| 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 |
|---|
| J-2 | JAU | 55.500 | - | - | - | III | - | - | 25.00% | - | Oeilwcib | YPZV | - | 300 | WWLG+300 | - | - |
| G | NID | 93.820 | - | - | - | H | - | - | 81.20% | - | Jvueiaii | HVIZ | 400-415 | 425 | ILOI+425 | - | - |
| K | ZJE | 86.100 | - | - | - | PP- | - | - | 5.00% | - | Dkurufuj | PQJK | 925-950 | 725 | ECHJ+725 | - | - |
| T | USO | 69.930 | - | - | - | SSS- | - | - | 92.00% | - | Cmxfhuxd | LKVG | 600z | 553 | QZWQ+553 | - | - |
| B-1 | UNR | 699.000 | - | Lqq | - | - | - | - | 29.00% | - | Thswcjwg | KDFP | - | 222 | HWLU+222 | - | - |
| S | WTE | 78.700 | - | - | - | BB | - | - | 25.00% | - | Wusaazob | JKBO | - | 350 | WBIU+350 | - | - |
| Mie | UYY | 87.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-1: First Pay: 2023-07-20; Registration: 144G/Mzl I; Comments: Fzb-kuqvbs;
J-2: First Pay: 2023-07-20; Registration: 144G/Uxj A; Comments: Gxq-pjvrqz;
S: First Pay: 2023-07-20; Registration: 144G/Pno N; Comments: Rvy-zrbxyb;
G: First Pay: 2023-07-20; Registration: 144T/Dxl C;
T: First Pay: 2023-07-20; Registration: 144O/Ozy D;
K: First Pay: 2023-07-20; Registration: 144K/Tmr X;
Mie: First Pay: 2023-07-20; Registration: 144C/Mfm S;
Deal Comments
Euj Imkk Sozwuql 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | GQX | 64.000 | - | - | - | E | - | - | - | - | Rbplbwab | DZXU | 290-310 | 340 | XFQF+340 | - | - |
| N-X | TLP | 166.000 | - | - | - | QQQ | - | - | - | - | Hwwayxjf | ZAQI | - | 169 | KGEW+169 | - | - |
| V-V | CYL | 15.000 | - | - | - | KKK | - | - | - | - | Yuphrujg | DNSH | - | 169 | UJDV+169 | - | - |
| X | WJJ | 29.000 | - | - | - | AAA- | - | - | - | - | Fvkxlotn | GVAL | 425-440 | 469 | TQWL+469 | - | - |
| R | HAY | 96.100 | - | - | - | XX | - | - | - | - | Grpqokki | LDJW | 240-250 | 260 | FFWF+260 | - | - |
| O | FAT | 84.000 | - | - | - | NN- | - | - | - | - | Bcklkijh | JLTK | - | 622 | JAIZ+622 | - | - |
| Tcd | MNR | 20.430 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-X: Redemption: 2023-07-20;
V-V: Redemption: 2023-07-20;
R: Redemption: 2023-07-20;
D: Redemption: 2023-07-20;
X: Redemption: 2023-07-20;
O: Redemption: 2023-07-20;
Tcd: Redemption: 2023-07-20;
Deal Comments
Gzx Hmgg Djbezev 1.00