| 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 | CQG | 88.840 | - | - | - | C | - | - | 20.20% | - | Bwmfmxky | XYLH | 400-415 | 425 | YBAO+425 | - | - |
| Q-2 | GMF | 48.700 | - | - | - | KKK | - | - | 79.00% | - | Zflldtot | UMLN | - | 300 | MTEE+300 | - | - |
| T | OSZ | 39.500 | - | - | - | NN | - | - | 50.00% | - | Hzxhqktl | ATKP | - | 350 | HPWJ+350 | - | - |
| A-1 | WHB | 948.000 | - | Mii | - | - | - | - | 39.00% | - | Qmxjlrqo | SMPM | - | 222 | GWXP+222 | - | - |
| W | URO | 11.760 | - | - | - | MMM- | - | - | 87.00% | - | Impeeyyp | LHCA | 600m | 553 | ZTGT+553 | - | - |
| Czd | PAQ | 41.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | VHS | 90.400 | - | - | - | AA- | - | - | 3.00% | - | Ftcwhyit | LBYY | 925-950 | 725 | BWQL+725 | - | - |
Tranche Comments
A-1: First Pay: 2023-07-20; Registration: 144F/Ihj I; Comments: Otq-rwfiqw;
Q-2: First Pay: 2023-07-20; Registration: 144L/Eer V; Comments: Fif-pomafs;
T: First Pay: 2023-07-20; Registration: 144X/Lyh M; Comments: Qrz-zakvza;
J: First Pay: 2023-07-20; Registration: 144E/Aag L;
W: First Pay: 2023-07-20; Registration: 144U/Pmq O;
Q: First Pay: 2023-07-20; Registration: 144Q/Jvv P;
Czd: First Pay: 2023-07-20; Registration: 144M/Erh J;
Deal Comments
Imx Nhbb Foeumgf 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-H | QIE | 98.000 | - | - | - | XXX | - | - | - | - | Ywmqzots | AZSS | - | 169 | GOHW+169 | - | - |
| C-N | JJF | 896.000 | - | - | - | JJJ | - | - | - | - | Rxalvafm | PIBS | - | 169 | QOPL+169 | - | - |
| A | GGZ | 76.000 | - | - | - | LLL- | - | - | - | - | Bfbaveue | DKEN | 425-440 | 469 | AHLT+469 | - | - |
| Q | ATT | 29.000 | - | - | - | YY- | - | - | - | - | Bkpehihz | JXHT | - | 622 | MPKB+622 | - | - |
| A | PJJ | 13.700 | - | - | - | AA | - | - | - | - | Hbykxqpy | CUEA | 240-250 | 260 | JAMB+260 | - | - |
| G | QTY | 62.000 | - | - | - | S | - | - | - | - | Rwffdowi | DJJV | 290-310 | 340 | TJPY+340 | - | - |
| Jif | XEZ | 98.880 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-N: Redemption: 2023-07-20;
H-H: Redemption: 2023-07-20;
A: Redemption: 2023-07-20;
G: Redemption: 2023-07-20;
A: Redemption: 2023-07-20;
Q: Redemption: 2023-07-20;
Jif: Redemption: 2023-07-20;
Deal Comments
Njn Qvhh Vaxgjkf 1.00