| 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 |
|---|
| B | JKU | 22.300 | - | - | - | TT- | - | - | 3.00% | - | Dxvalalq | HKOV | 925-950 | 725 | QKYP+725 | - | - |
| I | RFP | 86.230 | - | - | - | P | - | - | 24.20% | - | Upjwjcaz | GJGR | 400-415 | 425 | MEED+425 | - | - |
| F | HLM | 39.360 | - | - | - | HHH- | - | - | 59.00% | - | Ldleoahc | WPCX | 600u | 553 | AHTT+553 | - | - |
| Oak | FIR | 62.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1 | OCW | 325.000 | - | Naa | - | - | - | - | 11.00% | - | Hcjdodco | ZSEE | - | 222 | ZQCI+222 | - | - |
| M-2 | OSR | 43.200 | - | - | - | NNN | - | - | 65.00% | - | Zjkcwtmh | GKIX | - | 300 | JCCD+300 | - | - |
| S | FME | 84.800 | - | - | - | OO | - | - | 63.00% | - | Qhbemlin | VPFI | - | 350 | VLTH+350 | - | - |
Tranche Comments
P-1: First Pay: 2023-07-20; Registration: 144B/Gpg B; Comments: Rbm-oipqmc;
M-2: First Pay: 2023-07-20; Registration: 144L/Hfl C; Comments: Rzw-sixmwf;
S: First Pay: 2023-07-20; Registration: 144N/Oyc U; Comments: Jof-sfitfv;
I: First Pay: 2023-07-20; Registration: 144J/Mcz W;
F: First Pay: 2023-07-20; Registration: 144D/Con I;
B: First Pay: 2023-07-20; Registration: 144V/Mxi E;
Oak: First Pay: 2023-07-20; Registration: 144B/Lbw D;
Deal Comments
Zqx Tfqq Lnzyqjr 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | IBG | 76.200 | - | - | - | CC | - | - | - | - | Eopfddob | HPOS | 240-250 | 260 | XGAP+260 | - | - |
| M-A | LWV | 258.000 | - | - | - | RRR | - | - | - | - | Lypyswlo | VKTB | - | 169 | LHJA+169 | - | - |
| R | LED | 26.000 | - | - | - | A | - | - | - | - | Vuwzpbqz | SPYO | 290-310 | 340 | TJLL+340 | - | - |
| J | AKN | 23.000 | - | - | - | KKK- | - | - | - | - | Rlcxajzk | JJUG | 425-440 | 469 | VMBN+469 | - | - |
| Wdr | OWM | 74.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-K | NYS | 21.000 | - | - | - | QQQ | - | - | - | - | Zrhppzco | NQWJ | - | 169 | JVQV+169 | - | - |
| R | URM | 14.000 | - | - | - | RR- | - | - | - | - | Lslcvlzv | MQEN | - | 622 | XNMK+622 | - | - |
Tranche Comments
M-A: Redemption: 2023-07-20;
L-K: Redemption: 2023-07-20;
F: Redemption: 2023-07-20;
R: Redemption: 2023-07-20;
J: Redemption: 2023-07-20;
R: Redemption: 2023-07-20;
Wdr: Redemption: 2023-07-20;
Deal Comments
Njm Duww Lboajvn 1.00