | R+ | - | - | - | 42.20% | - | Gzhpzeay | LDFP | - | 200 | IJOV+200 | - | - |
| W | TIE | 10.000 | - | - | RR | - | - | - | 92.00% | - | Omjblcqq | LZTQ | 175-180 | 185 | MKEV+185 | - | - |
| F-1 | GIU | 19.000 | - | - | BBB- | - | - | - | 53.00% | - | Qucptazl | PQNY | 305-325 | 310 | HLAW+310 | - | - |
| E-2 | MIM | 2.000 | - | - | BBB- | - | - | - | 53.00% | - | Ixzhtqwg | EQCC | 440-450 | 440 | NUQF+440 | - | - |
| Z-2 | TRN | 74.000 | - | - | D | - | - | - | 39.00% | - | Pcvahrps | KIJQ | - | 245 | XCFO+245 | - | - |
| U | YVQ | 89.000 | - | - | WW- | - | - | - | 9.30% | - | Dusvaqov | SPCH | 585-610 | 600 | DTKI+600 | - | - |
| F-1 | NAD | 695.000 | - | - | ZZZ | - | - | - | 60.00% | - | Ckxxjjnm | TZTH | - | 145 | VMZM+145 | - | - |
Tranche Comments
F-1: Redemption: 2026-06-28; Registration: 144O/Hbn J;
G-2: Redemption: 2026-06-28; Registration: 144P/Umn S;
W: Redemption: 2026-06-28; Registration: 144E/Cqb N;
W-1: Redemption: 2026-06-28; Registration: 144H/Pne R;
Z-2: Redemption: 2026-06-28; Registration: 144W/Aam P;
F-1: Redemption: 2026-06-28; Registration: 144A/Qju M;
E-2: Redemption: 2026-06-28; Registration: 144P/Fqu J;
U: Redemption: 2026-06-28; Registration: 144Z/Tzf R;
Mft: Redemption: 2026-06-28; Registration: 144B/Jmo W;
Deal Comments
Ucu Fass Abtjcjr 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 26, 2023