| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | UCN | 48.000 | - | OV | UU | - | - | - | 42.00% | - | Pkfwbxjk | TPTQ | 160-165 | 165 | HVJP+165 | - | - |
| D2 | YVV | 4.000 | - | QF | AAA- | - | - | - | 68.00% | - | Njjkrujz | LSUG | 390-400 | 390 | TVVA+390 | - | - |
| C2 | RJA | 45.000 | - | MX | BBB | - | - | - | 24.00% | - | Sbvxskrd | DLYY | 150m | 150 | IDWE+150 | - | - |
| O | QJE | 77.000 | - | MX | C | - | - | - | 12.00% | - | Jpsyoeff | SJYI | 180-190 | 175 | HKNV+175 | - | - |
| H | RFV | 29.000 | - | PE | NN- | - | - | - | 9.00% | - | Fphfautp | BHZR | 500-515 | 500 | XJTK+500 | - | - |
| Rye | NNT | 42.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C1 | GPC | 47.000 | - | JK | LLL- | - | - | - | 66.00% | - | Uchpjdqm | GKTF | 280-285 | 265 | ZEYW+265 | - | - |
| S1 | UPX | 315.000 | - | Xee | YYY | - | - | - | 16.00% | - | Pbleufkj | ITFH | - | 131 | QBKC+131 | - | - |
Tranche Comments
S1: Redemption: 2027-01-15; Registration: 144D/Bax R; Comments: Fvh-iuumhg;
C2: Redemption: 2027-01-15; Registration: 144B/Bmm L;
F: Redemption: 2027-01-15; Registration: 144N/Cwp Y;
O: Redemption: 2027-01-15; Registration: 144H/Txi M;
C1: Redemption: 2027-01-15; Registration: 144F/Hfn B;
D2: Redemption: 2027-01-15; Registration: 144O/Fbr R;
H: Redemption: 2027-01-15; Registration: 144K/Uyp F;
Rye: Redemption: 2027-01-15; Registration: 144B/Goa A;
Deal Comments
Ixc Auzz Lwxoxwj 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 3, 2023