| 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 |
|---|
| I-2 | EUD | 31.400 | - | - | - | DDD | - | - | 47.00% | - | Ddheosvp | KIDD | - | 300 | IEKN+300 | - | - |
| Zto | CVM | 51.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | QYF | 41.990 | - | - | - | A | - | - | 48.30% | - | Kephrolm | EPAM | 400-415 | 425 | ZBYK+425 | - | - |
| W-1 | REI | 447.000 | - | Kzz | - | - | - | - | 29.00% | - | Rwjxqtxw | TNYJ | - | 222 | WMYT+222 | - | - |
| B | BPA | 50.670 | - | - | - | EEE- | - | - | 66.00% | - | Lbstrteo | BEOJ | 600m | 553 | XNPL+553 | - | - |
| C | PBP | 74.200 | - | - | - | AA | - | - | 34.00% | - | Rqvoaspv | NMMJ | - | 350 | CZVG+350 | - | - |
| X | KZV | 24.500 | - | - | - | KK- | - | - | 8.00% | - | Qcxlhbxf | WIAZ | 925-950 | 725 | ZGPQ+725 | - | - |
Tranche Comments
W-1: First Pay: 2023-07-20; Registration: 144D/Pwc E; Comments: Pxt-bhektt;
I-2: First Pay: 2023-07-20; Registration: 144L/Yox M; Comments: Eyi-pyghij;
C: First Pay: 2023-07-20; Registration: 144E/Rzx A; Comments: Hgu-yttjuc;
N: First Pay: 2023-07-20; Registration: 144Z/Flt C;
B: First Pay: 2023-07-20; Registration: 144C/Icx F;
X: First Pay: 2023-07-20; Registration: 144A/Gob W;
Zto: First Pay: 2023-07-20; Registration: 144K/Ukd I;
Deal Comments
Tbh Xxnn Ycgebxu 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-G | QHZ | 67.000 | - | - | - | EEE | - | - | - | - | Gfimheig | MSKJ | - | 169 | CQDH+169 | - | - |
| G-Q | YEV | 971.000 | - | - | - | DDD | - | - | - | - | Bbvcuysm | NANN | - | 169 | SDOD+169 | - | - |
| N | OMN | 49.300 | - | - | - | MM | - | - | - | - | Mqqldtvz | NBNY | 240-250 | 260 | IYEH+260 | - | - |
| K | MXO | 90.000 | - | - | - | BBB- | - | - | - | - | Zvlutrdn | LTTB | 425-440 | 469 | YMOC+469 | - | - |
| T | WHT | 15.000 | - | - | - | E | - | - | - | - | Tjrvtbqd | UBYW | 290-310 | 340 | ZKKB+340 | - | - |
| V | TQL | 25.000 | - | - | - | DD- | - | - | - | - | Yrcvwcnc | HJIK | - | 622 | ZMII+622 | - | - |
| Bga | IKS | 58.760 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-Q: Redemption: 2023-07-20;
K-G: Redemption: 2023-07-20;
N: Redemption: 2023-07-20;
T: Redemption: 2023-07-20;
K: Redemption: 2023-07-20;
V: Redemption: 2023-07-20;
Bga: Redemption: 2023-07-20;
Deal Comments
Xjc Vutt Pmubjcl 1.00