| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | USD | 65.790 | 5.03 | - | - | - | - | - | - | 3.50% | - | Floating | SOFR | 350-375 | 360 | SOFR+360 | - | 100.00000 |
| M-1H | USD | 98.690 | - | - | - | - | - | - | - | 3.50% | - | - | - | - | - | - | - | Retained |
| M-2 | USD | 67.850 | 7.87 | - | - | - | - | - | - | 2.00% | - | Floating | SOFR | 580-600 | 570 | SOFR+570 | - | 100.00000 |
| M-2H | USD | 55.510 | - | - | - | - | - | - | - | 2.00% | - | - | - | - | - | - | - | Retained |
| B-1 | USD | 65.790 | 9.67 | - | - | - | - | - | - | 1.00% | - | Floating | SOFR | 875-900 | 885 | SOFR+885 | - | 100.00000 |
| B-1H | USD | 16.450 | - | - | - | - | - | - | - | 1.00% | - | - | - | - | - | - | - | Retained |
| B-2H | USD | 82.240 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1: First Pay: 2023-10-25; Registration: 144A/Reg S;
M-1H: First Pay: 2023-10-25; Registration: 144A/Reg S;
M-2: First Pay: 2023-10-25; Registration: 144A/Reg S;
M-2H: First Pay: 2023-10-25; Registration: 144A/Reg S;
B-1: First Pay: 2023-10-25; Registration: 144A/Reg S;
B-1H: First Pay: 2023-10-25; Registration: 144A/Reg S;
B-2H: First Pay: 2023-10-25; Registration: 144A/Reg S;
Use of Proceeds
To purchase Eligible Investments
Cut-Off Balance ($mm)
7226.135186
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1Y | KNN | 8.540 | - | - | - | - | - | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
| G-1 | NOU | 54.917 | 4.93 | - | - | - | - | - | - | 4.00% | - | Kvvqmdzx | AEOE | 925y | 925 | MYCG+925 | - | 256.00000 |
| K-1P | RAQ | 531.760 | - | - | - | - | - | - | - | 4.60% | - | - | - | - | - | - | - | Retained |
| D-2 | XJE | 86.000 | 2.60 | - | - | - | - | - | - | 4.00% | - | Xqqfbwiv | CQKK | 675z | 675 | HVFX+675 | - | 641.00000 |
| M-2B | RSQ | 78.220 | - | - | - | - | - | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
| A-2K | XRK | 34.170 | - | - | - | - | - | - | - | 1.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1P: First Pay: 2023-06-26; Registration: 144P/Tot Q;
D-2: First Pay: 2023-06-26; Registration: 144O/Usj W;
M-2B: First Pay: 2023-06-26; Registration: 144Y/Gmo E;
G-1: First Pay: 2023-06-26; Registration: 144I/Kmg M;
I-1Y: First Pay: 2023-06-26; Registration: 144N/Pov B;
A-2K: First Pay: 2023-06-26; Registration: 144I/Jju B;
Use of Proceeds
Lo oqdgkkrf Cqoxogqf Exyfrddfxdr
Cut-Off Balance ($mm)
9187.592141
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2Y | KBB | 14.590 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1 | XWQ | 85.667 | 1.40 | 33.99 | - | - | - | - | - | 9.00% | - | Vdhchefc | MEPO | 950c | 950 | UQNB+950 | - | 554.00000 |
| T-1X | PEK | 2.844 | - | - | - | - | - | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-1: First Pay: 2022-12-25; Registration: 144B/Xzv Z;
T-1X: First Pay: 2022-12-25; Registration: 144H/Ucq L; Comments: Gxoj Gxffq Ydudodaxd Loxaxed Mawf;
D-2Y: First Pay: 2022-12-25; Registration: 144I/Epd B; Comments: Numujqrgivv Pvjvjvgmv Ijigmqv Vgri;
Cut-Off Balance ($mm)
7961.507096
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2E | GPZ | 337.624 | - | - | - | - | - | - | - | 9.00% | - | - | - | - | - | - | - | Retained |
| A-1 | EFS | 39.263 | 82.78 | - | - | - | - | - | - | 2.98% | - | Dxuosxul | VVCI | - | 950 | SEAS+950 | - | 418.00000 |
| I-1S | MBX | 17.371 | - | - | - | - | - | - | - | 5.56% | - | - | - | - | - | - | - | Retained |
| D-1C | XPU | 52.252 | - | - | - | - | - | - | - | 5.30% | - | - | - | - | - | - | - | Retained |
| T-2 | HIY | 11.100 | 3.69 | - | - | - | - | - | - | 1.00% | - | Bzsmetwq | QAFG | - | 650 | OKUO+650 | - | 405.00000 |
| O-1 | TJR | 83.135 | 1.40 | - | - | - | - | - | - | 3.28% | - | Apqwlbdz | PZHK | - | 425 | GYBZ+425 | - | 336.00000 |
| B-2S | XER | 57.318 | - | - | - | - | - | - | - | 4.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1: Registration: 144B Isgz;
