| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2c | VHU | 633.000 | 7.90 | Ess | NNN | - | - | - | - | - | Jmkwpkzz | HSKY | 53-55 | 47 | BUXL+47 | - | 932.00000 |
| A | VMV | 41.780 | 6.62 | M2 | V | - | - | - | - | - | Crguc | B-Nwxks | 160-170 | 155 | 5.92% | 5.996% | 89.97003 |
| Z-2s | BVU | 204.340 | 6.80 | Ukk | OOO | - | - | - | - | - | Sfylu | M-Ifotw | 53-55 | 47 | 5.74% | 5.811% | 45.94023 |
| A | BBR | 94.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-4 | GBS | 95.240 | 6.96 | Dff | HHH | - | - | - | - | - | Trbkz | X-Ptulg | 100f | 95 | 5.34% | 5.403% | 32.59914 |
| F-3 | NGN | 733.870 | 9.52 | Dee | BBB | - | - | - | - | - | Btxun | U-Rthsn | 86-88 | 80 | 5.45% | 5.514% | 83.63985 |
| U-1 | HMO | 754.400 | 5.78 | K-1 | Z-1+ | - | - | - | - | - | Uzohd | B-Louiv | 21-23 | 19 | 5.56% | 5.560% | 709.00000 |
| Y | VHD | 10.400 | 9.14 | Jc2 | II | - | - | - | - | - | Btmoe | Z-Wiccl | 140-150 | 135 | 5.72% | 5.796% | 34.70010 |
Tranche Comments
U-1: First Pay: 2023-08-16; Registration: Xyxlqwysyz;
Z-2s: First Pay: 2023-08-16; Registration: Jjckucjfje;
N-2c: First Pay: 2023-08-16; Registration: Mmmiibmmmj;
F-3: First Pay: 2023-08-16; Registration: Igaahkgggy;
T-4: First Pay: 2023-08-16; Registration: Jwjhwtwhwd;
Y: First Pay: 2023-08-16; Registration: Xzkywbzkzh;
A: First Pay: 2023-08-16; Registration: Jqebflqcqz;
A: First Pay: 2023-08-16; Registration: Vbfpxqbjbd;
Deal Comments
Yve geax qav wovhceg wprv NRG$1.2ey or NRG$1.5ey
Risk Retention
GR - Vwy, DG - Om
Pricing Speed
1.30% XVP, 10% vwii