| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | ISW | 40.600 | 5.40 | - | TT | - | - | - | 75.20% | - | Lvmxafcm | XKKD | 250 | 250 | MBVL+250 | - | 434.00000 |
| B | LBS | 7.800 | 32.60 | - | D- | - | - | - | 8.28% | - | - | - | - | - | - | - | Retained |
| R-1 | YRV | 137.100 | 6.90 | - | HHH | WWW | - | - | 71.10% | - | Ovoelabk | SYUL | - | 185 | SIUB+185 | - | 887.00000 |
| P-2z | GEP | 57.100 | 3.00 | - | - | ZZZ | - | - | 93.00% | - | Mdfemywy | LBAM | 235 | 235 | LGTQ+235 | - | 399.00000 |
| L | WCQ | 63.980 | 5.60 | - | - | H | - | - | 66.33% | - | Daazzpra | SSLF | 315-325 | 325 | PGMU+325 | - | 906.00000 |
| Bod | ASB | 81.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | MEY | 21.560 | 9.50 | - | - | LLL- | - | - | 38.50% | - | Umscwzkk | XUDE | 535-550 | 575 | WSFC+575 | - | 948.00000 |
| A-2 | EJL | 8.000 | 7.30 | - | PP | - | - | - | 68.70% | - | Ltnzl | DYCQ | 240-250 | - | 6.25% | 6.250% | 676.00000 |
| T-2a | AGJ | 2.000 | 3.00 | - | - | OOO | - | - | 62.00% | - | Phfhu | B-Nskuc | 225 | - | 6.00% | 6.000% | 392.00000 |
| X | MLU | 51.740 | 28.50 | - | - | PP- | - | - | 1.12% | - | Lrsqajnf | DULX | 850-875 | 925 | MXQJ+855 | - | 39.00000 |
Tranche Comments
R-1: First Pay: 2023-10-25; Registration: 144B/Jjp T;
P-2z: First Pay: 2023-10-25; Registration: 144O/Cbk A;
T-2a: First Pay: 2023-10-25; Registration: 144A/Mfx K;
M-1: First Pay: 2023-10-25; Registration: 144X/Mhj Q;
A-2: First Pay: 2023-10-25; Registration: 144H/Uet O;
L: First Pay: 2023-10-25; Registration: 144A/Xnr U;
D: First Pay: 2023-10-25; Registration: 144Q/Njz R;
X: First Pay: 2023-10-25; Registration: 144Y/Iuk G;
B: First Pay: 2023-10-25; Registration: 144M/Pmi H;
Bod: First Pay: 2023-10-25; Registration: 144L/Ibr L;
Deal Comments
Xxv Kgvv Rmksxte 2.00
Reinvestment Period (YRS)
6