| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | CCR | 39.000 | 9.55 | WY | - | SS | - | - | 20.00% | - | Opcqvzxu | JVAI | - | 170 | KAPS+170 | - | - |
| F-2 | KYZ | 86.000 | 8.12 | WT | - | SSS | - | - | 56.00% | - | Ybsaozca | XOER | - | 155 | VHEN+155 | - | - |
| Trv | ZIG | 27.000 | - | EI | - | HR | - | - | - | - | - | - | - | - | - | - | Retained |
| F-1 | MTG | 767.000 | 4.53 | Kpp | - | NV | - | - | 44.00% | - | Muwrybme | MVKP | - | 133 | ZQEJ+133 | - | - |
| Y | WQC | 90.000 | 7.30 | SP | - | B | - | - | 81.00% | - | Hjvnkyqn | GAPS | - | 185 | DCSS+185 | - | - |
| X | ACF | 99.000 | 16.17 | OJ | - | DD- | - | - | 8.00% | - | Cyxlzpec | JEQN | - | 530 | KEUL+530 | - | - |
| D-1 | KBN | 21.770 | 6.10 | HD | - | PPP | - | - | 89.69% | - | Ghsmtctf | KLUP | - | 280 | DBIF+280 | - | - |
| X-2 | PQD | 1.740 | 2.19 | UF | - | CCC- | - | - | 83.00% | - | Hvxecets | YGJF | - | 400 | YZSA+400 | - | - |
Tranche Comments
F-1: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144A/Yhc L;
F-2: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144K/Rxb W;
J: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144J/Rty B;
Y: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144O/Dva W;
D-1: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144U/Aci P;
X-2: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144B/Pcw Y;
X: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144Y/Whm R;
Trv: First Pay: 2025-07-21; Redemption: 2026-12-27; Registration: 144Q/Ctl M;
Deal Comments
Tjk Uohh Bkxujiz 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 24, 2023