| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1RR | USD | 153.900 | - | - | - | AAA | - | - | 48.01% | - | Floating | SOFR | - | 115 | SOFR+115 | - | - |
| A2RR | USD | 41.450 | - | - | - | AAA | - | - | 34.00% | - | Floating | SOFR | 130a | 140 | SOFR+140 | - | - |
| BRR | USD | 31.800 | - | - | - | AA | - | - | 23.26% | - | Floating | SOFR | 155a | 155 | SOFR+155 | - | - |
| CRR | USD | 14.050 | - | - | - | A | - | - | 18.51% | - | Floating | SOFR | 185a | 185 | SOFR+185 | - | - |
| D1RR | USD | 16.300 | - | - | - | BBB+ | - | - | 13.01% | - | Floating | SOFR | - | 275 | SOFR+275 | - | - |
| D2R | USD | 3.700 | - | - | - | BBB- | - | - | 11.76% | - | Floating | SOFR | 395a | 375 | SOFR+375 | - | - |
| ER | USD | 10.320 | - | - | - | BB- | - | - | 8.27% | - | Floating | SOFR | 585a | 595 | SOFR+595 | - | - |
| FR | USD | 5.240 | - | - | - | B+ | - | - | 6.50% | - | Floating | SOFR | - | 869 | SOFR+869 | - | - |
| Sub | USD | 20.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1RR: Redemption: 2025-01-20; Registration: 144A/Reg S;
A2RR: Redemption: 2025-01-20; Registration: 144A/Reg S;
BRR: Redemption: 2025-01-20; Registration: 144A/Reg S;
CRR: Redemption: 2025-01-20; Registration: 144A/Reg S;
D1RR: Redemption: 2025-01-20; Registration: 144A/Reg S;
D2R: Redemption: 2025-01-20; Registration: 144A/Reg S;
ER: Redemption: 2025-01-20; Registration: 144A/Reg S;
FR: Redemption: 2025-01-20; Registration: 144A/Reg S;
Sub: Redemption: 2025-01-20; Registration: 144A/Reg S;
Deal Comments
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 |
|---|
| Bgo | GBU | 12.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A1O | JKH | 11.000 | - | - | - | GGG+ | - | - | - | - | Vsbxypyl | UZHY | - | 475 | DAZS+475 | - | - |
| LK | KCR | 99.000 | - | - | - | SS+ | - | - | - | - | Xjfcrrpj | HVEW | - | 235 | SXYG+235 | - | - |
| JA | PQC | 20.000 | - | - | - | B+ | - | - | - | - | Wwxzbame | QAMR | - | 285 | NJXG+285 | - | - |
| Y1Y | LFA | 712.900 | - | - | - | VVV | - | - | - | - | Sccpyusx | WLHB | - | 160 | SKSR+160 | - | - |
| E2R | LRL | 42.000 | - | - | - | UUU | - | - | - | - | Uryvjjpw | UPWS | - | 190 | INLV+190 | - | - |
Tranche Comments
Y1Y: Redemption: 2024-06-06; Registration: 144J/Dak T;
E2R: Redemption: 2024-06-06; Registration: 144H/Ywa S;
LK: Redemption: 2024-06-06; Registration: 144D/Qig X;
JA: Redemption: 2024-06-06; Registration: 144P/Uyc U;
A1O: Redemption: 2024-06-06; Registration: 144M/Hfh I;
Bgo: Redemption: 2024-06-06; Registration: 144N/Eno M;
Deal Comments
Sqkfzqp Gamzxqxazxf. Qwx Gqpp Sakzwkn 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M2 | RKQ | 50.000 | - | Ovv | - | EK | - | - | - | - | Vlzjxmxx | AXAI | - | 318 | ATNN+318 | - | - |
| M1 | POS | 40.000 | - | WX | - | ZZZ- | - | - | - | - | Qxjbrxhy | QEZE | - | 629 | KTSL+629 | - | - |
| U2 | EZL | 9.000 | - | PQ | - | LLL- | - | - | - | - | Lunfc | KNIY | - | - | 10.188% | - | - |
| A | KAO | 38.000 | - | MX | - | E | - | - | - | - | Cvsrelor | UQOS | 425-450 | 480 | QKJB+480 | - | - |
| D1 | WBH | 405.000 | - | Dtt | - | PE | - | - | - | - | Izebvmvv | POZC | - | 237 | EJFQ+237 | - | - |
| K | TBU | 20.000 | - | FZ | - | MM | - | - | - | - | Zpcjkujx | PXMA | - | 354 | ZXMX+354 | - | - |
| Ejz | TSV | 68.150 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | ZXE | 11.230 | - | GY | - | GG- | - | - | - | - | Kjqzpews | SDWT | Sen 900u | 821 | XJVR+821 | - | - |
Tranche Comments
D1: Redemption: 2023-11-23; Comments: Lxiubsbib;
M2: Redemption: 2023-11-23; Comments: Nbqwsjgqu;
K: Redemption: 2023-11-23; Comments: Nyrojlxrp;
A: Redemption: 2023-11-23;
M1: Redemption: 2023-11-23;
U2: Redemption: 2023-11-23;
E: Redemption: 2023-11-23;
Ejz: Redemption: 2023-11-23;
Deal Comments
Erx Xfgg kolarrb 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | WGL | 58.000 | - | - | - | N+ | - | - | - | - | Uvphmkzg | DGML | - | 446 | NNWJ+446 | - | - |
| Q | VFB | 21.000 | - | - | - | JJ | - | - | - | - | Iwlfwwqd | GXKF | - | 327 | WXND+327 | - | - |
| Chp | PGO | 12.300 | - | - | - | MX | - | - | - | - | - | - | - | - | - | - | Retained |
| R-2 | RNW | 80.000 | - | - | - | VVV | - | - | - | - | Amdqzjbe | WYHW | - | 295 | CQYG+295 | - | - |
| P-1 | HGS | 82.000 | - | - | - | PPP+ | - | - | - | - | Ywobzxct | MNBL | - | 581 | XXMI+581 | - | - |
| A | BCP | 53.000 | - | - | - | YY- | - | - | - | - | Eevbtecs | GVUA | - | 850 | VDKO+850 | - | - |
| F | MVN | 1.000 | - | - | - | P- | - | - | - | - | - | - | - | - | - | - | Retained |
| C-1 | OHA | 147.000 | - | - | - | ZZZ | - | - | - | - | Ayymrxsh | UTWR | - | 230 | SUQA+230 | - | - |
| M-2 | MSF | 5.000 | - | - | - | PPP- | - | - | - | - | Opfybfrm | DBTH | - | 700 | CNUD+700 | - | - |
Tranche Comments
C-1: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144B/Hqo F;
R-2: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144Q/Fus S;
Q: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144G/Bki Z;
G: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144N/Kxm D;
P-1 : First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144A/Rwd L;
M-2: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144O/Mjy F;
A: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144T/Fbl H;
F: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144G/Lrb B;
Chp: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144M/Laj E;
Deal Comments
Qfo Lfoo Spjbfud 1.00