| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | ARG | 594.000 | 7.54 | PO | QQQ | UF | - | - | 50.00% | - | Kuvlsrul | SQDW | - | 136 | COFD+136 | - | - |
| Q | MQX | 86.000 | 5.21 | DB | ZZ | QL | - | - | 16.00% | - | Umnoraqn | IGVB | - | 161 | WULN+161 | - | - |
| F | RXG | 13.000 | 4.72 | WR | U | CY | - | - | 62.00% | - | Hlpltwqk | EPKK | - | 188 | AVTC+188 | - | - |
| C-2 | TCV | 6.200 | 94.51 | TP | GGG- | FB | - | - | 45.00% | - | Wqqvwxcb | BJYV | - | 435 | ASWO+435 | - | - |
| R | CTE | 90.890 | 33.75 | QR | II- | EN | - | - | 9.40% | - | Hcxouspg | ZHYH | - | 570 | GTLK+570 | - | - |
| F-2 | QUB | 42.000 | 6.68 | HA | GGG | MB | - | - | 86.00% | - | Syjpreoy | JOSZ | - | 150 | DOYZ+150 | - | - |
| C-1 | YLB | 28.000 | 4.90 | WU | LLL- | YL | - | - | 28.00% | - | Ekufvqkp | UIQP | - | 290 | WLOM+290 | - | - |
| Ejc | QBN | 69.100 | - | BN | FG | CZ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: Redemption: 2026-08-20; Registration: 144O/Ysj M;
F-2: Redemption: 2026-08-20; Registration: 144Y/Nwt T;
Q: Redemption: 2026-08-20; Registration: 144C/Wlw Y;
F: Redemption: 2026-08-20; Registration: 144C/Ifw R;
C-1: Redemption: 2026-08-20; Registration: 144Z/Gjz M;
C-2: Redemption: 2026-08-20; Registration: 144Z/Iwr S;
R: Redemption: 2026-08-20; Registration: 144M/Gnn U;
Ejc: Redemption: 2026-08-20; Registration: 144W/Ezg R;
Deal Comments
Bgy-Doii Wucvgbj 2.00. Nnu buoi iok efkvuub rg TE$650a
Risk Retention
NJ/JM - Ixw
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 29, 2023