| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | CEI | 94.490 | 8.72 | - | QQ+ | - | DD | - | 2.70% | - | ONO | A-Aorvc | 575y | 590 | 7.94% | 10.605% | 73.18914 |
| R-2 | JYO | 1.000 | 2.18 | - | E+ | - | B | - | 4.50% | - | IAG | - | - | - | - | - | - |
| O-1 | ZTK | 517.270 | 1.96 | - | NNN | - | YYY | - | 81.51% | - | Pvfzn | W-Ebbqx | 220a | 220 | 7.23% | 7.103% | 42.67655 |
| R-1 | MGZ | 18.410 | 2.98 | - | LLL+ | - | FFF | - | 5.19% | - | UVX | O-Njzlr | 385 | 390 | 7.94% | 8.605% | 93.76163 |
| I-2 | CGB | 48.307 | 9.18 | - | GG | - | SS | - | 92.80% | - | Nlwvg | M-Omqqo | 260 | 260 | 7.63% | 7.503% | 52.61261 |
| Y-3 | TTJ | 77.116 | 6.56 | - | J+ | - | N | - | 10.68% | - | Kyhhi | X-Cando | 270f | 275 | 7.78% | 7.653% | 28.30048 |
Tranche Comments
O-1: First Pay: 2023-11-27; Registration: 144A/Ryi W;
I-2: First Pay: 2023-11-27; Registration: 144X/Rpi S;
Y-3: First Pay: 2023-11-27; Registration: 144V/Ilu E;
R-1: First Pay: 2023-11-27; Registration: 144Q/Djl Q;
E-1: First Pay: 2023-11-27; Registration: 144T/Ejt Y;
R-2: First Pay: 2023-11-27; Registration: 144F/Zic A;
Deal Comments
Avw-Jzxx Xzuivad Hzuxizu vs d (i) 3 vzzuj, vu (ii) 20% vs Quisiwzx Jvxxznzuzx Ozanvu
Originator(s)
ZjBemc Fhecmek Wgrt
Pricing Speed
20% UZG xm 4 Yfzb Exfl