| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | YEI | 54.000 | 1.80 | - | CCC- | BBB- | 57.96% | - | Nkofvata | 3eEq | 600k | 600 | 3jRc+600 | - | 758.00000 |
| G | ZOY | 67.000 | 2.30 | - | PP | OO | 56.10% | - | Zjkjszcy | 3vZy | 265-275 | 300 | 3kQs+300 | - | 190.00000 |
| V | VXQ | 40.500 | 3.90 | - | K | D | 85.69% | - | Rbvvxeqe | 3wOy | 365-375 | 400 | 3hUm+400 | - | 800.00000 |
| V Azyx | AKI | 92.000 | 9.90 | - | UUU | WWW | 32.30% | - | Xudxxefy | 3lPc | 185 | 165 | 3yAx+165 | - | 918.00000 |
| N | XJJ | 83.700 | 9.60 | - | AA- | LL- | 53.00% | - | Pulecyvf | 3iJo | 875 | 850 | 3hIj+691 | - | 14.00000 |
| Ctc | NPL | 84.660 | - | - | XI | TP | - | - | - | - | - | - | - | - | Retained |
| Y | ZEW | 861.000 | 7.60 | - | RRR | VVV | 88.50% | - | Azeremqm | 3hCn | 185 | 165 | 3jFd+165 | - | 961.00000 |
| R | PTZ | 3.000 | - | - | S- | U- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144A/Eis C;
V Azyx: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144Z/Utj T;
G: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144G/Nsi J;
V: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144B/Foy I;
N: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144E/Jxi V;
N: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144F/Nhp N;
R: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144O/Lum I;
Ctc: First Pay: 2023-10-20; Redemption: 2024-09-23; Registration: 144B/Blw J;
Deal Comments
Opb Bzzz Cugsptd 1.5
Reinvestment Period (YRS)
1.7