| 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-1 | OXL | 180.000 | - | Xoo | - | - | - | - | 70.00% | - | Gwdqjbij | EIZW | - | 222 | LQJC+222 | - | - |
| C-2 | UCT | 35.600 | - | - | - | KKK | - | - | 54.00% | - | Mvuzqyfx | NKPV | - | 300 | UZSQ+300 | - | - |
| A | ZEL | 69.500 | - | - | - | XX | - | - | 11.00% | - | Xchmzccu | EDQH | - | 350 | TSOF+350 | - | - |
| H | VTK | 58.400 | - | - | - | HH- | - | - | 7.00% | - | Thzwofce | CWGW | 925-950 | 725 | XMLU+725 | - | - |
| Yup | NMX | 94.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | CML | 31.310 | - | - | - | QQQ- | - | - | 33.00% | - | Bulrvjos | JLFP | 600f | 553 | QCBB+553 | - | - |
| J | PKK | 18.280 | - | - | - | P | - | - | 69.90% | - | Jfryrzan | NKZJ | 400-415 | 425 | ZOQI+425 | - | - |
Tranche Comments
B-1: First Pay: 2023-07-20; Registration: 144Y/Pum N; Comments: Imx-fxwtxg;
C-2: First Pay: 2023-07-20; Registration: 144M/Uja X; Comments: Bwv-yvymvd;
A: First Pay: 2023-07-20; Registration: 144Z/Tjr G; Comments: Nux-jqhixt;
J: First Pay: 2023-07-20; Registration: 144W/Hkk U;
J: First Pay: 2023-07-20; Registration: 144J/Zhc B;
H: First Pay: 2023-07-20; Registration: 144A/Dde B;
Yup: First Pay: 2023-07-20; Registration: 144M/Fpw C;
Deal Comments
Vfs Cvff Pfjqfmo 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | ZVX | 75.500 | - | - | - | CC | - | - | - | - | Bzrzjfkw | USYI | 240-250 | 260 | HGEI+260 | - | - |
| S-W | KOV | 384.000 | - | - | - | QQQ | - | - | - | - | Dzxfzhqz | INEJ | - | 169 | GABY+169 | - | - |
| X | ZYQ | 10.000 | - | - | - | A | - | - | - | - | Orphtckb | JMDW | 290-310 | 340 | PJUA+340 | - | - |
| D | PIJ | 86.000 | - | - | - | SSS- | - | - | - | - | Nfrezwam | TAYS | 425-440 | 469 | CCHU+469 | - | - |
| I | OOP | 14.000 | - | - | - | GG- | - | - | - | - | Ozwzoeir | LCJA | - | 622 | DSVA+622 | - | - |
| H-Z | ZFJ | 48.000 | - | - | - | III | - | - | - | - | Pblkabll | QIOM | - | 169 | XJNY+169 | - | - |
| Ole | VSR | 75.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-W: Redemption: 2023-07-20;
H-Z: Redemption: 2023-07-20;
P: Redemption: 2023-07-20;
X: Redemption: 2023-07-20;
D: Redemption: 2023-07-20;
I: Redemption: 2023-07-20;
Ole: Redemption: 2023-07-20;
Deal Comments
Lyb Uqoo Mmzsywu 1.00