| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-5 | FHC | 545.210 | 9.65 | - | Wss | - | DDD | - | ZZZ | 25.00% | - | Ovhbk | X | 150c | 150 | 6.80% | 6.443% | 441.57513 |
| C-V | JRV | 48.861 | 6.89 | - | Ad3 | - | XXX | - | ZZZ | 82.82% | - | XMS | F | 195-200 | 190 | 7.13% | 6.842% | 396.44804 |
| E | PJL | 26.418 | 6.24 | - | SG | - | Z- | - | S- | 43.60% | - | QSU | R | 385-390 | 375 | 7.13% | 8.692% | 48.29202 |
| Z-S | BIP | 582.910 | 1.46 | - | Vee | - | SSS | - | DDD | - | - | Ollgg | S | 285h | 285 | 0.39% | 7.748% | Int. Only |
| D-1 | MPF | 2.320 | 7.28 | - | Agg | - | XXX | - | MMM | 37.00% | - | Qawtw | R | 130c | - | 6.36% | - | - |
| Z-2 | QKT | 82.400 | 9.44 | - | Sss | - | AAA | - | EEE | 87.00% | - | Ozbrh | R | - | - | 6.73% | - | - |
| B-4 | OVZ | 251.000 | 4.44 | - | Pee | - | RRR | - | ZZZ | 53.00% | - | Pyixd | K | NIM-2 | 148 | 6.52% | 6.429% | 493.11635 |
| T-KE | PHP | 7.829 | 3.91 | - | Bpp | - | KKK | - | III | 31.00% | - | Alrrj | K | - | - | 7.05% | - | - |
| V | UPK | 66.900 | 3.46 | - | UD | - | AA- | - | VV- | 29.40% | - | KJX | L | 230-235 | 225 | 7.13% | 7.192% | 546.12777 |
Tranche Comments
D-1: Registration: Wymffzyryx; Comments: Swjuryk;
Z-2: Registration: Wfxvehfsfh; Comments: Zgx-Zzhvxn;
B-4: Registration: Dcumjscjcj;
X-5: Registration: Guuposunua;
T-KE: Registration: Rmmcbqmnmz; Comments: Lqw-Lbhpwy;
Z-S: Registration: Igxkvgghgu; Comments: Zbipsd oy 10/20/2023;
C-V: Registration: Jjccbxjnjf;
V: Registration: Pmvykgmrmb;
E: Registration: Ijqzjyjwjq;
Risk Retention
OP - Iuwk AO - En
WA U/W NOI Debt Yield
13.5%