| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| BP | CYY | 535.600 | 2.80 | - | WWW | BBB | 66.00% | - | Tmuvaapt | 3fUr | - | 137 | 3qMy+137 | - | 751.00000 |
| D | IGL | 70.000 | 1.70 | - | QQ- | YY- | 9.90% | - | Sxdbweli | 3fWh | - | 675 | 3sTp+659 | - | 61.00000 |
| N-2 | GDB | 1.000 | 99.50 | - | D- | E- | 9.18% | - | Ztvzstfq | 3cZg | - | 1025 | 3fTp+902 | - | 19.00000 |
| YW | PVA | 44.200 | 9.10 | - | SSS | NNN | 45.00% | - | Sehfczpj | 3yBm | - | 137 | 3jUq+137 | - | 613.00000 |
| Q-1 | NKZ | 9.000 | 67.60 | - | W+ | P+ | 8.65% | - | Fumjwhds | 3pTb | - | 850 | 3iQy+801 | - | 49.00000 |
| Ccrcqe | OBJ | 77.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | YQO | 77.000 | 3.60 | - | C | J | 68.00% | - | Mxoqraoe | 3oSv | - | 260 | 3aUr+260 | - | 534.00000 |
| S | OFB | 97.000 | 2.20 | - | UU | VV | 78.60% | - | Njxfsddw | 3iBc | - | 205 | 3oMj+205 | - | 433.00000 |
| N | LKE | 31.000 | 6.50 | - | RRR- | GGG- | 29.00% | - | Uucblaog | 3hAv | - | 375 | 3gQo+375 | - | 729.00000 |
Tranche Comments
BP: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144W/Euq D;
YW: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144W/Rzo V;
S: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144I/Jic L;
D: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144D/Mjt T;
N: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144Y/Hci A;
D: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144U/Dir U;
Q-1: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144G/Klp H;
N-2: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144M/Aer W;
Ccrcqe: First Pay: 2025-02-15; Redemption: 2026-09-17; Registration: 144K/Bde L;
Deal Comments
Bby Njvv Svtybla 2.00
Risk Retention
VU/UH - Eqs
Reinvestment Period (YRS)
1.3
Reinvestment Period End Date
Oct 7, 2023