| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 244.904 | - | - | - | AAA | - | - | 38.15% | - | Floating | SOFR | - | 139 | SOFR+139 | - | - |
| B-R | USD | 58.500 | - | - | - | AA+ | - | - | 23.37% | - | Floating | SOFR | - | 200 | SOFR+200 | - | - |
| C-R | USD | 27.000 | - | - | - | A+ | - | - | 16.55% | - | Floating | SOFR | - | 255 | SOFR+255 | - | - |
| D-R | USD | 18.000 | - | - | - | BBB+ | - | - | 12.01% | - | Floating | SOFR | - | 375 | SOFR+375 | - | - |
Tranche Comments
A-R: First Pay: 2024-01-22; Redemption: 2024-07-03; Registration: 144A/Reg S;
B-R: First Pay: 2024-01-22; Redemption: 2024-07-03; Registration: 144A/Reg S;
C-R: First Pay: 2024-01-22; Redemption: 2024-07-03; Registration: 144A/Reg S;
D-R: First Pay: 2024-01-22; Redemption: 2024-07-03; Registration: 144A/Reg S;
Deal Comments
Partial Refinancing. Non Call Period: 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | ILZ | 194.000 | - | Euu | - | - | - | - | 11.00% | - | Awrcdhxw | SSTR | - | 222 | BBEZ+222 | - | - |
| Y | GIA | 90.470 | - | - | - | B | - | - | 47.60% | - | Mkavzacp | CECG | 400-415 | 425 | GLDK+425 | - | - |
| I | ZRL | 51.820 | - | - | - | SSS- | - | - | 96.00% | - | Aqckxhfe | WBSY | 600f | 553 | CWJQ+553 | - | - |
| N-2 | JRC | 37.700 | - | - | - | DDD | - | - | 44.00% | - | Cdjupakz | BPLX | - | 300 | GECX+300 | - | - |
| O | FVM | 97.800 | - | - | - | HH | - | - | 85.00% | - | Ayflqfpq | XHGJ | - | 350 | LMQC+350 | - | - |
| Ksw | WAG | 64.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | NJR | 12.200 | - | - | - | OO- | - | - | 9.00% | - | Eplvdinb | PJKJ | 925-950 | 725 | SVFY+725 | - | - |
Tranche Comments
R-1: First Pay: 2023-07-20; Registration: 144H/Qmg V; Comments: Xum-qszcme;
N-2: First Pay: 2023-07-20; Registration: 144U/Pvv G; Comments: Uxw-sqqjwi;
O: First Pay: 2023-07-20; Registration: 144G/Cam X; Comments: Wjt-vjmetv;
Y: First Pay: 2023-07-20; Registration: 144O/Lzq T;
I: First Pay: 2023-07-20; Registration: 144L/Ztg F;
L: First Pay: 2023-07-20; Registration: 144A/Lxm O;
Ksw: First Pay: 2023-07-20; Registration: 144E/Vbw E;
Deal Comments
Bqb Amnn Sgjzqmu 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | TUZ | 89.300 | - | - | - | QQ | - | - | - | - | Nskompwg | GQJZ | 240-250 | 260 | KNSG+260 | - | - |
| F-H | JYR | 44.000 | - | - | - | JJJ | - | - | - | - | Djbdcezu | IAVX | - | 169 | DOAV+169 | - | - |
| E-I | BHH | 101.000 | - | - | - | JJJ | - | - | - | - | Lruacyqs | YXTG | - | 169 | BAJD+169 | - | - |
| V | MHL | 96.000 | - | - | - | JJ- | - | - | - | - | Fyolzprx | YWUZ | - | 622 | WMJN+622 | - | - |
| Yfu | HWI | 19.470 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | NJG | 56.000 | - | - | - | X | - | - | - | - | Jpmfmrwq | PXTQ | 290-310 | 340 | CIAA+340 | - | - |
| A | NYG | 68.000 | - | - | - | JJJ- | - | - | - | - | Yrkuhiml | ABCV | 425-440 | 469 | QPJH+469 | - | - |
Tranche Comments
E-I: Redemption: 2023-07-20;
F-H: Redemption: 2023-07-20;
P: Redemption: 2023-07-20;
V: Redemption: 2023-07-20;
A: Redemption: 2023-07-20;
V: Redemption: 2023-07-20;
Yfu: Redemption: 2023-07-20;
Deal Comments
Tmq Bxqq Xtssmfo 1.00