| 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 |
|---|
| L | RWC | 71.540 | - | - | - | Z | - | - | 99.90% | - | Clcerfnl | AHYU | 400-415 | 425 | QLMT+425 | - | - |
| M-1 | YJA | 160.000 | - | Cuu | - | - | - | - | 79.00% | - | Klcsuxed | SFIF | - | 222 | DMPB+222 | - | - |
| Y-2 | CIR | 75.200 | - | - | - | BBB | - | - | 75.00% | - | Yrorpkht | PYJC | - | 300 | VTCT+300 | - | - |
| A | UVT | 12.300 | - | - | - | GG | - | - | 96.00% | - | Kkbmqbtk | DMFX | - | 350 | DASK+350 | - | - |
| P | NFW | 68.470 | - | - | - | GGG- | - | - | 40.00% | - | Davdayyg | PEHA | 600c | 553 | SPFG+553 | - | - |
| J | OJL | 33.500 | - | - | - | GG- | - | - | 4.00% | - | Alslheyu | KIBB | 925-950 | 725 | CYQJ+725 | - | - |
| Ypa | LLK | 25.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1: First Pay: 2023-07-20; Registration: 144T/Bwv G; Comments: Rku-wyrquz;
Y-2: First Pay: 2023-07-20; Registration: 144U/Uuk Y; Comments: Knm-jkzemm;
A: First Pay: 2023-07-20; Registration: 144D/Ian H; Comments: Sov-mgusvn;
L: First Pay: 2023-07-20; Registration: 144F/Hpe P;
P: First Pay: 2023-07-20; Registration: 144G/Ewr N;
J: First Pay: 2023-07-20; Registration: 144N/Qfw H;
Ypa: First Pay: 2023-07-20; Registration: 144O/Wvt Z;
Deal Comments
Lhj Bjpp Otthhjc 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-Z | WGG | 23.000 | - | - | - | CCC | - | - | - | - | Orerquxs | MYZL | - | 169 | QZFK+169 | - | - |
| V | LJS | 26.600 | - | - | - | QQ | - | - | - | - | Kyxyhsub | CNTC | 240-250 | 260 | CQKC+260 | - | - |
| F | KUO | 37.000 | - | - | - | LLL- | - | - | - | - | Yxmeekhw | BNUE | 425-440 | 469 | TMDQ+469 | - | - |
| T | UYR | 98.000 | - | - | - | O | - | - | - | - | Jpqtdzyt | PAIO | 290-310 | 340 | ELFH+340 | - | - |
| G-Q | HNW | 851.000 | - | - | - | SSS | - | - | - | - | Iwpumhye | DOEV | - | 169 | HNYH+169 | - | - |
| M | BCS | 41.000 | - | - | - | PP- | - | - | - | - | Ovhzrfym | EVZX | - | 622 | XYYK+622 | - | - |
| Sqv | OZW | 20.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-Q: Redemption: 2023-07-20;
L-Z: Redemption: 2023-07-20;
V: Redemption: 2023-07-20;
T: Redemption: 2023-07-20;
F: Redemption: 2023-07-20;
M: Redemption: 2023-07-20;
Sqv: Redemption: 2023-07-20;
Deal Comments
Dax Sbnn Sbaiaot 1.00