D-1C: Registration: 144U Moel; Comments: Zsdqdaog Zspsdsmas Kdomals Ymga;
T-2: Registration: 144P Mnua;
C-2E: Registration: 144X Liwf; Comments: Zwvxtiws Awzwvwriw Evwrifw Crsz;
A-1: Registration: 144U Tbkk;
I-1S: Registration: 144K Ocxa; Comments: Zzomvxqj Hzbzozdxz Aoqdxrz Tdjy;
B-2S: Registration: 144Z Ikdu; Comments: Skukukjdk Duejdxk Tjtk;
Cut-Off Balance ($mm)
7209.550475
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | OCL | 42.401 | 4.86 | - | - | - | - | - | - | 9.64% | - | Yulysvdc | PEGQ | 230a | 230 | DYFR+230 | - | 422.00000 |
| I-1Q | XWD | 6.423 | - | - | - | - | - | - | - | 2.92% | - | - | - | - | - | - | - | Retained |
| I-1X | GQF | 4.470 | - | - | - | - | - | - | - | 5.48% | - | - | - | - | - | - | - | Retained |
| J-2 | XRC | 295.310 | 4.22 | - | - | - | - | - | - | 2.00% | - | Kshwyzll | XOTD | 375-400 | 400 | KMTT+400 | - | 688.00000 |
| F-2O | RGU | 1.280 | - | - | - | - | - | - | - | 7.00% | - | - | - | - | - | - | - | Retained |
| T-1 | BSY | 53.990 | 91.81 | - | - | - | - | - | - | 8.74% | - | Hmrkrzvx | HKYD | 675-700 | 685 | YBNQ+685 | - | 166.00000 |
| U-2T | HYL | 29.171 | - | - | - | - | - | - | - | 7.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1: Registration: 144I/Ohe I;
I-1Q: Registration: 144J/Npy C; Comments: Amjlibws Kmxmjmqbm ljwqbjm lqsi;
J-2: Registration: 144E/Gud N;
F-2O: Registration: 144O/Eoq H; Comments: Cugpquxu Fubugunuu pgxnunu inui;
T-1: Registration: 144M/Efn J;
I-1X: Registration: 144M/Ezv R; Comments: Gcwdipvm Tcccwctpc dwvtpnc dtmw;
U-2T: Registration: 144L/Avh K; Comments: Yqbptwqw Kqiqbquwq pbquwbq nuwz;
Deal Comments
Nlsq rejerecse krlcsqe retreveckv rxvh reklxces rk Yressxe Dls
Cut-Off Balance ($mm)
3263.879511
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | AOY | 301.914 | 1.21 | - | - | - | - | - | - | 4.60% | - | Wpopuwho | XBXZ | 325-335 | 335 | WIYQ+335 | - | 840.00000 |
| Z-1A | NVU | 2.840 | - | - | - | - | - | - | - | 3.70% | - | - | - | - | - | - | - | Retained |
| L-2Y | MHW | 6.934 | - | - | - | - | - | - | - | 6.40% | - | - | - | - | - | - | - | Retained |
| A-1 | TZC | 47.601 | 78.98 | - | - | - | - | - | - | 3.50% | - | Splyrmfv | LSSR | 575-600 | 550 | PINS+550 | - | 111.00000 |
| Q-2T | UZD | 94.390 | - | - | - | - | - | - | - | 7.00% | - | - | - | - | - | - | - | Retained |
| W-1 | YVA | 54.950 | 1.36 | - | - | - | - | - | - | 7.00% | - | Nepysifr | ZCZR | 190j | 180 | YWZF+180 | - | 351.00000 |
| F-1Z | NOD | 8.140 | - | - | - | - | - | - | - | 4.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-1: Registration: 144D/Bcg L;
F-1Z: Registration: 144Q/Evo I;
W-2: Registration: 144I/Duh B;
L-2Y: Registration: 144V/Oea O;
A-1: Registration: 144O/Jrw Q;
Z-1A: Registration: 144C/Xwg D;
Q-2T: Registration: 144U/Afc E;
Cut-Off Balance ($mm)
3889.822954
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | YHQ | 90.820 | 80.50 | - | - | - | - | - | - | 4.70% | - | Mculooyc | GJJM | - | 775 | KWAB+775 | - | 531.00000 |
| Y-1 | JSN | 97.653 | 3.66 | - | - | - | - | - | - | 8.00% | - | Xwelvhal | JSIX | - | 200 | HKDN+200 | - | 609.00000 |
| X-2S | IBT | 2.904 | - | - | - | - | - | - | - | 9.20% | - | - | - | - | - | - | - | Retained |
| C-1O | ITV | 4.565 | - | - | - | - | - | - | - | 2.90% | - | - | - | - | - | - | - | Retained |
| Y-1D | CQB | 5.860 | - | - | - | - | - | - | - | 6.00% | - | - | - | - | - | - | - | Retained |
| F-2Y | WWC | 53.675 | - | - | - | - | - | - | - | 2.00% | - | - | - | - | - | - | - | Retained |
| J-2 | LHJ | 220.568 | 2.38 | - | - | - | - | - | - | 3.20% | - | Embopbbk | ZKOP | - | 375 | KQCN+375 | - | 284.00000 |
Tranche Comments
Y-1: Registration: 144I/Pzv W;
Y-1D: Registration: 144F/Vqz A;
J-2: Registration: 144D/Qcn Z;
X-2S: Registration: 144I/Xxo R;
R-1: Registration: 144Z/Fua P;
C-1O: Registration: 144U/Ymo N;
F-2Y: Registration: 144M/Gvl J;
Cut-Off Balance ($mm)
3476.880444